Strategy Tester Report
RSI_MAnew

SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2006.05.18 09:30 - 2006.07.31 00:00 (2006.05.01 - 2006.07.31)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMovingShift=6; StopLoss=30; TakeProfit=30; TrailStop=5; fiftyVal=50; Lots=3; Slippage=4;
Bars in test2526Ticks modelled227568Modelling quality80.44%
Initial deposit10000.00
Total net profit12509.08Gross profit28709.10Gross loss-16200.02
Profit factor1.77Expected payoff173.74
Absolute drawdown3300.09Maximal drawdown3480.04 (34.19%)Relative drawdown34.19% (3480.04)
Total trades72Short positions (won %)39 (66.67%)Long positions (won %)33 (78.79%)
Profit trades (% of total)52 (72.22%)Loss trades (% of total)20 (27.78%)
Largestprofit trade900.00loss trade-900.00
Averageprofit trade552.10loss trade-810.00
Maximumconsecutive wins (profit in money)11 (8219.96)consecutive losses (loss in money)3 (-2700.00)
Maximalconsecutive profit (count of wins)8219.96 (11)consecutive loss (count of losses)-2700.00 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.18 09:30buy13.001.27871.27571.2817
22006.05.18 09:46modify13.001.27871.27881.2823
32006.05.18 09:51s/l13.001.27881.27881.282329.9810029.98
42006.05.19 05:30buy23.001.28321.28021.2862
52006.05.19 07:18s/l23.001.28021.28021.2862-900.009129.98
62006.05.21 21:30sell33.001.27641.27941.2734
72006.05.22 01:34t/p33.001.27341.27941.2734900.0010029.98
82006.05.23 03:30buy43.001.28651.28351.2895
92006.05.23 04:50modify43.001.28651.28681.2903
102006.05.23 04:50modify43.001.28651.28691.2904
112006.05.23 04:51modify43.001.28651.28701.2905
122006.05.23 04:52s/l43.001.28701.28701.2905149.9710179.95
132006.05.23 15:00buy53.001.28511.28211.2881
142006.05.23 15:05s/l53.001.28211.28211.2881-900.009279.95
152006.05.25 14:00buy63.001.27881.27581.2818
162006.05.25 14:03modify63.001.27881.27881.2823
172006.05.25 14:04s/l63.001.27881.27881.2823-0.019279.94
182006.05.25 16:30sell73.001.27691.27991.2739
192006.05.25 18:30s/l73.001.27991.27991.2739-900.008379.94
202006.05.25 19:30buy83.001.27941.27641.2824
212006.05.25 20:46modify83.001.27941.27981.2833
222006.05.25 20:47s/l83.001.27981.27981.2833119.978499.91
232006.05.29 21:30sell93.001.27491.27791.2719
242006.05.30 02:36s/l93.001.27791.27791.2719-900.007599.91
252006.05.30 15:00buy103.001.28901.28601.2920
262006.05.30 16:09s/l103.001.28601.28601.2920-900.006699.91
272006.05.30 23:00buy113.001.28651.28351.2895
282006.05.31 04:19modify113.001.28651.28661.2901
292006.05.31 04:20modify113.001.28651.28671.2902
302006.05.31 04:21modify113.001.28651.28681.2903
312006.05.31 04:21modify113.001.28651.28691.2904
322006.05.31 04:21modify113.001.28651.28711.2906
332006.05.31 04:22modify113.001.28651.28721.2907
342006.05.31 04:28s/l113.001.28721.28721.2907209.966909.87
352006.05.31 13:30sell123.001.28611.28911.2831
362006.05.31 15:13t/p123.001.28311.28911.2831900.007809.87
372006.06.01 11:30sell133.001.27391.27691.2709
382006.06.01 14:04s/l133.001.27691.27691.2709-900.006909.87
392006.06.02 09:00buy143.001.28111.27811.2841
402006.06.02 09:45modify143.001.28111.28111.2846
412006.06.02 09:46modify143.001.28111.28121.2847
422006.06.02 09:58s/l143.001.28121.28121.284729.986939.85
432006.06.05 15:30buy153.001.29461.29161.2976
442006.06.05 15:35modify153.001.29461.29471.2982
452006.06.05 15:35modify153.001.29461.29481.2983
462006.06.05 15:36modify153.001.29461.29491.2984
472006.06.05 16:00s/l153.001.29491.29491.298489.987029.83
482006.06.05 19:00sell163.001.29201.29501.2890
492006.06.06 01:10t/p163.001.28901.29501.2890900.007929.83
502006.06.06 09:00sell173.001.28981.29281.2868
512006.06.06 10:21t/p173.001.28681.29281.2868900.008829.83
522006.06.07 04:30sell183.001.28251.28551.2795
532006.06.07 06:31t/p183.001.27951.28551.2795900.009729.83
542006.06.07 13:00sell193.001.27951.28251.2765
552006.06.07 13:46t/p193.001.27651.28251.2765900.0010629.83
562006.06.07 19:00sell203.001.28001.28301.2770
572006.06.08 06:34t/p203.001.27701.28301.2770900.0011529.83
582006.06.09 08:30sell213.001.26471.26771.2617
592006.06.09 12:31t/p213.001.26171.26771.2617900.0012429.83
602006.06.09 16:30sell223.001.26391.26691.2609
612006.06.11 22:00t/p223.001.26091.26691.2609900.0013329.83
622006.06.12 21:00sell233.001.25851.26151.2555
632006.06.13 12:31t/p233.001.25551.26151.2555900.0014229.83
642006.06.13 16:30sell243.001.25731.26031.2543
652006.06.13 17:15t/p243.001.25431.26031.2543900.0015129.83
662006.06.14 04:00sell253.001.25461.25761.2516
672006.06.14 06:21s/l253.001.25761.25761.2516-900.0014229.83
682006.06.14 15:30buy263.001.26301.26001.2660
692006.06.14 18:30s/l263.001.26001.26001.2660-900.0013329.83
702006.06.14 21:30buy273.001.26011.25711.2631
712006.06.14 22:02modify273.001.26011.26021.2637
722006.06.14 22:08modify273.001.26011.26031.2638
732006.06.14 22:08modify273.001.26011.26041.2639
742006.06.14 22:18s/l273.001.26041.26041.263989.9813419.81
752006.06.15 03:30buy283.001.26141.25841.2644
762006.06.15 06:12modify283.001.26141.26151.2650
772006.06.15 06:21modify283.001.26141.26161.2651
782006.06.15 06:21modify283.001.26141.26171.2652
792006.06.15 06:21modify283.001.26141.26181.2653
802006.06.15 06:30s/l283.001.26181.26181.2653119.9713539.78
812006.06.15 07:30buy293.001.26151.25851.2645
822006.06.15 08:07modify293.001.26151.26161.2651
832006.06.15 08:08modify293.001.26151.26171.2652
842006.06.15 08:30modify293.001.26151.26181.2653
852006.06.15 08:36modify293.001.26151.26201.2655
862006.06.15 08:38modify293.001.26151.26211.2656
872006.06.15 08:49s/l293.001.26211.26211.2656179.9713719.75
882006.06.15 18:00buy303.001.26201.25901.2650
892006.06.15 20:20modify303.001.26201.26211.2656
902006.06.15 20:21modify303.001.26201.26221.2657
912006.06.15 20:38modify303.001.26201.26251.2660
922006.06.15 20:38s/l303.001.26251.26251.2660149.9713869.72
932006.06.18 23:00sell313.001.26331.26631.2603
942006.06.19 01:04t/p313.001.26031.26631.2603900.0014769.72
952006.06.19 10:00sell323.001.25921.26221.2562
962006.06.19 13:02t/p323.001.25621.26221.2562900.0015669.72
972006.06.19 22:30sell333.001.25751.26051.2545
982006.06.20 12:12t/p333.001.25451.26051.2545900.0016569.72
992006.06.20 23:30buy343.001.25981.25681.2628
1002006.06.21 01:32modify343.001.25981.26001.2635
1012006.06.21 01:33modify343.001.25981.26011.2636
1022006.06.21 01:33modify343.001.25981.26021.2637
1032006.06.21 01:34modify343.001.25981.26031.2638
1042006.06.21 01:34modify343.001.25981.26041.2639
1052006.06.21 01:35modify343.001.25981.26051.2640
1062006.06.21 01:36modify343.001.25981.26061.2641
1072006.06.21 01:38modify343.001.25981.26071.2642
1082006.06.21 01:43modify343.001.25981.26091.2644
1092006.06.21 02:05modify343.001.25981.26101.2645
1102006.06.21 02:05modify343.001.25981.26121.2647
1112006.06.21 02:05modify343.001.25981.26131.2648
1122006.06.21 02:05modify343.001.25981.26141.2649
1132006.06.21 02:05modify343.001.25981.26161.2651
1142006.06.21 02:05modify343.001.25981.26181.2653
1152006.06.21 02:06s/l343.001.26181.26181.2653599.9317169.65
1162006.06.23 03:00sell353.001.25711.26011.2541
1172006.06.23 10:15t/p353.001.25411.26011.2541900.0018069.65
1182006.06.26 04:30sell363.001.25151.25451.2485
1192006.06.26 07:05s/l363.001.25451.25451.2485-900.0017169.65
1202006.06.26 09:00buy373.001.25641.25341.2594
1212006.06.26 10:52modify373.001.25641.25651.2600
1222006.06.26 10:52modify373.001.25641.25671.2602
1232006.06.26 10:53modify373.001.25641.25681.2603
1242006.06.26 10:55s/l373.001.25681.25681.2603119.9717289.62
1252006.06.26 17:30buy383.001.25881.25581.2618
1262006.06.26 17:37modify383.001.25881.25881.2623
1272006.06.26 17:37modify383.001.25881.25901.2625
1282006.06.26 17:38modify383.001.25881.25911.2626
1292006.06.26 17:38modify383.001.25881.25931.2628
1302006.06.26 17:38modify383.001.25881.25941.2629
1312006.06.26 17:39modify383.001.25881.25951.2630
1322006.06.26 17:39modify383.001.25881.25961.2631
1332006.06.26 17:39modify383.001.25881.25971.2632
1342006.06.26 17:39modify383.001.25881.25981.2633
1352006.06.26 17:43s/l383.001.25981.25981.2633299.9617589.58
1362006.06.27 09:00buy393.001.25911.25611.2621
1372006.06.27 10:20s/l393.001.25611.25611.2621-900.0016689.58
1382006.06.28 05:30sell403.001.25731.26031.2543
1392006.06.28 14:23t/p403.001.25431.26031.2543900.0017589.58
1402006.06.28 21:30sell413.001.25521.25821.2522
1412006.06.29 11:04t/p413.001.25221.25821.2522900.0018489.58
1422006.06.29 16:00sell423.001.25321.25621.2502
1432006.06.29 18:00s/l423.001.25621.25621.2502-900.0017589.58
1442006.06.29 20:30buy433.001.26501.26201.2680
1452006.06.29 20:56modify433.001.26501.26531.2688
1462006.06.29 20:56modify433.001.26501.26581.2693
1472006.06.29 20:57modify433.001.26501.26591.2694
1482006.06.29 21:15s/l433.001.26591.26591.2694269.9617859.54
1492006.07.03 04:00buy443.001.27871.27571.2817
1502006.07.03 06:38modify443.001.27871.27881.2823
1512006.07.03 06:40modify443.001.27871.27891.2824
1522006.07.03 06:40modify443.001.27871.27931.2828
1532006.07.03 06:48modify443.001.27871.27941.2829
1542006.07.03 06:59s/l443.001.27941.27941.2829209.9618069.50
1552006.07.03 08:30buy453.001.27691.27391.2799
1562006.07.03 08:46modify453.001.27691.27691.2804
1572006.07.03 09:03s/l453.001.27691.27691.2804-0.0118069.49
1582006.07.03 10:00buy463.001.27711.27411.2801
1592006.07.03 10:06modify463.001.27711.27721.2807
1602006.07.03 10:11modify463.001.27711.27731.2808
1612006.07.03 10:31modify463.001.27711.27741.2809
1622006.07.03 10:31modify463.001.27711.27751.2810
1632006.07.03 10:32modify463.001.27711.27831.2818
1642006.07.03 10:32modify463.001.27711.27841.2819
1652006.07.03 10:32s/l463.001.27841.27841.2819389.9518459.44
1662006.07.04 00:30buy473.001.27981.27681.2828
1672006.07.04 00:46modify473.001.27981.27991.2834
1682006.07.04 00:46modify473.001.27981.28001.2835
1692006.07.04 00:47modify473.001.27981.28011.2836
1702006.07.04 00:54s/l473.001.28011.28011.283689.9818549.42
1712006.07.05 07:00sell483.001.27801.28101.2750
1722006.07.05 09:05t/p483.001.27501.28101.2750900.0019449.42
1732006.07.05 14:30sell493.001.27141.27441.2684
1742006.07.06 06:33s/l493.001.27441.27441.2684-900.0018549.42
1752006.07.06 08:00buy503.001.27441.27141.2774
1762006.07.06 12:33modify503.001.27441.27521.2787
1772006.07.06 12:33modify503.001.27441.27641.2799
1782006.07.06 12:33s/l503.001.27641.27641.2799599.9319149.35
1792006.07.07 03:30buy513.001.27761.27461.2806
1802006.07.07 07:21modify513.001.27761.27791.2814
1812006.07.07 07:21modify513.001.27761.27821.2817
1822006.07.07 07:23s/l513.001.27821.27821.2817179.9719329.32
1832006.07.10 10:00sell523.001.27791.28091.2749
1842006.07.10 12:28t/p523.001.27491.28091.2749900.0020229.32
1852006.07.11 01:30sell533.001.27431.27731.2713
1862006.07.11 06:54t/p533.001.27131.27731.2713900.0021129.32
1872006.07.11 11:00sell543.001.27371.27671.2707
1882006.07.11 17:24s/l543.001.27671.27671.2707-900.0020229.32
1892006.07.12 03:00buy553.001.27641.27341.2794
1902006.07.12 06:12modify553.001.27641.27661.2801
1912006.07.12 06:18s/l553.001.27661.27661.280159.9820289.30
1922006.07.12 08:00sell563.001.27491.27791.2719
1932006.07.12 11:26t/p563.001.27191.27791.2719900.0021189.30
1942006.07.13 01:00sell573.001.27031.27331.2673
1952006.07.13 15:18t/p573.001.26731.27331.2673900.0022089.30
1962006.07.13 16:30sell583.001.26721.27021.2642
1972006.07.13 18:52s/l583.001.27021.27021.2642-900.0021189.30
1982006.07.14 00:00sell593.001.26901.27201.2660
1992006.07.14 06:23t/p593.001.26601.27201.2660900.0022089.30
2002006.07.14 08:30sell603.001.26621.26921.2632
2012006.07.14 12:30s/l603.001.26921.26921.2632-900.0021189.30
2022006.07.17 09:00sell613.001.25541.25841.2524
2032006.07.17 12:36t/p613.001.25241.25841.2524900.0022089.30
2042006.07.18 03:00sell623.001.25281.25581.2498
2052006.07.18 09:07t/p623.001.24981.25581.2498900.0022989.30
2062006.07.19 07:00sell633.001.25011.25311.2471
2072006.07.19 12:30t/p633.001.24711.25311.2471900.0023889.30
2082006.07.19 14:00buy643.001.25171.24871.2547
2092006.07.19 14:01modify643.001.25171.25201.2555
2102006.07.19 14:01modify643.001.25171.25211.2556
2112006.07.19 14:01modify643.001.25171.25221.2557
2122006.07.19 14:01modify643.001.25171.25231.2558
2132006.07.19 14:01modify643.001.25171.25251.2560
2142006.07.19 14:01modify643.001.25171.25271.2562
2152006.07.19 14:01modify643.001.25171.25281.2563
2162006.07.19 14:01modify643.001.25171.25341.2569
2172006.07.19 14:01modify643.001.25171.25351.2570
2182006.07.19 14:01s/l643.001.25351.25351.2570539.9324429.23
2192006.07.20 09:30buy653.001.26061.25761.2636
2202006.07.20 10:25modify653.001.26061.26061.2641
2212006.07.20 10:26modify653.001.26061.26071.2642
2222006.07.20 10:26modify653.001.26061.26091.2644
2232006.07.20 10:27modify653.001.26061.26101.2645
2242006.07.20 10:27modify653.001.26061.26111.2646
2252006.07.20 10:27modify653.001.26061.26121.2647
2262006.07.20 10:28modify653.001.26061.26131.2648
2272006.07.20 10:28modify653.001.26061.26141.2649
2282006.07.20 10:28modify653.001.26061.26151.2650
2292006.07.20 10:28modify653.001.26061.26171.2652
2302006.07.20 10:28modify653.001.26061.26181.2653
2312006.07.20 10:29s/l653.001.26181.26181.2653359.9524789.18
2322006.07.20 12:30buy663.001.26381.26081.2668
2332006.07.20 12:43modify663.001.26381.26391.2674
2342006.07.20 12:44s/l663.001.26391.26391.267429.9824819.16
2352006.07.21 00:00buy673.001.26371.26071.2667
2362006.07.21 01:46modify673.001.26371.26381.2673
2372006.07.21 01:47modify673.001.26371.26391.2674
2382006.07.21 01:56modify673.001.26371.26401.2675
2392006.07.21 02:01modify673.001.26371.26411.2676
2402006.07.21 02:31modify673.001.26371.26421.2677
2412006.07.21 02:34modify673.001.26371.26431.2678
2422006.07.21 02:38modify673.001.26371.26441.2679
2432006.07.21 02:38modify673.001.26371.26451.2680
2442006.07.21 02:46s/l673.001.26451.26451.2680239.9625059.12
2452006.07.21 09:00buy683.001.26751.26451.2705
2462006.07.21 10:23modify683.001.26751.26761.2711
2472006.07.21 10:24modify683.001.26751.26781.2713
2482006.07.21 10:25s/l683.001.26781.26781.271389.9825149.10
2492006.07.24 16:00sell693.001.26301.26601.2600
2502006.07.25 05:37s/l693.001.26601.26601.2600-900.0024249.10
2512006.07.26 06:30sell703.001.25701.26001.2540
2522006.07.26 10:18s/l703.001.26001.26001.2540-900.0023349.10
2532006.07.28 08:30sell713.001.26861.27161.2656
2542006.07.28 12:31s/l713.001.27161.27161.2656-900.0022449.10
2552006.07.28 13:00buy723.001.27271.26971.2757
2562006.07.28 13:03modify723.001.27271.27281.2763
2572006.07.28 13:03modify723.001.27271.27291.2764
2582006.07.28 13:03s/l723.001.27291.27291.276459.9822509.08