Strategy Tester Report
Bogie RSI-ATR Trend v1

SymbolGBPUSD (Great Britain Dollar vs. United States Dollar)
Period1 Hour (H1) 2006.01.03 08:00 - 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 test17147Ticks modelled585573Modelling quality82.32%
Initial deposit5000.00
Total net profit9644.87Gross profit12652.42Gross loss-3007.54
Profit factor4.21Expected payoff370.96
Absolute drawdown0.00Maximal drawdown1410.36 (13.24%)Relative drawdown13.24% (1410.36)
Total trades26Short 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%)
Largestprofit trade1390.00loss trade-590.36
Averageprofit trade665.92loss trade-429.65
Maximumconsecutive wins (profit in money)9 (5695.71)consecutive losses (loss in money)3 (-1410.36)
Maximalconsecutive profit (count of wins)5695.71 (9)consecutive loss (count of losses)-1410.36 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.13 09:00buy11.001.76741.75270.0000
22006.01.13 19:00modify11.001.76741.77260.0000
32006.01.16 01:04modify11.001.76741.77710.0000
42006.01.16 04:30s/l11.001.77711.77710.0000962.255962.25
52006.02.01 21:04sell21.001.77311.78720.0000
62006.02.02 17:00close21.001.77851.78720.0000-530.365431.89
72006.02.10 12:20buy31.001.74801.73420.0000
82006.02.10 15:01modify31.001.74801.75550.0000
92006.02.10 15:25s/l31.001.75551.75550.0000750.006181.89
102006.02.17 17:12buy41.001.74171.72790.0000
112006.02.21 14:00modify41.001.74171.74640.0000
122006.02.21 14:03s/l41.001.74641.74640.0000454.506636.39
132006.02.28 12:00buy51.001.74681.73470.0000
142006.02.28 17:03modify51.001.74681.75130.0000
152006.02.28 17:05s/l51.001.75131.75130.0000450.007086.39
162006.03.31 10:21sell61.001.73861.75000.0000
172006.04.03 06:01modify61.001.73861.73400.0000
182006.04.03 10:00modify61.001.73861.72840.0000
192006.04.03 10:02s/l61.001.72841.72840.00001023.218109.60
202006.04.03 19:41buy71.001.74011.72810.0000
212006.04.04 12:02modify71.001.74011.74510.0000
222006.04.04 12:05s/l71.001.74511.74510.0000492.258601.85
232006.04.05 21:00buy81.001.75491.74300.0000
242006.04.06 16:00close81.001.75191.74300.0000-323.258278.59
252006.04.11 16:00buy91.001.74791.73590.0000
262006.04.12 10:00modify91.001.74791.75240.0000
272006.04.12 10:17s/l91.001.75241.75240.0000442.258720.84
282006.04.17 01:57buy101.001.75581.74450.0000
292006.04.17 14:00modify101.001.75581.76500.0000
302006.04.17 15:00modify101.001.75581.76970.0000
312006.04.17 15:00s/l101.001.76971.76970.00001390.0010110.84
322006.04.24 00:00buy111.001.78591.77320.0000
332006.04.24 10:30modify111.001.78591.79130.0000
342006.04.24 10:30s/l111.001.79131.79130.0000540.0010650.84
352006.04.25 15:00buy121.001.79061.77750.0000
362006.04.25 17:32close121.001.78591.77750.0000-470.0010180.84
372006.04.26 10:02sell131.001.78171.79480.0000
382006.04.27 15:08close131.001.78771.79480.0000-590.369590.49
392006.05.11 02:00sell141.001.85821.87350.0000
402006.05.11 11:06close141.001.86171.87350.0000-350.009240.49
412006.05.19 10:00sell151.001.88011.89820.0000
422006.05.19 11:30modify151.001.88011.87560.0000
432006.05.19 11:32s/l151.001.87561.87560.0000450.009690.49
442006.05.24 00:01sell161.001.87591.89470.0000
452006.05.24 17:00modify161.001.87591.86770.0000
462006.05.24 17:00s/l161.001.86771.86770.0000820.0010510.49
472006.05.24 17:00sell171.001.86761.88700.0000
482006.05.26 16:00modify171.001.86761.85850.0000
492006.05.26 16:03s/l171.001.85851.85850.0000922.8611433.34
502006.06.19 04:00sell181.001.84321.85940.0000
512006.06.19 17:00modify181.001.84321.83830.0000
522006.06.19 17:06s/l181.001.83831.83830.0000490.0011923.34
532006.07.05 10:02sell191.001.84091.85410.0000
542006.07.05 16:00modify191.001.84091.83610.0000
552006.07.06 09:00s/l191.001.83611.83610.0000489.6412412.98
562006.07.12 14:26sell201.001.83961.85280.0000
572006.07.12 15:31modify201.001.83961.83350.0000
582006.07.12 15:31s/l201.001.83351.83350.0000610.0013022.98
592006.07.14 16:15sell211.001.83691.85020.0000
602006.07.17 11:01modify211.001.83691.83230.0000
612006.07.17 11:15modify211.001.83691.82710.0000
622006.07.17 11:15s/l211.001.82711.82710.0000983.2114006.20
632006.07.19 17:00buy221.001.83251.81860.0000
642006.07.19 17:08modify221.001.83251.83730.0000
652006.07.19 17:09s/l221.001.83731.83730.0000480.0014486.20
662006.07.19 17:09buy231.001.83741.82330.0000
672006.07.19 19:59modify231.001.83741.84190.0000
682006.07.19 20:00s/l231.001.84191.84190.0000450.0014936.20
692006.07.24 10:24sell241.001.84871.86250.0000
702006.07.25 08:34close241.001.85171.86250.0000-296.7914639.41
712006.07.25 18:14sell251.001.84241.85640.0000
722006.07.26 17:16close251.001.84691.85640.0000-446.7914192.63
732006.08.03 15:31buy261.001.88961.87580.0000
742006.08.04 15:29modify261.001.88961.89420.0000
752006.08.04 15:29s/l261.001.89421.89420.0000452.2514644.87