Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2009.02.09 00:00 - 2009.02.12 23:55 (2009.02.09 - 2009.02.13) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | BufferSpeed=2; | ||||
Bars in test | 2152 | Ticks modelled | 130028 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 7405.00 | Gross profit | 7500.00 | Gross loss | -95.00 |
Profit factor | 78.95 | Expected payoff | 740.50 | ||
Absolute drawdown | 140.00 | Maximal drawdown | 620.00 (4.40%) | Relative drawdown | 4.40% (620.00) |
Total trades | 10 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
Largest | profit trade | 2195.00 | loss trade | -49.00 | |
Average | profit trade | 937.50 | loss trade | -47.50 | |
Maximum | consecutive wins (profit in money) | 8 (7500.00) | consecutive losses (loss in money) | 2 (-95.00) | |
Maximal | consecutive profit (count of wins) | 7500.00 (8) | consecutive loss (count of losses) | -95.00 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.02.09 01:43 | sell | 1 | 1.00 | 1.29657 | 1.29957 | 1.29057 | ||
2 | 2009.02.09 07:05 | t/p | 1 | 1.00 | 1.29057 | 1.29957 | 1.29057 | 600.00 | 10600.00 |
3 | 2009.02.09 09:19 | buy | 2 | 1.00 | 1.28899 | 1.28599 | 1.29799 | ||
4 | 2009.02.09 13:24 | t/p | 2 | 1.00 | 1.29799 | 1.28599 | 1.29799 | 900.00 | 11500.00 |
5 | 2009.02.09 16:50 | sell | 3 | 1.00 | 1.30710 | 1.31010 | 1.30110 | ||
6 | 2009.02.09 20:28 | t/p | 3 | 1.00 | 1.30110 | 1.31010 | 1.30110 | 600.00 | 12100.00 |
7 | 2009.02.10 01:26 | sell | 4 | 1.00 | 1.29222 | 1.29522 | 1.28312 | ||
8 | 2009.02.10 02:05 | t/p | 4 | 1.00 | 1.28312 | 1.29522 | 1.28312 | 910.00 | 13010.00 |
9 | 2009.02.10 06:19 | buy | 5 | 1.00 | 1.28315 | 1.28015 | 1.30415 | ||
10 | 2009.02.10 07:11 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30461 | ||
11 | 2009.02.10 07:11 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30473 | ||
12 | 2009.02.10 07:11 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30485 | ||
13 | 2009.02.10 07:11 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30498 | ||
14 | 2009.02.10 07:12 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30510 | ||
15 | 2009.02.10 07:12 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30522 | ||
16 | 2009.02.10 07:13 | modify | 5 | 1.00 | 1.28315 | 1.28015 | 1.30510 | ||
17 | 2009.02.10 16:42 | t/p | 5 | 1.00 | 1.30510 | 1.28015 | 1.30510 | 2195.00 | 15205.00 |
18 | 2009.02.10 17:03 | sell | 6 | 1.00 | 1.30295 | 1.30795 | 1.29295 | ||
19 | 2009.02.10 17:40 | close | 6 | 1.00 | 1.29591 | 1.30795 | 1.29295 | 704.00 | 15909.00 |
20 | 2009.02.10 17:41 | sell | 7 | 1.00 | 1.29540 | 1.30140 | 1.28340 | ||
21 | 2009.02.10 17:42 | modify | 7 | 1.00 | 1.29540 | 1.30140 | 1.28378 | ||
22 | 2009.02.10 17:42 | modify | 7 | 1.00 | 1.29540 | 1.30140 | 1.28389 | ||
23 | 2009.02.10 17:42 | modify | 7 | 1.00 | 1.29540 | 1.30140 | 1.28400 | ||
24 | 2009.02.10 20:31 | t/p | 7 | 1.00 | 1.28400 | 1.30140 | 1.28400 | 1140.00 | 17049.00 |
25 | 2009.02.11 00:25 | sell | 8 | 1.00 | 1.29070 | 1.29370 | 1.28570 | ||
26 | 2009.02.11 01:44 | modify | 8 | 1.00 | 1.29070 | 1.29370 | 1.28597 | ||
27 | 2009.02.11 01:45 | modify | 8 | 1.00 | 1.29070 | 1.29370 | 1.28608 | ||
28 | 2009.02.11 01:45 | modify | 8 | 1.00 | 1.29070 | 1.29370 | 1.28619 | ||
29 | 2009.02.11 02:21 | t/p | 8 | 1.00 | 1.28619 | 1.29370 | 1.28619 | 451.00 | 17500.00 |
30 | 2009.02.11 02:47 | buy | 9 | 1.00 | 1.28780 | 1.28380 | 1.29180 | ||
31 | 2009.02.11 02:47 | close | 9 | 1.00 | 1.28731 | 1.28380 | 1.29180 | -49.00 | 17451.00 |
32 | 2009.02.11 04:01 | buy | 10 | 1.00 | 1.28751 | 1.28251 | 1.29151 | ||
33 | 2009.02.11 04:01 | close | 10 | 1.00 | 1.28705 | 1.28251 | 1.29151 | -46.00 | 17405.00 |