Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.04.02 00:00 - 2014.06.27 20:00 (2014.04.02 - 2014.06.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Use_TP=true; TP=150; Use_SL=true; SL=620; AllCloseWithReverseSignal=false; MaxOrders=8; Distance=15; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=1; GoldDistancePips1=20; Use_Violet=true; VioletShift1=0; VioletDistancePips1=-60; Use_Chocolate=false; ChocolateShift1=20; ChocolateDistancePips1=-30; 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 | 230586 | Modelling quality | n/a |
Mismatched charts errors | 650 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 7347.92 | Gross profit | 16884.76 | Gross loss | -9536.84 |
Profit factor | 1.77 | Expected payoff | 408.22 | ||
Absolute drawdown | 2590.94 | Maximal drawdown | 13561.26 (12.03%) | Relative drawdown | 12.03% (13561.26) |
Total trades | 18 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 11 (45.45%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 1498.18 | loss trade | -3203.02 | |
Average | profit trade | 1407.06 | loss trade | -1589.47 | |
Maximum | consecutive wins (profit in money) | 12 (16884.76) | consecutive losses (loss in money) | 6 (-9536.84) | |
Maximal | consecutive profit (count of wins) | 16884.76 (12) | consecutive loss (count of losses) | -9536.84 (6) | |
Average | consecutive wins | 12 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.02 00:00 | buy | 1 | 1.00 | 1.3795 | 0.0000 | 0.0000 | ||
2 | 2014.04.02 00:00 | modify | 1 | 1.00 | 1.3795 | 1.3175 | 1.3945 | ||
3 | 2014.04.02 00:00 | sell limit | 2 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
4 | 2014.04.02 00:03 | buy | 3 | 1.00 | 1.3794 | 0.0000 | 0.0000 | ||
5 | 2014.04.02 00:03 | modify | 3 | 1.00 | 1.3794 | 1.3174 | 1.3944 | ||
6 | 2014.04.02 00:03 | sell limit | 4 | 1.00 | 1.3809 | 1.4429 | 1.3659 | ||
7 | 2014.04.02 00:05 | buy | 5 | 1.00 | 1.3795 | 0.0000 | 0.0000 | ||
8 | 2014.04.02 00:05 | modify | 5 | 1.00 | 1.3795 | 1.3175 | 1.3945 | ||
9 | 2014.04.02 00:05 | sell limit | 6 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
10 | 2014.04.02 00:09 | buy | 7 | 1.00 | 1.3794 | 0.0000 | 0.0000 | ||
11 | 2014.04.02 00:09 | modify | 7 | 1.00 | 1.3794 | 1.3174 | 1.3944 | ||
12 | 2014.04.02 00:09 | sell limit | 8 | 1.00 | 1.3809 | 1.4429 | 1.3659 | ||
13 | 2014.04.02 00:10 | buy | 9 | 1.00 | 1.3795 | 0.0000 | 0.0000 | ||
14 | 2014.04.02 00:10 | modify | 9 | 1.00 | 1.3795 | 1.3175 | 1.3945 | ||
15 | 2014.04.02 00:10 | sell limit | 10 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
16 | 2014.04.02 07:10 | sell | 4 | 1.00 | 1.3809 | 1.4429 | 1.3659 | ||
17 | 2014.04.02 07:10 | sell | 8 | 1.00 | 1.3809 | 1.4429 | 1.3659 | ||
18 | 2014.04.02 07:46 | sell | 2 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
19 | 2014.04.02 07:46 | sell | 6 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
20 | 2014.04.02 07:46 | sell | 10 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
21 | 2014.05.06 13:13 | t/p | 3 | 1.00 | 1.3944 | 1.3174 | 1.3944 | 1359.58 | 101359.58 |
22 | 2014.05.06 13:13 | t/p | 7 | 1.00 | 1.3944 | 1.3174 | 1.3944 | 1359.58 | 102719.16 |
23 | 2014.05.06 13:13 | buy | 11 | 1.00 | 1.3946 | 0.0000 | 0.0000 | ||
24 | 2014.05.06 13:13 | modify | 11 | 1.00 | 1.3946 | 1.3326 | 1.4096 | ||
25 | 2014.05.06 13:13 | sell limit | 12 | 1.00 | 1.3961 | 1.4581 | 1.3811 | ||
26 | 2014.05.06 14:18 | t/p | 1 | 1.00 | 1.3945 | 1.3175 | 1.3945 | 1359.58 | 104078.74 |
27 | 2014.05.06 14:18 | t/p | 5 | 1.00 | 1.3945 | 1.3175 | 1.3945 | 1359.58 | 105438.32 |
28 | 2014.05.06 14:18 | t/p | 9 | 1.00 | 1.3945 | 1.3175 | 1.3945 | 1359.58 | 106797.90 |
29 | 2014.05.06 14:18 | buy | 13 | 1.00 | 1.3947 | 0.0000 | 0.0000 | ||
30 | 2014.05.06 14:18 | modify | 13 | 1.00 | 1.3947 | 1.3327 | 1.4097 | ||
31 | 2014.05.06 14:18 | sell limit | 14 | 1.00 | 1.3962 | 1.4582 | 1.3812 | ||
32 | 2014.05.08 14:32 | sell | 12 | 1.00 | 1.3961 | 1.4581 | 1.3811 | ||
33 | 2014.05.08 14:32 | sell | 14 | 1.00 | 1.3962 | 1.4582 | 1.3812 | ||
34 | 2014.05.09 11:20 | t/p | 14 | 1.00 | 1.3812 | 1.4582 | 1.3812 | 1498.18 | 108296.08 |
35 | 2014.05.09 11:21 | t/p | 12 | 1.00 | 1.3811 | 1.4581 | 1.3811 | 1498.18 | 109794.26 |
36 | 2014.05.15 11:43 | t/p | 2 | 1.00 | 1.3660 | 1.4430 | 1.3660 | 1418.10 | 111212.36 |
37 | 2014.05.15 11:43 | t/p | 6 | 1.00 | 1.3660 | 1.4430 | 1.3660 | 1418.10 | 112630.46 |
38 | 2014.05.15 11:43 | t/p | 10 | 1.00 | 1.3660 | 1.4430 | 1.3660 | 1418.10 | 114048.56 |
39 | 2014.05.15 11:43 | t/p | 4 | 1.00 | 1.3659 | 1.4429 | 1.3659 | 1418.10 | 115466.66 |
40 | 2014.05.15 11:43 | t/p | 8 | 1.00 | 1.3659 | 1.4429 | 1.3659 | 1418.10 | 116884.76 |
41 | 2014.05.20 08:00 | buy | 15 | 1.00 | 1.3712 | 0.0000 | 0.0000 | ||
42 | 2014.05.20 08:00 | modify | 15 | 1.00 | 1.3712 | 1.3092 | 1.3862 | ||
43 | 2014.05.20 08:00 | sell limit | 16 | 1.00 | 1.3727 | 1.4347 | 1.3577 | ||
44 | 2014.05.20 08:00 | buy | 17 | 1.00 | 1.3711 | 0.0000 | 0.0000 | ||
45 | 2014.05.20 08:00 | modify | 17 | 1.00 | 1.3711 | 1.3091 | 1.3861 | ||
46 | 2014.05.20 08:00 | sell limit | 18 | 1.00 | 1.3726 | 1.4346 | 1.3576 | ||
47 | 2014.05.20 08:00 | buy | 19 | 1.00 | 1.3710 | 0.0000 | 0.0000 | ||
48 | 2014.05.20 08:00 | modify | 19 | 1.00 | 1.3710 | 1.3090 | 1.3860 | ||
49 | 2014.05.20 08:00 | sell limit | 20 | 1.00 | 1.3725 | 1.4345 | 1.3575 | ||
50 | 2014.05.20 08:01 | buy | 21 | 1.00 | 1.3711 | 0.0000 | 0.0000 | ||
51 | 2014.05.20 08:01 | modify | 21 | 1.00 | 1.3711 | 1.3091 | 1.3861 | ||
52 | 2014.05.20 08:01 | sell limit | 22 | 1.00 | 1.3726 | 1.4346 | 1.3576 | ||
53 | 2014.06.27 22:59 | close at stop | 21 | 1.00 | 1.3649 | 1.3091 | 1.3861 | -785.20 | 116099.56 |
54 | 2014.06.27 22:59 | close at stop | 19 | 1.00 | 1.3649 | 1.3090 | 1.3860 | -775.20 | 115324.36 |
55 | 2014.06.27 22:59 | close at stop | 17 | 1.00 | 1.3649 | 1.3091 | 1.3861 | -785.20 | 114539.16 |
56 | 2014.06.27 22:59 | close at stop | 15 | 1.00 | 1.3649 | 1.3092 | 1.3862 | -795.20 | 113743.96 |
57 | 2014.06.27 22:59 | close at stop | 13 | 1.00 | 1.3649 | 1.3327 | 1.4097 | -3203.02 | 110540.94 |
58 | 2014.06.27 22:59 | close at stop | 11 | 1.00 | 1.3649 | 1.3326 | 1.4096 | -3193.02 | 107347.92 |