Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 1 Hour (H1) 2006.02.03 01:00 - 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=1.5; ATRPartialClose=6; ATRStoploss=1.5; StochTimeframe=1; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 11035 | Ticks modelled | 1341805 | Modelling quality | 89.19% |
Mismatched charts errors | 13 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 11888.47 | Gross profit | 16267.57 | Gross loss | -4379.10 |
Profit factor | 3.71 | Expected payoff | 743.03 | ||
Absolute drawdown | 532.80 | Maximal drawdown | 7453.25 (13.09%) | Relative drawdown | 13.09% (7453.25) |
Total trades | 16 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
Largest | profit trade | 4408.65 | loss trade | -1157.30 | |
Average | profit trade | 1355.63 | loss trade | -1094.78 | |
Maximum | consecutive wins (profit in money) | 5 (6064.35) | consecutive losses (loss in money) | 2 (-2314.50) | |
Maximal | consecutive profit (count of wins) | 6064.35 (5) | consecutive loss (count of losses) | -2314.50 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2006.02.06 12:31 | sell | 1 | 1.00 | 0.6835 | 0.6940 | 0.4035 | ||
2 | 2006.02.14 01:34 | modify | 1 | 1.00 | 0.6835 | 0.6834 | 0.4035 | ||
3 | 2006.03.10 11:53 | close | 1 | 0.25 | 0.6420 | 0.6834 | 0.4035 | 964.40 | 50964.40 |
4 | 2006.03.10 11:53 | sell | 2 | 0.75 | 0.6835 | 0.6834 | 0.4035 | ||
5 | 2006.09.14 11:46 | close | 2 | 0.75 | 0.6611 | 0.6834 | 0.4035 | 248.10 | 51212.50 |
6 | 2006.09.18 00:15 | buy | 3 | 1.00 | 0.6636 | 0.6523 | 0.9636 | ||
7 | 2006.09.29 01:33 | s/l | 3 | 1.00 | 0.6523 | 0.6523 | 0.9636 | -1050.70 | 50161.80 |
8 | 2006.10.12 22:20 | buy | 4 | 1.00 | 0.6609 | 0.6496 | 0.9609 | ||
9 | 2006.11.01 00:26 | modify | 4 | 1.00 | 0.6609 | 0.6610 | 0.9609 | ||
10 | 2006.11.13 16:32 | s/l | 4 | 1.00 | 0.6610 | 0.6610 | 0.9609 | 193.00 | 50354.80 |
11 | 2006.11.16 08:45 | buy | 5 | 1.00 | 0.6612 | 0.6502 | 0.9532 | ||
12 | 2006.11.22 16:25 | modify | 5 | 1.00 | 0.6612 | 0.6613 | 0.9532 | ||
13 | 2006.12.28 14:28 | close | 5 | 0.25 | 0.7046 | 0.6613 | 0.9532 | 1149.05 | 51503.85 |
14 | 2006.12.28 14:28 | buy | 6 | 0.75 | 0.6612 | 0.6613 | 0.9532 | ||
15 | 2007.01.31 13:01 | close | 6 | 0.75 | 0.6816 | 0.6613 | 0.9532 | 1868.55 | 53372.40 |
16 | 2007.02.01 08:45 | buy | 7 | 1.00 | 0.6887 | 0.6785 | 0.9607 | ||
17 | 2007.02.02 08:54 | s/l | 7 | 1.00 | 0.6785 | 0.6785 | 0.9607 | -1013.90 | 52358.50 |
18 | 2007.02.14 00:30 | buy | 8 | 1.00 | 0.6903 | 0.6801 | 0.9623 | ||
19 | 2007.02.19 00:05 | modify | 8 | 1.00 | 0.6903 | 0.6904 | 0.9623 | ||
20 | 2007.03.02 09:02 | s/l | 8 | 1.00 | 0.6904 | 0.6904 | 0.9623 | 119.80 | 52478.30 |
21 | 2007.03.07 07:15 | buy | 9 | 1.00 | 0.6836 | 0.6737 | 0.9476 | ||
22 | 2007.03.12 00:01 | modify | 9 | 1.00 | 0.6836 | 0.6837 | 0.9476 | ||
23 | 2007.03.14 00:35 | s/l | 9 | 1.00 | 0.6837 | 0.6837 | 0.9476 | 52.70 | 52531.00 |
24 | 2007.03.15 07:16 | buy | 10 | 1.00 | 0.6932 | 0.6831 | 0.9612 | ||
25 | 2007.03.19 23:40 | modify | 10 | 1.00 | 0.6932 | 0.6933 | 0.9612 | ||
26 | 2007.04.13 01:09 | close | 10 | 0.25 | 0.7342 | 0.6933 | 0.9612 | 1069.22 | 53600.23 |
27 | 2007.04.13 01:09 | buy | 11 | 0.75 | 0.6932 | 0.6933 | 0.9612 | ||
28 | 2007.07.02 04:10 | close | 11 | 0.25 | 0.7750 | 0.6933 | 0.9612 | 2208.17 | 55808.40 |
29 | 2007.07.02 04:10 | buy | 12 | 0.50 | 0.6932 | 0.6933 | 0.9612 | ||
30 | 2007.08.13 11:49 | close | 12 | 0.50 | 0.7364 | 0.6933 | 0.9612 | 2614.45 | 58422.85 |
31 | 2007.08.20 15:45 | sell | 13 | 1.00 | 0.6955 | 0.7069 | 0.3915 | ||
32 | 2007.08.22 23:19 | s/l | 13 | 1.00 | 0.7069 | 0.7069 | 0.3915 | -1157.20 | 57265.65 |
33 | 2007.08.29 20:46 | buy | 14 | 1.00 | 0.7021 | 0.6901 | 1.0221 | ||
34 | 2007.09.05 14:17 | s/l | 14 | 1.00 | 0.6901 | 0.6901 | 1.0221 | -1157.30 | 56108.35 |
35 | 2007.09.12 08:15 | buy | 15 | 1.00 | 0.7069 | 0.6944 | 1.0389 | ||
36 | 2007.09.18 20:15 | modify | 15 | 1.00 | 0.7069 | 0.7070 | 1.0389 | ||
37 | 2007.10.01 00:00 | close | 15 | 0.25 | 0.7606 | 0.7070 | 1.0389 | 1371.47 | 57479.83 |
38 | 2007.10.01 00:00 | buy | 16 | 0.75 | 0.7069 | 0.7070 | 1.0389 | ||
39 | 2007.11.13 23:54 | close at stop | 16 | 0.75 | 0.7619 | 0.7070 | 1.0389 | 4408.65 | 61888.48 |