Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.04.02 00:00 - 2014.06.27 23:59 (2014.04.02 - 2014.06.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=130; Use_SL=true; SL=580; AllCloseWithReverseSignal=true; MaxOrders=9; Distance=60; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=3; GoldDistancePips1=90; Use_Violet=true; VioletShift1=6; VioletDistancePips1=80; Use_Chocolate=false; ChocolateShift1=13; ChocolateDistancePips1=10; Use_White=true; WhiteShift1=17; WhiteDistancePips1=-50; MarketOrdersType=true; STOPOrdersType=false; 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 | 1378 | Ticks modelled | 1756 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 24578.62 | Gross profit | 29736.17 | Gross loss | -5157.55 |
Profit factor | 5.77 | Expected payoff | 768.08 | ||
Absolute drawdown | 813.66 | Maximal drawdown | 8329.76 (7.75%) | Relative drawdown | 7.75% (8329.76) |
Total trades | 32 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 26 (81.25%) | Loss trades (% of total) | 6 (18.75%) | ||
Largest | profit trade | 1300.00 | loss trade | -2386.50 | |
Average | profit trade | 1143.70 | loss trade | -859.59 | |
Maximum | consecutive wins (profit in money) | 24 (29134.62) | consecutive losses (loss in money) | 4 (-3799.27) | |
Maximal | consecutive profit (count of wins) | 29134.62 (24) | consecutive loss (count of losses) | -3799.27 (4) | |
Average | consecutive wins | 13 | consecutive losses | 3 |
# | 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 | 1.4373 | 1.3663 | ||
3 | 2014.04.02 00:00 | buy limit | 2 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
4 | 2014.04.02 04:00 | sell | 3 | 1.00 | 1.3804 | 0.0000 | 0.0000 | ||
5 | 2014.04.02 04:00 | modify | 3 | 1.00 | 1.3804 | 1.4384 | 1.3674 | ||
6 | 2014.04.02 04:00 | buy limit | 4 | 1.00 | 1.3746 | 1.3166 | 1.3876 | ||
7 | 2014.04.02 08:00 | sell | 5 | 1.00 | 1.3807 | 0.0000 | 0.0000 | ||
8 | 2014.04.02 08:00 | modify | 5 | 1.00 | 1.3807 | 1.4387 | 1.3677 | ||
9 | 2014.04.02 08:00 | buy limit | 6 | 1.00 | 1.3749 | 1.3169 | 1.3879 | ||
10 | 2014.04.02 12:00 | sell | 7 | 1.00 | 1.3793 | 0.0000 | 0.0000 | ||
11 | 2014.04.02 12:00 | modify | 7 | 1.00 | 1.3793 | 1.4373 | 1.3663 | ||
12 | 2014.04.02 12:00 | buy limit | 8 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
13 | 2014.04.02 16:00 | sell | 9 | 1.00 | 1.3780 | 0.0000 | 0.0000 | ||
14 | 2014.04.02 16:00 | modify | 9 | 1.00 | 1.3780 | 1.4360 | 1.3650 | ||
15 | 2014.04.02 16:00 | buy limit | 10 | 1.00 | 1.3722 | 1.3142 | 1.3852 | ||
16 | 2014.04.03 16:00 | buy | 2 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
17 | 2014.04.03 16:00 | buy | 4 | 1.00 | 1.3746 | 1.3166 | 1.3876 | ||
18 | 2014.04.03 16:00 | buy | 6 | 1.00 | 1.3749 | 1.3169 | 1.3879 | ||
19 | 2014.04.03 16:00 | buy | 8 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
20 | 2014.04.03 16:00 | buy | 10 | 1.00 | 1.3722 | 1.3142 | 1.3852 | ||
21 | 2014.04.04 20:00 | t/p | 5 | 1.00 | 1.3677 | 1.4387 | 1.3677 | 1292.72 | 101292.72 |
22 | 2014.04.04 20:00 | sell | 11 | 1.00 | 1.3700 | 0.0000 | 0.0000 | ||
23 | 2014.04.04 20:00 | modify | 11 | 1.00 | 1.3700 | 1.4280 | 1.3570 | ||
24 | 2014.04.04 20:00 | buy limit | 12 | 1.00 | 1.3642 | 1.3062 | 1.3772 | ||
25 | 2014.04.10 00:00 | t/p | 10 | 1.00 | 1.3852 | 1.3142 | 1.3852 | 1271.09 | 102563.81 |
26 | 2014.04.10 04:00 | t/p | 2 | 1.00 | 1.3865 | 1.3155 | 1.3865 | 1271.09 | 103834.90 |
27 | 2014.04.10 04:00 | t/p | 8 | 1.00 | 1.3865 | 1.3155 | 1.3865 | 1271.09 | 105105.99 |
28 | 2014.04.10 04:00 | sell | 13 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
29 | 2014.04.10 04:00 | modify | 13 | 1.00 | 1.3852 | 1.4432 | 1.3722 | ||
30 | 2014.04.10 04:00 | buy limit | 14 | 1.00 | 1.3794 | 1.3214 | 1.3924 | ||
31 | 2014.04.10 20:00 | t/p | 4 | 1.00 | 1.3876 | 1.3166 | 1.3876 | 1271.09 | 106377.08 |
32 | 2014.04.10 20:00 | t/p | 6 | 1.00 | 1.3879 | 1.3169 | 1.3879 | 1271.09 | 107648.17 |
33 | 2014.04.10 20:00 | sell | 15 | 1.00 | 1.3884 | 0.0000 | 0.0000 | ||
34 | 2014.04.10 20:00 | modify | 15 | 1.00 | 1.3884 | 1.4464 | 1.3754 | ||
35 | 2014.04.10 20:00 | buy limit | 16 | 1.00 | 1.3826 | 1.3246 | 1.3956 | ||
36 | 2014.04.14 12:00 | buy | 16 | 1.00 | 1.3826 | 1.3246 | 1.3956 | ||
37 | 2014.04.15 12:00 | buy | 14 | 1.00 | 1.3794 | 1.3214 | 1.3924 | ||
38 | 2014.05.06 12:00 | t/p | 14 | 1.00 | 1.3924 | 1.3214 | 1.3924 | 1213.27 | 108861.44 |
39 | 2014.05.06 12:00 | sell | 17 | 1.00 | 1.3925 | 0.0000 | 0.0000 | ||
40 | 2014.05.06 12:00 | modify | 17 | 1.00 | 1.3925 | 1.4505 | 1.3795 | ||
41 | 2014.05.06 12:00 | buy limit | 18 | 1.00 | 1.3867 | 1.3287 | 1.3997 | ||
42 | 2014.05.08 16:00 | t/p | 16 | 1.00 | 1.3956 | 1.3246 | 1.3956 | 1192.62 | 110054.06 |
43 | 2014.05.08 20:00 | buy | 18 | 1.00 | 1.3867 | 1.3287 | 1.3997 | ||
44 | 2014.05.09 16:00 | t/p | 17 | 1.00 | 1.3795 | 1.4505 | 1.3795 | 1290.90 | 111344.96 |
45 | 2014.05.09 16:00 | sell | 19 | 1.00 | 1.3784 | 0.0000 | 0.0000 | ||
46 | 2014.05.09 16:00 | modify | 19 | 1.00 | 1.3784 | 1.4364 | 1.3654 | ||
47 | 2014.05.09 16:00 | buy limit | 20 | 1.00 | 1.3726 | 1.3146 | 1.3856 | ||
48 | 2014.05.12 00:00 | t/p | 15 | 1.00 | 1.3754 | 1.4464 | 1.3754 | 1245.40 | 112590.36 |
49 | 2014.05.13 16:00 | t/p | 13 | 1.00 | 1.3722 | 1.4432 | 1.3722 | 1243.58 | 113833.94 |
50 | 2014.05.13 16:00 | buy | 20 | 1.00 | 1.3726 | 1.3146 | 1.3856 | ||
51 | 2014.05.13 16:00 | sell | 21 | 1.00 | 1.3725 | 0.0000 | 0.0000 | ||
52 | 2014.05.13 16:00 | modify | 21 | 1.00 | 1.3725 | 1.4305 | 1.3595 | ||
53 | 2014.05.13 16:00 | buy limit | 22 | 1.00 | 1.3667 | 1.3087 | 1.3797 | ||
54 | 2014.05.15 12:00 | t/p | 1 | 1.00 | 1.3663 | 1.4373 | 1.3663 | 1218.10 | 115052.04 |
55 | 2014.05.15 12:00 | t/p | 3 | 1.00 | 1.3674 | 1.4384 | 1.3674 | 1218.10 | 116270.14 |
56 | 2014.05.15 12:00 | t/p | 7 | 1.00 | 1.3663 | 1.4373 | 1.3663 | 1218.10 | 117488.24 |
57 | 2014.05.15 12:00 | buy | 22 | 1.00 | 1.3667 | 1.3087 | 1.3797 | ||
58 | 2014.05.15 12:00 | sell | 23 | 1.00 | 1.3655 | 0.0000 | 0.0000 | ||
59 | 2014.05.15 12:00 | modify | 23 | 1.00 | 1.3655 | 1.4235 | 1.3525 | ||
60 | 2014.05.15 12:00 | buy limit | 24 | 1.00 | 1.3597 | 1.3017 | 1.3727 | ||
61 | 2014.05.15 16:00 | t/p | 9 | 1.00 | 1.3650 | 1.4360 | 1.3650 | 1218.10 | 118706.34 |
62 | 2014.05.15 16:00 | t/p | 19 | 1.00 | 1.3654 | 1.4364 | 1.3654 | 1289.08 | 119995.42 |
63 | 2014.05.15 16:00 | sell | 25 | 1.00 | 1.3672 | 0.0000 | 0.0000 | ||
64 | 2014.05.15 16:00 | modify | 25 | 1.00 | 1.3672 | 1.4252 | 1.3542 | ||
65 | 2014.05.15 16:00 | buy limit | 26 | 1.00 | 1.3614 | 1.3034 | 1.3744 | ||
66 | 2014.05.21 20:00 | buy | 12 | 1.00 | 1.3642 | 1.3062 | 1.3772 | ||
67 | 2014.05.27 20:00 | buy | 26 | 1.00 | 1.3614 | 1.3034 | 1.3744 | ||
68 | 2014.05.28 16:00 | buy | 24 | 1.00 | 1.3597 | 1.3017 | 1.3727 | ||
69 | 2014.05.28 20:00 | t/p | 21 | 1.00 | 1.3595 | 1.4305 | 1.3595 | 1272.70 | 121268.12 |
70 | 2014.05.28 20:00 | sell | 27 | 1.00 | 1.3593 | 0.0000 | 0.0000 | ||
71 | 2014.05.28 20:00 | modify | 27 | 1.00 | 1.3593 | 1.4173 | 1.3463 | ||
72 | 2014.05.28 20:00 | buy limit | 28 | 1.00 | 1.3535 | 1.2955 | 1.3665 | ||
73 | 2014.06.05 16:00 | t/p | 11 | 1.00 | 1.3570 | 1.4280 | 1.3570 | 1187.16 | 122455.28 |
74 | 2014.06.05 16:00 | t/p | 23 | 1.00 | 1.3525 | 1.4235 | 1.3525 | 1261.78 | 123717.06 |
75 | 2014.06.05 16:00 | t/p | 25 | 1.00 | 1.3542 | 1.4252 | 1.3542 | 1261.78 | 124978.84 |
76 | 2014.06.05 16:00 | buy | 28 | 1.00 | 1.3535 | 1.2955 | 1.3665 | ||
77 | 2014.06.05 16:00 | sell | 29 | 1.00 | 1.3583 | 0.0000 | 0.0000 | ||
78 | 2014.06.05 16:00 | modify | 29 | 1.00 | 1.3583 | 1.4163 | 1.3453 | ||
79 | 2014.06.05 16:00 | buy limit | 30 | 1.00 | 1.3525 | 1.2945 | 1.3655 | ||
80 | 2014.06.05 20:00 | t/p | 28 | 1.00 | 1.3665 | 1.2955 | 1.3665 | 1300.00 | 126278.84 |
81 | 2014.06.05 20:00 | sell | 31 | 1.00 | 1.3659 | 0.0000 | 0.0000 | ||
82 | 2014.06.05 20:00 | modify | 31 | 1.00 | 1.3659 | 1.4239 | 1.3529 | ||
83 | 2014.06.05 20:00 | buy limit | 32 | 1.00 | 1.3601 | 1.3021 | 1.3731 | ||
84 | 2014.06.09 16:00 | buy | 32 | 1.00 | 1.3601 | 1.3021 | 1.3731 | ||
85 | 2014.06.11 04:00 | t/p | 31 | 1.00 | 1.3529 | 1.4239 | 1.3529 | 1292.72 | 127571.56 |
86 | 2014.06.11 04:00 | buy | 30 | 1.00 | 1.3525 | 1.2945 | 1.3655 | ||
87 | 2014.06.27 23:59 | close at stop | 32 | 1.00 | 1.3649 | 1.3021 | 1.3731 | 397.40 | 127968.96 |
88 | 2014.06.27 23:59 | close at stop | 30 | 1.00 | 1.3649 | 1.2945 | 1.3655 | 1165.66 | 129134.62 |
89 | 2014.06.27 23:59 | close at stop | 29 | 1.00 | 1.3651 | 1.4163 | 1.3453 | -720.04 | 128414.58 |
90 | 2014.06.27 23:59 | close at stop | 27 | 1.00 | 1.3651 | 1.4173 | 1.3463 | -638.24 | 127776.34 |
91 | 2014.06.27 23:59 | close at stop | 26 | 1.00 | 1.3649 | 1.3034 | 1.3744 | 213.71 | 127990.05 |
92 | 2014.06.27 23:59 | close at stop | 24 | 1.00 | 1.3649 | 1.3017 | 1.3727 | 387.84 | 128377.89 |
93 | 2014.06.27 23:59 | close at stop | 22 | 1.00 | 1.3649 | 1.3087 | 1.3797 | -357.59 | 128020.30 |
94 | 2014.06.27 23:59 | close at stop | 20 | 1.00 | 1.3649 | 1.3146 | 1.3856 | -964.11 | 127056.19 |
95 | 2014.06.27 23:59 | close at stop | 18 | 1.00 | 1.3649 | 1.3287 | 1.3997 | -2386.50 | 124669.69 |
96 | 2014.06.27 23:59 | close at stop | 12 | 1.00 | 1.3649 | 1.3062 | 1.3772 | -91.07 | 124578.62 |