Strategy Tester Report
Bogie RSI-ATR Trend v1

SymbolUSDCHF (United States Dollar vs. Swiss Franc)
Period1 Hour (H1) 2006.01.03 08:00 - 2006.08.11 23:00 (2006.01.02 - 2006.08.12)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; UseCloseSignal=true; TakeProfit=50; StopLoss=100; TrailingStop=0;
Bars in test17063Ticks modelled550970Modelling quality80.40%
Initial deposit5000.00
Total net profit412.50Gross profit5425.04Gross loss-5012.53
Profit factor1.08Expected payoff20.63
Absolute drawdown2165.71Maximal drawdown2280.82 (44.59%)Relative drawdown44.59% (2280.82)
Total trades20Short positions (won %)11 (36.36%)Long positions (won %)9 (44.44%)
Profit trades (% of total)8 (40.00%)Loss trades (% of total)12 (60.00%)
Largestprofit trade1266.66loss trade-945.33
Averageprofit trade678.13loss trade-417.71
Maximumconsecutive wins (profit in money)2 (1980.53)consecutive losses (loss in money)5 (-2280.82)
Maximalconsecutive profit (count of wins)1980.53 (2)consecutive loss (count of losses)-2280.82 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.09 10:04buy11.001.27691.26460.0000
22006.01.18 09:00close11.001.27751.26460.0000115.125115.12
32006.01.18 18:03buy21.001.28321.27180.0000
42006.01.19 17:00close21.001.28181.27180.0000-86.505028.61
52006.01.25 11:00sell31.001.25831.27000.0000
62006.01.26 20:00s/l31.001.27001.27000.0000-945.334083.28
72006.02.07 17:00buy41.001.30161.29020.0000
82006.02.09 02:02close41.001.29641.29020.0000-370.823712.45
92006.02.15 16:15sell51.001.30371.31470.0000
102006.02.15 17:02close51.001.30941.31470.0000-435.313277.14
112006.02.23 12:00sell61.001.30391.31370.0000
122006.02.23 16:22close61.001.30971.31370.0000-442.852834.29
132006.02.24 10:18buy71.001.31141.30170.0000
142006.02.28 10:12close71.001.31901.30170.0000591.333425.63
152006.03.13 21:18sell81.001.31151.32110.0000
162006.03.17 16:00close81.001.29441.32110.00001266.664692.28
172006.03.17 18:00sell91.001.28941.29930.0000
182006.03.21 02:59close91.001.29371.29930.0000-350.524341.76
192006.05.02 11:00sell101.001.23781.24980.0000
202006.05.08 16:00close101.001.22761.24980.0000776.475118.23
212006.05.09 16:00sell111.001.22301.23490.0000
222006.05.15 11:00close111.001.20781.23490.00001204.076322.29
232006.05.17 17:00buy121.001.21261.19920.0000
242006.05.18 16:00close121.001.20901.19920.0000-275.046047.25
252006.05.19 10:00buy131.001.21671.20290.0000
262006.06.01 17:00close131.001.21821.20290.0000221.566268.81
272006.06.06 09:02sell141.001.20531.21930.0000
282006.06.06 13:27close141.001.21141.21930.0000-503.555765.26
292006.06.26 20:00sell151.001.24141.25250.0000
302006.07.05 09:00close151.001.22631.25250.00001149.716914.97
312006.07.05 10:00buy161.001.22911.21930.0000
322006.07.13 10:14close161.001.22941.21930.0000100.137015.10
332006.07.25 18:11buy171.001.25081.24090.0000
342006.07.26 23:49s/l171.001.24091.24090.0000-794.146220.96
352006.08.01 19:09sell181.001.22921.23930.0000
362006.08.02 18:07close181.001.23031.23930.0000-98.486122.48
372006.08.03 18:13buy191.001.23451.22440.0000
382006.08.04 15:29close191.001.23071.22440.0000-301.205821.28
392006.08.04 16:51sell201.001.22101.23150.0000
402006.08.07 20:53close201.001.22591.23150.0000-408.785412.50