Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 5 Minutes (M5) 2006.11.06 00:00 - 2006.11.21 00:00 (2006.11.06 - 2006.11.21) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | MagicNumber=1234567; Risk=0.2; TrailingStop=20; TakeProfitLow=10; StopLossLow=20; TakeProfitMid=20; StopLossMid=30; TakeProfitHigh=30; StopLossHigh=40; SignalCandle=1; TradeLowTrends=true; TradeMidTrends=true; TradeHighTrends=true; UseOSMA=true; OSMAFast=5; OSMASlow=30; OSMASignal=2; UseCCI=true; CCIPrice=0; CciPer=18; Cci_Level1=50; Cci_Level2=100; Cci_Level3=150; UseStoch=true; StochHigh=75; StochLow=25; UseSar=true; SarStep=0.02; SarMax=0.2; UseHighLow=true; HighPeriods=4; HighPips=3; HighStep=2; UseTrend=true; MAPeriod=60; MAMode=2; MAPrice=0; Trend_Strength_1=0.25; Trend_Strength_2=0.25; Trend_Strength_3=0.5; Trend_Strength_4=0.5; Trend_Strength_5=1; Trend_Strength_6=1; Ema_1=8; Ema_2=24; Ema_3=72; Ema_4=216; EmaShift=0; | ||||
Bars in test | 581647 | Ticks modelled | 637712 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | -122.38 | Gross profit | 1165.88 | Gross loss | -1288.26 |
Profit factor | 0.91 | Expected payoff | -1.63 | ||
Absolute drawdown | 122.38 | Maximal drawdown | 582.82 (5.57%) | Relative drawdown | 5.57% (582.82) |
Total trades | 75 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 75 (56.00%) |
Profit trades (% of total) | 42 (56.00%) | Loss trades (% of total) | 33 (44.00%) | ||
Largest | profit trade | 30.00 | loss trade | -40.78 | |
Average | profit trade | 27.76 | loss trade | -39.04 | |
Maximum | consecutive wins (profit in money) | 19 (566.09) | consecutive losses (loss in money) | 6 (-243.13) | |
Maximal | consecutive profit (count of wins) | 566.09 (19) | consecutive loss (count of losses) | -243.13 (6) | |
Average | consecutive wins | 5 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.11.07 07:00 | buy | 1 | 0.10 | 1.2770 | 1.2730 | 1.2800 | ||
2 | 2006.11.07 07:00 | buy | 2 | 0.10 | 1.2771 | 1.2731 | 1.2801 | ||
3 | 2006.11.07 07:00 | buy | 3 | 0.10 | 1.2770 | 1.2730 | 1.2800 | ||
4 | 2006.11.07 07:01 | buy | 4 | 0.10 | 1.2769 | 1.2729 | 1.2799 | ||
5 | 2006.11.07 07:01 | buy | 5 | 0.10 | 1.2771 | 1.2731 | 1.2801 | ||
6 | 2006.11.07 16:18 | t/p | 4 | 0.10 | 1.2799 | 1.2729 | 1.2799 | 30.00 | 10030.00 |
7 | 2006.11.07 16:18 | buy | 6 | 0.10 | 1.2801 | 1.2761 | 1.2831 | ||
8 | 2006.11.07 16:18 | t/p | 1 | 0.10 | 1.2800 | 1.2730 | 1.2800 | 30.00 | 10060.00 |
9 | 2006.11.07 16:18 | t/p | 3 | 0.10 | 1.2800 | 1.2730 | 1.2800 | 30.00 | 10090.00 |
10 | 2006.11.07 16:18 | buy | 7 | 0.10 | 1.2802 | 1.2762 | 1.2832 | ||
11 | 2006.11.07 16:18 | buy | 8 | 0.10 | 1.2801 | 1.2761 | 1.2831 | ||
12 | 2006.11.07 16:32 | t/p | 2 | 0.10 | 1.2801 | 1.2731 | 1.2801 | 30.00 | 10120.00 |
13 | 2006.11.07 16:32 | t/p | 5 | 0.10 | 1.2801 | 1.2731 | 1.2801 | 30.00 | 10150.00 |
14 | 2006.11.07 16:32 | buy | 9 | 0.10 | 1.2803 | 1.2763 | 1.2833 | ||
15 | 2006.11.07 16:32 | buy | 10 | 0.10 | 1.2802 | 1.2762 | 1.2832 | ||
16 | 2006.11.07 22:11 | s/l | 9 | 0.10 | 1.2763 | 1.2763 | 1.2833 | -40.00 | 10110.00 |
17 | 2006.11.07 22:25 | buy | 11 | 0.10 | 1.2773 | 1.2733 | 1.2803 | ||
18 | 2006.11.08 09:20 | s/l | 7 | 0.10 | 1.2762 | 1.2762 | 1.2832 | -40.78 | 10069.22 |
19 | 2006.11.08 09:20 | s/l | 10 | 0.10 | 1.2762 | 1.2762 | 1.2832 | -40.78 | 10028.44 |
20 | 2006.11.08 09:20 | buy | 12 | 0.10 | 1.2764 | 1.2724 | 1.2794 | ||
21 | 2006.11.08 09:20 | buy | 13 | 0.10 | 1.2765 | 1.2725 | 1.2795 | ||
22 | 2006.11.08 11:06 | t/p | 12 | 0.10 | 1.2794 | 1.2724 | 1.2794 | 30.00 | 10058.44 |
23 | 2006.11.08 11:06 | buy | 14 | 0.10 | 1.2796 | 1.2756 | 1.2826 | ||
24 | 2006.11.08 11:07 | t/p | 13 | 0.10 | 1.2795 | 1.2725 | 1.2795 | 30.00 | 10088.44 |
25 | 2006.11.08 11:07 | buy | 15 | 0.10 | 1.2797 | 1.2757 | 1.2827 | ||
26 | 2006.11.08 11:26 | t/p | 11 | 0.10 | 1.2803 | 1.2733 | 1.2803 | 29.22 | 10117.65 |
27 | 2006.11.08 11:26 | buy | 16 | 0.10 | 1.2805 | 1.2765 | 1.2835 | ||
28 | 2006.11.08 15:41 | s/l | 16 | 0.10 | 1.2765 | 1.2765 | 1.2835 | -40.00 | 10077.65 |
29 | 2006.11.08 15:41 | buy | 17 | 0.10 | 1.2767 | 1.2727 | 1.2797 | ||
30 | 2006.11.08 16:11 | s/l | 6 | 0.10 | 1.2761 | 1.2761 | 1.2831 | -40.78 | 10036.87 |
31 | 2006.11.08 16:11 | s/l | 8 | 0.10 | 1.2761 | 1.2761 | 1.2831 | -40.78 | 9996.09 |
32 | 2006.11.08 16:11 | buy | 18 | 0.10 | 1.2763 | 1.2723 | 1.2793 | ||
33 | 2006.11.08 16:11 | buy | 19 | 0.10 | 1.2764 | 1.2724 | 1.2794 | ||
34 | 2006.11.08 16:12 | s/l | 15 | 0.10 | 1.2757 | 1.2757 | 1.2827 | -40.00 | 9956.09 |
35 | 2006.11.08 16:12 | buy | 20 | 0.10 | 1.2759 | 1.2719 | 1.2789 | ||
36 | 2006.11.08 16:13 | s/l | 14 | 0.10 | 1.2756 | 1.2756 | 1.2826 | -40.00 | 9916.09 |
37 | 2006.11.08 16:13 | buy | 21 | 0.10 | 1.2758 | 1.2718 | 1.2788 | ||
38 | 2006.11.09 10:07 | t/p | 21 | 0.10 | 1.2788 | 1.2718 | 1.2788 | 27.65 | 9943.74 |
39 | 2006.11.09 10:07 | buy | 22 | 0.10 | 1.2790 | 1.2750 | 1.2820 | ||
40 | 2006.11.09 10:09 | t/p | 20 | 0.10 | 1.2789 | 1.2719 | 1.2789 | 27.65 | 9971.40 |
41 | 2006.11.09 10:09 | buy | 23 | 0.10 | 1.2791 | 1.2751 | 1.2821 | ||
42 | 2006.11.09 14:50 | t/p | 18 | 0.10 | 1.2793 | 1.2723 | 1.2793 | 27.65 | 9999.05 |
43 | 2006.11.09 14:50 | buy | 24 | 0.10 | 1.2795 | 1.2755 | 1.2825 | ||
44 | 2006.11.09 14:50 | t/p | 19 | 0.10 | 1.2794 | 1.2724 | 1.2794 | 27.65 | 10026.70 |
45 | 2006.11.09 14:50 | buy | 25 | 0.10 | 1.2796 | 1.2756 | 1.2826 | ||
46 | 2006.11.09 15:05 | t/p | 17 | 0.10 | 1.2797 | 1.2727 | 1.2797 | 27.65 | 10054.36 |
47 | 2006.11.09 15:05 | buy | 26 | 0.10 | 1.2799 | 1.2759 | 1.2829 | ||
48 | 2006.11.09 15:47 | s/l | 26 | 0.10 | 1.2759 | 1.2759 | 1.2829 | -40.00 | 10014.36 |
49 | 2006.11.09 15:47 | s/l | 25 | 0.10 | 1.2756 | 1.2756 | 1.2826 | -40.00 | 9974.36 |
50 | 2006.11.09 15:47 | s/l | 24 | 0.10 | 1.2755 | 1.2755 | 1.2825 | -40.00 | 9934.36 |
51 | 2006.11.09 15:48 | s/l | 23 | 0.10 | 1.2751 | 1.2751 | 1.2821 | -40.00 | 9894.36 |
52 | 2006.11.09 16:15 | buy | 27 | 0.10 | 1.2770 | 1.2730 | 1.2800 | ||
53 | 2006.11.09 16:15 | buy | 28 | 0.10 | 1.2772 | 1.2732 | 1.2802 | ||
54 | 2006.11.09 16:15 | buy | 29 | 0.10 | 1.2771 | 1.2731 | 1.2801 | ||
55 | 2006.11.09 16:15 | buy | 30 | 0.10 | 1.2770 | 1.2730 | 1.2800 | ||
56 | 2006.11.09 17:01 | t/p | 27 | 0.10 | 1.2800 | 1.2730 | 1.2800 | 30.00 | 9924.36 |
57 | 2006.11.09 17:01 | t/p | 30 | 0.10 | 1.2800 | 1.2730 | 1.2800 | 30.00 | 9954.36 |
58 | 2006.11.09 17:01 | buy | 31 | 0.10 | 1.2802 | 1.2762 | 1.2832 | ||
59 | 2006.11.09 17:01 | t/p | 29 | 0.10 | 1.2801 | 1.2731 | 1.2801 | 30.00 | 9984.36 |
60 | 2006.11.09 17:01 | buy | 32 | 0.10 | 1.2803 | 1.2763 | 1.2833 | ||
61 | 2006.11.09 17:01 | buy | 33 | 0.10 | 1.2802 | 1.2762 | 1.2832 | ||
62 | 2006.11.09 17:02 | t/p | 28 | 0.10 | 1.2802 | 1.2732 | 1.2802 | 30.00 | 10014.36 |
63 | 2006.11.09 17:02 | buy | 34 | 0.10 | 1.2804 | 1.2764 | 1.2834 | ||
64 | 2006.11.09 18:25 | t/p | 22 | 0.10 | 1.2820 | 1.2750 | 1.2820 | 30.00 | 10044.36 |
65 | 2006.11.09 18:25 | buy | 35 | 0.10 | 1.2822 | 1.2782 | 1.2852 | ||
66 | 2006.11.09 18:34 | t/p | 31 | 0.10 | 1.2832 | 1.2762 | 1.2832 | 30.00 | 10074.36 |
67 | 2006.11.09 18:34 | t/p | 33 | 0.10 | 1.2832 | 1.2762 | 1.2832 | 30.00 | 10104.36 |
68 | 2006.11.09 18:34 | buy | 36 | 0.10 | 1.2834 | 1.2794 | 1.2864 | ||
69 | 2006.11.09 18:34 | t/p | 32 | 0.10 | 1.2833 | 1.2763 | 1.2833 | 30.00 | 10134.36 |
70 | 2006.11.09 18:34 | buy | 37 | 0.10 | 1.2835 | 1.2795 | 1.2865 | ||
71 | 2006.11.09 18:34 | t/p | 34 | 0.10 | 1.2834 | 1.2764 | 1.2834 | 30.00 | 10164.36 |
72 | 2006.11.09 18:34 | buy | 38 | 0.10 | 1.2836 | 1.2796 | 1.2866 | ||
73 | 2006.11.09 18:34 | buy | 39 | 0.10 | 1.2835 | 1.2795 | 1.2865 | ||
74 | 2006.11.10 04:00 | t/p | 35 | 0.10 | 1.2852 | 1.2782 | 1.2852 | 29.22 | 10193.57 |
75 | 2006.11.10 04:00 | buy | 40 | 0.10 | 1.2855 | 1.2815 | 1.2885 | ||
76 | 2006.11.10 04:06 | t/p | 36 | 0.10 | 1.2864 | 1.2794 | 1.2864 | 29.22 | 10222.79 |
77 | 2006.11.10 04:06 | buy | 41 | 0.10 | 1.2866 | 1.2826 | 1.2896 | ||
78 | 2006.11.10 04:07 | t/p | 37 | 0.10 | 1.2865 | 1.2795 | 1.2865 | 29.22 | 10252.01 |
79 | 2006.11.10 04:07 | t/p | 39 | 0.10 | 1.2865 | 1.2795 | 1.2865 | 29.22 | 10281.23 |
80 | 2006.11.10 04:07 | buy | 42 | 0.10 | 1.2867 | 1.2827 | 1.2897 | ||
81 | 2006.11.10 04:07 | buy | 43 | 0.10 | 1.2866 | 1.2826 | 1.2896 | ||
82 | 2006.11.10 04:07 | t/p | 38 | 0.10 | 1.2866 | 1.2796 | 1.2866 | 29.22 | 10310.45 |
83 | 2006.11.10 04:07 | buy | 44 | 0.10 | 1.2868 | 1.2828 | 1.2898 | ||
84 | 2006.11.10 10:55 | t/p | 40 | 0.10 | 1.2885 | 1.2815 | 1.2885 | 30.00 | 10340.45 |
85 | 2006.11.10 10:55 | buy | 45 | 0.10 | 1.2888 | 1.2848 | 1.2918 | ||
86 | 2006.11.10 11:05 | t/p | 41 | 0.10 | 1.2896 | 1.2826 | 1.2896 | 30.00 | 10370.45 |
87 | 2006.11.10 11:05 | t/p | 42 | 0.10 | 1.2897 | 1.2827 | 1.2897 | 30.00 | 10400.45 |
88 | 2006.11.10 11:05 | t/p | 43 | 0.10 | 1.2896 | 1.2826 | 1.2896 | 30.00 | 10430.45 |
89 | 2006.11.10 11:05 | t/p | 44 | 0.10 | 1.2898 | 1.2828 | 1.2898 | 30.00 | 10460.45 |
90 | 2006.11.10 11:05 | buy | 46 | 0.10 | 1.2905 | 1.2865 | 1.2935 | ||
91 | 2006.11.10 11:05 | buy | 47 | 0.10 | 1.2904 | 1.2864 | 1.2934 | ||
92 | 2006.11.10 11:05 | buy | 48 | 0.10 | 1.2906 | 1.2866 | 1.2936 | ||
93 | 2006.11.10 11:05 | buy | 49 | 0.10 | 1.2904 | 1.2864 | 1.2934 | ||
94 | 2006.11.10 14:54 | s/l | 48 | 0.10 | 1.2866 | 1.2866 | 1.2936 | -40.00 | 10420.45 |
95 | 2006.11.10 14:54 | buy | 50 | 0.10 | 1.2868 | 1.2828 | 1.2898 | ||
96 | 2006.11.10 15:10 | s/l | 46 | 0.10 | 1.2865 | 1.2865 | 1.2935 | -40.00 | 10380.45 |
97 | 2006.11.10 15:10 | buy | 51 | 0.10 | 1.2867 | 1.2827 | 1.2897 | ||
98 | 2006.11.10 15:10 | s/l | 47 | 0.10 | 1.2864 | 1.2864 | 1.2934 | -40.00 | 10340.45 |
99 | 2006.11.10 15:10 | s/l | 49 | 0.10 | 1.2864 | 1.2864 | 1.2934 | -40.00 | 10300.45 |
100 | 2006.11.10 15:10 | buy | 52 | 0.10 | 1.2866 | 1.2826 | 1.2896 | ||
101 | 2006.11.10 15:10 | buy | 53 | 0.10 | 1.2867 | 1.2827 | 1.2897 | ||
102 | 2006.11.10 21:23 | s/l | 45 | 0.10 | 1.2848 | 1.2848 | 1.2918 | -40.00 | 10260.45 |
103 | 2006.11.10 21:23 | buy | 54 | 0.10 | 1.2850 | 1.2810 | 1.2880 | ||
104 | 2006.11.13 07:18 | t/p | 54 | 0.10 | 1.2880 | 1.2810 | 1.2880 | 29.22 | 10289.66 |
105 | 2006.11.13 07:18 | buy | 55 | 0.10 | 1.2882 | 1.2842 | 1.2912 | ||
106 | 2006.11.13 11:54 | s/l | 55 | 0.10 | 1.2842 | 1.2842 | 1.2912 | -40.00 | 10249.66 |
107 | 2006.11.13 11:54 | buy | 56 | 0.10 | 1.2844 | 1.2804 | 1.2874 | ||
108 | 2006.11.13 14:05 | s/l | 50 | 0.10 | 1.2828 | 1.2828 | 1.2898 | -40.78 | 10208.88 |
109 | 2006.11.13 14:05 | s/l | 51 | 0.10 | 1.2827 | 1.2827 | 1.2897 | -40.78 | 10168.10 |
110 | 2006.11.13 14:05 | s/l | 53 | 0.10 | 1.2827 | 1.2827 | 1.2897 | -40.78 | 10127.32 |
111 | 2006.11.13 14:05 | buy | 57 | 0.10 | 1.2829 | 1.2789 | 1.2859 | ||
112 | 2006.11.13 14:05 | buy | 58 | 0.10 | 1.2830 | 1.2790 | 1.2860 | ||
113 | 2006.11.13 14:05 | buy | 59 | 0.10 | 1.2829 | 1.2789 | 1.2859 | ||
114 | 2006.11.13 16:19 | s/l | 52 | 0.10 | 1.2826 | 1.2826 | 1.2896 | -40.78 | 10086.54 |
115 | 2006.11.13 16:20 | buy | 60 | 0.10 | 1.2829 | 1.2789 | 1.2859 | ||
116 | 2006.11.13 17:15 | s/l | 56 | 0.10 | 1.2804 | 1.2804 | 1.2874 | -40.00 | 10046.54 |
117 | 2006.11.13 17:25 | buy | 61 | 0.10 | 1.2808 | 1.2768 | 1.2838 | ||
118 | 2006.11.14 10:43 | t/p | 61 | 0.10 | 1.2838 | 1.2768 | 1.2838 | 29.22 | 10075.75 |
119 | 2006.11.14 15:33 | t/p | 57 | 0.10 | 1.2859 | 1.2789 | 1.2859 | 29.22 | 10104.97 |
120 | 2006.11.14 15:33 | t/p | 59 | 0.10 | 1.2859 | 1.2789 | 1.2859 | 29.22 | 10134.19 |
121 | 2006.11.14 15:33 | t/p | 60 | 0.10 | 1.2859 | 1.2789 | 1.2859 | 29.22 | 10163.41 |
122 | 2006.11.14 15:33 | t/p | 58 | 0.10 | 1.2860 | 1.2790 | 1.2860 | 29.22 | 10192.62 |
123 | 2006.11.16 04:00 | buy | 62 | 0.10 | 1.2831 | 1.2791 | 1.2861 | ||
124 | 2006.11.16 04:02 | buy | 63 | 0.10 | 1.2831 | 1.2791 | 1.2861 | ||
125 | 2006.11.16 04:03 | buy | 64 | 0.10 | 1.2832 | 1.2792 | 1.2862 | ||
126 | 2006.11.16 04:03 | buy | 65 | 0.10 | 1.2830 | 1.2790 | 1.2860 | ||
127 | 2006.11.16 04:03 | buy | 66 | 0.10 | 1.2831 | 1.2791 | 1.2861 | ||
128 | 2006.11.16 19:13 | s/l | 62 | 0.10 | 1.2791 | 1.2791 | 1.2861 | -40.00 | 10152.62 |
129 | 2006.11.16 19:13 | s/l | 63 | 0.10 | 1.2791 | 1.2791 | 1.2861 | -40.00 | 10112.62 |
130 | 2006.11.16 19:13 | s/l | 64 | 0.10 | 1.2792 | 1.2792 | 1.2862 | -40.00 | 10072.62 |
131 | 2006.11.16 19:13 | s/l | 66 | 0.10 | 1.2791 | 1.2791 | 1.2861 | -40.00 | 10032.62 |
132 | 2006.11.16 19:13 | s/l | 65 | 0.10 | 1.2790 | 1.2790 | 1.2860 | -40.00 | 9992.62 |
133 | 2006.11.20 00:05 | buy | 67 | 0.10 | 1.2827 | 1.2797 | 1.2847 | ||
134 | 2006.11.20 00:05 | buy | 68 | 0.10 | 1.2827 | 1.2797 | 1.2847 | ||
135 | 2006.11.20 05:00 | buy | 69 | 0.10 | 1.2843 | 1.2803 | 1.2873 | ||
136 | 2006.11.20 05:00 | buy | 70 | 0.10 | 1.2843 | 1.2803 | 1.2873 | ||
137 | 2006.11.20 05:00 | buy | 71 | 0.10 | 1.2841 | 1.2801 | 1.2871 | ||
138 | 2006.11.20 11:56 | t/p | 67 | 0.10 | 1.2847 | 1.2797 | 1.2847 | 20.00 | 10012.62 |
139 | 2006.11.20 11:56 | t/p | 68 | 0.10 | 1.2847 | 1.2797 | 1.2847 | 20.00 | 10032.62 |
140 | 2006.11.20 11:56 | buy | 72 | 0.10 | 1.2850 | 1.2810 | 1.2880 | ||
141 | 2006.11.20 11:56 | buy | 73 | 0.10 | 1.2849 | 1.2809 | 1.2879 | ||
142 | 2006.11.20 18:54 | s/l | 72 | 0.10 | 1.2810 | 1.2810 | 1.2880 | -40.00 | 9992.62 |
143 | 2006.11.20 18:54 | buy | 74 | 0.10 | 1.2812 | 1.2772 | 1.2842 | ||
144 | 2006.11.20 18:55 | s/l | 73 | 0.10 | 1.2809 | 1.2809 | 1.2879 | -40.00 | 9952.62 |
145 | 2006.11.20 18:55 | buy | 75 | 0.10 | 1.2811 | 1.2771 | 1.2841 | ||
146 | 2006.11.20 23:59 | close at stop | 75 | 0.10 | 1.2815 | 1.2771 | 1.2841 | 4.00 | 9956.62 |
147 | 2006.11.20 23:59 | close at stop | 74 | 0.10 | 1.2815 | 1.2772 | 1.2842 | 3.00 | 9959.62 |
148 | 2006.11.20 23:59 | close at stop | 71 | 0.10 | 1.2815 | 1.2801 | 1.2871 | -26.00 | 9933.62 |
149 | 2006.11.20 23:59 | close at stop | 70 | 0.10 | 1.2815 | 1.2803 | 1.2873 | -28.00 | 9905.62 |
150 | 2006.11.20 23:59 | close at stop | 69 | 0.10 | 1.2815 | 1.2803 | 1.2873 | -28.00 | 9877.62 |