Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 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=95; Use_SL=true; SL=460; AllCloseWithReverseSignal=false; MaxOrders=9; Distance=20; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=16; GoldDistancePips1=15; Use_Violet=true; VioletShift1=13; VioletDistancePips1=-165; Use_Chocolate=true; ChocolateShift1=16; ChocolateDistancePips1=-240; Use_White=true; WhiteShift1=11; WhiteDistancePips1=-225; | ||||
Bars in test | 7179 | Ticks modelled | 13352 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 20960.68 | Gross profit | 27621.50 | Gross loss | -6660.82 |
Profit factor | 4.15 | Expected payoff | 524.02 | ||
Absolute drawdown | 840.00 | Maximal drawdown | 22528.40 (17.60%) | Relative drawdown | 17.60% (22528.40) |
Total trades | 40 | Short positions (won %) | 19 (100.00%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 30 (75.00%) | Loss trades (% of total) | 10 (25.00%) | ||
Largest | profit trade | 944.84 | loss trade | -1535.53 | |
Average | profit trade | 920.72 | loss trade | -666.08 | |
Maximum | consecutive wins (profit in money) | 30 (27621.50) | consecutive losses (loss in money) | 10 (-6660.82) | |
Maximal | consecutive profit (count of wins) | 27621.50 (30) | consecutive loss (count of losses) | -6660.82 (10) | |
Average | consecutive wins | 30 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.02 00:00 | sell | 1 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
2 | 2014.04.02 00:30 | sell | 2 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
3 | 2014.04.02 00:45 | sell | 3 | 1.00 | 1.3793 | 1.4253 | 1.3698 | ||
4 | 2014.04.02 01:15 | sell | 4 | 1.00 | 1.3795 | 1.4255 | 1.3700 | ||
5 | 2014.04.02 08:30 | sell | 5 | 1.00 | 1.3810 | 1.4270 | 1.3715 | ||
6 | 2014.04.02 08:45 | sell | 6 | 1.00 | 1.3810 | 1.4270 | 1.3715 | ||
7 | 2014.04.02 14:45 | buy | 7 | 1.00 | 1.3783 | 1.3323 | 1.3878 | ||
8 | 2014.04.02 15:15 | buy | 8 | 1.00 | 1.3786 | 1.3326 | 1.3881 | ||
9 | 2014.04.02 15:30 | buy | 9 | 1.00 | 1.3778 | 1.3318 | 1.3873 | ||
10 | 2014.04.02 16:00 | buy | 10 | 1.00 | 1.3782 | 1.3322 | 1.3877 | ||
11 | 2014.04.03 15:30 | t/p | 5 | 1.00 | 1.3715 | 1.4270 | 1.3715 | 944.84 | 100944.84 |
12 | 2014.04.03 15:30 | t/p | 6 | 1.00 | 1.3715 | 1.4270 | 1.3715 | 944.84 | 101889.68 |
13 | 2014.04.03 15:30 | buy | 11 | 1.00 | 1.3723 | 1.3263 | 1.3818 | ||
14 | 2014.04.03 15:45 | buy | 12 | 1.00 | 1.3727 | 1.3267 | 1.3822 | ||
15 | 2014.04.03 16:30 | t/p | 4 | 1.00 | 1.3700 | 1.4255 | 1.3700 | 944.84 | 102834.52 |
16 | 2014.04.03 16:30 | buy | 13 | 1.00 | 1.3709 | 1.3249 | 1.3804 | ||
17 | 2014.04.04 08:15 | t/p | 1 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 943.12 | 103777.64 |
18 | 2014.04.04 08:15 | t/p | 2 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 943.12 | 104720.76 |
19 | 2014.04.04 08:15 | t/p | 3 | 1.00 | 1.3698 | 1.4253 | 1.3698 | 943.12 | 105663.88 |
20 | 2014.04.04 11:30 | buy | 14 | 1.00 | 1.3709 | 1.3249 | 1.3804 | ||
21 | 2014.04.04 14:30 | buy | 15 | 1.00 | 1.3694 | 1.3234 | 1.3789 | ||
22 | 2014.04.04 17:15 | buy | 16 | 1.00 | 1.3694 | 1.3234 | 1.3789 | ||
23 | 2014.04.08 14:30 | t/p | 15 | 1.00 | 1.3789 | 1.3234 | 1.3789 | 941.94 | 106605.82 |
24 | 2014.04.08 14:30 | t/p | 16 | 1.00 | 1.3789 | 1.3234 | 1.3789 | 941.94 | 107547.76 |
25 | 2014.04.08 14:30 | sell | 17 | 1.00 | 1.3791 | 1.4251 | 1.3696 | ||
26 | 2014.04.08 14:45 | sell | 18 | 1.00 | 1.3787 | 1.4247 | 1.3692 | ||
27 | 2014.04.08 15:30 | t/p | 13 | 1.00 | 1.3804 | 1.3249 | 1.3804 | 937.91 | 108485.67 |
28 | 2014.04.08 15:30 | t/p | 14 | 1.00 | 1.3804 | 1.3249 | 1.3804 | 941.94 | 109427.61 |
29 | 2014.04.08 15:30 | sell | 19 | 1.00 | 1.3806 | 1.4266 | 1.3711 | ||
30 | 2014.04.08 15:45 | sell | 20 | 1.00 | 1.3797 | 1.4257 | 1.3702 | ||
31 | 2014.04.09 17:00 | t/p | 11 | 1.00 | 1.3818 | 1.3263 | 1.3818 | 933.88 | 110361.49 |
32 | 2014.04.09 17:00 | t/p | 12 | 1.00 | 1.3822 | 1.3267 | 1.3822 | 933.88 | 111295.37 |
33 | 2014.04.09 17:00 | sell | 21 | 1.00 | 1.3823 | 1.4283 | 1.3728 | ||
34 | 2014.04.09 17:15 | sell | 22 | 1.00 | 1.3825 | 1.4285 | 1.3730 | ||
35 | 2014.04.10 12:15 | t/p | 9 | 1.00 | 1.3873 | 1.3318 | 1.3873 | 909.70 | 112205.07 |
36 | 2014.04.10 14:45 | sell | 23 | 1.00 | 1.3864 | 1.4324 | 1.3769 | ||
37 | 2014.04.10 17:00 | t/p | 7 | 1.00 | 1.3878 | 1.3323 | 1.3878 | 909.70 | 113114.77 |
38 | 2014.04.10 17:00 | t/p | 8 | 1.00 | 1.3881 | 1.3326 | 1.3881 | 909.70 | 114024.47 |
39 | 2014.04.10 17:00 | t/p | 10 | 1.00 | 1.3877 | 1.3322 | 1.3877 | 909.70 | 114934.17 |
40 | 2014.04.10 17:00 | sell | 24 | 1.00 | 1.3880 | 1.4340 | 1.3785 | ||
41 | 2014.04.10 17:15 | sell | 25 | 1.00 | 1.3881 | 1.4341 | 1.3786 | ||
42 | 2014.04.10 17:30 | sell | 26 | 1.00 | 1.3893 | 1.4353 | 1.3798 | ||
43 | 2014.04.15 10:00 | t/p | 26 | 1.00 | 1.3798 | 1.4353 | 1.3798 | 944.84 | 115879.01 |
44 | 2014.04.15 11:00 | buy | 27 | 1.00 | 1.3796 | 1.3336 | 1.3891 | ||
45 | 2014.04.30 11:15 | t/p | 24 | 1.00 | 1.3785 | 1.4340 | 1.3785 | 919.04 | 116798.05 |
46 | 2014.04.30 11:15 | t/p | 25 | 1.00 | 1.3786 | 1.4341 | 1.3786 | 919.04 | 117717.09 |
47 | 2014.04.30 12:45 | sell | 28 | 1.00 | 1.3832 | 1.4292 | 1.3737 | ||
48 | 2014.04.30 13:00 | sell | 29 | 1.00 | 1.3829 | 1.4289 | 1.3734 | ||
49 | 2014.05.06 09:30 | t/p | 27 | 1.00 | 1.3891 | 1.3336 | 1.3891 | 865.37 | 118582.46 |
50 | 2014.05.06 09:30 | sell | 30 | 1.00 | 1.3908 | 1.4368 | 1.3813 | ||
51 | 2014.05.09 11:30 | t/p | 30 | 1.00 | 1.3813 | 1.4368 | 1.3813 | 941.40 | 119523.86 |
52 | 2014.05.09 11:30 | buy | 31 | 1.00 | 1.3812 | 1.3352 | 1.3907 | ||
53 | 2014.05.09 16:45 | t/p | 23 | 1.00 | 1.3769 | 1.4324 | 1.3769 | 900.12 | 120423.98 |
54 | 2014.05.09 16:45 | buy | 32 | 1.00 | 1.3771 | 1.3311 | 1.3866 | ||
55 | 2014.05.13 12:15 | t/p | 21 | 1.00 | 1.3728 | 1.4283 | 1.3728 | 891.52 | 121315.50 |
56 | 2014.05.13 12:15 | t/p | 22 | 1.00 | 1.3730 | 1.4285 | 1.3730 | 891.52 | 122207.02 |
57 | 2014.05.13 12:15 | t/p | 28 | 1.00 | 1.3737 | 1.4292 | 1.3737 | 927.64 | 123134.66 |
58 | 2014.05.13 12:15 | t/p | 29 | 1.00 | 1.3734 | 1.4289 | 1.3734 | 927.64 | 124062.30 |
59 | 2014.05.13 12:15 | buy | 33 | 1.00 | 1.3723 | 1.3263 | 1.3818 | ||
60 | 2014.05.13 12:30 | buy | 34 | 1.00 | 1.3714 | 1.3254 | 1.3809 | ||
61 | 2014.05.13 12:45 | buy | 35 | 1.00 | 1.3712 | 1.3252 | 1.3807 | ||
62 | 2014.05.13 13:00 | t/p | 19 | 1.00 | 1.3711 | 1.4266 | 1.3711 | 889.80 | 124952.10 |
63 | 2014.05.13 13:00 | buy | 36 | 1.00 | 1.3715 | 1.3255 | 1.3810 | ||
64 | 2014.05.13 13:15 | t/p | 20 | 1.00 | 1.3702 | 1.4257 | 1.3702 | 889.80 | 125841.90 |
65 | 2014.05.13 13:15 | buy | 37 | 1.00 | 1.3702 | 1.3242 | 1.3797 | ||
66 | 2014.05.13 13:30 | buy | 38 | 1.00 | 1.3712 | 1.3252 | 1.3807 | ||
67 | 2014.05.13 18:30 | t/p | 17 | 1.00 | 1.3696 | 1.4251 | 1.3696 | 889.80 | 126731.70 |
68 | 2014.05.13 18:30 | buy | 39 | 1.00 | 1.3704 | 1.3244 | 1.3799 | ||
69 | 2014.05.13 19:15 | t/p | 18 | 1.00 | 1.3692 | 1.4247 | 1.3692 | 889.80 | 127621.50 |
70 | 2014.05.13 19:15 | buy | 40 | 1.00 | 1.3692 | 1.3232 | 1.3787 | ||
71 | 2014.07.01 23:59 | close at stop | 40 | 1.00 | 1.3679 | 1.3232 | 1.3787 | -327.47 | 127294.03 |
72 | 2014.07.01 23:59 | close at stop | 39 | 1.00 | 1.3679 | 1.3244 | 1.3799 | -447.47 | 126846.56 |
73 | 2014.07.01 23:59 | close at stop | 38 | 1.00 | 1.3679 | 1.3252 | 1.3807 | -527.47 | 126319.09 |
74 | 2014.07.01 23:59 | close at stop | 37 | 1.00 | 1.3679 | 1.3242 | 1.3797 | -427.47 | 125891.62 |
75 | 2014.07.01 23:59 | close at stop | 36 | 1.00 | 1.3679 | 1.3255 | 1.3810 | -557.47 | 125334.15 |
76 | 2014.07.01 23:59 | close at stop | 35 | 1.00 | 1.3679 | 1.3252 | 1.3807 | -527.47 | 124806.68 |
77 | 2014.07.01 23:59 | close at stop | 34 | 1.00 | 1.3679 | 1.3254 | 1.3809 | -547.47 | 124259.21 |
78 | 2014.07.01 23:59 | close at stop | 33 | 1.00 | 1.3679 | 1.3263 | 1.3818 | -637.47 | 123621.74 |
79 | 2014.07.01 23:59 | close at stop | 32 | 1.00 | 1.3679 | 1.3311 | 1.3866 | -1125.53 | 122496.21 |
80 | 2014.07.01 23:59 | close at stop | 31 | 1.00 | 1.3679 | 1.3352 | 1.3907 | -1535.53 | 120960.68 |