Strategy Tester Report
RSI-R2 EA Ver11.3
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | LotSize=10; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=true; UseDefaultRSI_Period=false; RSI_Period=4; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 4064 | Ticks modelled | 11340869 | Modelling quality | 89.67% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -5003.46 | Gross profit | 25787.10 | Gross loss | -30790.56 |
| Profit factor | 0.84 | Expected payoff | -357.39 | ||
| Absolute drawdown | 5003.46 | Maximal drawdown | 32719.11 (86.75%) | Relative drawdown | 86.75% (32719.11) |
| Total trades | 14 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 14 (92.86%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 4144.47 | loss trade | -30790.56 | |
| Average | profit trade | 1983.62 | loss trade | -30790.56 | |
| Maximum | consecutive wins (profit in money) | 13 (25787.10) | consecutive losses (loss in money) | 1 (-30790.56) | |
| Maximal | consecutive profit (count of wins) | 25787.10 (13) | consecutive loss (count of losses) | -30790.56 (1) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.22 00:02 | buy | 1 | 10.00 | 0.90479 | 0.00000 | 0.91163 | ||
| 2 | 2025.01.22 09:00 | modify | 1 | 10.00 | 0.90479 | 0.90482 | 0.91163 | ||
| 3 | 2025.01.22 10:00 | modify | 1 | 10.00 | 0.90479 | 0.90496 | 0.91163 | ||
| 4 | 2025.01.22 10:38 | s/l | 1 | 10.00 | 0.90496 | 0.90496 | 0.91163 | 187.85 | 10187.85 |
| 5 | 2025.01.22 10:38 | buy | 2 | 10.00 | 0.90512 | 0.00000 | 0.91196 | ||
| 6 | 2025.01.23 04:00 | modify | 2 | 10.00 | 0.90512 | 0.90514 | 0.91196 | ||
| 7 | 2025.01.23 05:00 | modify | 2 | 10.00 | 0.90512 | 0.90528 | 0.91196 | ||
| 8 | 2025.01.23 06:00 | modify | 2 | 10.00 | 0.90512 | 0.90541 | 0.91196 | ||
| 9 | 2025.01.23 07:00 | modify | 2 | 10.00 | 0.90512 | 0.90554 | 0.91196 | ||
| 10 | 2025.01.23 08:00 | modify | 2 | 10.00 | 0.90512 | 0.90565 | 0.91196 | ||
| 11 | 2025.01.23 09:00 | modify | 2 | 10.00 | 0.90512 | 0.90576 | 0.91196 | ||
| 12 | 2025.01.23 10:00 | modify | 2 | 10.00 | 0.90512 | 0.90586 | 0.91196 | ||
| 13 | 2025.01.23 11:00 | modify | 2 | 10.00 | 0.90512 | 0.90596 | 0.91196 | ||
| 14 | 2025.01.23 12:00 | modify | 2 | 10.00 | 0.90512 | 0.90610 | 0.91196 | ||
| 15 | 2025.01.23 16:00 | modify | 2 | 10.00 | 0.90512 | 0.90629 | 0.91196 | ||
| 16 | 2025.01.23 17:00 | modify | 2 | 10.00 | 0.90512 | 0.90638 | 0.91196 | ||
| 17 | 2025.01.23 18:00 | modify | 2 | 10.00 | 0.90512 | 0.90648 | 0.91196 | ||
| 18 | 2025.01.23 19:00 | modify | 2 | 10.00 | 0.90512 | 0.90667 | 0.91196 | ||
| 19 | 2025.01.23 19:40 | s/l | 2 | 10.00 | 0.90667 | 0.90667 | 0.91196 | 1709.55 | 11897.40 |
| 20 | 2025.01.28 00:01 | buy | 3 | 10.00 | 0.90107 | 0.00000 | 0.90791 | ||
| 21 | 2025.01.28 09:00 | modify | 3 | 10.00 | 0.90107 | 0.90146 | 0.90791 | ||
| 22 | 2025.01.28 10:00 | modify | 3 | 10.00 | 0.90107 | 0.90199 | 0.90791 | ||
| 23 | 2025.01.28 11:00 | modify | 3 | 10.00 | 0.90107 | 0.90263 | 0.90791 | ||
| 24 | 2025.01.28 12:00 | modify | 3 | 10.00 | 0.90107 | 0.90333 | 0.90791 | ||
| 25 | 2025.01.28 13:00 | modify | 3 | 10.00 | 0.90107 | 0.90391 | 0.90791 | ||
| 26 | 2025.01.28 14:00 | modify | 3 | 10.00 | 0.90107 | 0.90440 | 0.90791 | ||
| 27 | 2025.01.28 15:00 | modify | 3 | 10.00 | 0.90107 | 0.90482 | 0.90791 | ||
| 28 | 2025.01.28 16:31 | s/l | 3 | 10.00 | 0.90482 | 0.90482 | 0.90791 | 4144.47 | 16041.87 |
| 29 | 2025.01.28 16:31 | buy | 4 | 10.00 | 0.90498 | 0.00000 | 0.91182 | ||
| 30 | 2025.01.29 17:00 | modify | 4 | 10.00 | 0.90498 | 0.90519 | 0.91182 | ||
| 31 | 2025.01.29 23:00 | modify | 4 | 10.00 | 0.90498 | 0.90563 | 0.91182 | ||
| 32 | 2025.01.30 01:00 | modify | 4 | 10.00 | 0.90498 | 0.90571 | 0.91182 | ||
| 33 | 2025.01.30 04:00 | modify | 4 | 10.00 | 0.90498 | 0.90578 | 0.91182 | ||
| 34 | 2025.01.30 05:00 | modify | 4 | 10.00 | 0.90498 | 0.90586 | 0.91182 | ||
| 35 | 2025.01.30 06:00 | modify | 4 | 10.00 | 0.90498 | 0.90592 | 0.91182 | ||
| 36 | 2025.01.30 07:00 | modify | 4 | 10.00 | 0.90498 | 0.90599 | 0.91182 | ||
| 37 | 2025.01.30 08:00 | modify | 4 | 10.00 | 0.90498 | 0.90606 | 0.91182 | ||
| 38 | 2025.01.30 09:00 | modify | 4 | 10.00 | 0.90498 | 0.90613 | 0.91182 | ||
| 39 | 2025.01.30 09:55 | s/l | 4 | 10.00 | 0.90613 | 0.90613 | 0.91182 | 1269.13 | 17311.00 |
| 40 | 2025.02.06 00:00 | buy | 5 | 10.00 | 0.90172 | 0.00000 | 0.90856 | ||
| 41 | 2025.02.06 12:00 | modify | 5 | 10.00 | 0.90172 | 0.90193 | 0.90856 | ||
| 42 | 2025.02.06 13:00 | modify | 5 | 10.00 | 0.90172 | 0.90255 | 0.90856 | ||
| 43 | 2025.02.06 14:00 | modify | 5 | 10.00 | 0.90172 | 0.90313 | 0.90856 | ||
| 44 | 2025.02.06 15:00 | modify | 5 | 10.00 | 0.90172 | 0.90361 | 0.90856 | ||
| 45 | 2025.02.06 16:00 | modify | 5 | 10.00 | 0.90172 | 0.90402 | 0.90856 | ||
| 46 | 2025.02.06 17:00 | modify | 5 | 10.00 | 0.90172 | 0.90441 | 0.90856 | ||
| 47 | 2025.02.06 18:00 | modify | 5 | 10.00 | 0.90172 | 0.90450 | 0.90856 | ||
| 48 | 2025.02.06 20:09 | s/l | 5 | 10.00 | 0.90450 | 0.90450 | 0.90856 | 3073.52 | 20384.52 |
| 49 | 2025.02.06 20:09 | buy | 6 | 10.00 | 0.90466 | 0.00000 | 0.91150 | ||
| 50 | 2025.02.07 11:00 | modify | 6 | 10.00 | 0.90466 | 0.90479 | 0.91150 | ||
| 51 | 2025.02.07 12:00 | modify | 6 | 10.00 | 0.90466 | 0.90498 | 0.91150 | ||
| 52 | 2025.02.07 13:00 | modify | 6 | 10.00 | 0.90466 | 0.90516 | 0.91150 | ||
| 53 | 2025.02.07 14:00 | modify | 6 | 10.00 | 0.90466 | 0.90538 | 0.91150 | ||
| 54 | 2025.02.07 15:00 | modify | 6 | 10.00 | 0.90466 | 0.90562 | 0.91150 | ||
| 55 | 2025.02.07 15:30 | s/l | 6 | 10.00 | 0.90562 | 0.90562 | 0.91150 | 1060.07 | 21444.59 |
| 56 | 2025.02.26 00:00 | buy | 7 | 10.00 | 0.89293 | 0.00000 | 0.89977 | ||
| 57 | 2025.02.26 13:00 | modify | 7 | 10.00 | 0.89293 | 0.89323 | 0.89977 | ||
| 58 | 2025.02.26 14:00 | modify | 7 | 10.00 | 0.89293 | 0.89356 | 0.89977 | ||
| 59 | 2025.02.26 15:00 | modify | 7 | 10.00 | 0.89293 | 0.89399 | 0.89977 | ||
| 60 | 2025.02.26 16:30 | s/l | 7 | 10.00 | 0.89399 | 0.89399 | 0.89977 | 1185.70 | 22630.29 |
| 61 | 2025.02.26 16:30 | buy | 8 | 10.00 | 0.89415 | 0.00000 | 0.90099 | ||
| 62 | 2025.02.27 09:00 | modify | 8 | 10.00 | 0.89415 | 0.89428 | 0.90099 | ||
| 63 | 2025.02.27 10:00 | modify | 8 | 10.00 | 0.89415 | 0.89464 | 0.90099 | ||
| 64 | 2025.02.27 11:00 | modify | 8 | 10.00 | 0.89415 | 0.89496 | 0.90099 | ||
| 65 | 2025.02.27 12:00 | modify | 8 | 10.00 | 0.89415 | 0.89532 | 0.90099 | ||
| 66 | 2025.02.27 13:00 | modify | 8 | 10.00 | 0.89415 | 0.89570 | 0.90099 | ||
| 67 | 2025.02.27 14:00 | modify | 8 | 10.00 | 0.89415 | 0.89623 | 0.90099 | ||
| 68 | 2025.02.27 15:00 | modify | 8 | 10.00 | 0.89415 | 0.89667 | 0.90099 | ||
| 69 | 2025.02.27 15:30 | s/l | 8 | 10.00 | 0.89667 | 0.89667 | 0.90099 | 2810.40 | 25440.69 |
| 70 | 2025.03.10 00:02 | buy | 9 | 10.00 | 0.87960 | 0.00000 | 0.88644 | ||
| 71 | 2025.03.12 01:00 | modify | 9 | 10.00 | 0.87960 | 0.87975 | 0.88644 | ||
| 72 | 2025.03.12 02:00 | modify | 9 | 10.00 | 0.87960 | 0.88005 | 0.88644 | ||
| 73 | 2025.03.12 03:00 | modify | 9 | 10.00 | 0.87960 | 0.88032 | 0.88644 | ||
| 74 | 2025.03.12 04:00 | modify | 9 | 10.00 | 0.87960 | 0.88064 | 0.88644 | ||
| 75 | 2025.03.12 05:00 | modify | 9 | 10.00 | 0.87960 | 0.88099 | 0.88644 | ||
| 76 | 2025.03.12 06:00 | modify | 9 | 10.00 | 0.87960 | 0.88130 | 0.88644 | ||
| 77 | 2025.03.12 07:00 | modify | 9 | 10.00 | 0.87960 | 0.88157 | 0.88644 | ||
| 78 | 2025.03.12 08:00 | modify | 9 | 10.00 | 0.87960 | 0.88188 | 0.88644 | ||
| 79 | 2025.03.12 09:00 | modify | 9 | 10.00 | 0.87960 | 0.88220 | 0.88644 | ||
| 80 | 2025.03.12 10:00 | modify | 9 | 10.00 | 0.87960 | 0.88252 | 0.88644 | ||
| 81 | 2025.03.12 10:10 | s/l | 9 | 10.00 | 0.88252 | 0.88252 | 0.88644 | 3308.71 | 28749.40 |
| 82 | 2025.03.19 00:02 | buy | 10 | 10.00 | 0.87607 | 0.00000 | 0.88291 | ||
| 83 | 2025.03.19 09:00 | modify | 10 | 10.00 | 0.87607 | 0.87612 | 0.88291 | ||
| 84 | 2025.03.19 10:00 | modify | 10 | 10.00 | 0.87607 | 0.87618 | 0.88291 | ||
| 85 | 2025.03.19 11:00 | modify | 10 | 10.00 | 0.87607 | 0.87623 | 0.88291 | ||
| 86 | 2025.03.19 12:00 | modify | 10 | 10.00 | 0.87607 | 0.87632 | 0.88291 | ||
| 87 | 2025.03.19 13:00 | modify | 10 | 10.00 | 0.87607 | 0.87641 | 0.88291 | ||
| 88 | 2025.03.19 14:00 | modify | 10 | 10.00 | 0.87607 | 0.87656 | 0.88291 | ||
| 89 | 2025.03.19 15:00 | modify | 10 | 10.00 | 0.87607 | 0.87683 | 0.88291 | ||
| 90 | 2025.03.19 16:00 | modify | 10 | 10.00 | 0.87607 | 0.87720 | 0.88291 | ||
| 91 | 2025.03.19 17:00 | modify | 10 | 10.00 | 0.87607 | 0.87753 | 0.88291 | ||
| 92 | 2025.03.19 18:00 | modify | 10 | 10.00 | 0.87607 | 0.87786 | 0.88291 | ||
| 93 | 2025.03.19 19:00 | modify | 10 | 10.00 | 0.87607 | 0.87829 | 0.88291 | ||
| 94 | 2025.03.19 20:00 | modify | 10 | 10.00 | 0.87607 | 0.87874 | 0.88291 | ||
| 95 | 2025.03.19 21:00 | modify | 10 | 10.00 | 0.87607 | 0.87912 | 0.88291 | ||
| 96 | 2025.03.19 21:00 | s/l | 10 | 10.00 | 0.87912 | 0.87912 | 0.88291 | 3469.38 | 32218.78 |
| 97 | 2025.03.19 21:00 | buy | 11 | 10.00 | 0.87928 | 0.00000 | 0.88612 | ||
| 98 | 2025.03.20 22:00 | modify | 11 | 10.00 | 0.87928 | 0.87972 | 0.88612 | ||
| 99 | 2025.03.20 23:00 | modify | 11 | 10.00 | 0.87928 | 0.88016 | 0.88612 | ||
| 100 | 2025.03.21 00:02 | modify | 11 | 10.00 | 0.87928 | 0.88056 | 0.88612 | ||
| 101 | 2025.03.21 00:10 | s/l | 11 | 10.00 | 0.88056 | 0.88056 | 0.88612 | 1453.67 | 33672.45 |
| 102 | 2025.03.26 00:00 | buy | 12 | 10.00 | 0.88262 | 0.00000 | 0.88946 | ||
| 103 | 2025.03.26 12:00 | modify | 12 | 10.00 | 0.88262 | 0.88277 | 0.88946 | ||
| 104 | 2025.03.26 13:00 | modify | 12 | 10.00 | 0.88262 | 0.88301 | 0.88946 | ||
| 105 | 2025.03.26 13:20 | s/l | 12 | 10.00 | 0.88301 | 0.88301 | 0.88946 | 441.67 | 34114.12 |
| 106 | 2025.03.26 13:20 | buy | 13 | 10.00 | 0.88317 | 0.00000 | 0.89001 | ||
| 107 | 2025.03.26 20:24 | modify | 13 | 10.00 | 0.88317 | 0.88465 | 0.89001 | ||
| 108 | 2025.03.26 20:29 | s/l | 13 | 10.00 | 0.88465 | 0.88465 | 0.89001 | 1672.98 | 35787.10 |
| 109 | 2025.03.26 20:29 | buy | 14 | 10.00 | 0.88481 | 0.00000 | 0.89165 | ||
| 110 | 2025.04.03 16:14 | close at stop | 14 | 10.00 | 0.85838 | 0.00000 | 0.89165 | -30790.56 | 4996.54 |