Strategy Tester Report
RSI RT EA
FBS-Real-7 (Build 1170)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2019.03.11 00:00 - 2019.06.28 23:00 (2019.03.09 - 2019.06.29) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | useTimeFilter=true; HourBegin=15; HourEnd=17; LotSize=10; MaximumRisk=150; DecreaseFactor=2; Slippage=3; StopLoss=500; TakeProfit=300; RSI_Period=6; AssignRSI=false; RSI_Close_Overbought_Value=75; RSI_Close_Oversold_Value=25; RSI_Open_Overbought_Value=90; RSI_Open_Oversold_Value=5; | ||||
| Bars in test | 2918 | Ticks modelled | 3429287 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 400.00 | Spread | Current (11) | ||
| Total net profit | 804635.82 | Gross profit | 1083898.21 | Gross loss | -279262.39 |
| Profit factor | 3.88 | Expected payoff | 30947.53 | ||
| Absolute drawdown | 97.20 | Maximal drawdown | 402500.00 (60.84%) | Relative drawdown | 95.76% (13640.66) |
| Total trades | 26 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 20 (85.00%) |
| Profit trades (% of total) | 23 (88.46%) | Loss trades (% of total) | 3 (11.54%) | ||
| Largest | profit trade | 144620.00 | loss trade | -255500.00 | |
| Average | profit trade | 47126.01 | loss trade | -93087.46 | |
| Maximum | consecutive wins (profit in money) | 12 (64142.01) | consecutive losses (loss in money) | 1 (-255500.00) | |
| Maximal | consecutive profit (count of wins) | 510430.00 (4) | consecutive loss (count of losses) | -255500.00 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.03.14 15:00 | buy | 1 | 1.20 | 1.13019 | 1.12508 | 1.13308 | ||
| 2 | 2019.03.15 05:00 | close | 1 | 1.20 | 1.13221 | 1.12508 | 1.13308 | 234.37 | 634.37 |
| 3 | 2019.03.15 15:00 | buy | 2 | 1.90 | 1.13042 | 1.12531 | 1.13331 | ||
| 4 | 2019.03.15 15:46 | modify | 2 | 1.90 | 1.13042 | 1.13287 | 1.13331 | ||
| 5 | 2019.03.15 15:47 | t/p | 2 | 1.90 | 1.13331 | 1.13287 | 1.13331 | 549.10 | 1183.47 |
| 6 | 2019.03.15 15:47 | buy | 3 | 3.55 | 1.13343 | 1.12832 | 1.13632 | ||
| 7 | 2019.03.18 09:00 | close | 3 | 3.55 | 1.13421 | 1.12832 | 1.13632 | 253.15 | 1436.62 |
| 8 | 2019.03.18 16:00 | buy | 4 | 4.31 | 1.13467 | 1.12956 | 1.13756 | ||
| 9 | 2019.03.20 14:00 | close | 4 | 4.31 | 1.13576 | 1.12956 | 1.13756 | 412.12 | 1848.74 |
| 10 | 2019.03.29 15:00 | sell | 5 | 5.55 | 1.12314 | 1.12825 | 1.12025 | ||
| 11 | 2019.04.01 19:00 | close | 5 | 5.55 | 1.12102 | 1.12825 | 1.12025 | 1177.93 | 3026.68 |
| 12 | 2019.04.02 16:00 | sell | 6 | 9.08 | 1.12052 | 1.12563 | 1.11763 | ||
| 13 | 2019.04.02 19:00 | close | 6 | 9.08 | 1.11871 | 1.12563 | 1.11763 | 1643.48 | 4670.16 |
| 14 | 2019.04.11 16:00 | buy | 7 | 14.01 | 1.12607 | 1.12096 | 1.12896 | ||
| 15 | 2019.04.12 03:52 | t/p | 7 | 14.01 | 1.12896 | 1.12096 | 1.12896 | 3955.16 | 8625.32 |
| 16 | 2019.04.12 15:00 | buy | 8 | 25.88 | 1.13075 | 1.12564 | 1.13364 | ||
| 17 | 2019.04.12 16:00 | close | 8 | 25.88 | 1.13200 | 1.12564 | 1.13364 | 3235.00 | 11860.32 |
| 18 | 2019.04.15 15:00 | buy | 9 | 35.58 | 1.13086 | 1.12575 | 1.13375 | ||
| 19 | 2019.04.17 09:00 | close | 9 | 35.58 | 1.13109 | 1.12575 | 1.13375 | 342.28 | 12202.60 |
| 20 | 2019.05.07 15:00 | buy | 10 | 36.61 | 1.11837 | 1.11326 | 1.12126 | ||
| 21 | 2019.05.08 07:00 | close | 10 | 36.61 | 1.12033 | 1.11326 | 1.12126 | 6930.64 | 19133.24 |
| 22 | 2019.05.08 16:00 | buy | 11 | 57.40 | 1.11993 | 1.11482 | 1.12282 | ||
| 23 | 2019.05.09 16:56 | t/p | 11 | 57.40 | 1.12282 | 1.11482 | 1.12282 | 15436.58 | 34569.82 |
| 24 | 2019.05.13 15:00 | buy | 12 | 103.71 | 1.12323 | 1.11812 | 1.12612 | ||
| 25 | 2019.05.13 15:40 | t/p | 12 | 103.71 | 1.12612 | 1.11812 | 1.12612 | 29972.19 | 64542.01 |
| 26 | 2019.05.13 15:40 | buy | 13 | 193.63 | 1.12623 | 1.12112 | 1.12912 | ||
| 27 | 2019.05.13 16:00 | close | 13 | 193.63 | 1.12570 | 1.12112 | 1.12912 | -10262.39 | 54279.62 |
| 28 | 2019.05.20 16:00 | sell | 14 | 162.84 | 1.11633 | 1.12144 | 1.11344 | ||
| 29 | 2019.05.21 09:00 | close | 14 | 162.84 | 1.11532 | 1.12144 | 1.11344 | 16485.92 | 70765.54 |
| 30 | 2019.05.21 16:00 | sell | 15 | 212.30 | 1.11572 | 1.12083 | 1.11283 | ||
| 31 | 2019.05.23 10:00 | close | 15 | 212.30 | 1.11431 | 1.12083 | 1.11283 | 30138.11 | 100903.65 |
| 32 | 2019.05.23 15:00 | sell | 16 | 302.71 | 1.11383 | 1.11894 | 1.11094 | ||
| 33 | 2019.05.23 16:03 | modify | 16 | 302.71 | 1.11383 | 1.11287 | 1.11094 | ||
| 34 | 2019.05.23 16:03 | s/l | 16 | 302.71 | 1.11287 | 1.11287 | 1.11094 | 29060.16 | 129963.81 |
| 35 | 2019.05.24 15:00 | buy | 17 | 389.89 | 1.11833 | 1.11322 | 1.12122 | ||
| 36 | 2019.05.24 18:00 | close | 17 | 389.89 | 1.12042 | 1.11322 | 1.12122 | 81487.01 | 211450.82 |
| 37 | 2019.06.04 16:00 | buy | 18 | 500.00 | 1.12355 | 1.11844 | 1.12644 | ||
| 38 | 2019.06.04 16:56 | t/p | 18 | 500.00 | 1.12644 | 1.11844 | 1.12644 | 144500.00 | 355950.82 |
| 39 | 2019.06.04 16:56 | buy | 19 | 500.00 | 1.12655 | 1.12144 | 1.12944 | ||
| 40 | 2019.06.05 12:00 | close | 19 | 500.00 | 1.12788 | 1.12144 | 1.12944 | 63155.00 | 419105.82 |
| 41 | 2019.06.05 15:00 | buy | 20 | 500.00 | 1.12565 | 1.12054 | 1.12854 | ||
| 42 | 2019.06.05 15:21 | t/p | 20 | 500.00 | 1.12854 | 1.12054 | 1.12854 | 144500.00 | 563605.82 |
| 43 | 2019.06.05 15:21 | buy | 21 | 500.00 | 1.12865 | 1.12354 | 1.13154 | ||
| 44 | 2019.06.05 19:05 | s/l | 21 | 500.00 | 1.12354 | 1.12354 | 1.13154 | -255500.00 | 308105.82 |
| 45 | 2019.06.11 15:00 | buy | 22 | 500.00 | 1.13108 | 1.12597 | 1.13397 | ||
| 46 | 2019.06.12 05:00 | modify | 22 | 500.00 | 1.13108 | 1.13123 | 1.13397 | ||
| 47 | 2019.06.12 06:00 | modify | 22 | 500.00 | 1.13108 | 1.13138 | 1.13397 | ||
| 48 | 2019.06.12 07:00 | modify | 22 | 500.00 | 1.13108 | 1.13152 | 1.13397 | ||
| 49 | 2019.06.12 08:00 | modify | 22 | 500.00 | 1.13108 | 1.13165 | 1.13397 | ||
| 50 | 2019.06.12 09:00 | close | 22 | 500.00 | 1.13370 | 1.13165 | 1.13397 | 127655.00 | 435760.82 |
| 51 | 2019.06.17 15:00 | sell | 23 | 500.00 | 1.12291 | 1.12802 | 1.12002 | ||
| 52 | 2019.06.18 11:13 | t/p | 23 | 500.00 | 1.12002 | 1.12802 | 1.12002 | 144620.00 | 580380.82 |
| 53 | 2019.06.26 16:00 | buy | 24 | 500.00 | 1.13601 | 1.13090 | 1.13890 | ||
| 54 | 2019.06.26 18:59 | t/p | 24 | 500.00 | 1.13890 | 1.13090 | 1.13890 | 144500.00 | 724880.82 |
| 55 | 2019.06.27 16:00 | buy | 25 | 500.00 | 1.13672 | 1.13161 | 1.13961 | ||
| 56 | 2019.06.28 11:00 | close | 25 | 500.00 | 1.13866 | 1.13161 | 1.13961 | 93655.00 | 818535.82 |
| 57 | 2019.06.28 15:00 | buy | 26 | 500.00 | 1.13720 | 1.13209 | 1.14009 | ||
| 58 | 2019.06.28 23:59 | close at stop | 26 | 500.00 | 1.13693 | 1.13209 | 1.14009 | -13500.00 | 805035.82 |