Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
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=0.5; N_PartialClose=5.5; N_Stoploss=2; StochTimeframe=6; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18710 | Ticks modelled | 3551389 | Modelling quality | 90.00% |
Mismatched charts errors | 27 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 8049.34 | Gross profit | 18862.09 | Gross loss | -10812.75 |
Profit factor | 1.74 | Expected payoff | 211.82 | ||
Absolute drawdown | 1596.89 | Maximal drawdown | 11252.53 (18.21%) | Relative drawdown | 18.21% (11252.53) |
Total trades | 38 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 27 (85.19%) |
Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
Largest | profit trade | 3916.84 | loss trade | -2010.71 | |
Average | profit trade | 698.60 | loss trade | -982.98 | |
Maximum | consecutive wins (profit in money) | 6 (546.40) | consecutive losses (loss in money) | 2 (-3933.63) | |
Maximal | consecutive profit (count of wins) | 8213.43 (4) | consecutive loss (count of losses) | -3933.63 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.06 18:30 | buy | 1 | 1.00 | 1.1750 | 1.1490 | 0.0000 | ||
2 | 2005.01.07 16:24 | modify | 1 | 1.00 | 1.1750 | 1.1751 | 0.0000 | ||
3 | 2005.01.11 10:38 | s/l | 1 | 1.00 | 1.1751 | 1.1751 | 0.0000 | 24.58 | 50024.58 |
4 | 2005.01.18 22:47 | sell | 2 | 1.00 | 1.1850 | 1.2106 | 0.0000 | ||
5 | 2005.01.19 09:40 | modify | 2 | 1.00 | 1.1850 | 1.1849 | 0.0000 | ||
6 | 2005.01.19 18:06 | s/l | 2 | 1.00 | 1.1849 | 1.1849 | 0.0000 | -0.08 | 50024.50 |
7 | 2005.01.20 20:45 | buy | 3 | 1.00 | 1.1911 | 1.1657 | 0.0000 | ||
8 | 2005.02.03 13:46 | modify | 3 | 1.00 | 1.1911 | 1.1912 | 0.0000 | ||
9 | 2005.02.15 14:13 | s/l | 3 | 1.00 | 1.1912 | 1.1912 | 0.0000 | 136.93 | 50161.43 |
10 | 2005.02.24 00:46 | sell | 4 | 1.00 | 1.1633 | 1.1877 | 0.0000 | ||
11 | 2005.03.09 18:46 | modify | 4 | 1.00 | 1.1633 | 1.1632 | 0.0000 | ||
12 | 2005.03.14 17:42 | s/l | 4 | 1.00 | 1.1632 | 1.1632 | 0.0000 | -127.67 | 50033.76 |
13 | 2005.03.17 10:45 | buy | 5 | 1.00 | 1.1548 | 1.1304 | 0.0000 | ||
14 | 2005.03.18 09:46 | modify | 5 | 1.00 | 1.1548 | 1.1549 | 0.0000 | ||
15 | 2005.05.17 00:00 | close | 5 | 0.25 | 1.2229 | 1.1549 | 0.0000 | 1471.18 | 51504.94 |
16 | 2005.05.17 00:00 | buy | 6 | 0.75 | 1.1548 | 1.1549 | 0.0000 | ||
17 | 2005.07.06 00:00 | close | 6 | 0.25 | 1.3032 | 1.1549 | 0.0000 | 2992.79 | 54497.73 |
18 | 2005.07.06 00:00 | buy | 7 | 0.50 | 1.1548 | 1.1549 | 0.0000 | ||
19 | 2006.05.08 10:45 | close | 7 | 0.50 | 1.2185 | 1.1549 | 0.0000 | 3725.20 | 58222.93 |
20 | 2006.05.10 20:30 | buy | 8 | 1.00 | 1.2206 | 1.1974 | 0.0000 | ||
21 | 2006.05.11 09:17 | modify | 8 | 1.00 | 1.2206 | 1.2207 | 0.0000 | ||
22 | 2006.05.11 14:32 | s/l | 8 | 1.00 | 1.2207 | 1.2207 | 0.0000 | 24.27 | 58247.19 |
23 | 2006.05.29 00:15 | buy | 9 | 1.00 | 1.2278 | 1.2040 | 0.0000 | ||
24 | 2006.06.05 09:28 | s/l | 9 | 1.00 | 1.2040 | 1.2040 | 0.0000 | -1939.25 | 56307.94 |
25 | 2006.06.09 08:15 | buy | 10 | 1.00 | 1.2343 | 1.2105 | 0.0000 | ||
26 | 2006.06.13 19:27 | modify | 10 | 1.00 | 1.2343 | 1.2344 | 0.0000 | ||
27 | 2006.06.14 08:27 | s/l | 10 | 1.00 | 1.2344 | 1.2344 | 0.0000 | 24.17 | 56332.11 |
28 | 2006.06.15 14:45 | buy | 11 | 1.00 | 1.2321 | 1.2083 | 0.0000 | ||
29 | 2006.06.19 03:39 | modify | 11 | 1.00 | 1.2321 | 1.2322 | 0.0000 | ||
30 | 2006.06.21 19:14 | s/l | 11 | 1.00 | 1.2322 | 1.2322 | 0.0000 | 29.55 | 56361.67 |
31 | 2006.06.29 10:15 | buy | 12 | 1.00 | 1.2475 | 1.2239 | 0.0000 | ||
32 | 2006.06.30 20:09 | s/l | 12 | 1.00 | 1.2239 | 1.2239 | 0.0000 | -1922.91 | 54438.75 |
33 | 2006.07.03 07:45 | sell | 13 | 1.00 | 1.2241 | 1.2477 | 0.0000 | ||
34 | 2006.07.17 12:04 | s/l | 13 | 1.00 | 1.2477 | 1.2477 | 0.0000 | -2010.71 | 52428.04 |
35 | 2006.07.18 06:30 | buy | 14 | 1.00 | 1.2487 | 1.2255 | 0.0000 | ||
36 | 2006.07.18 16:45 | modify | 14 | 1.00 | 1.2487 | 1.2488 | 0.0000 | ||
37 | 2006.07.19 16:08 | s/l | 14 | 1.00 | 1.2488 | 1.2488 | 0.0000 | 13.37 | 52441.40 |
38 | 2006.08.01 16:05 | buy | 15 | 1.00 | 1.2348 | 1.2116 | 0.0000 | ||
39 | 2006.08.11 14:31 | modify | 15 | 1.00 | 1.2348 | 1.2349 | 0.0000 | ||
40 | 2006.08.15 15:39 | s/l | 15 | 1.00 | 1.2349 | 1.2349 | 0.0000 | 83.07 | 52524.48 |
41 | 2006.08.16 08:15 | buy | 16 | 1.00 | 1.2376 | 1.2148 | 0.0000 | ||
42 | 2006.09.07 13:14 | modify | 16 | 1.00 | 1.2376 | 1.2377 | 0.0000 | ||
43 | 2006.09.22 10:20 | s/l | 16 | 1.00 | 1.2377 | 1.2377 | 0.0000 | 216.96 | 52741.43 |
44 | 2006.09.27 04:56 | buy | 17 | 1.00 | 1.2434 | 1.2214 | 0.0000 | ||
45 | 2006.09.29 08:24 | modify | 17 | 1.00 | 1.2434 | 1.2435 | 0.0000 | ||
46 | 2006.10.02 15:46 | s/l | 17 | 1.00 | 1.2435 | 1.2435 | 0.0000 | 34.82 | 52776.25 |
47 | 2006.10.03 12:16 | buy | 18 | 1.00 | 1.2440 | 1.2222 | 0.0000 | ||
48 | 2006.10.04 10:47 | modify | 18 | 1.00 | 1.2440 | 1.2441 | 0.0000 | ||
49 | 2006.10.31 17:12 | s/l | 18 | 1.00 | 1.2441 | 1.2441 | 0.0000 | 158.00 | 52934.25 |
50 | 2006.11.01 21:07 | buy | 19 | 1.00 | 1.2443 | 1.2231 | 0.0000 | ||
51 | 2006.11.03 14:31 | modify | 19 | 1.00 | 1.2443 | 1.2444 | 0.0000 | ||
52 | 2006.11.07 15:44 | s/l | 19 | 1.00 | 1.2444 | 1.2444 | 0.0000 | 40.18 | 52974.44 |
53 | 2006.11.08 20:15 | buy | 20 | 1.00 | 1.2502 | 1.2292 | 0.0000 | ||
54 | 2006.11.22 14:34 | s/l | 20 | 1.00 | 1.2292 | 1.2292 | 0.0000 | -1633.58 | 51340.86 |
55 | 2006.12.04 16:30 | buy | 21 | 1.00 | 1.1973 | 1.1763 | 0.0000 | ||
56 | 2006.12.08 17:54 | modify | 21 | 1.00 | 1.1973 | 1.1974 | 0.0000 | ||
57 | 2007.01.18 14:39 | close | 21 | 0.25 | 1.2534 | 1.1974 | 0.0000 | 1181.89 | 52522.75 |
58 | 2007.01.18 14:39 | buy | 22 | 0.75 | 1.1973 | 1.1974 | 0.0000 | ||
59 | 2007.02.27 09:32 | close | 22 | 0.75 | 1.2231 | 1.1974 | 0.0000 | 1923.48 | 54446.23 |
60 | 2007.03.01 10:00 | sell | 23 | 1.00 | 1.2188 | 1.2374 | 0.0000 | ||
61 | 2007.03.05 06:20 | modify | 23 | 1.00 | 1.2188 | 1.2187 | 0.0000 | ||
62 | 2007.03.05 11:05 | s/l | 23 | 1.00 | 1.2187 | 1.2187 | 0.0000 | -8.83 | 54437.40 |
63 | 2007.03.09 14:30 | buy | 24 | 1.00 | 1.2280 | 1.2096 | 0.0000 | ||
64 | 2007.03.09 14:36 | modify | 24 | 1.00 | 1.2280 | 1.2281 | 0.0000 | ||
65 | 2007.03.12 10:30 | s/l | 24 | 1.00 | 1.2281 | 1.2281 | 0.0000 | 13.50 | 54450.89 |
66 | 2007.03.13 08:30 | buy | 25 | 1.00 | 1.2255 | 1.2071 | 0.0000 | ||
67 | 2007.03.16 09:59 | s/l | 25 | 1.00 | 1.2071 | 1.2071 | 0.0000 | -1497.54 | 52953.35 |
68 | 2007.03.22 16:15 | buy | 26 | 1.00 | 1.2123 | 1.1939 | 0.0000 | ||
69 | 2007.03.22 18:15 | modify | 26 | 1.00 | 1.2123 | 1.2124 | 0.0000 | ||
70 | 2007.03.23 13:16 | s/l | 26 | 1.00 | 1.2124 | 1.2124 | 0.0000 | 13.61 | 52966.96 |
71 | 2007.03.26 04:45 | buy | 27 | 1.00 | 1.2201 | 1.2019 | 0.0000 | ||
72 | 2007.04.09 15:56 | modify | 27 | 1.00 | 1.2201 | 1.2202 | 0.0000 | ||
73 | 2007.04.10 04:34 | s/l | 27 | 1.00 | 1.2202 | 1.2202 | 0.0000 | 88.54 | 53055.50 |
74 | 2007.04.13 02:30 | sell | 28 | 1.00 | 1.2160 | 1.2342 | 0.0000 | ||
75 | 2007.04.13 09:26 | modify | 28 | 1.00 | 1.2160 | 1.2159 | 0.0000 | ||
76 | 2007.04.13 16:57 | s/l | 28 | 1.00 | 1.2159 | 1.2159 | 0.0000 | 8.22 | 53063.72 |
77 | 2007.04.20 04:15 | buy | 29 | 1.00 | 1.2058 | 1.1878 | 0.0000 | ||
78 | 2007.04.23 11:42 | modify | 29 | 1.00 | 1.2058 | 1.2059 | 0.0000 | ||
79 | 2007.04.24 12:37 | s/l | 29 | 1.00 | 1.2059 | 1.2059 | 0.0000 | 19.00 | 53082.72 |
80 | 2007.04.25 13:35 | sell | 30 | 1.00 | 1.2017 | 1.2197 | 0.0000 | ||
81 | 2007.05.08 16:17 | s/l | 30 | 1.00 | 1.2197 | 1.2197 | 0.0000 | -1586.38 | 51496.34 |
82 | 2007.05.09 12:15 | sell | 31 | 1.00 | 1.2176 | 1.2352 | 0.0000 | ||
83 | 2007.05.15 17:05 | modify | 31 | 1.00 | 1.2176 | 1.2175 | 0.0000 | ||
84 | 2007.05.16 13:41 | s/l | 31 | 1.00 | 1.2175 | 1.2175 | 0.0000 | -51.41 | 51444.94 |
85 | 2007.05.18 00:46 | buy | 32 | 1.00 | 1.2276 | 1.2102 | 0.0000 | ||
86 | 2007.05.21 12:37 | modify | 32 | 1.00 | 1.2276 | 1.2277 | 0.0000 | ||
87 | 2007.05.23 08:27 | s/l | 32 | 1.00 | 1.2277 | 1.2277 | 0.0000 | 24.21 | 51469.14 |
88 | 2007.05.24 00:21 | buy | 33 | 1.00 | 1.2279 | 1.2107 | 0.0000 | ||
89 | 2007.06.01 16:11 | modify | 33 | 1.00 | 1.2279 | 1.2280 | 0.0000 | ||
90 | 2007.06.04 10:08 | s/l | 33 | 1.00 | 1.2280 | 1.2280 | 0.0000 | 56.35 | 51525.50 |
91 | 2007.06.04 23:40 | sell | 34 | 1.00 | 1.2230 | 1.2398 | 0.0000 | ||
92 | 2007.06.05 13:59 | modify | 34 | 1.00 | 1.2230 | 1.2229 | 0.0000 | ||
93 | 2007.06.07 11:56 | s/l | 34 | 1.00 | 1.2229 | 1.2229 | 0.0000 | -34.39 | 51491.10 |
94 | 2007.06.11 00:15 | buy | 35 | 1.00 | 1.2358 | 1.2190 | 0.0000 | ||
95 | 2007.06.11 16:56 | modify | 35 | 1.00 | 1.2358 | 1.2359 | 0.0000 | ||
96 | 2007.06.20 14:20 | s/l | 35 | 1.00 | 1.2359 | 1.2359 | 0.0000 | 56.29 | 51547.39 |
97 | 2007.06.27 06:46 | sell | 36 | 1.00 | 1.2283 | 1.2447 | 0.0000 | ||
98 | 2007.06.29 15:00 | modify | 36 | 1.00 | 1.2283 | 1.2282 | 0.0000 | ||
99 | 2007.09.12 13:38 | close | 36 | 0.25 | 1.1830 | 1.2282 | 0.0000 | 793.37 | 52340.76 |
100 | 2007.09.12 13:38 | sell | 37 | 0.75 | 1.2283 | 1.2282 | 0.0000 | ||
101 | 2007.11.08 00:00 | close | 37 | 0.25 | 1.1339 | 1.2282 | 0.0000 | 1791.75 | 54132.51 |
102 | 2007.11.08 00:00 | sell | 38 | 0.50 | 1.2283 | 1.2282 | 0.0000 | ||
103 | 2007.11.13 23:59 | close at stop | 38 | 0.50 | 1.1267 | 1.2282 | 0.0000 | 3916.84 | 58049.34 |