Symbol | EURUSD (Euro vs US 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; N_Breakeven=1; N_PartialClose=3; N_Stoploss=1.5; StochTimeframe=0; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=true; | ||||
Bars in test | 18707 | Ticks modelled | 3502706 | Modelling quality | 90.00% |
Mismatched charts errors | 41 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 28330.87 | Gross profit | 35329.25 | Gross loss | -6998.38 |
Profit factor | 5.05 | Expected payoff | 726.43 | ||
Absolute drawdown | 4001.38 | Maximal drawdown | 6400.59 (12.22%) | Relative drawdown | 12.22% (6400.59) |
Total trades | 39 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 29 (74.36%) | Loss trades (% of total) | 10 (25.64%) | ||
Largest | profit trade | 3064.70 | loss trade | -1686.79 | |
Average | profit trade | 1218.25 | loss trade | -699.84 | |
Maximum | consecutive wins (profit in money) | 7 (12638.05) | consecutive losses (loss in money) | 2 (-3338.38) | |
Maximal | consecutive profit (count of wins) | 12638.05 (7) | consecutive loss (count of losses) | -3338.38 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.05 10:30 | sell | 1 | 1.00 | 1.3266 | 1.3431 | 0.0000 | ||
2 | 2005.01.07 16:07 | modify | 1 | 1.00 | 1.3266 | 1.3265 | 0.0000 | ||
3 | 2005.01.12 15:58 | s/l | 1 | 1.00 | 1.3265 | 1.3265 | 0.0000 | 8.61 | 50008.61 |
4 | 2005.01.14 14:05 | sell | 2 | 1.00 | 1.3097 | 1.3262 | 0.0000 | ||
5 | 2005.01.19 19:08 | modify | 2 | 1.00 | 1.3097 | 1.3096 | 0.0000 | ||
6 | 2005.01.24 15:17 | s/l | 2 | 1.00 | 1.3096 | 1.3096 | 0.0000 | 8.39 | 50017.00 |
7 | 2005.01.27 04:31 | buy | 3 | 1.00 | 1.3066 | 1.2901 | 0.0000 | ||
8 | 2005.02.04 18:04 | s/l | 3 | 1.00 | 1.2901 | 1.2901 | 0.0000 | -1686.79 | 48330.21 |
9 | 2005.02.07 08:30 | sell | 4 | 1.00 | 1.2831 | 1.2996 | 0.0000 | ||
10 | 2005.02.15 14:05 | s/l | 4 | 1.00 | 1.2996 | 1.2996 | 0.0000 | -1651.59 | 46678.62 |
11 | 2005.02.16 08:15 | buy | 5 | 1.00 | 1.3026 | 1.2861 | 0.0000 | ||
12 | 2005.02.22 04:20 | modify | 5 | 1.00 | 1.3026 | 1.3027 | 0.0000 | ||
13 | 2005.03.09 19:06 | close | 5 | 0.25 | 1.3411 | 1.3027 | 0.0000 | 938.35 | 47616.97 |
14 | 2005.03.09 19:06 | buy | 6 | 0.75 | 1.3026 | 1.3027 | 0.0000 | ||
15 | 2005.03.21 08:50 | close | 6 | 0.75 | 1.3217 | 1.3027 | 0.0000 | 1318.65 | 48935.62 |
16 | 2005.03.22 08:30 | sell | 7 | 1.00 | 1.3154 | 1.3319 | 0.0000 | ||
17 | 2005.03.23 10:15 | modify | 7 | 1.00 | 1.3154 | 1.3153 | 0.0000 | ||
18 | 2005.05.12 08:57 | close | 7 | 0.25 | 1.2762 | 1.3153 | 0.0000 | 977.35 | 49912.97 |
19 | 2005.05.12 08:57 | sell | 8 | 0.75 | 1.3154 | 1.3153 | 0.0000 | ||
20 | 2005.05.31 08:33 | close | 8 | 0.25 | 1.2384 | 1.3153 | 0.0000 | 1921.50 | 51834.47 |
21 | 2005.05.31 08:33 | sell | 9 | 0.50 | 1.3154 | 1.3153 | 0.0000 | ||
22 | 2005.07.01 18:00 | close | 9 | 0.25 | 1.1956 | 1.3153 | 0.0000 | 2989.85 | 54824.32 |
23 | 2005.07.01 18:00 | sell | 10 | 0.25 | 1.3154 | 1.3153 | 0.0000 | ||
24 | 2005.07.01 18:00 | modify | 10 | 0.25 | 1.3154 | 1.2118 | 0.0000 | ||
25 | 2005.07.01 20:00 | modify | 10 | 0.25 | 1.3154 | 1.2114 | 0.0000 | ||
26 | 2005.07.04 00:00 | modify | 10 | 0.25 | 1.3154 | 1.2104 | 0.0000 | ||
27 | 2005.07.04 04:01 | modify | 10 | 0.25 | 1.3154 | 1.2091 | 0.0000 | ||
28 | 2005.07.04 08:01 | modify | 10 | 0.25 | 1.3154 | 1.2072 | 0.0000 | ||
29 | 2005.07.04 12:00 | modify | 10 | 0.25 | 1.3154 | 1.2051 | 0.0000 | ||
30 | 2005.07.04 16:00 | modify | 10 | 0.25 | 1.3154 | 1.2033 | 0.0000 | ||
31 | 2005.07.04 20:01 | modify | 10 | 0.25 | 1.3154 | 1.2013 | 0.0000 | ||
32 | 2005.07.05 00:00 | modify | 10 | 0.25 | 1.3154 | 1.1995 | 0.0000 | ||
33 | 2005.07.05 04:00 | modify | 10 | 0.25 | 1.3154 | 1.1980 | 0.0000 | ||
34 | 2005.07.05 08:00 | modify | 10 | 0.25 | 1.3154 | 1.1967 | 0.0000 | ||
35 | 2005.07.05 12:00 | modify | 10 | 0.25 | 1.3154 | 1.1956 | 0.0000 | ||
36 | 2005.07.05 16:00 | modify | 10 | 0.25 | 1.3154 | 1.1941 | 0.0000 | ||
37 | 2005.07.05 20:02 | modify | 10 | 0.25 | 1.3154 | 1.1937 | 0.0000 | ||
38 | 2005.07.06 00:00 | modify | 10 | 0.25 | 1.3154 | 1.1926 | 0.0000 | ||
39 | 2005.07.06 00:49 | s/l | 10 | 0.25 | 1.1926 | 1.1926 | 0.0000 | 3064.70 | 57889.02 |
40 | 2005.07.11 15:00 | buy | 11 | 1.00 | 1.2005 | 1.1840 | 0.0000 | ||
41 | 2005.07.12 04:22 | modify | 11 | 1.00 | 1.2005 | 1.2006 | 0.0000 | ||
42 | 2005.07.19 07:30 | s/l | 11 | 1.00 | 1.2006 | 1.2006 | 0.0000 | -26.80 | 57862.22 |
43 | 2005.07.21 10:35 | buy | 12 | 1.00 | 1.2171 | 1.2006 | 0.0000 | ||
44 | 2005.07.26 11:01 | s/l | 12 | 1.00 | 1.2006 | 1.2006 | 0.0000 | -1663.80 | 56198.42 |
45 | 2005.08.08 03:15 | sell | 13 | 1.00 | 1.2338 | 1.2503 | 0.0000 | ||
46 | 2005.08.18 11:47 | modify | 13 | 1.00 | 1.2338 | 1.2337 | 0.0000 | ||
47 | 2005.08.26 09:23 | s/l | 13 | 1.00 | 1.2337 | 1.2337 | 0.0000 | 5.99 | 56204.41 |
48 | 2005.09.06 08:30 | sell | 14 | 1.00 | 1.2488 | 1.2653 | 0.0000 | ||
49 | 2005.09.09 02:50 | modify | 14 | 1.00 | 1.2488 | 1.2487 | 0.0000 | ||
50 | 2005.09.23 14:45 | close | 14 | 0.25 | 1.2103 | 1.2487 | 0.0000 | 961.55 | 57165.96 |
51 | 2005.09.23 14:45 | sell | 15 | 0.75 | 1.2488 | 1.2487 | 0.0000 | ||
52 | 2005.11.08 04:01 | close | 15 | 0.25 | 1.1718 | 1.2487 | 0.0000 | 1921.85 | 59087.81 |
53 | 2005.11.08 04:01 | sell | 16 | 0.50 | 1.2488 | 1.2487 | 0.0000 | ||
54 | 2006.01.04 13:36 | close | 16 | 0.50 | 1.2103 | 1.2487 | 0.0000 | 1913.00 | 61000.81 |
55 | 2006.01.06 00:45 | buy | 17 | 1.00 | 1.2105 | 1.1940 | 0.0000 | ||
56 | 2006.01.23 01:41 | modify | 17 | 1.00 | 1.2105 | 1.2106 | 0.0000 | ||
57 | 2006.01.27 19:18 | s/l | 17 | 1.00 | 1.2106 | 1.2106 | 0.0000 | -86.60 | 60914.21 |
58 | 2006.01.30 11:25 | sell | 18 | 1.00 | 1.2088 | 1.2253 | 0.0000 | ||
59 | 2006.02.03 15:19 | modify | 18 | 1.00 | 1.2088 | 1.2087 | 0.0000 | ||
60 | 2006.03.06 00:30 | s/l | 18 | 1.00 | 1.2087 | 1.2087 | 0.0000 | 3.00 | 60917.21 |
61 | 2006.03.08 03:46 | sell | 19 | 1.00 | 1.1884 | 1.2049 | 0.0000 | ||
62 | 2006.03.15 15:12 | s/l | 19 | 1.00 | 1.2049 | 1.2049 | 0.0000 | -1651.40 | 59265.81 |
63 | 2006.03.20 14:15 | sell | 20 | 1.00 | 1.2173 | 1.2338 | 0.0000 | ||
64 | 2006.03.23 01:56 | modify | 20 | 1.00 | 1.2173 | 1.2172 | 0.0000 | ||
65 | 2006.03.30 23:27 | s/l | 20 | 1.00 | 1.2172 | 1.2172 | 0.0000 | 7.61 | 59273.42 |
66 | 2006.04.07 08:45 | sell | 21 | 1.00 | 1.2199 | 1.2364 | 0.0000 | ||
67 | 2006.04.10 17:40 | modify | 21 | 1.00 | 1.2199 | 1.2198 | 0.0000 | ||
68 | 2006.04.17 03:33 | s/l | 21 | 1.00 | 1.2198 | 1.2198 | 0.0000 | 8.40 | 59281.82 |
69 | 2006.04.19 08:30 | buy | 22 | 1.00 | 1.2354 | 1.2189 | 0.0000 | ||
70 | 2006.04.26 18:00 | modify | 22 | 1.00 | 1.2354 | 1.2355 | 0.0000 | ||
71 | 2006.05.05 16:30 | close | 22 | 0.25 | 1.2747 | 1.2355 | 0.0000 | 961.80 | 60243.62 |
72 | 2006.05.05 16:30 | buy | 23 | 0.75 | 1.2354 | 1.2355 | 0.0000 | ||
73 | 2006.06.13 19:15 | close | 23 | 0.75 | 1.2546 | 1.2355 | 0.0000 | 1250.25 | 61493.87 |
74 | 2006.06.15 03:30 | buy | 24 | 1.00 | 1.2611 | 1.2446 | 0.0000 | ||
75 | 2006.06.30 07:29 | modify | 24 | 1.00 | 1.2611 | 1.2612 | 0.0000 | ||
76 | 2006.07.17 10:02 | s/l | 24 | 1.00 | 1.2612 | 1.2612 | 0.0000 | -128.00 | 61365.87 |
77 | 2006.07.18 14:30 | buy | 25 | 1.00 | 1.2535 | 1.2370 | 0.0000 | ||
78 | 2006.07.20 14:13 | modify | 25 | 1.00 | 1.2535 | 1.2536 | 0.0000 | ||
79 | 2006.08.21 17:00 | close | 25 | 0.25 | 1.2920 | 1.2536 | 0.0000 | 923.40 | 62289.27 |
80 | 2006.08.21 17:00 | buy | 26 | 0.75 | 1.2535 | 1.2536 | 0.0000 | ||
81 | 2006.08.25 16:14 | close | 26 | 0.75 | 1.2725 | 1.2536 | 0.0000 | 1287.00 | 63576.27 |
82 | 2006.08.25 19:30 | buy | 27 | 1.00 | 1.2759 | 1.2594 | 0.0000 | ||
83 | 2006.08.31 14:35 | modify | 27 | 1.00 | 1.2759 | 1.2760 | 0.0000 | ||
84 | 2006.09.01 15:09 | s/l | 27 | 1.00 | 1.2760 | 1.2760 | 0.0000 | -22.20 | 63554.07 |
85 | 2006.09.14 11:00 | buy | 28 | 1.00 | 1.2689 | 1.2524 | 0.0000 | ||
86 | 2006.09.22 08:34 | modify | 28 | 1.00 | 1.2689 | 1.2690 | 0.0000 | ||
87 | 2006.09.26 13:08 | s/l | 28 | 1.00 | 1.2690 | 1.2690 | 0.0000 | -36.00 | 63518.07 |
88 | 2006.09.27 16:15 | sell | 29 | 1.00 | 1.2687 | 1.2852 | 0.0000 | ||
89 | 2006.10.06 16:39 | modify | 29 | 1.00 | 1.2687 | 1.2686 | 0.0000 | ||
90 | 2006.10.26 18:24 | s/l | 29 | 1.00 | 1.2686 | 1.2686 | 0.0000 | 3.80 | 63521.87 |
91 | 2006.10.31 06:36 | buy | 30 | 1.00 | 1.2716 | 1.2551 | 0.0000 | ||
92 | 2006.11.09 17:27 | modify | 30 | 1.00 | 1.2716 | 1.2717 | 0.0000 | ||
93 | 2006.11.27 01:30 | close | 30 | 0.25 | 1.3144 | 1.2717 | 0.0000 | 1038.95 | 64560.82 |
94 | 2006.11.27 01:30 | buy | 31 | 0.75 | 1.2716 | 1.2717 | 0.0000 | ||
95 | 2007.01.11 16:05 | close | 31 | 0.75 | 1.2907 | 1.2717 | 0.0000 | 1177.20 | 65738.02 |
96 | 2007.01.15 02:15 | buy | 32 | 1.00 | 1.2924 | 1.2759 | 0.0000 | ||
97 | 2007.01.23 13:52 | modify | 32 | 1.00 | 1.2924 | 1.2925 | 0.0000 | ||
98 | 2007.01.25 20:36 | s/l | 32 | 1.00 | 1.2925 | 1.2925 | 0.0000 | -45.20 | 65692.82 |
99 | 2007.02.01 15:10 | buy | 33 | 1.00 | 1.3024 | 1.2859 | 0.0000 | ||
100 | 2007.02.14 16:03 | modify | 33 | 1.00 | 1.3024 | 1.3025 | 0.0000 | ||
101 | 2007.04.05 16:12 | close | 33 | 0.25 | 1.3428 | 1.3025 | 0.0000 | 937.55 | 66630.37 |
102 | 2007.04.05 16:12 | buy | 34 | 0.75 | 1.3024 | 1.3025 | 0.0000 | ||
103 | 2007.07.13 15:00 | close | 34 | 0.25 | 1.3796 | 1.3025 | 0.0000 | 1743.70 | 68374.07 |
104 | 2007.07.13 15:00 | buy | 35 | 0.50 | 1.3024 | 1.3025 | 0.0000 | ||
105 | 2007.08.16 02:42 | close | 35 | 0.50 | 1.3407 | 1.3025 | 0.0000 | 1464.20 | 69838.27 |
106 | 2007.08.20 02:15 | buy | 36 | 1.00 | 1.3484 | 1.3319 | 0.0000 | ||
107 | 2007.08.24 10:38 | modify | 36 | 1.00 | 1.3484 | 1.3485 | 0.0000 | ||
108 | 2007.09.12 07:23 | close | 36 | 0.25 | 1.3870 | 1.3485 | 0.0000 | 938.55 | 70776.82 |
109 | 2007.09.12 07:23 | buy | 37 | 0.75 | 1.3484 | 1.3485 | 0.0000 | ||
110 | 2007.09.28 19:51 | close | 37 | 0.25 | 1.4261 | 1.3485 | 0.0000 | 1895.35 | 72672.17 |
111 | 2007.09.28 19:51 | buy | 38 | 0.50 | 1.3484 | 1.3485 | 0.0000 | ||
112 | 2007.11.07 04:42 | close | 38 | 0.25 | 1.4639 | 1.3485 | 0.0000 | 2796.65 | 75468.82 |
113 | 2007.11.07 04:42 | buy | 39 | 0.25 | 1.3484 | 1.3485 | 0.0000 | ||
114 | 2007.11.07 04:44 | modify | 39 | 0.25 | 1.3484 | 1.4492 | 0.0000 | ||
115 | 2007.11.07 08:03 | modify | 39 | 0.25 | 1.3484 | 1.4512 | 0.0000 | ||
116 | 2007.11.07 12:00 | modify | 39 | 0.25 | 1.3484 | 1.4530 | 0.0000 | ||
117 | 2007.11.07 16:00 | modify | 39 | 0.25 | 1.3484 | 1.4555 | 0.0000 | ||
118 | 2007.11.07 20:00 | modify | 39 | 0.25 | 1.3484 | 1.4583 | 0.0000 | ||
119 | 2007.11.08 01:38 | modify | 39 | 0.25 | 1.3484 | 1.4606 | 0.0000 | ||
120 | 2007.11.08 04:00 | modify | 39 | 0.25 | 1.3484 | 1.4614 | 0.0000 | ||
121 | 2007.11.08 12:00 | modify | 39 | 0.25 | 1.3484 | 1.4620 | 0.0000 | ||
122 | 2007.11.08 16:00 | modify | 39 | 0.25 | 1.3484 | 1.4625 | 0.0000 | ||
123 | 2007.11.09 00:00 | modify | 39 | 0.25 | 1.3484 | 1.4642 | 0.0000 | ||
124 | 2007.11.09 04:00 | modify | 39 | 0.25 | 1.3484 | 1.4652 | 0.0000 | ||
125 | 2007.11.09 12:00 | modify | 39 | 0.25 | 1.3484 | 1.4667 | 0.0000 | ||
126 | 2007.11.09 12:44 | s/l | 39 | 0.25 | 1.4667 | 1.4667 | 0.0000 | 2862.05 | 78330.87 |