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=50;
Bars in test17063Ticks modelled550970Modelling quality80.40%
Initial deposit5000.00
Total net profit560.32Gross profit6459.68Gross loss-5899.35
Profit factor1.09Expected payoff21.55
Absolute drawdown1887.20Maximal drawdown2388.10 (30.04%)Relative drawdown42.17% (2269.47)
Total trades26Short positions (won %)14 (50.00%)Long positions (won %)12 (58.33%)
Profit trades (% of total)14 (53.85%)Loss trades (% of total)12 (46.15%)
Largestprofit trade829.45loss trade-945.33
Averageprofit trade461.41loss trade-491.61
Maximumconsecutive wins (profit in money)8 (3974.46)consecutive losses (loss in money)5 (-2388.10)
Maximalconsecutive profit (count of wins)3974.46 (8)consecutive loss (count of losses)-2388.10 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.09 10:04buy11.001.27691.26460.0000
22006.01.10 15:30modify11.001.27691.28170.0000
32006.01.10 15:45s/l11.001.28171.28170.0000382.275382.27
42006.01.12 16:00buy21.001.28381.27210.0000
52006.01.18 09:00close21.001.27751.27210.0000-462.864919.41
62006.01.18 18:03buy31.001.28321.27180.0000
72006.01.19 15:00modify31.001.28321.28790.0000
82006.01.19 15:01s/l31.001.28791.28790.0000387.715307.11
92006.01.25 11:00sell41.001.25831.27000.0000
102006.01.26 20:00s/l41.001.27001.27000.0000-945.334361.78
112006.02.07 17:00buy51.001.30161.29020.0000
122006.02.09 02:02close51.001.29641.29020.0000-370.823990.96
132006.02.15 16:15sell61.001.30371.31470.0000
142006.02.15 17:02close61.001.30941.31470.0000-435.313555.65
152006.02.23 12:00sell71.001.30391.31370.0000
162006.02.23 16:22close71.001.30971.31370.0000-442.853112.80
172006.02.24 10:18buy81.001.31141.30170.0000
182006.02.24 17:00modify81.001.31141.31650.0000
192006.02.24 17:06s/l81.001.31651.31650.0000387.393500.19
202006.03.13 21:18sell91.001.31151.32110.0000
212006.03.14 17:00modify91.001.31151.30330.0000
222006.03.14 17:00s/l91.001.30331.30330.0000620.054120.24
232006.03.17 18:00sell101.001.28941.29930.0000
242006.03.21 02:59close101.001.29371.29930.0000-350.523769.72
252006.05.02 11:00sell111.001.23781.24980.0000
262006.05.03 09:00modify111.001.23781.23190.0000
272006.05.03 09:06s/l111.001.23191.23190.0000469.794239.51
282006.05.04 17:00sell121.001.23041.24220.0000
292006.05.05 15:00modify121.001.23041.22580.0000
302006.05.05 15:51s/l121.001.22581.22580.0000366.194605.69
312006.05.09 16:00sell131.001.22301.23490.0000
322006.05.10 09:00modify131.001.22301.21770.0000
332006.05.10 09:05s/l131.001.21771.21770.0000426.185031.87
342006.05.11 17:00sell141.001.21461.22670.0000
352006.05.12 09:00modify141.001.21461.20930.0000
362006.05.12 10:19modify141.001.21461.20450.0000
372006.05.12 10:23s/l141.001.20451.20450.0000829.455861.32
382006.05.17 17:00buy151.001.21261.19920.0000
392006.05.17 18:01modify151.001.21261.21730.0000
402006.05.17 18:01s/l151.001.21731.21730.0000386.176247.49
412006.05.19 10:00buy161.001.21671.20290.0000
422006.05.19 15:00modify161.001.21671.22170.0000
432006.05.19 15:14s/l161.001.22171.22170.0000409.266656.75
442006.05.24 17:00buy171.001.21751.20270.0000
452006.05.26 16:00modify171.001.21751.22500.0000
462006.05.26 16:03s/l171.001.22501.22500.0000642.587299.33
472006.05.30 05:00sell181.001.21921.23310.0000
482006.05.30 10:01modify181.001.21921.21380.0000
492006.05.30 10:07s/l181.001.21381.21380.0000444.857744.18
502006.06.06 09:02sell191.001.20531.21930.0000
512006.06.06 13:27close191.001.21141.21930.0000-503.557240.63
522006.06.26 20:00sell201.001.24141.25250.0000
532006.06.29 21:00modify201.001.24141.23660.0000
542006.06.29 21:01s/l201.001.23661.23660.0000342.787583.41
552006.07.05 10:00buy211.001.22911.21930.0000
562006.07.05 16:11modify211.001.22911.23360.0000
572006.07.05 16:59s/l211.001.23361.23360.0000365.027948.43
582006.07.05 16:59buy221.001.23301.22300.0000
592006.07.07 15:00s/l221.001.22301.22300.0000-785.507162.92
602006.07.25 18:11buy231.001.25081.24090.0000
612006.07.26 23:49s/l231.001.24091.24090.0000-794.146368.78
622006.08.01 19:09sell241.001.22921.23930.0000
632006.08.02 18:07close241.001.23031.23930.0000-98.486270.30
642006.08.03 18:13buy251.001.23451.22440.0000
652006.08.04 15:29close251.001.23071.22440.0000-301.205969.11
662006.08.04 16:51sell261.001.22101.23150.0000
672006.08.07 20:53close261.001.22591.23150.0000-408.785560.32