Strategy Tester Report
Bogie RSI-ATR Trend v1

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period1 Hour (H1) 2006.01.03 15:00 - 2006.08.11 22:00 (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=50;
Bars in test17186Ticks modelled531790Modelling quality81.61%
Initial deposit5000.00
Total net profit2677.42Gross profit7130.85Gross loss-4453.42
Profit factor1.60Expected payoff111.56
Absolute drawdown0.00Maximal drawdown1660.86 (18.60%)Relative drawdown18.60% (1660.86)
Total trades24Short positions (won %)11 (54.55%)Long positions (won %)13 (53.85%)
Profit trades (% of total)13 (54.17%)Loss trades (% of total)11 (45.83%)
Largestprofit trade1203.82loss trade-838.03
Averageprofit trade548.53loss trade-404.86
Maximumconsecutive wins (profit in money)4 (1730.38)consecutive losses (loss in money)2 (-1660.86)
Maximalconsecutive profit (count of wins)1730.38 (4)consecutive loss (count of losses)-1660.86 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 16:00sell11.00117.07118.180.00
22006.01.03 18:00modify11.00117.07116.610.00
32006.01.03 21:00modify11.00117.07116.150.00
42006.01.03 21:20s/l11.00116.15116.150.00791.955791.95
52006.01.06 15:01sell21.00114.91116.050.00
62006.01.06 17:54modify21.00114.91114.400.00
72006.01.06 17:54s/l21.00114.40114.400.00445.696237.64
82006.01.11 07:00buy31.00114.84113.650.00
92006.01.11 12:13close31.00114.47113.650.00-323.235914.41
102006.01.17 11:04buy41.00115.07114.010.00
112006.01.17 17:00modify41.00115.07115.530.00
122006.01.17 21:03s/l41.00115.53115.530.00398.166312.57
132006.01.18 10:45sell51.00114.92115.980.00
142006.01.18 17:42close51.00115.36115.980.00-381.415931.16
152006.01.19 20:00buy61.00115.50114.450.00
162006.01.20 09:00close61.00115.34114.450.00-138.615792.55
172006.01.25 00:03buy71.00114.91113.920.00
182006.01.25 16:00modify71.00114.91115.570.00
192006.01.25 19:25s/l71.00115.57115.570.00571.086363.63
202006.02.13 17:12sell81.00117.68118.710.00
212006.02.14 08:01modify81.00117.68117.230.00
222006.02.14 08:10s/l81.00117.23117.230.00383.676747.30
232006.02.17 03:00buy91.00118.12117.120.00
242006.02.17 13:00modify91.00118.12118.590.00
252006.02.17 15:01s/l91.00118.59118.590.00396.357143.65
262006.03.09 19:00buy101.00118.23117.260.00
272006.03.10 15:04modify101.00118.23118.680.00
282006.03.10 15:04s/l101.00118.68118.680.00379.287522.93
292006.03.23 07:01buy111.00117.16116.160.00
302006.03.23 09:00close111.00116.87116.160.00-248.147274.79
312006.03.30 11:43sell121.00117.32118.360.00
322006.03.30 15:42close121.00117.66118.360.00-288.976985.82
332006.04.17 01:54sell131.00118.35119.250.00
342006.04.17 14:19modify131.00118.35117.890.00
352006.04.17 14:59s/l131.00117.89117.890.00389.967375.78
362006.04.19 16:00buy141.00117.75116.820.00
372006.04.19 19:00close141.00117.38116.820.00-315.227060.56
382006.05.04 17:02sell151.00113.44114.370.00
392006.05.05 16:00modify151.00113.44112.710.00
402006.05.08 00:00modify151.00113.44112.090.00
412006.05.08 02:00s/l151.00112.09112.090.001203.828264.38
422006.05.17 18:00buy161.00110.60109.410.00
432006.05.18 00:00modify161.00110.60111.110.00
442006.05.18 00:27s/l161.00111.11111.110.00459.378723.75
452006.06.02 16:00sell171.00111.55112.860.00
462006.06.05 21:00close171.00112.07112.860.00-464.138259.62
472006.06.20 09:00sell181.00114.74115.750.00
482006.06.20 12:00close181.00115.30115.750.00-485.697773.93
492006.06.29 16:02sell191.00116.14117.040.00
502006.06.29 21:00modify191.00116.14115.090.00
512006.06.29 21:01s/l191.00115.09115.090.00912.338686.26
522006.07.05 16:00buy201.00115.43114.560.00
532006.07.06 15:21close201.00115.26114.560.00-147.168539.10
542006.07.24 04:28buy211.00116.74115.800.00
552006.07.25 18:38modify211.00116.74117.200.00
562006.07.25 18:52s/l211.00117.20117.200.00392.638931.72
572006.07.25 18:52buy221.00117.21116.250.00
582006.07.26 21:25s/l221.00116.25116.250.00-822.838108.89
592006.08.04 16:12sell231.00114.30115.270.00
602006.08.08 09:01s/l231.00115.27115.270.00-838.037270.86
612006.08.08 23:48buy241.00115.31114.360.00
622006.08.11 09:48modify241.00115.31115.780.00
632006.08.11 09:48s/l241.00115.78115.780.00406.567677.42