diff --git a/README.md b/README.md index 69c1ab2..383d3ad 100644 --- a/README.md +++ b/README.md @@ -13,8 +13,62 @@ A strategy that combines RSI (Relative Strength Index) divergence detection with - Price rebound confirmation - Risk management through stop loss and take profit levels -**Performance Report:** - +**Strategy Settings:** +- Symbol: XAUUSD +- Period: H1 (2021.01.01 - 2025.01.01) +- RSI Period: 14 +- RSI Overbought: 70 +- RSI Oversold: 30 +- Base Lot Size: 0.01 +- ATR Period: 14 +- ATR SL Multiplier: 3 +- ATR TP Multiplier: 10 +- Max Spread: 50 +- Divergence Lookback: 9 +- Min Trade Interval: 30 +- Max Risk Percent: 2% +- Max Drawdown Percent: 10% +- Max Consecutive Losses: 3 +- Max Lot Size: 0.1 + +**Performance Metrics:** +| Metric | Value | +|--------|-------| +| Total Net Profit | $1,344.74 | +| Gross Profit | $4,410.51 | +| Gross Loss | -$3,065.77 | +| Profit Factor | 1.44 | +| Recovery Factor | 4.91 | +| Expected Payoff | $4.87 | +| Sharpe Ratio | 1.69 | +| AHPR | 1.0033 (0.33%) | +| GHPR | 1.0031 (0.31%) | + +**Trade Statistics:** +| Statistic | Value | +|-----------|-------| +| Total Trades | 276 | +| Total Deals | 552 | +| Profit Trades | 81 (29.35%) | +| Loss Trades | 195 (70.65%) | +| Short Trades Won | 26.28% | +| Long Trades Won | 32.37% | +| Largest Profit Trade | $144.46 | +| Largest Loss Trade | -$46.66 | +| Average Profit Trade | $54.45 | +| Average Loss Trade | -$15.72 | +| Max Consecutive Wins | 3 ($179.71) | +| Max Consecutive Losses | 15 (-$159.89) | + +**Drawdown Analysis:** +| Metric | Value | +|--------|-------| +| Balance Drawdown Absolute | $18.62 | +| Equity Drawdown Absolute | $19.45 | +| Balance Drawdown Maximal | $231.79 (10.21%) | +| Equity Drawdown Maximal | $273.75 (11.93%) | +| Balance Drawdown Relative | 13.47% ($210.14) | +| Equity Drawdown Relative | 15.85% ($250.78) | **Balance Sheet:** ![Balance Sheet](RSIDivergenceRebound/test-balance.jpg) diff --git a/RSIDivergenceRebound/ReportTester-51278111.html b/RSIDivergenceRebound/ReportTester-51278111.html deleted file mode 100644 index 273a30d..0000000 Binary files a/RSIDivergenceRebound/ReportTester-51278111.html and /dev/null differ