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=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 | 230586 | Modelling quality | n/a |
Mismatched charts errors | 650 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 25228.80 | Gross profit | 31173.54 | Gross loss | -5944.74 |
Profit factor | 5.24 | Expected payoff | 764.51 | ||
Absolute drawdown | 5110.70 | Maximal drawdown | 13387.22 (12.36%) | Relative drawdown | 12.36% (13387.22) |
Total trades | 33 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
Largest | profit trade | 1296.36 | loss trade | -2506.50 | |
Average | profit trade | 1113.34 | loss trade | -1188.95 | |
Maximum | consecutive wins (profit in money) | 25 (30304.15) | consecutive losses (loss in money) | 3 (-4126.46) | |
Maximal | consecutive profit (count of wins) | 30304.15 (25) | consecutive loss (count of losses) | -4126.46 (3) | |
Average | consecutive wins | 14 | 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 00:03 | sell | 3 | 1.00 | 1.3792 | 0.0000 | 0.0000 | ||
5 | 2014.04.02 00:03 | modify | 3 | 1.00 | 1.3792 | 1.4372 | 1.3662 | ||
6 | 2014.04.02 00:03 | buy limit | 4 | 1.00 | 1.3734 | 1.3154 | 1.3864 | ||
7 | 2014.04.02 00:05 | sell | 5 | 1.00 | 1.3793 | 0.0000 | 0.0000 | ||
8 | 2014.04.02 00:05 | modify | 5 | 1.00 | 1.3793 | 1.4373 | 1.3663 | ||
9 | 2014.04.02 00:05 | buy limit | 6 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
10 | 2014.04.02 00:09 | sell | 7 | 1.00 | 1.3792 | 0.0000 | 0.0000 | ||
11 | 2014.04.02 00:09 | modify | 7 | 1.00 | 1.3792 | 1.4372 | 1.3662 | ||
12 | 2014.04.02 00:09 | buy limit | 8 | 1.00 | 1.3734 | 1.3154 | 1.3864 | ||
13 | 2014.04.02 00:10 | sell | 9 | 1.00 | 1.3793 | 0.0000 | 0.0000 | ||
14 | 2014.04.02 00:10 | modify | 9 | 1.00 | 1.3793 | 1.4373 | 1.3663 | ||
15 | 2014.04.02 00:10 | buy limit | 10 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
16 | 2014.04.03 15:07 | buy | 2 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
17 | 2014.04.03 15:07 | buy | 6 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
18 | 2014.04.03 15:07 | buy | 10 | 1.00 | 1.3735 | 1.3155 | 1.3865 | ||
19 | 2014.04.03 15:08 | buy | 4 | 1.00 | 1.3734 | 1.3154 | 1.3864 | ||
20 | 2014.04.03 15:08 | buy | 8 | 1.00 | 1.3734 | 1.3154 | 1.3864 | ||
21 | 2014.04.10 02:53 | t/p | 4 | 1.00 | 1.3864 | 1.3154 | 1.3864 | 1271.09 | 101271.09 |
22 | 2014.04.10 02:53 | t/p | 8 | 1.00 | 1.3864 | 1.3154 | 1.3864 | 1271.09 | 102542.18 |
23 | 2014.04.10 02:53 | sell | 11 | 1.00 | 1.3864 | 0.0000 | 0.0000 | ||
24 | 2014.04.10 02:53 | modify | 11 | 1.00 | 1.3864 | 1.4444 | 1.3734 | ||
25 | 2014.04.10 02:53 | buy limit | 12 | 1.00 | 1.3806 | 1.3226 | 1.3936 | ||
26 | 2014.04.10 02:53 | t/p | 2 | 1.00 | 1.3865 | 1.3155 | 1.3865 | 1271.09 | 103813.27 |
27 | 2014.04.10 02:53 | t/p | 6 | 1.00 | 1.3865 | 1.3155 | 1.3865 | 1271.09 | 105084.36 |
28 | 2014.04.10 02:53 | t/p | 10 | 1.00 | 1.3865 | 1.3155 | 1.3865 | 1271.09 | 106355.45 |
29 | 2014.04.10 02:53 | sell | 13 | 1.00 | 1.3865 | 0.0000 | 0.0000 | ||
30 | 2014.04.10 02:53 | modify | 13 | 1.00 | 1.3865 | 1.4445 | 1.3735 | ||
31 | 2014.04.10 02:53 | buy limit | 14 | 1.00 | 1.3807 | 1.3227 | 1.3937 | ||
32 | 2014.04.10 02:53 | sell | 15 | 1.00 | 1.3866 | 0.0000 | 0.0000 | ||
33 | 2014.04.10 02:53 | modify | 15 | 1.00 | 1.3866 | 1.4446 | 1.3736 | ||
34 | 2014.04.10 02:53 | buy limit | 16 | 1.00 | 1.3808 | 1.3228 | 1.3938 | ||
35 | 2014.04.15 09:22 | buy | 16 | 1.00 | 1.3808 | 1.3228 | 1.3938 | ||
36 | 2014.04.15 09:23 | buy | 14 | 1.00 | 1.3807 | 1.3227 | 1.3937 | ||
37 | 2014.04.15 09:23 | buy | 12 | 1.00 | 1.3806 | 1.3226 | 1.3936 | ||
38 | 2014.05.06 12:48 | t/p | 12 | 1.00 | 1.3936 | 1.3226 | 1.3936 | 1213.27 | 107568.72 |
39 | 2014.05.06 12:48 | t/p | 14 | 1.00 | 1.3937 | 1.3227 | 1.3937 | 1213.27 | 108781.99 |
40 | 2014.05.06 12:48 | sell | 17 | 1.00 | 1.3937 | 0.0000 | 0.0000 | ||
41 | 2014.05.06 12:48 | modify | 17 | 1.00 | 1.3937 | 1.4517 | 1.3807 | ||
42 | 2014.05.06 12:48 | buy limit | 18 | 1.00 | 1.3879 | 1.3299 | 1.4009 | ||
43 | 2014.05.06 12:50 | t/p | 16 | 1.00 | 1.3938 | 1.3228 | 1.3938 | 1213.27 | 109995.26 |
44 | 2014.05.08 15:47 | buy | 18 | 1.00 | 1.3879 | 1.3299 | 1.4009 | ||
45 | 2014.05.09 11:22 | t/p | 17 | 1.00 | 1.3807 | 1.4517 | 1.3807 | 1290.90 | 111286.16 |
46 | 2014.05.09 11:22 | sell | 19 | 1.00 | 1.3805 | 0.0000 | 0.0000 | ||
47 | 2014.05.09 11:22 | modify | 19 | 1.00 | 1.3805 | 1.4385 | 1.3675 | ||
48 | 2014.05.09 11:22 | buy limit | 20 | 1.00 | 1.3747 | 1.3167 | 1.3877 | ||
49 | 2014.05.09 21:00 | buy | 20 | 1.00 | 1.3747 | 1.3167 | 1.3877 | ||
50 | 2014.05.13 12:06 | t/p | 15 | 1.00 | 1.3736 | 1.4446 | 1.3736 | 1243.58 | 112529.74 |
51 | 2014.05.13 12:07 | t/p | 13 | 1.00 | 1.3735 | 1.4445 | 1.3735 | 1243.58 | 113773.32 |
52 | 2014.05.13 12:07 | sell | 21 | 1.00 | 1.3733 | 0.0000 | 0.0000 | ||
53 | 2014.05.13 12:07 | modify | 21 | 1.00 | 1.3733 | 1.4313 | 1.3603 | ||
54 | 2014.05.13 12:07 | buy limit | 22 | 1.00 | 1.3675 | 1.3095 | 1.3805 | ||
55 | 2014.05.13 12:07 | t/p | 11 | 1.00 | 1.3734 | 1.4444 | 1.3734 | 1243.58 | 115016.90 |
56 | 2014.05.15 09:52 | t/p | 19 | 1.00 | 1.3675 | 1.4385 | 1.3675 | 1289.08 | 116305.98 |
57 | 2014.05.15 09:52 | buy | 22 | 1.00 | 1.3675 | 1.3095 | 1.3805 | ||
58 | 2014.05.15 09:52 | sell | 23 | 1.00 | 1.3673 | 0.0000 | 0.0000 | ||
59 | 2014.05.15 09:52 | modify | 23 | 1.00 | 1.3673 | 1.4253 | 1.3543 | ||
60 | 2014.05.15 09:52 | buy limit | 24 | 1.00 | 1.3615 | 1.3035 | 1.3745 | ||
61 | 2014.05.15 10:11 | t/p | 1 | 1.00 | 1.3663 | 1.4373 | 1.3663 | 1218.10 | 117524.08 |
62 | 2014.05.15 10:11 | t/p | 5 | 1.00 | 1.3663 | 1.4373 | 1.3663 | 1218.10 | 118742.18 |
63 | 2014.05.15 10:11 | t/p | 9 | 1.00 | 1.3663 | 1.4373 | 1.3663 | 1218.10 | 119960.28 |
64 | 2014.05.15 10:11 | sell | 25 | 1.00 | 1.3661 | 0.0000 | 0.0000 | ||
65 | 2014.05.15 10:11 | modify | 25 | 1.00 | 1.3661 | 1.4241 | 1.3531 | ||
66 | 2014.05.15 10:11 | buy limit | 26 | 1.00 | 1.3603 | 1.3023 | 1.3733 | ||
67 | 2014.05.15 10:15 | t/p | 3 | 1.00 | 1.3662 | 1.4372 | 1.3662 | 1218.10 | 121178.38 |
68 | 2014.05.15 10:15 | t/p | 7 | 1.00 | 1.3662 | 1.4372 | 1.3662 | 1218.10 | 122396.48 |
69 | 2014.05.15 10:15 | sell | 27 | 1.00 | 1.3660 | 0.0000 | 0.0000 | ||
70 | 2014.05.15 10:15 | modify | 27 | 1.00 | 1.3660 | 1.4240 | 1.3530 | ||
71 | 2014.05.15 10:15 | buy limit | 28 | 1.00 | 1.3602 | 1.3022 | 1.3732 | ||
72 | 2014.05.27 16:58 | buy | 24 | 1.00 | 1.3615 | 1.3035 | 1.3745 | ||
73 | 2014.05.28 14:47 | t/p | 21 | 1.00 | 1.3603 | 1.4313 | 1.3603 | 1272.70 | 123669.18 |
74 | 2014.05.28 14:47 | buy | 26 | 1.00 | 1.3603 | 1.3023 | 1.3733 | ||
75 | 2014.05.28 14:47 | sell | 29 | 1.00 | 1.3601 | 0.0000 | 0.0000 | ||
76 | 2014.05.28 14:47 | modify | 29 | 1.00 | 1.3601 | 1.4181 | 1.3471 | ||
77 | 2014.05.28 14:47 | buy limit | 30 | 1.00 | 1.3543 | 1.2963 | 1.3673 | ||
78 | 2014.05.28 15:24 | buy | 28 | 1.00 | 1.3602 | 1.3022 | 1.3732 | ||
79 | 2014.06.05 14:31 | t/p | 23 | 1.00 | 1.3543 | 1.4253 | 1.3543 | 1261.78 | 124930.96 |
80 | 2014.06.05 14:31 | buy | 30 | 1.00 | 1.3543 | 1.2963 | 1.3673 | ||
81 | 2014.06.05 14:32 | t/p | 25 | 1.00 | 1.3531 | 1.4241 | 1.3531 | 1261.78 | 126192.74 |
82 | 2014.06.05 14:32 | sell | 31 | 1.00 | 1.3529 | 0.0000 | 0.0000 | ||
83 | 2014.06.05 14:32 | modify | 31 | 1.00 | 1.3529 | 1.4109 | 1.3399 | ||
84 | 2014.06.05 14:32 | buy limit | 32 | 1.00 | 1.3471 | 1.2891 | 1.3601 | ||
85 | 2014.06.05 14:32 | t/p | 27 | 1.00 | 1.3530 | 1.4240 | 1.3530 | 1261.78 | 127454.52 |
86 | 2014.06.06 14:49 | t/p | 30 | 1.00 | 1.3673 | 1.2963 | 1.3673 | 1295.87 | 128750.39 |
87 | 2014.06.06 14:49 | sell | 33 | 1.00 | 1.3673 | 0.0000 | 0.0000 | ||
88 | 2014.06.06 14:49 | modify | 33 | 1.00 | 1.3673 | 1.4253 | 1.3543 | ||
89 | 2014.06.06 14:49 | buy limit | 34 | 1.00 | 1.3615 | 1.3035 | 1.3745 | ||
90 | 2014.06.09 13:17 | buy | 34 | 1.00 | 1.3615 | 1.3035 | 1.3745 | ||
91 | 2014.06.10 12:00 | t/p | 33 | 1.00 | 1.3543 | 1.4253 | 1.3543 | 1296.36 | 130046.75 |
92 | 2014.06.27 22:59 | close at stop | 34 | 1.00 | 1.3649 | 1.3035 | 1.3745 | 257.40 | 130304.15 |
93 | 2014.06.27 22:59 | close at stop | 31 | 1.00 | 1.3651 | 1.4109 | 1.3399 | -1260.04 | 129044.11 |
94 | 2014.06.27 22:59 | close at stop | 29 | 1.00 | 1.3651 | 1.4181 | 1.3471 | -558.24 | 128485.87 |
95 | 2014.06.27 22:59 | close at stop | 28 | 1.00 | 1.3649 | 1.3022 | 1.3732 | 337.84 | 128823.71 |
96 | 2014.06.27 22:59 | close at stop | 26 | 1.00 | 1.3649 | 1.3023 | 1.3733 | 327.84 | 129151.55 |
97 | 2014.06.27 22:59 | close at stop | 24 | 1.00 | 1.3649 | 1.3035 | 1.3745 | 203.71 | 129355.26 |
98 | 2014.06.27 22:59 | close at stop | 22 | 1.00 | 1.3649 | 1.3095 | 1.3805 | -437.59 | 128917.67 |
99 | 2014.06.27 22:59 | close at stop | 20 | 1.00 | 1.3649 | 1.3167 | 1.3877 | -1182.37 | 127735.30 |
100 | 2014.06.27 22:59 | close at stop | 18 | 1.00 | 1.3649 | 1.3299 | 1.4009 | -2506.50 | 125228.80 |