Symbol | EURAUD (Euro vs Australian Dollar) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.11.13 23:00 (2005.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; ATRTakeProfit=40; ATRBreakeven=1; ATRPartialClose=3.5; ATRStoploss=2; StochTimeframe=0; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18698 | Ticks modelled | 6667309 | Modelling quality | 90.00% |
Mismatched charts errors | 66 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 23110.85 | Gross profit | 42497.44 | Gross loss | -19386.59 |
Profit factor | 2.19 | Expected payoff | 436.05 | ||
Absolute drawdown | 1216.26 | Maximal drawdown | 13426.33 (19.62%) | Relative drawdown | 19.62% (13426.33) |
Total trades | 53 | Short positions (won %) | 31 (83.87%) | Long positions (won %) | 22 (40.91%) |
Profit trades (% of total) | 35 (66.04%) | Loss trades (% of total) | 18 (33.96%) | ||
Largest | profit trade | 3111.91 | loss trade | -2417.75 | |
Average | profit trade | 1214.21 | loss trade | -1077.03 | |
Maximum | consecutive wins (profit in money) | 7 (12683.15) | consecutive losses (loss in money) | 3 (-457.26) | |
Maximal | consecutive profit (count of wins) | 12683.15 (7) | consecutive loss (count of losses) | -4195.97 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.04 12:30 | sell | 1 | 1.00 | 1.7273 | 1.7589 | 1.0953 | ||
2 | 2005.01.19 09:34 | modify | 1 | 1.00 | 1.7273 | 1.7272 | 1.0953 | ||
3 | 2005.02.04 17:41 | close | 1 | 0.25 | 1.6734 | 1.7272 | 1.0953 | 1248.11 | 51248.11 |
4 | 2005.02.04 17:41 | sell | 2 | 0.75 | 1.7273 | 1.7272 | 1.0953 | ||
5 | 2005.03.10 18:36 | close | 2 | 0.75 | 1.7017 | 1.7272 | 1.0953 | 2031.16 | 53279.27 |
6 | 2005.03.17 04:30 | sell | 3 | 1.00 | 1.6891 | 1.7179 | 1.1131 | ||
7 | 2005.03.21 03:11 | modify | 3 | 1.00 | 1.6891 | 1.6890 | 1.1131 | ||
8 | 2005.04.18 09:30 | s/l | 3 | 1.00 | 1.6890 | 1.6890 | 1.1131 | 205.56 | 53484.83 |
9 | 2005.04.20 04:15 | sell | 4 | 1.00 | 1.6917 | 1.7189 | 1.1477 | ||
10 | 2005.04.22 06:47 | modify | 4 | 1.00 | 1.6917 | 1.6916 | 1.1477 | ||
11 | 2005.05.26 13:16 | close | 4 | 0.25 | 1.6451 | 1.6916 | 1.1477 | 1094.71 | 54579.54 |
12 | 2005.05.26 13:16 | sell | 5 | 0.75 | 1.6917 | 1.6916 | 1.1477 | ||
13 | 2005.06.07 09:39 | close | 5 | 0.25 | 1.5998 | 1.6916 | 1.1477 | 2114.72 | 56694.25 |
14 | 2005.06.07 09:39 | sell | 6 | 0.50 | 1.6917 | 1.6916 | 1.1477 | ||
15 | 2005.06.22 18:06 | close | 6 | 0.25 | 1.5559 | 1.6916 | 1.1477 | 3111.91 | 59806.17 |
16 | 2005.06.22 18:06 | sell | 7 | 0.25 | 1.6917 | 1.6916 | 1.1477 | ||
17 | 2005.06.22 18:06 | modify | 7 | 0.25 | 1.6917 | 1.5668 | 1.1477 | ||
18 | 2005.06.24 14:37 | s/l | 7 | 0.25 | 1.5668 | 1.5668 | 1.1477 | 2876.98 | 62683.15 |
19 | 2005.06.27 08:30 | buy | 8 | 1.00 | 1.5784 | 1.5526 | 2.0944 | ||
20 | 2005.06.30 20:47 | modify | 8 | 1.00 | 1.5784 | 1.5785 | 2.0944 | ||
21 | 2005.07.22 15:57 | s/l | 8 | 1.00 | 1.5785 | 1.5785 | 2.0944 | -294.95 | 62388.20 |
22 | 2005.07.26 15:30 | buy | 9 | 1.00 | 1.5827 | 1.5569 | 2.0987 | ||
23 | 2005.07.27 19:05 | modify | 9 | 1.00 | 1.5827 | 1.5828 | 2.0987 | ||
24 | 2005.08.09 20:31 | close | 9 | 0.25 | 1.6276 | 1.5828 | 2.0987 | 955.04 | 63343.23 |
25 | 2005.08.09 20:31 | buy | 10 | 0.75 | 1.5827 | 1.5828 | 2.0987 | ||
26 | 2005.08.11 17:37 | close | 10 | 0.75 | 1.6050 | 1.5828 | 2.0987 | 1329.77 | 64673.00 |
27 | 2005.08.15 00:45 | sell | 11 | 1.00 | 1.6083 | 1.6339 | 1.0963 | ||
28 | 2005.08.30 17:37 | s/l | 11 | 1.00 | 1.6339 | 1.6339 | 1.0963 | -2170.32 | 62502.68 |
29 | 2005.08.30 18:30 | sell | 12 | 1.00 | 1.6313 | 1.6567 | 1.1233 | ||
30 | 2005.09.07 17:49 | modify | 12 | 1.00 | 1.6313 | 1.6312 | 1.1233 | ||
31 | 2005.09.15 14:23 | close | 12 | 0.25 | 1.5874 | 1.6312 | 1.1233 | 1002.10 | 63504.78 |
32 | 2005.09.15 14:23 | sell | 13 | 0.75 | 1.6313 | 1.6312 | 1.1233 | ||
33 | 2005.10.17 19:31 | close | 13 | 0.75 | 1.6102 | 1.6312 | 1.1233 | 1638.75 | 65143.53 |
34 | 2005.10.19 03:45 | sell | 14 | 1.00 | 1.5983 | 1.6225 | 1.1143 | ||
35 | 2005.11.02 14:59 | s/l | 14 | 1.00 | 1.6225 | 1.6225 | 1.1143 | -2053.30 | 63090.23 |
36 | 2005.11.03 04:30 | buy | 15 | 1.00 | 1.6274 | 1.6036 | 2.1034 | ||
37 | 2005.11.08 02:11 | s/l | 15 | 1.00 | 1.6036 | 1.6036 | 2.1034 | -2142.67 | 60947.56 |
38 | 2005.11.09 03:15 | sell | 16 | 1.00 | 1.6028 | 1.6266 | 1.1268 | ||
39 | 2005.11.30 15:14 | modify | 16 | 1.00 | 1.6028 | 1.6027 | 1.1268 | ||
40 | 2005.12.15 10:33 | s/l | 16 | 1.00 | 1.6027 | 1.6027 | 1.1268 | 258.00 | 61205.57 |
41 | 2005.12.16 00:15 | sell | 17 | 1.00 | 1.6012 | 1.6246 | 1.1332 | ||
42 | 2005.12.20 00:03 | s/l | 17 | 1.00 | 1.6246 | 1.6246 | 1.1332 | -2061.06 | 59144.51 |
43 | 2005.12.20 04:30 | buy | 18 | 1.00 | 1.6219 | 1.5985 | 2.0899 | ||
44 | 2005.12.27 19:27 | modify | 18 | 1.00 | 1.6219 | 1.6220 | 2.0899 | ||
45 | 2005.12.28 20:24 | s/l | 18 | 1.00 | 1.6220 | 1.6220 | 2.0899 | -81.16 | 59063.35 |
46 | 2005.12.30 08:45 | sell | 19 | 1.00 | 1.6174 | 1.6410 | 1.1454 | ||
47 | 2006.01.09 10:19 | modify | 19 | 1.00 | 1.6174 | 1.6173 | 1.1454 | ||
48 | 2006.01.18 05:16 | s/l | 19 | 1.00 | 1.6173 | 1.6173 | 1.1454 | 120.32 | 59183.67 |
49 | 2006.01.24 00:30 | buy | 20 | 1.00 | 1.6337 | 1.6097 | 2.1137 | ||
50 | 2006.01.27 20:31 | s/l | 20 | 1.00 | 1.6097 | 1.6097 | 2.1137 | -2182.42 | 57001.25 |
51 | 2006.01.31 00:30 | buy | 21 | 1.00 | 1.6149 | 1.5911 | 2.0909 | ||
52 | 2006.03.08 17:28 | modify | 21 | 1.00 | 1.6149 | 1.6150 | 2.0909 | ||
53 | 2006.03.17 07:05 | close | 21 | 0.25 | 1.6559 | 1.6150 | 2.0909 | 775.84 | 57777.09 |
54 | 2006.03.17 07:05 | buy | 22 | 0.75 | 1.6149 | 1.6150 | 2.0909 | ||
55 | 2006.03.24 20:08 | close | 22 | 0.25 | 1.6983 | 1.6150 | 2.0909 | 1695.20 | 59472.28 |
56 | 2006.03.24 20:08 | buy | 23 | 0.50 | 1.6149 | 1.6150 | 2.0909 | ||
57 | 2006.04.10 17:17 | close | 23 | 0.50 | 1.6572 | 1.6150 | 2.0909 | 1485.48 | 60957.76 |
58 | 2006.04.12 07:30 | sell | 24 | 1.00 | 1.6571 | 1.6813 | 1.1731 | ||
59 | 2006.05.03 09:28 | modify | 24 | 1.00 | 1.6571 | 1.6570 | 1.1731 | ||
60 | 2006.05.09 09:57 | s/l | 24 | 1.00 | 1.6570 | 1.6570 | 1.1731 | 185.88 | 61143.64 |
61 | 2006.05.15 19:45 | buy | 25 | 1.00 | 1.6799 | 1.6559 | 2.1599 | ||
62 | 2006.05.22 02:55 | modify | 25 | 1.00 | 1.6799 | 1.6800 | 2.1599 | ||
63 | 2006.05.26 16:02 | s/l | 25 | 1.00 | 1.6800 | 1.6800 | 2.1599 | -137.42 | 61006.22 |
64 | 2006.06.05 06:00 | buy | 26 | 1.00 | 1.7206 | 1.6958 | 2.2166 | ||
65 | 2006.06.06 18:46 | modify | 26 | 1.00 | 1.7206 | 1.7207 | 2.2166 | ||
66 | 2006.06.08 03:30 | s/l | 26 | 1.00 | 1.7207 | 1.7207 | 2.2166 | -47.40 | 60958.82 |
67 | 2006.06.14 04:30 | buy | 27 | 1.00 | 1.7023 | 1.6771 | 2.2063 | ||
68 | 2006.06.21 14:02 | modify | 27 | 1.00 | 1.7023 | 1.7024 | 2.2063 | ||
69 | 2006.07.07 21:16 | s/l | 27 | 1.00 | 1.7024 | 1.7024 | 2.2063 | -272.44 | 60686.38 |
70 | 2006.07.10 14:45 | sell | 28 | 1.00 | 1.7020 | 1.7274 | 1.1940 | ||
71 | 2006.07.12 09:46 | modify | 28 | 1.00 | 1.7020 | 1.7019 | 1.1940 | ||
72 | 2006.09.22 14:13 | s/l | 28 | 1.00 | 1.7019 | 1.7019 | 1.1940 | 507.15 | 61193.53 |
73 | 2006.09.28 18:05 | buy | 29 | 1.00 | 1.6964 | 1.6716 | 2.1924 | ||
74 | 2006.10.03 16:18 | modify | 29 | 1.00 | 1.6964 | 1.6965 | 2.1924 | ||
75 | 2006.10.06 14:09 | s/l | 29 | 1.00 | 1.6965 | 1.6965 | 2.1924 | -81.16 | 61112.37 |
76 | 2006.10.09 00:16 | sell | 30 | 1.00 | 1.6947 | 1.7193 | 1.2027 | ||
77 | 2006.10.11 13:28 | modify | 30 | 1.00 | 1.6947 | 1.6946 | 1.2027 | ||
78 | 2006.10.25 03:38 | close | 30 | 0.25 | 1.6520 | 1.6946 | 1.2027 | 972.25 | 62084.61 |
79 | 2006.10.25 03:38 | sell | 31 | 0.75 | 1.6947 | 1.6946 | 1.2027 | ||
80 | 2006.11.10 03:22 | close | 31 | 0.75 | 1.6740 | 1.6946 | 1.2027 | 1543.02 | 63627.63 |
81 | 2006.11.14 00:45 | buy | 32 | 1.00 | 1.6799 | 1.6559 | 2.1599 | ||
82 | 2006.12.04 01:30 | modify | 32 | 1.00 | 1.6799 | 1.6800 | 2.1599 | ||
83 | 2006.12.07 11:15 | s/l | 32 | 1.00 | 1.6800 | 1.6800 | 2.1599 | -272.44 | 63355.19 |
84 | 2006.12.13 22:32 | sell | 33 | 1.00 | 1.6803 | 1.7043 | 1.2003 | ||
85 | 2006.12.28 05:28 | modify | 33 | 1.00 | 1.6803 | 1.6802 | 1.2003 | ||
86 | 2007.01.18 11:28 | close | 33 | 0.25 | 1.6410 | 1.6802 | 1.2003 | 932.99 | 64288.17 |
87 | 2007.01.18 11:28 | sell | 34 | 0.75 | 1.6803 | 1.6802 | 1.2003 | ||
88 | 2007.01.24 01:43 | close | 34 | 0.75 | 1.6607 | 1.6802 | 1.2003 | 1509.24 | 65797.41 |
89 | 2007.01.30 06:45 | buy | 35 | 1.00 | 1.6777 | 1.6555 | 2.1217 | ||
90 | 2007.03.05 00:02 | modify | 35 | 1.00 | 1.6777 | 1.6778 | 2.1217 | ||
91 | 2007.03.09 15:01 | s/l | 35 | 1.00 | 1.6778 | 1.6778 | 2.1217 | -441.23 | 65356.18 |
92 | 2007.03.12 02:15 | sell | 36 | 1.00 | 1.6795 | 1.7007 | 1.2555 | ||
93 | 2007.03.19 10:26 | modify | 36 | 1.00 | 1.6795 | 1.6794 | 1.2555 | ||
94 | 2007.04.02 03:46 | close | 36 | 0.25 | 1.6429 | 1.6794 | 1.2555 | 845.29 | 66201.47 |
95 | 2007.04.02 03:46 | sell | 37 | 0.75 | 1.6795 | 1.6794 | 1.2555 | ||
96 | 2007.06.06 03:38 | close | 37 | 0.25 | 1.6075 | 1.6794 | 1.2555 | 1736.12 | 67937.59 |
97 | 2007.06.06 03:38 | sell | 38 | 0.50 | 1.6795 | 1.6794 | 1.2555 | ||
98 | 2007.07.18 13:54 | close | 38 | 0.25 | 1.5723 | 1.6794 | 1.2555 | 2584.81 | 70522.41 |
99 | 2007.07.18 13:54 | sell | 39 | 0.25 | 1.6795 | 1.6794 | 1.2555 | ||
100 | 2007.07.18 16:00 | modify | 39 | 0.25 | 1.6795 | 1.5804 | 1.2555 | ||
101 | 2007.07.19 06:39 | modify | 39 | 0.25 | 1.6795 | 1.5782 | 1.2555 | ||
102 | 2007.07.19 08:00 | modify | 39 | 0.25 | 1.6795 | 1.5776 | 1.2555 | ||
103 | 2007.07.19 12:00 | modify | 39 | 0.25 | 1.6795 | 1.5770 | 1.2555 | ||
104 | 2007.07.19 16:00 | modify | 39 | 0.25 | 1.6795 | 1.5763 | 1.2555 | ||
105 | 2007.07.19 20:00 | modify | 39 | 0.25 | 1.6795 | 1.5756 | 1.2555 | ||
106 | 2007.07.20 00:02 | modify | 39 | 0.25 | 1.6795 | 1.5749 | 1.2555 | ||
107 | 2007.07.20 04:00 | modify | 39 | 0.25 | 1.6795 | 1.5741 | 1.2555 | ||
108 | 2007.07.20 08:00 | modify | 39 | 0.25 | 1.6795 | 1.5732 | 1.2555 | ||
109 | 2007.07.20 12:00 | modify | 39 | 0.25 | 1.6795 | 1.5720 | 1.2555 | ||
110 | 2007.07.20 16:00 | modify | 39 | 0.25 | 1.6795 | 1.5710 | 1.2555 | ||
111 | 2007.07.20 16:38 | s/l | 39 | 0.25 | 1.5710 | 1.5710 | 1.2555 | 2620.18 | 73142.59 |
112 | 2007.07.24 00:45 | sell | 40 | 1.00 | 1.5626 | 1.5830 | 1.1546 | ||
113 | 2007.07.25 11:00 | modify | 40 | 1.00 | 1.5626 | 1.5625 | 1.1546 | ||
114 | 2007.07.26 15:08 | s/l | 40 | 1.00 | 1.5625 | 1.5625 | 1.1546 | 35.09 | 73177.68 |
115 | 2007.07.30 18:00 | buy | 41 | 1.00 | 1.6082 | 1.5874 | 2.0242 | ||
116 | 2007.08.06 00:00 | modify | 41 | 1.00 | 1.6082 | 1.6083 | 2.0242 | ||
117 | 2007.08.06 17:42 | s/l | 41 | 1.00 | 1.6083 | 1.6083 | 2.0242 | -69.91 | 73107.77 |
118 | 2007.08.10 15:05 | buy | 42 | 1.00 | 1.6225 | 1.6007 | 2.0585 | ||
119 | 2007.08.15 08:16 | modify | 42 | 1.00 | 1.6225 | 1.6226 | 2.0585 | ||
120 | 2007.08.16 05:31 | close | 42 | 0.25 | 1.6616 | 1.6226 | 2.0585 | 849.09 | 73956.86 |
121 | 2007.08.16 05:31 | buy | 43 | 0.75 | 1.6225 | 1.6226 | 2.0585 | ||
122 | 2007.08.16 12:12 | close | 43 | 0.25 | 1.6997 | 1.6226 | 2.0585 | 1692.91 | 75649.77 |
123 | 2007.08.16 12:12 | buy | 44 | 0.50 | 1.6225 | 1.6226 | 2.0585 | ||
124 | 2007.08.17 09:10 | close | 44 | 0.25 | 1.7394 | 1.6226 | 2.0585 | 2569.35 | 78219.12 |
125 | 2007.08.17 09:10 | buy | 45 | 0.25 | 1.6225 | 1.6226 | 2.0585 | ||
126 | 2007.08.17 09:10 | modify | 45 | 0.25 | 1.6225 | 1.6741 | 2.0585 | ||
127 | 2007.08.17 14:22 | close | 45 | 0.25 | 1.7001 | 1.6741 | 2.0585 | 1698.95 | 79918.07 |
128 | 2007.08.21 07:15 | sell | 46 | 1.00 | 1.6742 | 1.6976 | 1.2062 | ||
129 | 2007.08.23 04:48 | modify | 46 | 1.00 | 1.6742 | 1.6741 | 1.2062 | ||
130 | 2007.08.29 00:05 | s/l | 46 | 1.00 | 1.6741 | 1.6741 | 1.2062 | 61.32 | 79979.39 |
131 | 2007.09.07 04:45 | sell | 47 | 1.00 | 1.6511 | 1.6761 | 1.1511 | ||
132 | 2007.09.10 02:19 | s/l | 47 | 1.00 | 1.6761 | 1.6761 | 1.1511 | -2208.94 | 77770.45 |
133 | 2007.09.10 20:30 | sell | 48 | 1.00 | 1.6721 | 1.6971 | 1.1721 | ||
134 | 2007.09.11 19:50 | modify | 48 | 1.00 | 1.6721 | 1.6720 | 1.1721 | ||
135 | 2007.09.18 03:26 | s/l | 48 | 1.00 | 1.6720 | 1.6720 | 1.1721 | 61.31 | 77831.76 |
136 | 2007.09.21 07:30 | buy | 49 | 1.00 | 1.6241 | 1.5981 | 2.1441 | ||
137 | 2007.10.01 07:39 | s/l | 49 | 1.00 | 1.5981 | 1.5981 | 2.1441 | -2393.36 | 75438.40 |
138 | 2007.10.03 13:45 | sell | 50 | 1.00 | 1.5958 | 1.6220 | 1.0718 | ||
139 | 2007.10.05 11:01 | modify | 50 | 1.00 | 1.5958 | 1.5957 | 1.0718 | ||
140 | 2007.10.16 09:32 | s/l | 50 | 1.00 | 1.5957 | 1.5957 | 1.0718 | 94.10 | 75532.51 |
141 | 2007.10.16 22:10 | buy | 51 | 1.00 | 1.5994 | 1.5726 | 2.1354 | ||
142 | 2007.10.22 00:01 | modify | 51 | 1.00 | 1.5994 | 1.5995 | 2.1354 | ||
143 | 2007.10.22 22:16 | s/l | 51 | 1.00 | 1.5995 | 1.5995 | 2.1354 | -58.66 | 75473.84 |
144 | 2007.10.25 14:45 | sell | 52 | 1.00 | 1.5794 | 1.6070 | 1.0274 | ||
145 | 2007.10.29 00:00 | modify | 52 | 1.00 | 1.5794 | 1.5793 | 1.0274 | ||
146 | 2007.11.01 18:58 | s/l | 52 | 1.00 | 1.5793 | 1.5793 | 1.0274 | 54.75 | 75528.60 |
147 | 2007.11.02 10:30 | sell | 53 | 1.00 | 1.5710 | 1.5988 | 1.0150 | ||
148 | 2007.11.09 11:22 | s/l | 53 | 1.00 | 1.5988 | 1.5988 | 1.0150 | -2417.75 | 73110.85 |