Symbol | AUDUSD (Australian Dollar vs US Dollar ) | ||||
Period | 1 Minute (M1) 2007.10.28 23:00 - 2007.11.02 10:10 (2007.10.28 - 2007.11.03) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=11; Lots=1; TrailingStop=0; StopLoss=11; | ||||
Bars in test | 6656 | Ticks modelled | 32238 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 3000.00 | ||||
Total net profit | 153.80 | Gross profit | 1644.60 | Gross loss | -1490.80 |
Profit factor | 1.10 | Expected payoff | 8.54 | ||
Absolute drawdown | 530.00 | Maximal drawdown | 865.40 (22.25%) | Relative drawdown | 23.39% (775.40) |
Total trades | 18 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
Largest | profit trade | 110.00 | loss trade | -665.40 | |
Average | profit trade | 109.64 | loss trade | -496.93 | |
Maximum | consecutive wins (profit in money) | 10 (1100.00) | consecutive losses (loss in money) | 1 (-665.40) | |
Maximal | consecutive profit (count of wins) | 1100.00 (10) | consecutive loss (count of losses) | -665.40 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.10.29 12:29 | buy | 1 | 1.00 | 0.9237 | 0.0000 | 0.9248 | ||
2 | 2007.10.29 20:27 | close | 1 | 1.00 | 0.9211 | 0.0000 | 0.9248 | -260.00 | 2740.00 |
3 | 2007.10.29 20:27 | sell | 2 | 1.00 | 0.9210 | 0.0000 | 0.9199 | ||
4 | 2007.10.30 01:39 | t/p | 2 | 1.00 | 0.9199 | 0.0000 | 0.9199 | 104.60 | 2844.60 |
5 | 2007.10.30 01:39 | sell | 3 | 1.00 | 0.9197 | 0.0000 | 0.9186 | ||
6 | 2007.10.30 02:14 | t/p | 3 | 1.00 | 0.9186 | 0.0000 | 0.9186 | 110.00 | 2954.60 |
7 | 2007.10.30 02:37 | sell | 4 | 1.00 | 0.9202 | 0.0000 | 0.9191 | ||
8 | 2007.10.30 02:54 | t/p | 4 | 1.00 | 0.9191 | 0.0000 | 0.9191 | 110.00 | 3064.60 |
9 | 2007.10.30 02:54 | sell | 5 | 1.00 | 0.9187 | 0.0000 | 0.9176 | ||
10 | 2007.10.30 05:32 | t/p | 5 | 1.00 | 0.9176 | 0.0000 | 0.9176 | 110.00 | 3174.60 |
11 | 2007.10.30 05:32 | sell | 6 | 1.00 | 0.9174 | 0.0000 | 0.9163 | ||
12 | 2007.10.30 06:00 | t/p | 6 | 1.00 | 0.9163 | 0.0000 | 0.9163 | 110.00 | 3284.60 |
13 | 2007.10.30 08:07 | sell | 7 | 1.00 | 0.9159 | 0.0000 | 0.9148 | ||
14 | 2007.10.31 06:14 | close | 7 | 1.00 | 0.9215 | 0.0000 | 0.9148 | -565.40 | 2719.20 |
15 | 2007.10.31 06:27 | buy | 8 | 1.00 | 0.9214 | 0.0000 | 0.9225 | ||
16 | 2007.10.31 08:01 | t/p | 8 | 1.00 | 0.9225 | 0.0000 | 0.9225 | 110.00 | 2829.20 |
17 | 2007.11.01 02:34 | buy | 9 | 1.00 | 0.9294 | 0.0000 | 0.9305 | ||
18 | 2007.11.01 03:25 | t/p | 9 | 1.00 | 0.9305 | 0.0000 | 0.9305 | 110.00 | 2939.20 |
19 | 2007.11.01 03:25 | buy | 10 | 1.00 | 0.9307 | 0.0000 | 0.9318 | ||
20 | 2007.11.01 07:08 | t/p | 10 | 1.00 | 0.9318 | 0.0000 | 0.9318 | 110.00 | 3049.20 |
21 | 2007.11.01 09:18 | buy | 11 | 1.00 | 0.9294 | 0.0000 | 0.9305 | ||
22 | 2007.11.01 11:26 | t/p | 11 | 1.00 | 0.9305 | 0.0000 | 0.9305 | 110.00 | 3159.20 |
23 | 2007.11.01 12:53 | sell | 12 | 1.00 | 0.9283 | 0.0000 | 0.9272 | ||
24 | 2007.11.01 13:26 | t/p | 12 | 1.00 | 0.9272 | 0.0000 | 0.9272 | 110.00 | 3269.20 |
25 | 2007.11.01 13:26 | sell | 13 | 1.00 | 0.9270 | 0.0000 | 0.9259 | ||
26 | 2007.11.01 13:39 | t/p | 13 | 1.00 | 0.9259 | 0.0000 | 0.9259 | 110.00 | 3379.20 |
27 | 2007.11.01 15:46 | sell | 14 | 1.00 | 0.9190 | 0.0000 | 0.9179 | ||
28 | 2007.11.01 15:51 | t/p | 14 | 1.00 | 0.9179 | 0.0000 | 0.9179 | 110.00 | 3489.20 |
29 | 2007.11.01 15:51 | sell | 15 | 1.00 | 0.9177 | 0.0000 | 0.9166 | ||
30 | 2007.11.01 16:41 | t/p | 15 | 1.00 | 0.9166 | 0.0000 | 0.9166 | 110.00 | 3599.20 |
31 | 2007.11.01 16:41 | sell | 16 | 1.00 | 0.9164 | 0.0000 | 0.9153 | ||
32 | 2007.11.01 18:58 | t/p | 16 | 1.00 | 0.9153 | 0.0000 | 0.9153 | 110.00 | 3709.20 |
33 | 2007.11.01 18:58 | sell | 17 | 1.00 | 0.9151 | 0.0000 | 0.9140 | ||
34 | 2007.11.01 20:46 | t/p | 17 | 1.00 | 0.9140 | 0.0000 | 0.9140 | 110.00 | 3819.20 |
35 | 2007.11.01 22:25 | sell | 18 | 1.00 | 0.9125 | 0.0000 | 0.9114 | ||
36 | 2007.11.02 10:10 | close at stop | 18 | 1.00 | 0.9191 | 0.0000 | 0.9114 | -665.40 | 3153.80 |