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=130; Use_SL=true; SL=940; AllCloseWithReverseSignal=false; MaxOrders=10; Distance=45; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=18; GoldDistancePips1=90; Use_Violet=false; VioletShift1=3; VioletDistancePips1=-65; Use_Chocolate=false; ChocolateShift1=9; 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 | 1391 | Ticks modelled | 1780 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 26900.77 | Gross profit | 34277.28 | Gross loss | -7376.51 |
Profit factor | 4.65 | Expected payoff | 727.05 | ||
Absolute drawdown | 210.00 | Maximal drawdown | 8212.81 (7.50%) | Relative drawdown | 7.50% (8212.81) |
Total trades | 37 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 30 (81.08%) | Loss trades (% of total) | 7 (18.92%) | ||
Largest | profit trade | 1294.54 | loss trade | -2314.76 | |
Average | profit trade | 1142.58 | loss trade | -1053.79 | |
Maximum | consecutive wins (profit in money) | 27 (32479.63) | consecutive losses (loss in money) | 4 (-4733.61) | |
Maximal | consecutive profit (count of wins) | 32479.63 (27) | consecutive loss (count of losses) | -4733.61 (4) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | 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 | 1.4733 | 1.3663 | ||
3 | 2014.04.02 00:00 | buy limit | 2 | 1.00 | 1.3750 | 1.2810 | 1.3880 | ||
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 | 1.4744 | 1.3674 | ||
6 | 2014.04.02 04:00 | buy limit | 4 | 1.00 | 1.3761 | 1.2821 | 1.3891 | ||
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 | 1.4747 | 1.3677 | ||
9 | 2014.04.02 08:00 | buy limit | 6 | 1.00 | 1.3764 | 1.2824 | 1.3894 | ||
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 | 1.4733 | 1.3663 | ||
12 | 2014.04.02 12:00 | buy limit | 8 | 1.00 | 1.3750 | 1.2810 | 1.3880 | ||
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 | 1.4720 | 1.3650 | ||
15 | 2014.04.02 16:00 | buy limit | 10 | 1.00 | 1.3737 | 1.2797 | 1.3867 | ||
16 | 2014.04.02 20:00 | buy | 4 | 1.00 | 1.3761 | 1.2821 | 1.3891 | ||
17 | 2014.04.02 20:00 | buy | 6 | 1.00 | 1.3764 | 1.2824 | 1.3894 | ||
18 | 2014.04.02 20:00 | sell | 11 | 1.00 | 1.3764 | 0.0000 | 0.0000 | ||
19 | 2014.04.02 20:00 | modify | 11 | 1.00 | 1.3764 | 1.4704 | 1.3634 | ||
20 | 2014.04.02 20:00 | buy limit | 12 | 1.00 | 1.3721 | 1.2781 | 1.3851 | ||
21 | 2014.04.03 16:00 | buy | 2 | 1.00 | 1.3750 | 1.2810 | 1.3880 | ||
22 | 2014.04.03 16:00 | buy | 8 | 1.00 | 1.3750 | 1.2810 | 1.3880 | ||
23 | 2014.04.03 16:00 | buy | 10 | 1.00 | 1.3737 | 1.2797 | 1.3867 | ||
24 | 2014.04.03 16:00 | buy | 12 | 1.00 | 1.3721 | 1.2781 | 1.3851 | ||
25 | 2014.04.04 20:00 | t/p | 5 | 1.00 | 1.3677 | 1.4747 | 1.3677 | 1292.72 | 101292.72 |
26 | 2014.04.10 00:00 | t/p | 12 | 1.00 | 1.3851 | 1.2781 | 1.3851 | 1271.09 | 102563.81 |
27 | 2014.04.10 00:00 | sell | 13 | 1.00 | 1.3853 | 0.0000 | 0.0000 | ||
28 | 2014.04.10 00:00 | modify | 13 | 1.00 | 1.3853 | 1.4793 | 1.3723 | ||
29 | 2014.04.10 00:00 | buy limit | 14 | 1.00 | 1.3810 | 1.2870 | 1.3940 | ||
30 | 2014.04.10 04:00 | t/p | 10 | 1.00 | 1.3867 | 1.2797 | 1.3867 | 1271.09 | 103834.90 |
31 | 2014.04.10 20:00 | t/p | 2 | 1.00 | 1.3880 | 1.2810 | 1.3880 | 1271.09 | 105105.99 |
32 | 2014.04.10 20:00 | t/p | 4 | 1.00 | 1.3891 | 1.2821 | 1.3891 | 1258.70 | 106364.69 |
33 | 2014.04.10 20:00 | t/p | 6 | 1.00 | 1.3894 | 1.2824 | 1.3894 | 1258.70 | 107623.39 |
34 | 2014.04.10 20:00 | t/p | 8 | 1.00 | 1.3880 | 1.2810 | 1.3880 | 1271.09 | 108894.48 |
35 | 2014.04.10 20:00 | sell | 15 | 1.00 | 1.3884 | 0.0000 | 0.0000 | ||
36 | 2014.04.10 20:00 | modify | 15 | 1.00 | 1.3884 | 1.4824 | 1.3754 | ||
37 | 2014.04.10 20:00 | buy limit | 16 | 1.00 | 1.3841 | 1.2901 | 1.3971 | ||
38 | 2014.04.11 00:00 | sell | 17 | 1.00 | 1.3887 | 0.0000 | 0.0000 | ||
39 | 2014.04.11 00:00 | modify | 17 | 1.00 | 1.3887 | 1.4827 | 1.3757 | ||
40 | 2014.04.11 00:00 | buy limit | 18 | 1.00 | 1.3844 | 1.2904 | 1.3974 | ||
41 | 2014.04.14 04:00 | buy | 18 | 1.00 | 1.3844 | 1.2904 | 1.3974 | ||
42 | 2014.04.14 12:00 | buy | 16 | 1.00 | 1.3841 | 1.2901 | 1.3971 | ||
43 | 2014.04.14 16:00 | buy | 14 | 1.00 | 1.3810 | 1.2870 | 1.3940 | ||
44 | 2014.05.06 16:00 | t/p | 14 | 1.00 | 1.3940 | 1.2870 | 1.3940 | 1209.14 | 110103.62 |
45 | 2014.05.06 16:00 | sell | 19 | 1.00 | 1.3932 | 0.0000 | 0.0000 | ||
46 | 2014.05.06 16:00 | modify | 19 | 1.00 | 1.3932 | 1.4872 | 1.3802 | ||
47 | 2014.05.06 16:00 | buy limit | 20 | 1.00 | 1.3889 | 1.2949 | 1.4019 | ||
48 | 2014.05.08 16:00 | t/p | 16 | 1.00 | 1.3971 | 1.2901 | 1.3971 | 1192.62 | 111296.24 |
49 | 2014.05.08 16:00 | t/p | 18 | 1.00 | 1.3974 | 1.2904 | 1.3974 | 1192.62 | 112488.86 |
50 | 2014.05.08 16:00 | buy | 20 | 1.00 | 1.3889 | 1.2949 | 1.4019 | ||
51 | 2014.05.08 16:00 | sell | 21 | 1.00 | 1.3870 | 0.0000 | 0.0000 | ||
52 | 2014.05.08 16:00 | modify | 21 | 1.00 | 1.3870 | 1.4810 | 1.3740 | ||
53 | 2014.05.08 16:00 | buy limit | 22 | 1.00 | 1.3827 | 1.2887 | 1.3957 | ||
54 | 2014.05.09 12:00 | buy | 22 | 1.00 | 1.3827 | 1.2887 | 1.3957 | ||
55 | 2014.05.09 16:00 | t/p | 19 | 1.00 | 1.3802 | 1.4872 | 1.3802 | 1290.90 | 113779.76 |
56 | 2014.05.09 20:00 | t/p | 17 | 1.00 | 1.3757 | 1.4827 | 1.3757 | 1249.04 | 115028.80 |
57 | 2014.05.09 20:00 | sell | 23 | 1.00 | 1.3753 | 0.0000 | 0.0000 | ||
58 | 2014.05.09 20:00 | modify | 23 | 1.00 | 1.3753 | 1.4693 | 1.3623 | ||
59 | 2014.05.09 20:00 | buy limit | 24 | 1.00 | 1.3710 | 1.2770 | 1.3840 | ||
60 | 2014.05.12 00:00 | t/p | 15 | 1.00 | 1.3754 | 1.4824 | 1.3754 | 1245.40 | 116274.20 |
61 | 2014.05.13 16:00 | t/p | 13 | 1.00 | 1.3723 | 1.4793 | 1.3723 | 1243.58 | 117517.78 |
62 | 2014.05.13 16:00 | t/p | 21 | 1.00 | 1.3740 | 1.4810 | 1.3740 | 1294.54 | 118812.32 |
63 | 2014.05.13 16:00 | buy | 24 | 1.00 | 1.3710 | 1.2770 | 1.3840 | ||
64 | 2014.05.13 16:00 | sell | 25 | 1.00 | 1.3725 | 0.0000 | 0.0000 | ||
65 | 2014.05.13 16:00 | modify | 25 | 1.00 | 1.3725 | 1.4665 | 1.3595 | ||
66 | 2014.05.13 16:00 | buy limit | 26 | 1.00 | 1.3682 | 1.2742 | 1.3812 | ||
67 | 2014.05.15 12:00 | t/p | 1 | 1.00 | 1.3663 | 1.4733 | 1.3663 | 1218.10 | 120030.42 |
68 | 2014.05.15 12:00 | t/p | 3 | 1.00 | 1.3674 | 1.4744 | 1.3674 | 1218.10 | 121248.52 |
69 | 2014.05.15 12:00 | t/p | 7 | 1.00 | 1.3663 | 1.4733 | 1.3663 | 1218.10 | 122466.62 |
70 | 2014.05.15 12:00 | buy | 26 | 1.00 | 1.3682 | 1.2742 | 1.3812 | ||
71 | 2014.05.15 12:00 | sell | 27 | 1.00 | 1.3655 | 0.0000 | 0.0000 | ||
72 | 2014.05.15 12:00 | modify | 27 | 1.00 | 1.3655 | 1.4595 | 1.3525 | ||
73 | 2014.05.15 12:00 | buy limit | 28 | 1.00 | 1.3612 | 1.2672 | 1.3742 | ||
74 | 2014.05.15 16:00 | t/p | 9 | 1.00 | 1.3650 | 1.4720 | 1.3650 | 1218.10 | 123684.72 |
75 | 2014.05.15 16:00 | sell | 29 | 1.00 | 1.3672 | 0.0000 | 0.0000 | ||
76 | 2014.05.15 16:00 | modify | 29 | 1.00 | 1.3672 | 1.4612 | 1.3542 | ||
77 | 2014.05.15 16:00 | buy limit | 30 | 1.00 | 1.3629 | 1.2689 | 1.3759 | ||
78 | 2014.05.23 12:00 | t/p | 11 | 1.00 | 1.3634 | 1.4704 | 1.3634 | 1203.54 | 124888.26 |
79 | 2014.05.23 12:00 | t/p | 23 | 1.00 | 1.3623 | 1.4693 | 1.3623 | 1274.52 | 126162.78 |
80 | 2014.05.23 12:00 | buy | 30 | 1.00 | 1.3629 | 1.2689 | 1.3759 | ||
81 | 2014.05.23 12:00 | sell | 31 | 1.00 | 1.3620 | 0.0000 | 0.0000 | ||
82 | 2014.05.23 12:00 | modify | 31 | 1.00 | 1.3620 | 1.4560 | 1.3490 | ||
83 | 2014.05.23 12:00 | buy limit | 32 | 1.00 | 1.3577 | 1.2637 | 1.3707 | ||
84 | 2014.05.28 16:00 | buy | 28 | 1.00 | 1.3612 | 1.2672 | 1.3742 | ||
85 | 2014.05.28 20:00 | t/p | 25 | 1.00 | 1.3595 | 1.4665 | 1.3595 | 1272.70 | 127435.48 |
86 | 2014.05.28 20:00 | sell | 33 | 1.00 | 1.3593 | 0.0000 | 0.0000 | ||
87 | 2014.05.28 20:00 | modify | 33 | 1.00 | 1.3593 | 1.4533 | 1.3463 | ||
88 | 2014.05.28 20:00 | buy limit | 34 | 1.00 | 1.3550 | 1.2610 | 1.3680 | ||
89 | 2014.06.05 16:00 | t/p | 27 | 1.00 | 1.3525 | 1.4595 | 1.3525 | 1261.78 | 128697.26 |
90 | 2014.06.05 16:00 | t/p | 29 | 1.00 | 1.3542 | 1.4612 | 1.3542 | 1261.78 | 129959.04 |
91 | 2014.06.05 16:00 | buy | 32 | 1.00 | 1.3577 | 1.2637 | 1.3707 | ||
92 | 2014.06.05 16:00 | buy | 34 | 1.00 | 1.3550 | 1.2610 | 1.3680 | ||
93 | 2014.06.05 16:00 | sell | 35 | 1.00 | 1.3583 | 0.0000 | 0.0000 | ||
94 | 2014.06.05 16:00 | modify | 35 | 1.00 | 1.3583 | 1.4523 | 1.3453 | ||
95 | 2014.06.05 16:00 | buy limit | 36 | 1.00 | 1.3540 | 1.2600 | 1.3670 | ||
96 | 2014.06.10 16:00 | buy | 36 | 1.00 | 1.3540 | 1.2600 | 1.3670 | ||
97 | 2014.06.30 20:00 | t/p | 34 | 1.00 | 1.3680 | 1.2610 | 1.3680 | 1205.01 | 131164.05 |
98 | 2014.06.30 20:00 | t/p | 36 | 1.00 | 1.3670 | 1.2600 | 1.3670 | 1217.40 | 132381.45 |
99 | 2014.06.30 20:00 | sell | 37 | 1.00 | 1.3691 | 0.0000 | 0.0000 | ||
100 | 2014.06.30 20:00 | modify | 37 | 1.00 | 1.3691 | 1.4631 | 1.3561 | ||
101 | 2014.06.30 20:00 | buy limit | 38 | 1.00 | 1.3648 | 1.2708 | 1.3778 | ||
102 | 2014.07.01 23:59 | close at stop | 37 | 1.00 | 1.3681 | 1.4631 | 1.3561 | 98.18 | 132479.63 |
103 | 2014.07.01 23:59 | close at stop | 35 | 1.00 | 1.3681 | 1.4523 | 1.3453 | -1023.68 | 131455.95 |
104 | 2014.07.01 23:59 | close at stop | 33 | 1.00 | 1.3681 | 1.4533 | 1.3463 | -941.88 | 130514.07 |
105 | 2014.07.01 23:59 | close at stop | 32 | 1.00 | 1.3679 | 1.2637 | 1.3707 | 920.88 | 131434.95 |
106 | 2014.07.01 23:59 | close at stop | 31 | 1.00 | 1.3681 | 1.4560 | 1.3490 | -677.34 | 130757.61 |
107 | 2014.07.01 23:59 | close at stop | 30 | 1.00 | 1.3679 | 1.2689 | 1.3759 | 347.19 | 131104.80 |
108 | 2014.07.01 23:59 | close at stop | 28 | 1.00 | 1.3679 | 1.2672 | 1.3742 | 529.58 | 131634.38 |
109 | 2014.07.01 23:59 | close at stop | 26 | 1.00 | 1.3679 | 1.2742 | 1.3812 | -215.85 | 131418.53 |
110 | 2014.07.01 23:59 | close at stop | 24 | 1.00 | 1.3679 | 1.2770 | 1.3840 | -512.37 | 130906.16 |
111 | 2014.07.01 23:59 | close at stop | 22 | 1.00 | 1.3679 | 1.2887 | 1.3957 | -1690.63 | 129215.53 |
112 | 2014.07.01 23:59 | close at stop | 20 | 1.00 | 1.3679 | 1.2949 | 1.4019 | -2314.76 | 126900.77 |