Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.04.02 00:00 - 2014.07.01 23:59 (2014.04.02 - 2014.07.02) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=60; Use_SL=true; SL=920; AllCloseWithReverseSignal=true; MaxOrders=10; Distance=65; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=8; GoldDistancePips1=45; Use_Violet=false; VioletShift1=4; VioletDistancePips1=-75; Use_Chocolate=false; ChocolateShift1=14; ChocolateDistancePips1=-35; Use_White=true; WhiteShift1=17; WhiteDistancePips1=-50; MarketOrdersType=true; STOPOrdersType=true; LIMITOrdersType=true; Slippage=2; OrdComment=""; OIJ="Optimization Intervals"; SetFileMade=2014.12.21 00:00; TraningStart=1970.01.01 00:00; TraningEnd=1970.01.01 00:00; WeTestStudyOfEADays=7; TrainingValidityDaysMax=21; StopRobotWithoutKnowledge=true; | ||||
Bars in test | 1391 | Ticks modelled | 1780 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 13731.91 | Gross profit | 22521.74 | Gross loss | -8789.83 |
Profit factor | 2.56 | Expected payoff | 292.17 | ||
Absolute drawdown | 4946.26 | Maximal drawdown | 7882.10 (7.66%) | Relative drawdown | 7.66% (7882.10) |
Total trades | 47 | Short positions (won %) | 32 (81.25%) | Long positions (won %) | 15 (93.33%) |
Profit trades (% of total) | 40 (85.11%) | Loss trades (% of total) | 7 (14.89%) | ||
Largest | profit trade | 600.00 | loss trade | -1640.94 | |
Average | profit trade | 563.04 | loss trade | -1255.69 | |
Maximum | consecutive wins (profit in money) | 39 (22441.07) | consecutive losses (loss in money) | 6 (-8027.46) | |
Maximal | consecutive profit (count of wins) | 22441.07 (39) | consecutive loss (count of losses) | -8027.46 (6) | |
Average | consecutive wins | 20 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.02 00:00 | sell | 1 | 1.00 | 1.3793 | 0.0000 | 0.0000 | ||
2 | 2014.04.02 00:00 | modify | 1 | 1.00 | 1.3793 | 1.4713 | 1.3733 | ||
3 | 2014.04.02 00:00 | sell stop | 2 | 1.00 | 1.3730 | 1.4650 | 1.3670 | ||
4 | 2014.04.02 00:00 | buy limit | 3 | 1.00 | 1.3730 | 1.2810 | 1.3790 | ||
5 | 2014.04.02 04:00 | sell | 4 | 1.00 | 1.3804 | 0.0000 | 0.0000 | ||
6 | 2014.04.02 04:00 | modify | 4 | 1.00 | 1.3804 | 1.4724 | 1.3744 | ||
7 | 2014.04.02 04:00 | sell stop | 5 | 1.00 | 1.3741 | 1.4661 | 1.3681 | ||
8 | 2014.04.02 04:00 | buy limit | 6 | 1.00 | 1.3741 | 1.2821 | 1.3801 | ||
9 | 2014.04.02 08:00 | sell | 7 | 1.00 | 1.3807 | 0.0000 | 0.0000 | ||
10 | 2014.04.02 08:00 | modify | 7 | 1.00 | 1.3807 | 1.4727 | 1.3747 | ||
11 | 2014.04.02 08:00 | sell stop | 8 | 1.00 | 1.3744 | 1.4664 | 1.3684 | ||
12 | 2014.04.02 08:00 | buy limit | 9 | 1.00 | 1.3744 | 1.2824 | 1.3804 | ||
13 | 2014.04.02 12:00 | sell | 10 | 1.00 | 1.3793 | 0.0000 | 0.0000 | ||
14 | 2014.04.02 12:00 | modify | 10 | 1.00 | 1.3793 | 1.4713 | 1.3733 | ||
15 | 2014.04.02 12:00 | sell stop | 11 | 1.00 | 1.3730 | 1.4650 | 1.3670 | ||
16 | 2014.04.02 12:00 | buy limit | 12 | 1.00 | 1.3730 | 1.2810 | 1.3790 | ||
17 | 2014.04.03 16:00 | t/p | 1 | 1.00 | 1.3733 | 1.4713 | 1.3733 | 594.54 | 100594.54 |
18 | 2014.04.03 16:00 | t/p | 4 | 1.00 | 1.3744 | 1.4724 | 1.3744 | 594.54 | 101189.08 |
19 | 2014.04.03 16:00 | t/p | 7 | 1.00 | 1.3747 | 1.4727 | 1.3747 | 594.54 | 101783.62 |
20 | 2014.04.03 16:00 | t/p | 10 | 1.00 | 1.3733 | 1.4713 | 1.3733 | 594.54 | 102378.16 |
21 | 2014.04.03 16:00 | sell | 2 | 1.00 | 1.3730 | 1.4650 | 1.3670 | ||
22 | 2014.04.03 16:00 | buy | 3 | 1.00 | 1.3730 | 1.2810 | 1.3790 | ||
23 | 2014.04.03 16:00 | sell | 5 | 1.00 | 1.3741 | 1.4661 | 1.3681 | ||
24 | 2014.04.03 16:00 | buy | 6 | 1.00 | 1.3741 | 1.2821 | 1.3801 | ||
25 | 2014.04.03 16:00 | sell | 8 | 1.00 | 1.3744 | 1.4664 | 1.3684 | ||
26 | 2014.04.03 16:00 | buy | 9 | 1.00 | 1.3744 | 1.2824 | 1.3804 | ||
27 | 2014.04.03 16:00 | sell | 11 | 1.00 | 1.3730 | 1.4650 | 1.3670 | ||
28 | 2014.04.03 16:00 | buy | 12 | 1.00 | 1.3730 | 1.2810 | 1.3790 | ||
29 | 2014.04.03 16:00 | sell | 13 | 1.00 | 1.3718 | 0.0000 | 0.0000 | ||
30 | 2014.04.03 16:00 | modify | 13 | 1.00 | 1.3718 | 1.4638 | 1.3658 | ||
31 | 2014.04.03 16:00 | sell stop | 14 | 1.00 | 1.3655 | 1.4575 | 1.3595 | ||
32 | 2014.04.03 16:00 | buy limit | 15 | 1.00 | 1.3655 | 1.2735 | 1.3715 | ||
33 | 2014.04.04 16:00 | t/p | 8 | 1.00 | 1.3684 | 1.4664 | 1.3684 | 598.18 | 102976.34 |
34 | 2014.04.04 16:00 | sell | 16 | 1.00 | 1.3693 | 0.0000 | 0.0000 | ||
35 | 2014.04.04 16:00 | modify | 16 | 1.00 | 1.3693 | 1.4613 | 1.3633 | ||
36 | 2014.04.04 16:00 | sell stop | 17 | 1.00 | 1.3630 | 1.4550 | 1.3570 | ||
37 | 2014.04.04 16:00 | buy limit | 18 | 1.00 | 1.3630 | 1.2710 | 1.3690 | ||
38 | 2014.04.04 20:00 | t/p | 5 | 1.00 | 1.3681 | 1.4661 | 1.3681 | 598.18 | 103574.52 |
39 | 2014.04.08 16:00 | t/p | 3 | 1.00 | 1.3790 | 1.2810 | 1.3790 | 587.61 | 104162.13 |
40 | 2014.04.08 16:00 | t/p | 6 | 1.00 | 1.3801 | 1.2821 | 1.3801 | 587.61 | 104749.74 |
41 | 2014.04.08 16:00 | t/p | 9 | 1.00 | 1.3804 | 1.2824 | 1.3804 | 587.61 | 105337.35 |
42 | 2014.04.08 16:00 | t/p | 12 | 1.00 | 1.3790 | 1.2810 | 1.3790 | 587.61 | 105924.96 |
43 | 2014.04.08 16:00 | sell | 19 | 1.00 | 1.3798 | 0.0000 | 0.0000 | ||
44 | 2014.04.08 16:00 | modify | 19 | 1.00 | 1.3798 | 1.4718 | 1.3738 | ||
45 | 2014.04.08 16:00 | sell stop | 20 | 1.00 | 1.3735 | 1.4655 | 1.3675 | ||
46 | 2014.04.08 16:00 | buy limit | 21 | 1.00 | 1.3735 | 1.2815 | 1.3795 | ||
47 | 2014.05.13 16:00 | t/p | 19 | 1.00 | 1.3738 | 1.4718 | 1.3738 | 536.30 | 106461.26 |
48 | 2014.05.13 16:00 | sell | 20 | 1.00 | 1.3735 | 1.4655 | 1.3675 | ||
49 | 2014.05.13 16:00 | buy | 21 | 1.00 | 1.3735 | 1.2815 | 1.3795 | ||
50 | 2014.05.13 16:00 | sell | 22 | 1.00 | 1.3725 | 0.0000 | 0.0000 | ||
51 | 2014.05.13 16:00 | modify | 22 | 1.00 | 1.3725 | 1.4645 | 1.3665 | ||
52 | 2014.05.13 16:00 | sell stop | 23 | 1.00 | 1.3662 | 1.4582 | 1.3602 | ||
53 | 2014.05.13 16:00 | buy limit | 24 | 1.00 | 1.3662 | 1.2742 | 1.3722 | ||
54 | 2014.05.15 12:00 | t/p | 2 | 1.00 | 1.3670 | 1.4650 | 1.3670 | 523.56 | 106984.82 |
55 | 2014.05.15 12:00 | t/p | 11 | 1.00 | 1.3670 | 1.4650 | 1.3670 | 523.56 | 107508.38 |
56 | 2014.05.15 12:00 | t/p | 13 | 1.00 | 1.3658 | 1.4638 | 1.3658 | 523.56 | 108031.94 |
57 | 2014.05.15 12:00 | t/p | 20 | 1.00 | 1.3675 | 1.4655 | 1.3675 | 592.72 | 108624.66 |
58 | 2014.05.15 12:00 | t/p | 22 | 1.00 | 1.3665 | 1.4645 | 1.3665 | 592.72 | 109217.38 |
59 | 2014.05.15 12:00 | sell | 14 | 1.00 | 1.3655 | 1.4575 | 1.3595 | ||
60 | 2014.05.15 12:00 | sell | 23 | 1.00 | 1.3662 | 1.4582 | 1.3602 | ||
61 | 2014.05.15 12:00 | buy | 24 | 1.00 | 1.3662 | 1.2742 | 1.3722 | ||
62 | 2014.05.15 12:00 | sell | 25 | 1.00 | 1.3655 | 0.0000 | 0.0000 | ||
63 | 2014.05.15 12:00 | modify | 25 | 1.00 | 1.3655 | 1.4575 | 1.3595 | ||
64 | 2014.05.15 12:00 | sell stop | 26 | 1.00 | 1.3592 | 1.4512 | 1.3532 | ||
65 | 2014.05.15 12:00 | buy limit | 27 | 1.00 | 1.3592 | 1.2672 | 1.3652 | ||
66 | 2014.05.15 16:00 | buy | 15 | 1.00 | 1.3655 | 1.2735 | 1.3715 | ||
67 | 2014.05.15 20:00 | t/p | 15 | 1.00 | 1.3715 | 1.2735 | 1.3715 | 600.00 | 109817.38 |
68 | 2014.05.15 20:00 | t/p | 24 | 1.00 | 1.3722 | 1.2742 | 1.3722 | 600.00 | 110417.38 |
69 | 2014.05.15 20:00 | sell | 28 | 1.00 | 1.3717 | 0.0000 | 0.0000 | ||
70 | 2014.05.15 20:00 | modify | 28 | 1.00 | 1.3717 | 1.4637 | 1.3657 | ||
71 | 2014.05.15 20:00 | sell stop | 29 | 1.00 | 1.3654 | 1.4574 | 1.3594 | ||
72 | 2014.05.15 20:00 | buy limit | 30 | 1.00 | 1.3654 | 1.2734 | 1.3714 | ||
73 | 2014.05.21 16:00 | t/p | 28 | 1.00 | 1.3657 | 1.4637 | 1.3657 | 592.72 | 111010.10 |
74 | 2014.05.21 16:00 | sell | 29 | 1.00 | 1.3654 | 1.4574 | 1.3594 | ||
75 | 2014.05.21 16:00 | buy | 30 | 1.00 | 1.3654 | 1.2734 | 1.3714 | ||
76 | 2014.05.23 12:00 | t/p | 16 | 1.00 | 1.3633 | 1.4613 | 1.3633 | 510.82 | 111520.92 |
77 | 2014.05.23 12:00 | sell | 17 | 1.00 | 1.3630 | 1.4550 | 1.3570 | ||
78 | 2014.05.23 12:00 | buy | 18 | 1.00 | 1.3630 | 1.2710 | 1.3690 | ||
79 | 2014.05.23 12:00 | sell | 31 | 1.00 | 1.3620 | 0.0000 | 0.0000 | ||
80 | 2014.05.23 12:00 | modify | 31 | 1.00 | 1.3620 | 1.4540 | 1.3560 | ||
81 | 2014.05.23 12:00 | sell stop | 32 | 1.00 | 1.3557 | 1.4477 | 1.3497 | ||
82 | 2014.05.23 12:00 | buy limit | 33 | 1.00 | 1.3557 | 1.2637 | 1.3617 | ||
83 | 2014.05.28 16:00 | t/p | 23 | 1.00 | 1.3602 | 1.4582 | 1.3602 | 579.98 | 112100.90 |
84 | 2014.05.28 20:00 | t/p | 14 | 1.00 | 1.3595 | 1.4575 | 1.3595 | 579.98 | 112680.88 |
85 | 2014.05.28 20:00 | t/p | 25 | 1.00 | 1.3595 | 1.4575 | 1.3595 | 579.98 | 113260.86 |
86 | 2014.05.28 20:00 | t/p | 29 | 1.00 | 1.3594 | 1.4574 | 1.3594 | 587.26 | 113848.12 |
87 | 2014.05.28 20:00 | sell | 26 | 1.00 | 1.3592 | 1.4512 | 1.3532 | ||
88 | 2014.05.28 20:00 | buy | 27 | 1.00 | 1.3592 | 1.2672 | 1.3652 | ||
89 | 2014.05.28 20:00 | sell | 34 | 1.00 | 1.3593 | 0.0000 | 0.0000 | ||
90 | 2014.05.28 20:00 | modify | 34 | 1.00 | 1.3593 | 1.4513 | 1.3533 | ||
91 | 2014.05.28 20:00 | sell stop | 35 | 1.00 | 1.3530 | 1.4450 | 1.3470 | ||
92 | 2014.05.28 20:00 | buy limit | 36 | 1.00 | 1.3530 | 1.2610 | 1.3590 | ||
93 | 2014.06.05 16:00 | t/p | 17 | 1.00 | 1.3570 | 1.4550 | 1.3570 | 576.34 | 114424.46 |
94 | 2014.06.05 16:00 | t/p | 26 | 1.00 | 1.3532 | 1.4512 | 1.3532 | 581.80 | 115006.26 |
95 | 2014.06.05 16:00 | t/p | 31 | 1.00 | 1.3560 | 1.4540 | 1.3560 | 576.34 | 115582.60 |
96 | 2014.06.05 16:00 | t/p | 34 | 1.00 | 1.3533 | 1.4513 | 1.3533 | 581.80 | 116164.40 |
97 | 2014.06.05 16:00 | sell | 32 | 1.00 | 1.3557 | 1.4477 | 1.3497 | ||
98 | 2014.06.05 16:00 | buy | 33 | 1.00 | 1.3557 | 1.2637 | 1.3617 | ||
99 | 2014.06.05 16:00 | sell | 35 | 1.00 | 1.3530 | 1.4450 | 1.3470 | ||
100 | 2014.06.05 16:00 | buy | 36 | 1.00 | 1.3530 | 1.2610 | 1.3590 | ||
101 | 2014.06.05 16:00 | sell | 37 | 1.00 | 1.3583 | 0.0000 | 0.0000 | ||
102 | 2014.06.05 16:00 | modify | 37 | 1.00 | 1.3583 | 1.4503 | 1.3523 | ||
103 | 2014.06.05 16:00 | sell stop | 38 | 1.00 | 1.3520 | 1.4440 | 1.3460 | ||
104 | 2014.06.05 16:00 | buy limit | 39 | 1.00 | 1.3520 | 1.2600 | 1.3580 | ||
105 | 2014.06.05 20:00 | t/p | 27 | 1.00 | 1.3652 | 1.2672 | 1.3652 | 558.70 | 116723.10 |
106 | 2014.06.05 20:00 | t/p | 33 | 1.00 | 1.3617 | 1.2637 | 1.3617 | 600.00 | 117323.10 |
107 | 2014.06.05 20:00 | t/p | 36 | 1.00 | 1.3590 | 1.2610 | 1.3590 | 600.00 | 117923.10 |
108 | 2014.06.05 20:00 | sell | 40 | 1.00 | 1.3659 | 0.0000 | 0.0000 | ||
109 | 2014.06.05 20:00 | modify | 40 | 1.00 | 1.3659 | 1.4579 | 1.3599 | ||
110 | 2014.06.05 20:00 | sell stop | 41 | 1.00 | 1.3596 | 1.4516 | 1.3536 | ||
111 | 2014.06.05 20:00 | buy limit | 42 | 1.00 | 1.3596 | 1.2676 | 1.3656 | ||
112 | 2014.06.09 16:00 | t/p | 40 | 1.00 | 1.3599 | 1.4579 | 1.3599 | 596.36 | 118519.46 |
113 | 2014.06.09 16:00 | sell | 41 | 1.00 | 1.3596 | 1.4516 | 1.3536 | ||
114 | 2014.06.09 16:00 | buy | 42 | 1.00 | 1.3596 | 1.2676 | 1.3656 | ||
115 | 2014.06.09 16:00 | sell | 43 | 1.00 | 1.3585 | 0.0000 | 0.0000 | ||
116 | 2014.06.09 16:00 | modify | 43 | 1.00 | 1.3585 | 1.4505 | 1.3525 | ||
117 | 2014.06.09 16:00 | sell stop | 44 | 1.00 | 1.3522 | 1.4442 | 1.3462 | ||
118 | 2014.06.09 16:00 | buy limit | 45 | 1.00 | 1.3522 | 1.2602 | 1.3582 | ||
119 | 2014.06.10 16:00 | t/p | 41 | 1.00 | 1.3536 | 1.4516 | 1.3536 | 598.18 | 119117.64 |
120 | 2014.06.11 04:00 | t/p | 43 | 1.00 | 1.3525 | 1.4505 | 1.3525 | 596.36 | 119714.00 |
121 | 2014.06.11 08:00 | sell | 44 | 1.00 | 1.3522 | 1.4442 | 1.3462 | ||
122 | 2014.06.12 12:00 | t/p | 37 | 1.00 | 1.3523 | 1.4503 | 1.3523 | 587.26 | 120301.26 |
123 | 2014.06.12 12:00 | sell | 38 | 1.00 | 1.3520 | 1.4440 | 1.3460 | ||
124 | 2014.06.12 12:00 | buy | 39 | 1.00 | 1.3520 | 1.2600 | 1.3580 | ||
125 | 2014.06.12 12:00 | buy | 45 | 1.00 | 1.3522 | 1.2602 | 1.3582 | ||
126 | 2014.06.12 12:00 | sell | 46 | 1.00 | 1.3520 | 0.0000 | 0.0000 | ||
127 | 2014.06.12 12:00 | modify | 46 | 1.00 | 1.3520 | 1.4440 | 1.3460 | ||
128 | 2014.06.12 12:00 | sell stop | 47 | 1.00 | 1.3457 | 1.4377 | 1.3397 | ||
129 | 2014.06.12 12:00 | buy limit | 48 | 1.00 | 1.3457 | 1.2537 | 1.3517 | ||
130 | 2014.06.17 04:00 | t/p | 39 | 1.00 | 1.3580 | 1.2600 | 1.3580 | 587.61 | 120888.87 |
131 | 2014.06.17 04:00 | t/p | 45 | 1.00 | 1.3582 | 1.2602 | 1.3582 | 587.61 | 121476.48 |
132 | 2014.06.30 12:00 | t/p | 42 | 1.00 | 1.3656 | 1.2676 | 1.3656 | 513.27 | 121989.75 |
133 | 2014.06.30 12:00 | sell | 49 | 1.00 | 1.3653 | 0.0000 | 0.0000 | ||
134 | 2014.06.30 12:00 | modify | 49 | 1.00 | 1.3653 | 1.4573 | 1.3593 | ||
135 | 2014.06.30 12:00 | sell stop | 50 | 1.00 | 1.3590 | 1.4510 | 1.3530 | ||
136 | 2014.06.30 12:00 | buy limit | 51 | 1.00 | 1.3590 | 1.2670 | 1.3650 | ||
137 | 2014.06.30 20:00 | t/p | 18 | 1.00 | 1.3690 | 1.2710 | 1.3690 | 451.32 | 122441.07 |
138 | 2014.07.01 23:59 | close at stop | 49 | 1.00 | 1.3681 | 1.4573 | 1.3593 | -281.82 | 122159.25 |
139 | 2014.07.01 23:59 | close at stop | 46 | 1.00 | 1.3681 | 1.4440 | 1.3460 | -1640.94 | 120518.31 |
140 | 2014.07.01 23:59 | close at stop | 44 | 1.00 | 1.3681 | 1.4442 | 1.3462 | -1626.40 | 118891.91 |
141 | 2014.07.01 23:59 | close at stop | 38 | 1.00 | 1.3681 | 1.4440 | 1.3460 | -1640.94 | 117250.97 |
142 | 2014.07.01 23:59 | close at stop | 35 | 1.00 | 1.3681 | 1.4450 | 1.3470 | -1553.68 | 115697.29 |
143 | 2014.07.01 23:59 | close at stop | 32 | 1.00 | 1.3681 | 1.4477 | 1.3497 | -1283.68 | 114413.61 |
144 | 2014.07.01 23:59 | close at stop | 30 | 1.00 | 1.3679 | 1.2734 | 1.3714 | 80.67 | 114494.28 |
145 | 2014.07.01 23:59 | close at stop | 21 | 1.00 | 1.3679 | 1.2815 | 1.3795 | -762.37 | 113731.91 |