Strategy Tester Report
Bogie RSI-ATR Trend v1
| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
| Period | 1 Hour (H1) 2006.01.03 08:00 - 2006.08.11 22:00 (2006.01.02 - 2006.08.12) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; UseCloseSignal=true; TakeProfit=50; StopLoss=100; TrailingStop=50; | ||||
| Bars in test | 17147 | Ticks modelled | 585573 | Modelling quality | 82.32% |
| Initial deposit | 5000.00 | ||||
| Total net profit | 9644.87 | Gross profit | 12652.42 | Gross loss | -3007.54 |
| Profit factor | 4.21 | Expected payoff | 370.96 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 1410.36 (13.24%) | Relative drawdown | 13.24% (1410.36) |
| Total trades | 26 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 1390.00 | loss trade | -590.36 | |
| Average | profit trade | 665.92 | loss trade | -429.65 | |
| Maximum | consecutive wins (profit in money) | 9 (5695.71) | consecutive losses (loss in money) | 3 (-1410.36) | |
| Maximal | consecutive profit (count of wins) | 5695.71 (9) | consecutive loss (count of losses) | -1410.36 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.13 09:00 | buy | 1 | 1.00 | 1.7674 | 1.7527 | 0.0000 | ||
| 2 | 2006.01.13 19:00 | modify | 1 | 1.00 | 1.7674 | 1.7726 | 0.0000 | ||
| 3 | 2006.01.16 01:04 | modify | 1 | 1.00 | 1.7674 | 1.7771 | 0.0000 | ||
| 4 | 2006.01.16 04:30 | s/l | 1 | 1.00 | 1.7771 | 1.7771 | 0.0000 | 962.25 | 5962.25 |
| 5 | 2006.02.01 21:04 | sell | 2 | 1.00 | 1.7731 | 1.7872 | 0.0000 | ||
| 6 | 2006.02.02 17:00 | close | 2 | 1.00 | 1.7785 | 1.7872 | 0.0000 | -530.36 | 5431.89 |
| 7 | 2006.02.10 12:20 | buy | 3 | 1.00 | 1.7480 | 1.7342 | 0.0000 | ||
| 8 | 2006.02.10 15:01 | modify | 3 | 1.00 | 1.7480 | 1.7555 | 0.0000 | ||
| 9 | 2006.02.10 15:25 | s/l | 3 | 1.00 | 1.7555 | 1.7555 | 0.0000 | 750.00 | 6181.89 |
| 10 | 2006.02.17 17:12 | buy | 4 | 1.00 | 1.7417 | 1.7279 | 0.0000 | ||
| 11 | 2006.02.21 14:00 | modify | 4 | 1.00 | 1.7417 | 1.7464 | 0.0000 | ||
| 12 | 2006.02.21 14:03 | s/l | 4 | 1.00 | 1.7464 | 1.7464 | 0.0000 | 454.50 | 6636.39 |
| 13 | 2006.02.28 12:00 | buy | 5 | 1.00 | 1.7468 | 1.7347 | 0.0000 | ||
| 14 | 2006.02.28 17:03 | modify | 5 | 1.00 | 1.7468 | 1.7513 | 0.0000 | ||
| 15 | 2006.02.28 17:05 | s/l | 5 | 1.00 | 1.7513 | 1.7513 | 0.0000 | 450.00 | 7086.39 |
| 16 | 2006.03.31 10:21 | sell | 6 | 1.00 | 1.7386 | 1.7500 | 0.0000 | ||
| 17 | 2006.04.03 06:01 | modify | 6 | 1.00 | 1.7386 | 1.7340 | 0.0000 | ||
| 18 | 2006.04.03 10:00 | modify | 6 | 1.00 | 1.7386 | 1.7284 | 0.0000 | ||
| 19 | 2006.04.03 10:02 | s/l | 6 | 1.00 | 1.7284 | 1.7284 | 0.0000 | 1023.21 | 8109.60 |
| 20 | 2006.04.03 19:41 | buy | 7 | 1.00 | 1.7401 | 1.7281 | 0.0000 | ||
| 21 | 2006.04.04 12:02 | modify | 7 | 1.00 | 1.7401 | 1.7451 | 0.0000 | ||
| 22 | 2006.04.04 12:05 | s/l | 7 | 1.00 | 1.7451 | 1.7451 | 0.0000 | 492.25 | 8601.85 |
| 23 | 2006.04.05 21:00 | buy | 8 | 1.00 | 1.7549 | 1.7430 | 0.0000 | ||
| 24 | 2006.04.06 16:00 | close | 8 | 1.00 | 1.7519 | 1.7430 | 0.0000 | -323.25 | 8278.59 |
| 25 | 2006.04.11 16:00 | buy | 9 | 1.00 | 1.7479 | 1.7359 | 0.0000 | ||
| 26 | 2006.04.12 10:00 | modify | 9 | 1.00 | 1.7479 | 1.7524 | 0.0000 | ||
| 27 | 2006.04.12 10:17 | s/l | 9 | 1.00 | 1.7524 | 1.7524 | 0.0000 | 442.25 | 8720.84 |
| 28 | 2006.04.17 01:57 | buy | 10 | 1.00 | 1.7558 | 1.7445 | 0.0000 | ||
| 29 | 2006.04.17 14:00 | modify | 10 | 1.00 | 1.7558 | 1.7650 | 0.0000 | ||
| 30 | 2006.04.17 15:00 | modify | 10 | 1.00 | 1.7558 | 1.7697 | 0.0000 | ||
| 31 | 2006.04.17 15:00 | s/l | 10 | 1.00 | 1.7697 | 1.7697 | 0.0000 | 1390.00 | 10110.84 |
| 32 | 2006.04.24 00:00 | buy | 11 | 1.00 | 1.7859 | 1.7732 | 0.0000 | ||
| 33 | 2006.04.24 10:30 | modify | 11 | 1.00 | 1.7859 | 1.7913 | 0.0000 | ||
| 34 | 2006.04.24 10:30 | s/l | 11 | 1.00 | 1.7913 | 1.7913 | 0.0000 | 540.00 | 10650.84 |
| 35 | 2006.04.25 15:00 | buy | 12 | 1.00 | 1.7906 | 1.7775 | 0.0000 | ||
| 36 | 2006.04.25 17:32 | close | 12 | 1.00 | 1.7859 | 1.7775 | 0.0000 | -470.00 | 10180.84 |
| 37 | 2006.04.26 10:02 | sell | 13 | 1.00 | 1.7817 | 1.7948 | 0.0000 | ||
| 38 | 2006.04.27 15:08 | close | 13 | 1.00 | 1.7877 | 1.7948 | 0.0000 | -590.36 | 9590.49 |
| 39 | 2006.05.11 02:00 | sell | 14 | 1.00 | 1.8582 | 1.8735 | 0.0000 | ||
| 40 | 2006.05.11 11:06 | close | 14 | 1.00 | 1.8617 | 1.8735 | 0.0000 | -350.00 | 9240.49 |
| 41 | 2006.05.19 10:00 | sell | 15 | 1.00 | 1.8801 | 1.8982 | 0.0000 | ||
| 42 | 2006.05.19 11:30 | modify | 15 | 1.00 | 1.8801 | 1.8756 | 0.0000 | ||
| 43 | 2006.05.19 11:32 | s/l | 15 | 1.00 | 1.8756 | 1.8756 | 0.0000 | 450.00 | 9690.49 |
| 44 | 2006.05.24 00:01 | sell | 16 | 1.00 | 1.8759 | 1.8947 | 0.0000 | ||
| 45 | 2006.05.24 17:00 | modify | 16 | 1.00 | 1.8759 | 1.8677 | 0.0000 | ||
| 46 | 2006.05.24 17:00 | s/l | 16 | 1.00 | 1.8677 | 1.8677 | 0.0000 | 820.00 | 10510.49 |
| 47 | 2006.05.24 17:00 | sell | 17 | 1.00 | 1.8676 | 1.8870 | 0.0000 | ||
| 48 | 2006.05.26 16:00 | modify | 17 | 1.00 | 1.8676 | 1.8585 | 0.0000 | ||
| 49 | 2006.05.26 16:03 | s/l | 17 | 1.00 | 1.8585 | 1.8585 | 0.0000 | 922.86 | 11433.34 |
| 50 | 2006.06.19 04:00 | sell | 18 | 1.00 | 1.8432 | 1.8594 | 0.0000 | ||
| 51 | 2006.06.19 17:00 | modify | 18 | 1.00 | 1.8432 | 1.8383 | 0.0000 | ||
| 52 | 2006.06.19 17:06 | s/l | 18 | 1.00 | 1.8383 | 1.8383 | 0.0000 | 490.00 | 11923.34 |
| 53 | 2006.07.05 10:02 | sell | 19 | 1.00 | 1.8409 | 1.8541 | 0.0000 | ||
| 54 | 2006.07.05 16:00 | modify | 19 | 1.00 | 1.8409 | 1.8361 | 0.0000 | ||
| 55 | 2006.07.06 09:00 | s/l | 19 | 1.00 | 1.8361 | 1.8361 | 0.0000 | 489.64 | 12412.98 |
| 56 | 2006.07.12 14:26 | sell | 20 | 1.00 | 1.8396 | 1.8528 | 0.0000 | ||
| 57 | 2006.07.12 15:31 | modify | 20 | 1.00 | 1.8396 | 1.8335 | 0.0000 | ||
| 58 | 2006.07.12 15:31 | s/l | 20 | 1.00 | 1.8335 | 1.8335 | 0.0000 | 610.00 | 13022.98 |
| 59 | 2006.07.14 16:15 | sell | 21 | 1.00 | 1.8369 | 1.8502 | 0.0000 | ||
| 60 | 2006.07.17 11:01 | modify | 21 | 1.00 | 1.8369 | 1.8323 | 0.0000 | ||
| 61 | 2006.07.17 11:15 | modify | 21 | 1.00 | 1.8369 | 1.8271 | 0.0000 | ||
| 62 | 2006.07.17 11:15 | s/l | 21 | 1.00 | 1.8271 | 1.8271 | 0.0000 | 983.21 | 14006.20 |
| 63 | 2006.07.19 17:00 | buy | 22 | 1.00 | 1.8325 | 1.8186 | 0.0000 | ||
| 64 | 2006.07.19 17:08 | modify | 22 | 1.00 | 1.8325 | 1.8373 | 0.0000 | ||
| 65 | 2006.07.19 17:09 | s/l | 22 | 1.00 | 1.8373 | 1.8373 | 0.0000 | 480.00 | 14486.20 |
| 66 | 2006.07.19 17:09 | buy | 23 | 1.00 | 1.8374 | 1.8233 | 0.0000 | ||
| 67 | 2006.07.19 19:59 | modify | 23 | 1.00 | 1.8374 | 1.8419 | 0.0000 | ||
| 68 | 2006.07.19 20:00 | s/l | 23 | 1.00 | 1.8419 | 1.8419 | 0.0000 | 450.00 | 14936.20 |
| 69 | 2006.07.24 10:24 | sell | 24 | 1.00 | 1.8487 | 1.8625 | 0.0000 | ||
| 70 | 2006.07.25 08:34 | close | 24 | 1.00 | 1.8517 | 1.8625 | 0.0000 | -296.79 | 14639.41 |
| 71 | 2006.07.25 18:14 | sell | 25 | 1.00 | 1.8424 | 1.8564 | 0.0000 | ||
| 72 | 2006.07.26 17:16 | close | 25 | 1.00 | 1.8469 | 1.8564 | 0.0000 | -446.79 | 14192.63 |
| 73 | 2006.08.03 15:31 | buy | 26 | 1.00 | 1.8896 | 1.8758 | 0.0000 | ||
| 74 | 2006.08.04 15:29 | modify | 26 | 1.00 | 1.8896 | 1.8942 | 0.0000 | ||
| 75 | 2006.08.04 15:29 | s/l | 26 | 1.00 | 1.8942 | 1.8942 | 0.0000 | 452.25 | 14644.87 |