Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 1 Hour (H1) 2006.01.02 00:00 - 2007.11.13 23:00 (2006.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; N_Breakeven=1; N_PartialClose=3.5; N_Stoploss=1.5; StochTimeframe=4; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 12509 | Ticks modelled | 1492599 | Modelling quality | 90.00% |
Mismatched charts errors | 31 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 20810.56 | Gross profit | 29340.05 | Gross loss | -8529.49 |
Profit factor | 3.44 | Expected payoff | 483.97 | ||
Absolute drawdown | 1021.80 | Maximal drawdown | 5927.50 (10.42%) | Relative drawdown | 10.42% (5927.50) |
Total trades | 43 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 23 (82.61%) |
Profit trades (% of total) | 30 (69.77%) | Loss trades (% of total) | 13 (30.23%) | ||
Largest | profit trade | 2365.60 | loss trade | -1261.60 | |
Average | profit trade | 978.00 | loss trade | -656.11 | |
Maximum | consecutive wins (profit in money) | 8 (7463.57) | consecutive losses (loss in money) | 6 (-4289.70) | |
Maximal | consecutive profit (count of wins) | 7463.57 (8) | consecutive loss (count of losses) | -4289.70 (6) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.09 11:30 | sell | 1 | 1.00 | 0.7523 | 0.7619 | 0.0000 | ||
2 | 2006.01.19 03:22 | modify | 1 | 1.00 | 0.7523 | 0.7522 | 0.0000 | ||
3 | 2006.01.23 02:56 | s/l | 1 | 1.00 | 0.7522 | 0.7522 | 0.0000 | -71.20 | 49928.80 |
4 | 2006.01.24 12:15 | sell | 2 | 1.00 | 0.7500 | 0.7595 | 0.0000 | ||
5 | 2006.02.06 15:01 | modify | 2 | 1.00 | 0.7500 | 0.7499 | 0.0000 | ||
6 | 2006.03.17 17:01 | close | 2 | 0.25 | 0.7280 | 0.7499 | 0.0000 | 471.70 | 50400.50 |
7 | 2006.03.17 17:01 | sell | 3 | 0.75 | 0.7500 | 0.7499 | 0.0000 | ||
8 | 2006.03.24 15:44 | close | 3 | 0.25 | 0.7065 | 0.7499 | 0.0000 | 999.05 | 51399.55 |
9 | 2006.03.24 15:44 | sell | 4 | 0.50 | 0.7500 | 0.7499 | 0.0000 | ||
10 | 2006.04.05 19:17 | close | 4 | 0.50 | 0.7280 | 0.7499 | 0.0000 | 894.10 | 52293.65 |
11 | 2006.04.06 19:05 | buy | 5 | 1.00 | 0.7311 | 0.7216 | 0.0000 | ||
12 | 2006.04.17 16:45 | modify | 5 | 1.00 | 0.7311 | 0.7312 | 0.0000 | ||
13 | 2006.04.26 17:00 | close | 5 | 0.25 | 0.7528 | 0.7312 | 0.0000 | 555.55 | 52849.20 |
14 | 2006.04.26 17:00 | buy | 6 | 0.75 | 0.7311 | 0.7312 | 0.0000 | ||
15 | 2006.05.10 15:00 | close | 6 | 0.25 | 0.7756 | 0.7312 | 0.0000 | 1135.70 | 53984.90 |
16 | 2006.05.10 15:00 | buy | 7 | 0.50 | 0.7311 | 0.7312 | 0.0000 | ||
17 | 2006.05.19 16:27 | close | 7 | 0.50 | 0.7532 | 0.7312 | 0.0000 | 1167.35 | 55152.25 |
18 | 2006.05.24 08:00 | sell | 8 | 1.00 | 0.7511 | 0.7609 | 0.0000 | ||
19 | 2006.05.25 20:30 | s/l | 8 | 1.00 | 0.7609 | 0.7609 | 0.0000 | -997.40 | 54154.85 |
20 | 2006.05.29 07:30 | sell | 9 | 1.00 | 0.7580 | 0.7678 | 0.0000 | ||
21 | 2006.05.31 18:01 | modify | 9 | 1.00 | 0.7580 | 0.7579 | 0.0000 | ||
22 | 2006.06.21 16:09 | close | 9 | 0.25 | 0.7348 | 0.7579 | 0.0000 | 546.65 | 54701.50 |
23 | 2006.06.21 16:09 | sell | 10 | 0.75 | 0.7580 | 0.7579 | 0.0000 | ||
24 | 2006.07.04 12:08 | close | 10 | 0.75 | 0.7465 | 0.7579 | 0.0000 | 705.90 | 55407.40 |
25 | 2006.07.07 05:31 | buy | 11 | 1.00 | 0.7462 | 0.7363 | 0.0000 | ||
26 | 2006.07.10 09:41 | modify | 11 | 1.00 | 0.7462 | 0.7463 | 0.0000 | ||
27 | 2006.07.10 20:03 | s/l | 11 | 1.00 | 0.7463 | 0.7463 | 0.0000 | 12.90 | 55420.30 |
28 | 2006.08.01 16:30 | sell | 12 | 1.00 | 0.7605 | 0.7706 | 0.0000 | ||
29 | 2006.08.10 08:08 | s/l | 12 | 1.00 | 0.7706 | 0.7706 | 0.0000 | -1073.80 | 54346.50 |
30 | 2006.08.11 15:15 | buy | 13 | 1.00 | 0.7674 | 0.7573 | 0.0000 | ||
31 | 2006.08.18 14:21 | s/l | 13 | 1.00 | 0.7573 | 0.7573 | 0.0000 | -989.70 | 53356.80 |
32 | 2006.08.18 20:15 | sell | 14 | 1.00 | 0.7579 | 0.7680 | 0.0000 | ||
33 | 2006.09.04 00:45 | s/l | 14 | 1.00 | 0.7680 | 0.7680 | 0.0000 | -1097.00 | 52259.80 |
34 | 2006.09.05 03:16 | buy | 15 | 1.00 | 0.7715 | 0.7614 | 0.0000 | ||
35 | 2006.09.07 14:08 | s/l | 15 | 1.00 | 0.7614 | 0.7614 | 0.0000 | -998.40 | 51261.40 |
36 | 2006.09.08 00:45 | sell | 16 | 1.00 | 0.7580 | 0.7679 | 0.0000 | ||
37 | 2006.09.11 03:22 | modify | 16 | 1.00 | 0.7580 | 0.7579 | 0.0000 | ||
38 | 2006.09.21 18:14 | s/l | 16 | 1.00 | 0.7579 | 0.7579 | 0.0000 | -65.40 | 51196.00 |
39 | 2006.09.29 00:00 | sell | 17 | 1.00 | 0.7483 | 0.7581 | 0.0000 | ||
40 | 2006.10.06 16:45 | modify | 17 | 1.00 | 0.7483 | 0.7482 | 0.0000 | ||
41 | 2006.10.12 08:37 | s/l | 17 | 1.00 | 0.7482 | 0.7482 | 0.0000 | -65.40 | 51130.60 |
42 | 2006.10.16 20:17 | buy | 18 | 1.00 | 0.7539 | 0.7441 | 0.0000 | ||
43 | 2006.10.23 08:32 | modify | 18 | 1.00 | 0.7539 | 0.7540 | 0.0000 | ||
44 | 2006.11.24 12:01 | close | 18 | 0.25 | 0.7774 | 0.7540 | 0.0000 | 617.23 | 51747.82 |
45 | 2006.11.24 12:01 | buy | 19 | 0.75 | 0.7539 | 0.7540 | 0.0000 | ||
46 | 2007.02.27 00:44 | close | 19 | 0.25 | 0.7939 | 0.7540 | 0.0000 | 1097.15 | 52844.97 |
47 | 2007.02.27 00:44 | buy | 20 | 0.50 | 0.7539 | 0.7540 | 0.0000 | ||
48 | 2007.03.05 11:27 | close | 20 | 0.50 | 0.7731 | 0.7540 | 0.0000 | 1163.00 | 54007.97 |
49 | 2007.03.12 02:21 | buy | 21 | 1.00 | 0.7807 | 0.7723 | 0.0000 | ||
50 | 2007.03.12 20:45 | modify | 21 | 1.00 | 0.7807 | 0.7808 | 0.0000 | ||
51 | 2007.03.13 21:31 | s/l | 21 | 1.00 | 0.7808 | 0.7808 | 0.0000 | 12.90 | 54020.88 |
52 | 2007.03.14 20:15 | buy | 22 | 1.00 | 0.7857 | 0.7774 | 0.0000 | ||
53 | 2007.03.16 04:42 | modify | 22 | 1.00 | 0.7857 | 0.7858 | 0.0000 | ||
54 | 2007.03.21 22:36 | close | 22 | 0.25 | 0.8074 | 0.7858 | 0.0000 | 547.58 | 54568.45 |
55 | 2007.03.21 22:36 | buy | 23 | 0.75 | 0.7857 | 0.7858 | 0.0000 | ||
56 | 2007.04.10 21:02 | close | 23 | 0.25 | 0.8255 | 0.7858 | 0.0000 | 1014.58 | 55583.02 |
57 | 2007.04.10 21:02 | buy | 24 | 0.50 | 0.7857 | 0.7858 | 0.0000 | ||
58 | 2007.06.07 05:00 | close | 24 | 0.25 | 0.8462 | 0.7858 | 0.0000 | 1575.58 | 57158.60 |
59 | 2007.06.07 05:00 | buy | 25 | 0.25 | 0.7857 | 0.7858 | 0.0000 | ||
60 | 2007.06.07 12:01 | modify | 25 | 0.25 | 0.7857 | 0.8402 | 0.0000 | ||
61 | 2007.06.07 16:00 | modify | 25 | 0.25 | 0.7857 | 0.8406 | 0.0000 | ||
62 | 2007.06.07 22:23 | s/l | 25 | 0.25 | 0.8406 | 0.8406 | 0.0000 | 1435.58 | 58594.17 |
63 | 2007.06.11 04:00 | buy | 26 | 1.00 | 0.8437 | 0.8353 | 0.0000 | ||
64 | 2007.06.14 13:58 | s/l | 26 | 1.00 | 0.8353 | 0.8353 | 0.0000 | -825.50 | 57768.67 |
65 | 2007.06.19 03:45 | sell | 27 | 1.00 | 0.8430 | 0.8516 | 0.0000 | ||
66 | 2007.06.27 16:59 | modify | 27 | 1.00 | 0.8430 | 0.8429 | 0.0000 | ||
67 | 2007.06.28 08:15 | s/l | 27 | 1.00 | 0.8429 | 0.8429 | 0.0000 | -53.79 | 57714.88 |
68 | 2007.06.29 16:30 | buy | 28 | 1.00 | 0.8508 | 0.8424 | 0.0000 | ||
69 | 2007.07.02 13:48 | modify | 28 | 1.00 | 0.8508 | 0.8509 | 0.0000 | ||
70 | 2007.07.16 07:08 | close | 28 | 0.25 | 0.8725 | 0.8509 | 0.0000 | 553.38 | 58268.26 |
71 | 2007.07.16 07:08 | buy | 29 | 0.75 | 0.8508 | 0.8509 | 0.0000 | ||
72 | 2007.07.27 08:38 | close | 29 | 0.75 | 0.8579 | 0.8509 | 0.0000 | 593.40 | 58861.66 |
73 | 2007.07.31 14:15 | sell | 30 | 1.00 | 0.8594 | 0.8683 | 0.0000 | ||
74 | 2007.07.31 21:45 | modify | 30 | 1.00 | 0.8594 | 0.8593 | 0.0000 | ||
75 | 2007.08.02 17:29 | s/l | 30 | 1.00 | 0.8593 | 0.8593 | 0.0000 | -13.20 | 58848.46 |
76 | 2007.08.03 00:12 | buy | 31 | 1.00 | 0.8586 | 0.8496 | 0.0000 | ||
77 | 2007.08.09 07:55 | modify | 31 | 1.00 | 0.8586 | 0.8587 | 0.0000 | ||
78 | 2007.08.09 09:04 | s/l | 31 | 1.00 | 0.8587 | 0.8587 | 0.0000 | 27.40 | 58875.86 |
79 | 2007.08.10 15:45 | sell | 32 | 1.00 | 0.8428 | 0.8520 | 0.0000 | ||
80 | 2007.08.14 19:30 | modify | 32 | 1.00 | 0.8428 | 0.8427 | 0.0000 | ||
81 | 2007.08.16 00:40 | close | 32 | 0.25 | 0.8191 | 0.8427 | 0.0000 | 583.80 | 59459.66 |
82 | 2007.08.16 00:40 | sell | 33 | 0.75 | 0.8428 | 0.8427 | 0.0000 | ||
83 | 2007.08.16 12:49 | close | 33 | 0.25 | 0.7907 | 0.8427 | 0.0000 | 1293.80 | 60753.46 |
84 | 2007.08.16 12:49 | sell | 34 | 0.50 | 0.8428 | 0.8427 | 0.0000 | ||
85 | 2007.08.17 09:00 | close | 34 | 0.25 | 0.7756 | 0.8427 | 0.0000 | 1669.85 | 62423.31 |
86 | 2007.08.17 09:00 | sell | 35 | 0.25 | 0.8428 | 0.8427 | 0.0000 | ||
87 | 2007.08.17 15:38 | close | 35 | 0.25 | 0.7988 | 0.8427 | 0.0000 | 1089.85 | 63513.16 |
88 | 2007.08.27 12:30 | buy | 36 | 1.00 | 0.8323 | 0.8221 | 0.0000 | ||
89 | 2007.08.28 06:13 | s/l | 36 | 1.00 | 0.8221 | 0.8221 | 0.0000 | -1017.10 | 62496.06 |
90 | 2007.09.04 12:15 | buy | 37 | 1.00 | 0.8255 | 0.8148 | 0.0000 | ||
91 | 2007.09.11 19:35 | modify | 37 | 1.00 | 0.8255 | 0.8256 | 0.0000 | ||
92 | 2007.09.19 03:21 | close | 37 | 0.25 | 0.8512 | 0.8256 | 0.0000 | 653.38 | 63149.43 |
93 | 2007.09.19 03:21 | buy | 38 | 0.75 | 0.8255 | 0.8256 | 0.0000 | ||
94 | 2007.09.27 09:36 | close | 38 | 0.25 | 0.8801 | 0.8256 | 0.0000 | 1383.13 | 64532.56 |
95 | 2007.09.27 09:36 | buy | 39 | 0.50 | 0.8255 | 0.8256 | 0.0000 | ||
96 | 2007.10.26 03:07 | close | 39 | 0.25 | 0.9108 | 0.8256 | 0.0000 | 2171.65 | 66704.21 |
97 | 2007.10.26 03:07 | buy | 40 | 0.25 | 0.8255 | 0.8256 | 0.0000 | ||
98 | 2007.10.26 03:07 | modify | 40 | 0.25 | 0.8255 | 0.8953 | 0.0000 | ||
99 | 2007.10.26 04:00 | modify | 40 | 0.25 | 0.8255 | 0.8972 | 0.0000 | ||
100 | 2007.10.26 08:00 | modify | 40 | 0.25 | 0.8255 | 0.8995 | 0.0000 | ||
101 | 2007.10.26 12:00 | modify | 40 | 0.25 | 0.8255 | 0.9017 | 0.0000 | ||
102 | 2007.10.26 16:00 | modify | 40 | 0.25 | 0.8255 | 0.9043 | 0.0000 | ||
103 | 2007.10.26 20:01 | modify | 40 | 0.25 | 0.8255 | 0.9067 | 0.0000 | ||
104 | 2007.10.29 00:00 | modify | 40 | 0.25 | 0.8255 | 0.9088 | 0.0000 | ||
105 | 2007.10.29 04:00 | modify | 40 | 0.25 | 0.8255 | 0.9108 | 0.0000 | ||
106 | 2007.10.29 08:00 | modify | 40 | 0.25 | 0.8255 | 0.9131 | 0.0000 | ||
107 | 2007.10.29 12:00 | modify | 40 | 0.25 | 0.8255 | 0.9155 | 0.0000 | ||
108 | 2007.10.29 16:00 | modify | 40 | 0.25 | 0.8255 | 0.9179 | 0.0000 | ||
109 | 2007.10.29 20:00 | modify | 40 | 0.25 | 0.8255 | 0.9185 | 0.0000 | ||
110 | 2007.10.30 02:14 | s/l | 40 | 0.25 | 0.9185 | 0.9185 | 0.0000 | 2365.60 | 69069.81 |
111 | 2007.11.05 22:15 | sell | 41 | 1.00 | 0.9198 | 0.9323 | 0.0000 | ||
112 | 2007.11.07 01:00 | s/l | 41 | 1.00 | 0.9323 | 0.9323 | 0.0000 | -1261.60 | 67808.21 |
113 | 2007.11.09 05:30 | sell | 42 | 1.00 | 0.9286 | 0.9414 | 0.0000 | ||
114 | 2007.11.09 11:30 | modify | 42 | 1.00 | 0.9286 | 0.9285 | 0.0000 | ||
115 | 2007.11.12 04:37 | close | 42 | 0.25 | 0.8945 | 0.9285 | 0.0000 | 851.05 | 68659.26 |
116 | 2007.11.12 04:37 | sell | 43 | 0.75 | 0.9286 | 0.9285 | 0.0000 | ||
117 | 2007.11.13 23:59 | close at stop | 43 | 0.75 | 0.8998 | 0.9285 | 0.0000 | 2151.30 | 70810.56 |