Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2014.04.02 00:00 - 2014.05.01 23:59 (2014.04.02 - 2014.05.02) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=90; Use_SL=true; SL=320; AllCloseWithReverseSignal=true; MaxOrders=9; Distance=5; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=0; GoldDistancePips1=-15; Use_Violet=true; VioletShift1=16; VioletDistancePips1=-100; Use_Chocolate=false; ChocolateShift1=0; ChocolateDistancePips1=-65; Use_White=true; WhiteShift1=17; WhiteDistancePips1=-50; MarketOrdersType=true; STOPOrdersType=true; 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 | 1524 | Ticks modelled | 2045 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 12570.90 | Gross profit | 17310.91 | Gross loss | -4740.01 |
Profit factor | 3.65 | Expected payoff | 419.03 | ||
Absolute drawdown | 5014.00 | Maximal drawdown | 5524.00 (5.50%) | Relative drawdown | 5.50% (5524.00) |
Total trades | 30 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 20 (70.00%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 896.36 | loss trade | -1637.32 | |
Average | profit trade | 824.33 | loss trade | -526.67 | |
Maximum | consecutive wins (profit in money) | 19 (16685.46) | consecutive losses (loss in money) | 8 (-4329.07) | |
Maximal | consecutive profit (count of wins) | 16685.46 (19) | consecutive loss (count of losses) | -4329.07 (8) | |
Average | consecutive wins | 11 | consecutive losses | 5 |
# | 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 | 1.3475 | 1.3885 | ||
3 | 2014.04.02 00:00 | buy stop | 2 | 1.00 | 1.3800 | 1.3480 | 1.3890 | ||
4 | 2014.04.02 00:00 | sell limit | 3 | 1.00 | 1.3800 | 1.4120 | 1.3710 | ||
5 | 2014.04.02 01:00 | buy | 4 | 1.00 | 1.3797 | 0.0000 | 0.0000 | ||
6 | 2014.04.02 01:00 | modify | 4 | 1.00 | 1.3797 | 1.3477 | 1.3887 | ||
7 | 2014.04.02 01:00 | buy stop | 5 | 1.00 | 1.3802 | 1.3482 | 1.3892 | ||
8 | 2014.04.02 01:00 | sell limit | 6 | 1.00 | 1.3802 | 1.4122 | 1.3712 | ||
9 | 2014.04.02 02:00 | buy | 7 | 1.00 | 1.3795 | 0.0000 | 0.0000 | ||
10 | 2014.04.02 02:00 | modify | 7 | 1.00 | 1.3795 | 1.3475 | 1.3885 | ||
11 | 2014.04.02 02:00 | buy stop | 8 | 1.00 | 1.3800 | 1.3480 | 1.3890 | ||
12 | 2014.04.02 02:00 | sell limit | 9 | 1.00 | 1.3800 | 1.4120 | 1.3710 | ||
13 | 2014.04.02 03:00 | buy | 10 | 1.00 | 1.3798 | 0.0000 | 0.0000 | ||
14 | 2014.04.02 03:00 | modify | 10 | 1.00 | 1.3798 | 1.3478 | 1.3888 | ||
15 | 2014.04.02 03:00 | buy stop | 11 | 1.00 | 1.3803 | 1.3483 | 1.3893 | ||
16 | 2014.04.02 03:00 | sell limit | 12 | 1.00 | 1.3803 | 1.4123 | 1.3713 | ||
17 | 2014.04.02 04:00 | buy | 2 | 1.00 | 1.3800 | 1.3480 | 1.3890 | ||
18 | 2014.04.02 04:00 | sell | 3 | 1.00 | 1.3800 | 1.4120 | 1.3710 | ||
19 | 2014.04.02 04:00 | buy | 5 | 1.00 | 1.3802 | 1.3482 | 1.3892 | ||
20 | 2014.04.02 04:00 | sell | 6 | 1.00 | 1.3802 | 1.4122 | 1.3712 | ||
21 | 2014.04.02 04:00 | buy | 8 | 1.00 | 1.3800 | 1.3480 | 1.3890 | ||
22 | 2014.04.02 04:00 | sell | 9 | 1.00 | 1.3800 | 1.4120 | 1.3710 | ||
23 | 2014.04.02 04:00 | buy | 11 | 1.00 | 1.3803 | 1.3483 | 1.3893 | ||
24 | 2014.04.02 04:00 | sell | 12 | 1.00 | 1.3803 | 1.4123 | 1.3713 | ||
25 | 2014.04.03 16:00 | t/p | 6 | 1.00 | 1.3712 | 1.4122 | 1.3712 | 894.54 | 100894.54 |
26 | 2014.04.03 16:00 | t/p | 12 | 1.00 | 1.3713 | 1.4123 | 1.3713 | 894.54 | 101789.08 |
27 | 2014.04.03 17:00 | t/p | 3 | 1.00 | 1.3710 | 1.4120 | 1.3710 | 894.54 | 102683.62 |
28 | 2014.04.03 17:00 | t/p | 9 | 1.00 | 1.3710 | 1.4120 | 1.3710 | 894.54 | 103578.16 |
29 | 2014.04.04 18:00 | buy | 13 | 1.00 | 1.3705 | 0.0000 | 0.0000 | ||
30 | 2014.04.04 18:00 | modify | 13 | 1.00 | 1.3705 | 1.3385 | 1.3795 | ||
31 | 2014.04.04 18:00 | buy stop | 14 | 1.00 | 1.3710 | 1.3390 | 1.3800 | ||
32 | 2014.04.04 18:00 | sell limit | 15 | 1.00 | 1.3710 | 1.4030 | 1.3620 | ||
33 | 2014.04.04 19:00 | buy | 14 | 1.00 | 1.3710 | 1.3390 | 1.3800 | ||
34 | 2014.04.07 09:00 | sell | 15 | 1.00 | 1.3710 | 1.4030 | 1.3620 | ||
35 | 2014.04.08 15:00 | t/p | 13 | 1.00 | 1.3795 | 1.3385 | 1.3795 | 891.74 | 104469.90 |
36 | 2014.04.08 16:00 | t/p | 14 | 1.00 | 1.3800 | 1.3390 | 1.3800 | 891.74 | 105361.64 |
37 | 2014.04.08 16:00 | buy | 16 | 1.00 | 1.3800 | 0.0000 | 0.0000 | ||
38 | 2014.04.08 16:00 | modify | 16 | 1.00 | 1.3800 | 1.3480 | 1.3890 | ||
39 | 2014.04.08 16:00 | buy stop | 17 | 1.00 | 1.3805 | 1.3485 | 1.3895 | ||
40 | 2014.04.08 16:00 | sell limit | 18 | 1.00 | 1.3805 | 1.4125 | 1.3715 | ||
41 | 2014.04.08 17:00 | buy | 17 | 1.00 | 1.3805 | 1.3485 | 1.3895 | ||
42 | 2014.04.08 17:00 | sell | 18 | 1.00 | 1.3805 | 1.4125 | 1.3715 | ||
43 | 2014.04.10 18:00 | t/p | 1 | 1.00 | 1.3885 | 1.3475 | 1.3885 | 858.70 | 106220.34 |
44 | 2014.04.10 18:00 | t/p | 2 | 1.00 | 1.3890 | 1.3480 | 1.3890 | 858.70 | 107079.04 |
45 | 2014.04.10 18:00 | t/p | 4 | 1.00 | 1.3887 | 1.3477 | 1.3887 | 858.70 | 107937.74 |
46 | 2014.04.10 18:00 | t/p | 5 | 1.00 | 1.3892 | 1.3482 | 1.3892 | 858.70 | 108796.44 |
47 | 2014.04.10 18:00 | t/p | 7 | 1.00 | 1.3885 | 1.3475 | 1.3885 | 858.70 | 109655.14 |
48 | 2014.04.10 18:00 | t/p | 8 | 1.00 | 1.3890 | 1.3480 | 1.3890 | 858.70 | 110513.84 |
49 | 2014.04.10 18:00 | t/p | 10 | 1.00 | 1.3888 | 1.3478 | 1.3888 | 858.70 | 111372.54 |
50 | 2014.04.10 18:00 | t/p | 11 | 1.00 | 1.3893 | 1.3483 | 1.3893 | 858.70 | 112231.24 |
51 | 2014.04.10 18:00 | t/p | 16 | 1.00 | 1.3890 | 1.3480 | 1.3890 | 883.48 | 113114.72 |
52 | 2014.04.10 18:00 | t/p | 17 | 1.00 | 1.3895 | 1.3485 | 1.3895 | 883.48 | 113998.20 |
53 | 2014.04.10 18:00 | buy | 19 | 1.00 | 1.3893 | 0.0000 | 0.0000 | ||
54 | 2014.04.10 18:00 | modify | 19 | 1.00 | 1.3893 | 1.3573 | 1.3983 | ||
55 | 2014.04.10 18:00 | buy stop | 20 | 1.00 | 1.3898 | 1.3578 | 1.3988 | ||
56 | 2014.04.10 18:00 | sell limit | 21 | 1.00 | 1.3898 | 1.4218 | 1.3808 | ||
57 | 2014.04.10 19:00 | buy | 22 | 1.00 | 1.3889 | 0.0000 | 0.0000 | ||
58 | 2014.04.10 19:00 | modify | 22 | 1.00 | 1.3889 | 1.3569 | 1.3979 | ||
59 | 2014.04.10 19:00 | buy stop | 23 | 1.00 | 1.3894 | 1.3574 | 1.3984 | ||
60 | 2014.04.10 19:00 | sell limit | 24 | 1.00 | 1.3894 | 1.4214 | 1.3804 | ||
61 | 2014.04.10 20:00 | buy | 25 | 1.00 | 1.3886 | 0.0000 | 0.0000 | ||
62 | 2014.04.10 20:00 | modify | 25 | 1.00 | 1.3886 | 1.3566 | 1.3976 | ||
63 | 2014.04.10 20:00 | buy stop | 26 | 1.00 | 1.3891 | 1.3571 | 1.3981 | ||
64 | 2014.04.10 20:00 | sell limit | 27 | 1.00 | 1.3891 | 1.4211 | 1.3801 | ||
65 | 2014.04.10 21:00 | buy | 23 | 1.00 | 1.3894 | 1.3574 | 1.3984 | ||
66 | 2014.04.10 21:00 | buy | 26 | 1.00 | 1.3891 | 1.3571 | 1.3981 | ||
67 | 2014.04.10 21:00 | sell | 27 | 1.00 | 1.3891 | 1.4211 | 1.3801 | ||
68 | 2014.04.11 03:00 | sell | 24 | 1.00 | 1.3894 | 1.4214 | 1.3804 | ||
69 | 2014.04.11 04:00 | buy | 20 | 1.00 | 1.3898 | 1.3578 | 1.3988 | ||
70 | 2014.04.11 09:00 | sell | 21 | 1.00 | 1.3898 | 1.4218 | 1.3808 | ||
71 | 2014.04.15 10:00 | t/p | 21 | 1.00 | 1.3808 | 1.4218 | 1.3808 | 896.36 | 114894.56 |
72 | 2014.04.15 10:00 | t/p | 24 | 1.00 | 1.3804 | 1.4214 | 1.3804 | 896.36 | 115790.92 |
73 | 2014.04.15 10:00 | t/p | 27 | 1.00 | 1.3801 | 1.4211 | 1.3801 | 894.54 | 116685.46 |
74 | 2014.04.15 17:00 | buy | 28 | 1.00 | 1.3826 | 0.0000 | 0.0000 | ||
75 | 2014.04.15 17:00 | modify | 28 | 1.00 | 1.3826 | 1.3506 | 1.3916 | ||
76 | 2014.04.15 17:00 | buy stop | 29 | 1.00 | 1.3831 | 1.3511 | 1.3921 | ||
77 | 2014.04.15 17:00 | sell limit | 30 | 1.00 | 1.3831 | 1.4151 | 1.3741 | ||
78 | 2014.04.16 08:00 | buy | 29 | 1.00 | 1.3831 | 1.3511 | 1.3921 | ||
79 | 2014.04.16 08:00 | sell | 30 | 1.00 | 1.3831 | 1.4151 | 1.3741 | ||
80 | 2014.05.01 23:59 | close at stop | 30 | 1.00 | 1.3869 | 1.4151 | 1.3741 | -410.94 | 116274.52 |
81 | 2014.05.01 23:59 | close at stop | 29 | 1.00 | 1.3867 | 1.3511 | 1.3921 | 289.79 | 116564.31 |
82 | 2014.05.01 23:59 | close at stop | 28 | 1.00 | 1.3867 | 1.3506 | 1.3916 | 335.66 | 116899.97 |
83 | 2014.05.01 23:59 | close at stop | 26 | 1.00 | 1.3867 | 1.3571 | 1.3981 | -326.73 | 116573.24 |
84 | 2014.05.01 23:59 | close at stop | 25 | 1.00 | 1.3867 | 1.3566 | 1.3976 | -276.73 | 116296.51 |
85 | 2014.05.01 23:59 | close at stop | 23 | 1.00 | 1.3867 | 1.3574 | 1.3984 | -356.73 | 115939.78 |
86 | 2014.05.01 23:59 | close at stop | 22 | 1.00 | 1.3867 | 1.3569 | 1.3979 | -306.73 | 115633.05 |
87 | 2014.05.01 23:59 | close at stop | 20 | 1.00 | 1.3867 | 1.3578 | 1.3988 | -392.60 | 115240.45 |
88 | 2014.05.01 23:59 | close at stop | 19 | 1.00 | 1.3867 | 1.3573 | 1.3983 | -346.73 | 114893.72 |
89 | 2014.05.01 23:59 | close at stop | 18 | 1.00 | 1.3869 | 1.4125 | 1.3715 | -685.50 | 114208.22 |
90 | 2014.05.01 23:59 | close at stop | 15 | 1.00 | 1.3869 | 1.4030 | 1.3620 | -1637.32 | 112570.90 |