Strategy Tester Report
Super RSI Ver. 1.8

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
PeriodDaily (D1) 1999.03.04 00:00 - 2007.06.15 23:59
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersLotSize=1; Slippage=3; StopLoss=100; TakeProfit=700; RiskPercent=2; OverrideMagicNumber=0; UseEMA200=false; UseStandardTrailingStop=true; UseParabolicStop=false; UseMoneyMgmt=false; BrokerPermitsFractionalLots=true; TradePositiveSwapOnly=false; UseOptimizedRSIPeriods=true; Default_RSI_Period=4; OptimumRSI_AUDCAD=5; OptimumRSI_AUDJPY=7; OptimumRSI_AUDNZD=6; OptimumRSI_AUDUSD=4; OptimumRSI_CHFJPY=4; OptimumRSI_EURAUD=2; OptimumRSI_EURCAD=3; OptimumRSI_EURCHF=3; OptimumRSI_EURGBP=2; OptimumRSI_EURJPY=4; OptimumRSI_EURUSD=4; OptimumRSI_GBPCHF=6; OptimumRSI_GBPJPY=4; OptimumRSI_GBPUSD=3; OptimumRSI_NZDJPY=6; OptimumRSI_NZDUSD=7; OptimumRSI_USDCHF=4; OptimumRSI_USDCAD=2; OptimumRSI_USDJPY=4; RSI_Overbought_Value=75; RSI_Oversold_Value=25; Buy_Order_Comment="Super RSI Buy"; Sell_Order_Comment="Super RSI Sell";
Bars in test2167Ticks modelled4233Modelling qualityn/a
Initial deposit10000.00
Total net profit16488.70Gross profit32288.82Gross loss-15800.12
Profit factor2.04Expected payoff305.35
Absolute drawdown1532.92Maximal drawdown4173.79 (15.78%)Relative drawdown28.97% (3452.58)
Total trades54Short positions (won %)20 (40.00%)Long positions (won %)34 (55.88%)
Profit trades (% of total)27 (50.00%)Loss trades (% of total)27 (50.00%)
Largestprofit trade3360.89loss trade-1030.17
Averageprofit trade1195.88loss trade-585.19
Maximumconsecutive wins (profit in money)5 (5757.04)consecutive losses (loss in money)6 (-4173.79)
Maximalconsecutive profit (count of wins)5757.04 (5)consecutive loss (count of losses)-4173.79 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
11999.12.16 00:00sell11.00103.67104.7096.67
21999.12.17 00:00modify11.00103.67104.0096.67
31999.12.21 00:00modify11.00103.67103.5896.67
41999.12.22 00:00modify11.00103.67103.1896.67
51999.12.23 00:00close11.00101.63103.1896.671909.5611909.56
62000.01.07 00:00sell21.00105.25106.2898.25
72000.01.10 00:00modify21.00105.25106.2698.25
82000.01.11 00:00modify21.00105.25106.1898.25
92000.01.12 00:00s/l21.00106.18106.1898.25-918.5810990.98
102000.02.01 00:00sell31.00107.28108.31100.28
112000.02.03 00:00s/l31.00108.31108.31100.28-1007.439983.55
122000.02.09 00:00sell41.00109.47110.50102.47
132000.02.10 00:00modify41.00109.47109.88102.47
142000.02.14 00:00modify41.00109.47109.64102.47
152000.02.17 00:00s/l41.00109.64109.64102.47-293.869689.69
162000.02.18 00:00sell51.00110.38111.41103.38
172000.02.21 00:00close51.00110.74111.41103.38-339.059350.64
182000.03.24 00:00sell61.00107.29108.32100.29
192000.03.27 00:00modify61.00107.29107.78100.29
202000.03.28 00:00modify61.00107.29107.73100.29
212000.03.29 00:00modify61.00107.29106.87100.29
222000.03.30 00:00close61.00105.71106.87100.291410.9010761.54
232000.04.24 00:00sell71.00105.69106.7298.69
242000.04.25 00:00modify71.00105.69106.7198.69
252000.04.27 00:00s/l71.00106.71106.7198.69-1030.179731.37
262000.08.04 00:00buy81.00108.38107.35115.38
272000.08.07 00:00modify81.00108.38107.58115.38
282000.08.08 00:00modify81.00108.38108.06115.38
292000.08.10 00:00s/l81.00108.06108.06115.38-223.729507.65
302000.08.24 00:00buy91.00107.07106.04114.07
312000.08.29 00:00s/l91.00106.04106.04114.07-931.208576.45
322000.10.11 00:00buy101.00107.76106.73114.76
332000.10.17 00:00modify101.00107.76107.08114.76
342000.10.20 00:00modify101.00107.76107.38114.76
352000.10.23 00:00close101.00108.94107.38114.761229.099805.54
362000.12.06 00:00buy111.00111.04110.01118.04
372000.12.11 00:00modify111.00111.04110.42118.04
382000.12.14 00:00close111.00112.19110.42118.041146.6510952.19
392001.01.31 00:00buy121.00115.83114.80122.83
402001.02.01 00:00modify121.00115.83115.53122.83
412001.02.02 00:00s/l121.00115.53115.53122.83-210.8510741.34
422001.02.16 00:00buy131.00115.46114.43122.46
432001.02.19 00:00modify131.00115.46115.02122.46
442001.02.22 00:00modify131.00115.46115.50122.46
452001.02.23 00:00modify131.00115.46115.91122.46
462001.02.26 00:00s/l131.00115.91115.91122.46485.6811227.02
472001.03.28 00:00buy141.00122.19121.16129.19
482001.03.29 00:00modify141.00122.19121.31129.19
492001.03.30 00:00modify141.00122.19122.75129.19
502001.04.02 00:00close141.00126.36122.75129.193360.8914587.91
512001.04.06 00:00buy151.00124.04123.01131.04
522001.04.09 00:00modify151.00124.04123.11131.04
532001.04.10 00:00modify151.00124.04124.16131.04
542001.04.12 00:00s/l151.00124.16124.16131.04169.1614757.07
552001.04.19 00:00buy161.00122.11121.08129.11
562001.04.20 00:00s/l161.00121.08121.08129.11-838.8713918.20
572001.05.04 00:00buy171.00121.34120.31128.34
582001.05.07 00:00modify171.00121.34120.33128.34
592001.05.10 00:00modify171.00121.34121.32128.34
602001.05.11 00:00modify171.00121.34121.59128.34
612001.05.15 00:00close171.00123.29121.59128.341691.0815609.28
622001.05.25 00:00buy181.00119.86118.83126.86
632001.05.28 00:00modify181.00119.86119.50126.86
642001.05.29 00:00modify181.00119.86120.10126.86
652001.05.30 00:00s/l181.00120.10120.10126.86236.2715845.55
662001.06.04 00:00buy191.00119.17118.14126.17
672001.06.05 00:00modify191.00119.17118.27126.17
682001.06.06 00:00modify191.00119.17119.26126.17
692001.06.11 00:00modify191.00119.17119.91126.17
702001.06.12 00:00close191.00121.87119.91126.172312.7618158.31
712001.07.13 00:00buy201.00123.87122.84130.87
722001.07.16 00:00modify201.00123.87123.70130.87
732001.07.17 00:00modify201.00123.87124.44130.87
742001.07.19 00:00s/l201.00124.44124.44130.87532.9418691.25
752001.08.06 00:00buy211.00123.73122.70130.73
762001.08.07 00:00modify211.00123.73122.90130.73
772001.08.09 00:00s/l211.00122.90122.90130.73-610.2918080.96
782001.08.16 00:00buy221.00119.60118.57126.60
792001.08.17 00:00modify221.00119.60119.30126.60
802001.08.20 00:00modify221.00119.60119.34126.60
812001.08.21 00:00modify221.00119.60119.78126.60
822001.08.22 00:00s/l221.00119.78119.78126.60198.9918279.95
832001.11.05 00:00buy231.00121.66120.63128.66
842001.11.06 00:00modify231.00121.66120.68128.66
852001.11.07 00:00close231.00121.24120.68128.66-322.1017957.85
862002.01.16 00:00buy241.00131.16130.13138.16
872002.01.17 00:00modify241.00131.16131.30138.16
882002.01.18 00:00modify241.00131.16131.56138.16
892002.01.21 00:00modify241.00131.16131.68138.16
902002.01.22 00:00modify241.00131.16131.91138.16
912002.01.23 00:00close241.00133.78131.91138.162043.5620001.41
922002.01.31 00:00buy251.00132.83131.80139.83
932002.02.01 00:00modify251.00132.83133.76139.83
942002.02.04 00:00s/l251.00133.76133.76139.83722.6720724.08
952002.02.08 00:00buy261.00133.75132.72140.75
962002.02.11 00:00modify261.00133.75133.94140.75
972002.02.12 00:00s/l261.00133.94133.94140.75166.7520890.83
982002.03.08 00:00buy271.00127.76126.73134.76
992002.03.11 00:00modify271.00127.76127.70134.76
1002002.03.13 00:00modify271.00127.76128.22134.76
1012002.03.14 00:00modify271.00127.76128.51134.76
1022002.03.15 00:00s/l271.00128.51128.51134.76665.4821556.31
1032002.03.18 00:00buy281.00129.31128.28136.31
1042002.03.19 00:00modify281.00129.31130.29136.31
1052002.03.20 00:00close281.00132.13130.29136.312158.5823714.89
1062002.04.08 00:00buy291.00131.78130.75138.78
1072002.04.10 00:00s/l291.00130.75130.75138.78-764.5322950.36
1082002.04.18 00:00buy301.00130.68129.65137.68
1092002.04.19 00:00s/l301.00129.65129.65137.68-779.8422170.52
1102002.05.13 00:00buy311.00127.71126.68134.71
1112002.05.14 00:00modify311.00127.71126.83134.71
1122002.05.15 00:00modify311.00127.71127.62134.71
1132002.05.16 00:00s/l311.00127.62127.62134.71-9.7222160.80
1142002.07.31 00:00sell321.00120.26121.29113.26
1152002.08.01 00:00modify321.00120.26120.76113.26
1162002.08.02 00:00modify321.00120.26120.21113.26
1172002.08.05 00:00modify321.00120.26119.86113.26
1182002.08.07 00:00s/l321.00119.86119.86113.26233.2222394.02
1192002.09.11 00:00sell331.00119.85120.88112.85
1202002.09.16 00:00s/l331.00120.88120.88112.85-914.2021479.82
1212002.09.24 00:00sell341.00123.84124.87116.84
1222002.09.25 00:00modify341.00123.84124.25116.84
1232002.09.26 00:00modify341.00123.84123.84116.84
1242002.09.27 00:00modify341.00123.84123.04116.84
1252002.09.30 00:00s/l341.00123.04123.04116.84568.5022048.32
1262002.10.08 00:00sell351.00124.30125.33117.30
1272002.10.09 00:00modify351.00124.30125.26117.30
1282002.10.10 00:00modify351.00124.30124.34117.30
1292002.10.14 00:00s/l351.00124.34124.34117.30-115.9921932.33
1302002.11.25 00:00sell361.00123.06124.09116.06
1312002.11.26 00:00modify361.00123.06123.14116.06
1322002.11.27 00:00modify361.00123.06122.62116.06
1332002.12.02 00:00s/l361.00122.62122.62116.06261.0222193.35
1342003.05.28 00:00sell371.00117.21118.24110.21
1352003.05.29 00:00s/l371.00118.24118.24110.21-909.8321283.52
1362003.07.01 00:00sell381.00119.74120.77112.74
1372003.07.02 00:00modify381.00119.74120.39112.74
1382003.07.03 00:00modify381.00119.74119.18112.74
1392003.07.04 00:00modify381.00119.74119.17112.74
1402003.07.07 00:00modify381.00119.74119.07112.74
1412003.07.10 00:00modify381.00119.74118.85112.74
1422003.07.11 00:00close381.00117.69118.85112.741574.3422857.86
1432003.07.18 00:00sell391.00118.74119.77111.74
1442003.07.21 00:00modify391.00118.74119.63111.74
1452003.07.22 00:00modify391.00118.74119.46111.74
1462003.07.23 00:00s/l391.00119.46119.46111.74-646.5122211.35
1472003.12.01 00:00sell401.00109.87110.90102.87
1482003.12.02 00:00modify401.00109.87110.40102.87
1492003.12.03 00:00modify401.00109.87109.57102.87
1502003.12.04 00:00close401.00108.29109.57102.871389.2523600.60
1512004.03.08 00:00sell411.00112.07113.10105.07
1522004.03.09 00:00modify411.00112.07112.19105.07
1532004.03.11 00:00modify411.00112.07111.90105.07
1542004.03.12 00:00modify411.00112.07111.72105.07
1552004.03.16 00:00modify411.00112.07111.31105.07
1562004.03.17 00:00close411.00108.84111.31105.072842.0226442.62
1572004.08.13 00:00buy421.00110.92109.89117.92
1582004.08.18 00:00s/l421.00109.89109.89117.92-899.3725543.25
1592004.12.13 00:00sell431.00105.48106.5198.48
1602004.12.14 00:00modify431.00105.48105.8198.48
1612004.12.15 00:00s/l431.00105.81105.8198.48-340.4225202.83
1622005.02.01 00:00sell441.00103.70104.7396.70
1632005.02.02 00:00modify441.00103.70104.6896.70
1642005.02.03 00:00modify441.00103.70104.5996.70
1652005.02.04 00:00s/l441.00104.59104.5996.70-921.4724281.36
1662005.03.24 00:00sell451.00105.97107.0098.97
1672005.03.29 00:00s/l451.00107.00107.0098.97-1002.7023278.66
1682005.09.05 00:00buy461.00109.77108.74116.77
1692005.09.08 00:00modify461.00109.77109.15116.77
1702005.09.09 00:00modify461.00109.77109.53116.77
1712005.09.12 00:00s/l461.00109.53109.53116.77-134.9823143.68
1722006.01.05 00:00buy471.00116.11115.08123.11
1732006.01.09 00:00s/l471.00115.08115.08123.11-874.8522268.83
1742006.01.24 00:00buy481.00114.47113.44121.47
1752006.01.25 00:00modify481.00114.47113.73121.47
1762006.01.26 00:00modify481.00114.47114.87121.47
1772006.01.27 00:00close481.00116.43114.87121.471744.2124013.04
1782006.02.28 00:00buy491.00116.14115.11123.14
1792006.03.06 00:00modify491.00116.14115.39123.14
1802006.03.07 00:00modify491.00116.14116.58123.14
1812006.03.08 00:00close491.00117.86116.58123.141556.6425569.68
1822006.03.31 00:00buy501.00117.37116.34124.37
1832006.04.03 00:00modify501.00117.37116.81124.37
1842006.04.06 00:00s/l501.00116.81116.81124.37-403.8825165.80
1852006.10.31 00:00buy511.00117.52116.49124.52
1862006.11.06 00:00modify511.00117.52117.11124.52
1872006.11.07 00:00modify511.00117.52117.33124.52
1882006.11.08 00:00s/l511.00117.33117.33124.52-64.1625101.64
1892007.02.28 00:00buy521.00117.96116.93124.96
1902007.03.01 00:00modify521.00117.96117.56124.96
1912007.03.02 00:00s/l521.00117.56117.56124.96-291.5524810.09
1922007.04.25 00:00buy531.00118.60117.57125.60
1932007.04.26 00:00modify531.00118.60117.77125.60
1942007.04.27 00:00close531.00119.56117.77125.60851.5825661.67
1952007.06.13 00:00buy541.00121.73120.70128.73
1962007.06.14 00:00close541.00122.70120.70128.73827.0326488.70