Symbol | EURCAD (Euro vs Canadian 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=2; ATRPartialClose=4.5; ATRStoploss=1.5; StochTimeframe=6; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18699 | Ticks modelled | 5115313 | Modelling quality | 90.00% |
Mismatched charts errors | 74 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 26763.89 | Gross profit | 46175.74 | Gross loss | -19411.85 |
Profit factor | 2.38 | Expected payoff | 787.17 | ||
Absolute drawdown | 1338.24 | Maximal drawdown | 14409.06 (20.56%) | Relative drawdown | 20.56% (14409.06) |
Total trades | 34 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 15 (33.33%) |
Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
Largest | profit trade | 4595.58 | loss trade | -2045.48 | |
Average | profit trade | 2308.79 | loss trade | -1386.56 | |
Maximum | consecutive wins (profit in money) | 5 (14805.06) | consecutive losses (loss in money) | 5 (-7965.75) | |
Maximal | consecutive profit (count of wins) | 14805.06 (5) | consecutive loss (count of losses) | -7965.75 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.04 14:30 | sell | 1 | 1.00 | 1.6232 | 1.6448 | 1.0472 | ||
2 | 2005.01.12 12:06 | modify | 1 | 1.00 | 1.6232 | 1.6231 | 1.0472 | ||
3 | 2005.02.22 15:16 | s/l | 1 | 1.00 | 1.6231 | 1.6231 | 1.0472 | 15.12 | 50015.12 |
4 | 2005.02.23 12:30 | buy | 2 | 1.00 | 1.6253 | 1.6052 | 2.1613 | ||
5 | 2005.02.24 11:32 | modify | 2 | 1.00 | 1.6253 | 1.6254 | 2.1613 | ||
6 | 2005.03.02 22:13 | s/l | 2 | 1.00 | 1.6254 | 1.6254 | 2.1613 | -23.95 | 49991.17 |
7 | 2005.03.03 02:10 | sell | 3 | 1.00 | 1.6264 | 1.6464 | 1.0944 | ||
8 | 2005.03.18 18:15 | modify | 3 | 1.00 | 1.6264 | 1.6263 | 1.0944 | ||
9 | 2005.03.29 01:39 | close | 3 | 0.25 | 1.5670 | 1.6263 | 1.0944 | 1507.61 | 51498.78 |
10 | 2005.03.29 01:39 | sell | 4 | 0.75 | 1.6264 | 1.6263 | 1.0944 | ||
11 | 2005.04.11 16:19 | close | 4 | 0.75 | 1.5974 | 1.6263 | 1.0944 | 2210.04 | 53708.82 |
12 | 2005.04.12 03:46 | buy | 5 | 1.00 | 1.6005 | 1.5811 | 2.1165 | ||
13 | 2005.04.18 17:31 | modify | 5 | 1.00 | 1.6005 | 1.6006 | 2.1165 | ||
14 | 2005.05.06 14:38 | s/l | 5 | 1.00 | 1.6006 | 1.6006 | 2.1165 | -116.52 | 53592.29 |
15 | 2005.05.09 08:30 | sell | 6 | 1.00 | 1.5910 | 1.6104 | 1.0750 | ||
16 | 2005.05.31 03:09 | modify | 6 | 1.00 | 1.5910 | 1.5909 | 1.0750 | ||
17 | 2005.06.02 03:34 | close | 6 | 0.25 | 1.5264 | 1.5909 | 1.0750 | 1639.59 | 55231.88 |
18 | 2005.06.02 03:34 | sell | 7 | 0.75 | 1.5910 | 1.5909 | 1.0750 | ||
19 | 2005.07.07 02:55 | close | 7 | 0.25 | 1.4729 | 1.5909 | 1.0750 | 2997.80 | 58229.68 |
20 | 2005.07.07 02:55 | sell | 8 | 0.50 | 1.5910 | 1.5909 | 1.0750 | ||
21 | 2005.09.23 19:38 | close | 8 | 0.25 | 1.4100 | 1.5909 | 1.0750 | 4595.58 | 62825.26 |
22 | 2005.09.23 19:38 | sell | 9 | 0.25 | 1.5910 | 1.5909 | 1.0750 | ||
23 | 2005.09.23 19:39 | modify | 9 | 0.25 | 1.5910 | 1.4260 | 1.0750 | ||
24 | 2005.09.23 20:50 | modify | 9 | 0.25 | 1.5910 | 1.4255 | 1.0750 | ||
25 | 2005.09.26 04:30 | modify | 9 | 0.25 | 1.5910 | 1.4220 | 1.0750 | ||
26 | 2005.09.27 08:00 | modify | 9 | 0.25 | 1.5910 | 1.4200 | 1.0750 | ||
27 | 2005.09.27 13:43 | modify | 9 | 0.25 | 1.5910 | 1.4198 | 1.0750 | ||
28 | 2005.09.28 04:01 | s/l | 9 | 0.25 | 1.4198 | 1.4198 | 1.0750 | 4347.01 | 67172.27 |
29 | 2005.09.28 16:15 | sell | 10 | 1.00 | 1.4143 | 1.4344 | 0.8783 | ||
30 | 2005.10.03 13:08 | modify | 10 | 1.00 | 1.4143 | 1.4142 | 0.8783 | ||
31 | 2005.10.05 17:57 | s/l | 10 | 1.00 | 1.4142 | 1.4142 | 0.8783 | 10.86 | 67183.13 |
32 | 2005.10.17 04:45 | buy | 11 | 1.00 | 1.4324 | 1.4123 | 1.9684 | ||
33 | 2005.10.18 15:02 | s/l | 11 | 1.00 | 1.4123 | 1.4123 | 1.9684 | -2045.48 | 65137.65 |
34 | 2005.10.19 15:10 | sell | 12 | 1.00 | 1.4058 | 1.4259 | 0.8698 | ||
35 | 2005.10.24 15:07 | s/l | 12 | 1.00 | 1.4259 | 1.4259 | 0.8698 | -2039.27 | 63098.38 |
36 | 2005.10.26 06:47 | sell | 13 | 1.00 | 1.4237 | 1.4438 | 0.8877 | ||
37 | 2005.11.04 16:01 | modify | 13 | 1.00 | 1.4237 | 1.4236 | 0.8877 | ||
38 | 2005.12.07 00:00 | close | 13 | 0.25 | 1.3634 | 1.4236 | 0.8877 | 1531.07 | 64629.44 |
39 | 2005.12.07 00:00 | sell | 14 | 0.75 | 1.4237 | 1.4236 | 0.8877 | ||
40 | 2005.12.16 22:17 | close | 14 | 0.75 | 1.3937 | 1.4236 | 0.8877 | 2287.13 | 66916.58 |
41 | 2005.12.20 10:30 | buy | 15 | 1.00 | 1.3994 | 1.3793 | 1.9354 | ||
42 | 2005.12.21 18:05 | s/l | 15 | 1.00 | 1.3793 | 1.3793 | 1.9354 | -2045.27 | 64871.31 |
43 | 2005.12.22 23:20 | buy | 16 | 1.00 | 1.3854 | 1.3651 | 1.9254 | ||
44 | 2006.01.06 13:00 | modify | 16 | 1.00 | 1.3854 | 1.3855 | 1.9254 | ||
45 | 2006.01.30 12:09 | s/l | 16 | 1.00 | 1.3855 | 1.3855 | 1.9254 | -170.11 | 64701.19 |
46 | 2006.01.31 00:15 | sell | 17 | 1.00 | 1.3848 | 1.4051 | 0.8448 | ||
47 | 2006.02.27 15:17 | modify | 17 | 1.00 | 1.3848 | 1.3847 | 0.8448 | ||
48 | 2006.03.09 15:11 | s/l | 17 | 1.00 | 1.3847 | 1.3847 | 0.8448 | 14.10 | 64715.29 |
49 | 2006.03.15 09:31 | buy | 18 | 1.00 | 1.3898 | 1.3700 | 1.9178 | ||
50 | 2006.03.20 10:33 | modify | 18 | 1.00 | 1.3898 | 1.3899 | 1.9178 | ||
51 | 2006.04.07 16:28 | s/l | 18 | 1.00 | 1.3899 | 1.3899 | 1.9178 | -111.65 | 64603.64 |
52 | 2006.04.10 03:30 | sell | 19 | 1.00 | 1.3904 | 1.4099 | 0.8704 | ||
53 | 2006.04.18 23:08 | s/l | 19 | 1.00 | 1.4099 | 1.4099 | 0.8704 | -1978.06 | 62625.58 |
54 | 2006.04.21 09:15 | sell | 20 | 1.00 | 1.3998 | 1.4190 | 0.8878 | ||
55 | 2006.05.12 08:28 | s/l | 20 | 1.00 | 1.4190 | 1.4190 | 0.8878 | -1946.33 | 60679.25 |
56 | 2006.05.18 13:15 | buy | 21 | 1.00 | 1.4245 | 1.4057 | 1.9245 | ||
57 | 2006.05.29 00:10 | s/l | 21 | 1.00 | 1.4057 | 1.4057 | 1.9245 | -1952.48 | 58726.78 |
58 | 2006.05.30 20:30 | buy | 22 | 1.00 | 1.4157 | 1.3968 | 1.9197 | ||
59 | 2006.06.09 15:02 | s/l | 22 | 1.00 | 1.3968 | 1.3968 | 1.9197 | -1977.23 | 56749.54 |
60 | 2006.06.15 03:15 | buy | 23 | 1.00 | 1.4047 | 1.3858 | 1.9087 | ||
61 | 2006.07.03 00:35 | modify | 23 | 1.00 | 1.4047 | 1.4048 | 1.9087 | ||
62 | 2006.11.15 00:00 | close | 23 | 0.25 | 1.4569 | 1.4048 | 1.9087 | 1140.96 | 57890.50 |
63 | 2006.11.15 00:00 | buy | 24 | 0.75 | 1.4047 | 1.4048 | 1.9087 | ||
64 | 2006.12.01 00:00 | close | 24 | 0.25 | 1.5103 | 1.4048 | 1.9087 | 2474.64 | 60365.14 |
65 | 2006.12.01 00:00 | buy | 25 | 0.50 | 1.4047 | 1.4048 | 1.9087 | ||
66 | 2007.03.05 00:29 | close | 25 | 0.25 | 1.5521 | 1.4048 | 1.9087 | 3423.97 | 63789.11 |
67 | 2007.03.05 00:29 | buy | 26 | 0.25 | 1.4047 | 1.4048 | 1.9087 | ||
68 | 2007.03.05 00:29 | modify | 26 | 0.25 | 1.4047 | 1.5410 | 1.9087 | ||
69 | 2007.03.05 08:34 | modify | 26 | 0.25 | 1.4047 | 1.5423 | 1.9087 | ||
70 | 2007.03.05 14:56 | s/l | 26 | 0.25 | 1.5423 | 1.5423 | 1.9087 | 3175.19 | 66964.31 |
71 | 2007.03.06 10:15 | sell | 27 | 1.00 | 1.5450 | 1.5612 | 1.1130 | ||
72 | 2007.03.16 00:20 | s/l | 27 | 1.00 | 1.5612 | 1.5612 | 1.1130 | -1643.29 | 65321.01 |
73 | 2007.03.20 00:32 | buy | 28 | 1.00 | 1.5657 | 1.5495 | 1.9977 | ||
74 | 2007.03.20 14:56 | s/l | 28 | 1.00 | 1.5495 | 1.5495 | 1.9977 | -1645.18 | 63675.83 |
75 | 2007.04.02 08:30 | buy | 29 | 1.00 | 1.5401 | 1.5242 | 1.9641 | ||
76 | 2007.04.23 09:16 | s/l | 29 | 1.00 | 1.5242 | 1.5242 | 1.9641 | -1717.01 | 61958.82 |
77 | 2007.04.23 16:30 | sell | 30 | 1.00 | 1.5219 | 1.5375 | 1.1059 | ||
78 | 2007.05.03 16:28 | modify | 30 | 1.00 | 1.5219 | 1.5218 | 1.1059 | ||
79 | 2007.05.23 00:00 | close | 30 | 0.25 | 1.4623 | 1.5218 | 1.1059 | 1513.29 | 63472.11 |
80 | 2007.05.23 00:00 | sell | 31 | 0.75 | 1.5219 | 1.5218 | 1.1059 | ||
81 | 2007.06.01 19:07 | close | 31 | 0.25 | 1.4284 | 1.5218 | 1.1059 | 2373.89 | 65846.00 |
82 | 2007.06.01 19:07 | sell | 32 | 0.50 | 1.5219 | 1.5218 | 1.1059 | ||
83 | 2007.11.02 07:50 | close | 32 | 0.25 | 1.3692 | 1.5218 | 1.1059 | 3879.80 | 69725.80 |
84 | 2007.11.02 07:50 | sell | 33 | 0.25 | 1.5219 | 1.5218 | 1.1059 | ||
85 | 2007.11.02 07:50 | modify | 33 | 0.25 | 1.5219 | 1.3735 | 1.1059 | ||
86 | 2007.11.02 12:00 | modify | 33 | 0.25 | 1.5219 | 1.3731 | 1.1059 | ||
87 | 2007.11.02 20:00 | modify | 33 | 0.25 | 1.5219 | 1.3718 | 1.1059 | ||
88 | 2007.11.05 00:00 | modify | 33 | 0.25 | 1.5219 | 1.3692 | 1.1059 | ||
89 | 2007.11.05 04:00 | modify | 33 | 0.25 | 1.5219 | 1.3668 | 1.1059 | ||
90 | 2007.11.05 08:00 | modify | 33 | 0.25 | 1.5219 | 1.3648 | 1.1059 | ||
91 | 2007.11.05 12:00 | modify | 33 | 0.25 | 1.5219 | 1.3630 | 1.1059 | ||
92 | 2007.11.05 16:00 | modify | 33 | 0.25 | 1.5219 | 1.3606 | 1.1059 | ||
93 | 2007.11.05 20:00 | modify | 33 | 0.25 | 1.5219 | 1.3585 | 1.1059 | ||
94 | 2007.11.06 00:00 | modify | 33 | 0.25 | 1.5219 | 1.3567 | 1.1059 | ||
95 | 2007.11.06 04:00 | modify | 33 | 0.25 | 1.5219 | 1.3552 | 1.1059 | ||
96 | 2007.11.06 08:00 | modify | 33 | 0.25 | 1.5219 | 1.3539 | 1.1059 | ||
97 | 2007.11.06 12:00 | modify | 33 | 0.25 | 1.5219 | 1.3528 | 1.1059 | ||
98 | 2007.11.06 15:44 | s/l | 33 | 0.25 | 1.3528 | 1.3528 | 1.1059 | 4296.00 | 74021.80 |
99 | 2007.11.09 00:30 | buy | 34 | 1.00 | 1.3732 | 1.3559 | 1.8332 | ||
100 | 2007.11.12 15:51 | modify | 34 | 1.00 | 1.3732 | 1.3733 | 1.8332 | ||
101 | 2007.11.13 23:54 | close at stop | 34 | 1.00 | 1.4003 | 1.3733 | 1.8332 | 2742.09 | 76763.89 |