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=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 | 1756 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 11482.34 | Gross profit | 15523.66 | Gross loss | -4041.32 |
Profit factor | 3.84 | Expected payoff | 604.33 | ||
Absolute drawdown | 3253.36 | Maximal drawdown | 3683.45 (3.28%) | Relative drawdown | 3.39% (3393.36) |
Total trades | 19 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 1498.18 | loss trade | -3073.02 | |
Average | profit trade | 1194.13 | loss trade | -673.55 | |
Maximum | consecutive wins (profit in money) | 11 (15411.08) | consecutive losses (loss in money) | 3 (-3933.86) | |
Maximal | consecutive profit (count of wins) | 15411.08 (11) | consecutive loss (count of losses) | -3933.86 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 04:00 | buy | 3 | 1.00 | 1.3806 | 0.0000 | 0.0000 | ||
5 | 2014.04.02 04:00 | modify | 3 | 1.00 | 1.3806 | 1.3186 | 1.3956 | ||
6 | 2014.04.02 04:00 | sell limit | 4 | 1.00 | 1.3821 | 1.4441 | 1.3671 | ||
7 | 2014.04.02 08:00 | sell | 2 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
8 | 2014.04.02 08:00 | buy | 5 | 1.00 | 1.3809 | 0.0000 | 0.0000 | ||
9 | 2014.04.02 08:00 | modify | 5 | 1.00 | 1.3809 | 1.3189 | 1.3959 | ||
10 | 2014.04.02 08:00 | sell limit | 6 | 1.00 | 1.3824 | 1.4444 | 1.3674 | ||
11 | 2014.04.02 12:00 | buy | 7 | 1.00 | 1.3795 | 0.0000 | 0.0000 | ||
12 | 2014.04.02 12:00 | modify | 7 | 1.00 | 1.3795 | 1.3175 | 1.3945 | ||
13 | 2014.04.02 12:00 | sell limit | 8 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
14 | 2014.04.08 12:00 | buy | 9 | 1.00 | 1.3770 | 0.0000 | 0.0000 | ||
15 | 2014.04.08 12:00 | modify | 9 | 1.00 | 1.3770 | 1.3150 | 1.3920 | ||
16 | 2014.04.08 12:00 | sell limit | 10 | 1.00 | 1.3785 | 1.4405 | 1.3635 | ||
17 | 2014.04.08 16:00 | sell | 10 | 1.00 | 1.3785 | 1.4405 | 1.3635 | ||
18 | 2014.04.08 20:00 | sell | 8 | 1.00 | 1.3810 | 1.4430 | 1.3660 | ||
19 | 2014.04.09 20:00 | sell | 4 | 1.00 | 1.3821 | 1.4441 | 1.3671 | ||
20 | 2014.04.09 20:00 | sell | 6 | 1.00 | 1.3824 | 1.4444 | 1.3674 | ||
21 | 2014.05.06 12:00 | t/p | 9 | 1.00 | 1.3920 | 1.3150 | 1.3920 | 1384.36 | 101384.36 |
22 | 2014.05.06 16:00 | t/p | 1 | 1.00 | 1.3945 | 1.3175 | 1.3945 | 1359.58 | 102743.94 |
23 | 2014.05.06 16:00 | t/p | 7 | 1.00 | 1.3945 | 1.3175 | 1.3945 | 1359.58 | 104103.52 |
24 | 2014.05.06 16:00 | buy | 11 | 1.00 | 1.3934 | 0.0000 | 0.0000 | ||
25 | 2014.05.06 16:00 | modify | 11 | 1.00 | 1.3934 | 1.3314 | 1.4084 | ||
26 | 2014.05.06 16:00 | sell limit | 12 | 1.00 | 1.3949 | 1.4569 | 1.3799 | ||
27 | 2014.05.08 16:00 | t/p | 3 | 1.00 | 1.3956 | 1.3186 | 1.3956 | 1343.06 | 105446.58 |
28 | 2014.05.08 16:00 | t/p | 5 | 1.00 | 1.3959 | 1.3189 | 1.3959 | 1343.06 | 106789.64 |
29 | 2014.05.08 16:00 | sell | 12 | 1.00 | 1.3949 | 1.4569 | 1.3799 | ||
30 | 2014.05.09 16:00 | t/p | 12 | 1.00 | 1.3799 | 1.4569 | 1.3799 | 1498.18 | 108287.82 |
31 | 2014.05.15 12:00 | t/p | 2 | 1.00 | 1.3660 | 1.4430 | 1.3660 | 1418.10 | 109705.92 |
32 | 2014.05.15 12:00 | t/p | 4 | 1.00 | 1.3671 | 1.4441 | 1.3671 | 1430.84 | 111136.76 |
33 | 2014.05.15 12:00 | t/p | 6 | 1.00 | 1.3674 | 1.4444 | 1.3674 | 1430.84 | 112567.60 |
34 | 2014.05.15 12:00 | t/p | 8 | 1.00 | 1.3660 | 1.4430 | 1.3660 | 1429.02 | 113996.62 |
35 | 2014.05.20 08:00 | buy | 13 | 1.00 | 1.3712 | 0.0000 | 0.0000 | ||
36 | 2014.05.20 08:00 | modify | 13 | 1.00 | 1.3712 | 1.3092 | 1.3862 | ||
37 | 2014.05.20 08:00 | sell limit | 14 | 1.00 | 1.3727 | 1.4347 | 1.3577 | ||
38 | 2014.05.23 12:00 | t/p | 10 | 1.00 | 1.3635 | 1.4405 | 1.3635 | 1414.46 | 115411.08 |
39 | 2014.05.30 20:00 | buy | 15 | 1.00 | 1.3644 | 0.0000 | 0.0000 | ||
40 | 2014.05.30 20:00 | modify | 15 | 1.00 | 1.3644 | 1.3024 | 1.3794 | ||
41 | 2014.05.30 20:00 | sell limit | 16 | 1.00 | 1.3659 | 1.4279 | 1.3509 | ||
42 | 2014.06.03 16:00 | buy | 17 | 1.00 | 1.3640 | 0.0000 | 0.0000 | ||
43 | 2014.06.03 16:00 | modify | 17 | 1.00 | 1.3640 | 1.3020 | 1.3790 | ||
44 | 2014.06.03 16:00 | sell limit | 18 | 1.00 | 1.3655 | 1.4275 | 1.3505 | ||
45 | 2014.06.03 20:00 | buy | 19 | 1.00 | 1.3631 | 0.0000 | 0.0000 | ||
46 | 2014.06.03 20:00 | modify | 19 | 1.00 | 1.3631 | 1.3011 | 1.3781 | ||
47 | 2014.06.03 20:00 | sell limit | 20 | 1.00 | 1.3646 | 1.4266 | 1.3496 | ||
48 | 2014.06.05 20:00 | sell | 16 | 1.00 | 1.3659 | 1.4279 | 1.3509 | ||
49 | 2014.06.05 20:00 | sell | 18 | 1.00 | 1.3655 | 1.4275 | 1.3505 | ||
50 | 2014.06.05 20:00 | sell | 20 | 1.00 | 1.3646 | 1.4266 | 1.3496 | ||
51 | 2014.06.27 23:59 | close at stop | 20 | 1.00 | 1.3651 | 1.4266 | 1.3496 | -90.04 | 115321.04 |
52 | 2014.06.27 23:59 | close at stop | 19 | 1.00 | 1.3649 | 1.3011 | 1.3781 | 72.62 | 115393.66 |
53 | 2014.06.27 23:59 | close at stop | 18 | 1.00 | 1.3651 | 1.4275 | 1.3505 | -0.04 | 115393.62 |
54 | 2014.06.27 23:59 | close at stop | 17 | 1.00 | 1.3649 | 1.3020 | 1.3790 | -17.38 | 115376.24 |
55 | 2014.06.27 23:59 | close at stop | 16 | 1.00 | 1.3651 | 1.4279 | 1.3509 | 39.96 | 115416.20 |
56 | 2014.06.27 23:59 | close at stop | 15 | 1.00 | 1.3649 | 1.3024 | 1.3794 | -65.64 | 115350.56 |
57 | 2014.06.27 23:59 | close at stop | 13 | 1.00 | 1.3649 | 1.3092 | 1.3862 | -795.20 | 114555.36 |
58 | 2014.06.27 23:59 | close at stop | 11 | 1.00 | 1.3649 | 1.3314 | 1.4084 | -3073.02 | 111482.34 |