Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2005.01.03 00:00 - 2005.12.18 00:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | ExpertName="DPO"; DPOPeriod=120; BuyLevel=0.003; SellLevel=-0.003; LotsSize=1; SL=100; TP=250; MaxEntrySlippage=5; MaxExitSlippage=10; | ||||
Bars in test | 7393 | Ticks modelled | 863229 | Modelling quality | 73.02% |
Initial deposit | 10000.00 | ||||
Total net profit | 14589.40 | Gross profit | 21918.60 | Gross loss | -7329.20 |
Profit factor | 2.99 | Expected payoff | 729.47 | ||
Absolute drawdown | 0.00 | Maximal drawdown (%) | 3323.80 (14.0%) | ||
Total trades | 20 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
Largest | profit trade | 2577.00 | loss trade | -1028.40 | |
Average | profit trade | 2191.86 | loss trade | -732.92 | |
Maximum | consecutive wins (profit in money) | 3 (7554.60) | consecutive losses (loss in money) | 5 (-3323.80) | |
Maximal | consecutive profit (count of wins) | 7554.60 (3) | consecutive loss (count of losses) | -3323.80 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.04 20:35 | sell | 1 | 1.00 | 1.3264 | 1.3364 | 1.3014 | ||
2 | 2005.01.18 03:20 | t/p | 1 | 1.00 | 1.3014 | 1.3364 | 1.3014 | 2577.00 | 12577.00 |
3 | 2005.02.22 03:16 | buy | 2 | 1.00 | 1.3078 | 1.2978 | 1.3328 | ||
4 | 2005.03.08 15:56 | t/p | 2 | 1.00 | 1.3328 | 1.2978 | 1.3328 | 2400.60 | 14977.60 |
5 | 2005.03.22 21:11 | sell | 3 | 1.00 | 1.3054 | 1.3154 | 1.2804 | ||
6 | 2005.04.05 13:38 | t/p | 3 | 1.00 | 1.2804 | 1.3154 | 1.2804 | 2577.00 | 17554.60 |
7 | 2005.05.04 03:57 | buy | 4 | 1.00 | 1.2957 | 1.2857 | 1.3207 | ||
8 | 2005.05.06 14:41 | close | 4 | 1.00 | 1.2890 | 1.2857 | 1.3207 | -684.20 | 16870.40 |
9 | 2005.05.06 14:41 | sell | 5 | 1.00 | 1.2890 | 1.2990 | 1.2640 | ||
10 | 2005.05.13 11:40 | t/p | 5 | 1.00 | 1.2640 | 1.2990 | 1.2640 | 2538.50 | 19408.90 |
11 | 2005.07.12 16:45 | buy | 6 | 1.00 | 1.2207 | 1.2107 | 1.2457 | ||
12 | 2005.07.13 15:01 | close | 6 | 1.00 | 1.2132 | 1.2107 | 1.2457 | -771.30 | 18637.60 |
13 | 2005.07.13 15:01 | sell | 7 | 1.00 | 1.2132 | 1.2232 | 1.1882 | ||
14 | 2005.07.20 19:32 | close | 7 | 1.00 | 1.2124 | 1.2232 | 1.1882 | 118.50 | 18756.10 |
15 | 2005.07.20 19:32 | buy | 8 | 1.00 | 1.2124 | 1.2024 | 1.2374 | ||
16 | 2005.07.26 04:42 | s/l | 8 | 1.00 | 1.2024 | 1.2024 | 1.2374 | -1028.40 | 17727.70 |
17 | 2005.07.26 04:42 | sell | 9 | 1.00 | 1.2024 | 1.2124 | 1.1774 | ||
18 | 2005.07.28 13:17 | close | 9 | 1.00 | 1.2097 | 1.2124 | 1.1774 | -708.00 | 17019.70 |
19 | 2005.07.28 13:17 | buy | 10 | 1.00 | 1.2097 | 1.1997 | 1.2347 | ||
20 | 2005.08.04 03:18 | t/p | 10 | 1.00 | 1.2347 | 1.1997 | 1.2347 | 2450.30 | 19470.00 |
21 | 2005.08.30 11:54 | sell | 11 | 1.00 | 1.2198 | 1.2298 | 1.1948 | ||
22 | 2005.08.31 16:23 | close | 11 | 1.00 | 1.2281 | 1.2298 | 1.1948 | -813.50 | 18656.50 |
23 | 2005.08.31 16:23 | buy | 12 | 1.00 | 1.2281 | 1.2181 | 1.2531 | ||
24 | 2005.09.02 09:42 | t/p | 12 | 1.00 | 1.2531 | 1.2181 | 1.2531 | 2485.80 | 21142.30 |
25 | 2005.09.12 16:46 | sell | 13 | 1.00 | 1.2272 | 1.2372 | 1.2022 | ||
26 | 2005.09.26 00:21 | t/p | 13 | 1.00 | 1.2022 | 1.2372 | 1.2022 | 2577.00 | 23719.30 |
27 | 2005.10.26 08:14 | buy | 14 | 1.00 | 1.2120 | 1.2020 | 1.2370 | ||
28 | 2005.10.26 14:19 | close | 14 | 1.00 | 1.2054 | 1.2020 | 1.2370 | -660.00 | 23059.30 |
29 | 2005.10.26 14:19 | sell | 15 | 1.00 | 1.2054 | 1.2154 | 1.1804 | ||
30 | 2005.10.27 05:08 | close | 15 | 1.00 | 1.2110 | 1.2154 | 1.1804 | -554.50 | 22504.80 |
31 | 2005.10.27 05:08 | buy | 16 | 1.00 | 1.2110 | 1.2010 | 1.2360 | ||
32 | 2005.10.31 13:48 | close | 16 | 1.00 | 1.2023 | 1.2010 | 1.2360 | -884.20 | 21620.60 |
33 | 2005.10.31 13:48 | sell | 17 | 1.00 | 1.2023 | 1.2123 | 1.1773 | ||
34 | 2005.11.02 16:47 | close | 17 | 1.00 | 1.2070 | 1.2123 | 1.1773 | -448.00 | 21172.60 |
35 | 2005.11.02 16:47 | buy | 18 | 1.00 | 1.2070 | 1.1970 | 1.2320 | ||
36 | 2005.11.03 15:03 | close | 18 | 1.00 | 1.1993 | 1.1970 | 1.2320 | -777.10 | 20395.50 |
37 | 2005.11.03 15:03 | sell | 19 | 1.00 | 1.1993 | 1.2093 | 1.1743 | ||
38 | 2005.11.08 02:10 | t/p | 19 | 1.00 | 1.1743 | 1.2093 | 1.1743 | 2516.50 | 22912.00 |
39 | 2005.12.12 02:57 | buy | 20 | 1.00 | 1.1839 | 1.1739 | 1.2089 | ||
40 | 2005.12.16 23:59 | close at stop | 20 | 1.00 | 1.2011 | 1.1739 | 1.2089 | 1677.40 | 24589.40 |