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=0;
Bars in test17186Ticks modelled531790Modelling quality81.61%
Initial deposit5000.00
Total net profit2830.25Gross profit8208.40Gross loss-5378.15
Profit factor1.53Expected payoff128.65
Absolute drawdown0.00Maximal drawdown1798.52 (20.45%)Relative drawdown20.45% (1798.52)
Total trades22Short positions (won %)10 (50.00%)Long positions (won %)12 (33.33%)
Profit trades (% of total)9 (40.91%)Loss trades (% of total)13 (59.09%)
Largestprofit trade2503.41loss trade-838.03
Averageprofit trade912.04loss trade-413.70
Maximumconsecutive wins (profit in money)3 (1414.76)consecutive losses (loss in money)3 (-1798.52)
Maximalconsecutive profit (count of wins)2503.41 (1)consecutive loss (count of losses)-1798.52 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 16:00sell11.00117.07118.180.00
22006.01.09 08:03close11.00114.21118.180.002503.417503.41
32006.01.11 07:00buy21.00114.84113.650.00
42006.01.11 12:13close21.00114.47113.650.00-323.237180.18
52006.01.17 11:04buy31.00115.07114.010.00
62006.01.18 09:00close31.00115.25114.010.00156.297336.46
72006.01.18 10:45sell41.00114.92115.980.00
82006.01.18 17:42close41.00115.36115.980.00-381.416955.05
92006.01.19 20:00buy51.00115.50114.450.00
102006.01.20 09:00close51.00115.34114.450.00-138.616816.44
112006.01.25 00:03buy61.00114.91113.920.00
122006.01.27 01:16close61.00116.20113.920.001110.587927.03
132006.02.13 17:12sell71.00117.68118.710.00
142006.02.15 01:02close71.00117.65118.710.0025.257952.28
152006.02.17 03:00buy81.00118.12117.120.00
162006.02.22 03:00close81.00118.45117.120.00278.938231.20
172006.03.09 19:00buy91.00118.23117.260.00
182006.03.15 16:02s/l91.00117.26117.260.00-826.057405.16
192006.03.23 07:01buy101.00117.16116.160.00
202006.03.23 09:00close101.00116.87116.160.00-248.147157.02
212006.03.30 11:43sell111.00117.32118.360.00
222006.03.30 15:42close111.00117.66118.360.00-288.976868.05
232006.04.17 01:54sell121.00118.35119.250.00
242006.04.18 10:04close121.00118.10119.250.00211.557079.60
252006.04.19 16:00buy131.00117.75116.820.00
262006.04.19 19:00close131.00117.38116.820.00-315.226764.38
272006.05.04 17:02sell141.00113.44114.370.00
282006.05.08 15:23close141.00111.35114.370.001876.718641.09
292006.05.17 18:00buy151.00110.60109.410.00
302006.05.19 02:00close151.00110.48109.410.00-108.198532.90
312006.06.02 16:00sell161.00111.55112.860.00
322006.06.05 21:00close161.00112.07112.860.00-464.138068.78
332006.06.20 09:00sell171.00114.74115.750.00
342006.06.20 12:00close171.00115.30115.750.00-485.697583.09
352006.06.29 16:02sell181.00116.14117.040.00
362006.07.04 22:00close181.00114.75117.040.001210.958794.04
372006.07.05 16:00buy191.00115.43114.560.00
382006.07.06 15:21close191.00115.26114.560.00-147.168646.88
392006.07.24 04:28buy201.00116.74115.800.00
402006.07.27 11:49s/l201.00115.80115.800.00-813.337833.55
412006.08.04 16:12sell211.00114.30115.270.00
422006.08.08 09:01s/l211.00115.27115.270.00-838.036995.52
432006.08.08 23:48buy221.00115.31114.360.00
442006.08.11 22:59close at stop221.00116.28114.360.00834.737830.25