Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 5 Minutes (M5) 2006.12.04 00:00 - 2006.12.08 22:55 (2006.12.03 - 2006.12.09) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | UseEquityProtection=false; FloatPercent=30; MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; slip=100; UseMM=true; Risk=5; Lots=0.1; TakeProfit=50; Stoploss=300; PipStep=40; TrailingStop=15; MaxOpenOrders=5; MinMarginLevel=250; CloseDays=10; LossLevel=120; UseHedge=true; HedgeLotFactor=3; HedgeTakeProfit=30; HedgeStoploss=300; AutoCal=false; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true; IncreasementType=0; UseTradeScheduler=true; SunTradeHourStart1=0; SunTradeHourEnd1=0; SunTradeHourStart2=0; SunTradeHourEnd2=0; SunTradeHourStart3=0; SunTradeHourEnd3=0; SunTradeHourStart4=0; SunTradeHourEnd4=24; MonTradeHourStart1=0; MonTradeHourEnd1=0; MonTradeHourStart2=0; MonTradeHourEnd2=0; MonTradeHourStart3=0; MonTradeHourEnd3=0; MonTradeHourStart4=0; MonTradeHourEnd4=24; TueTradeHourStart1=0; TueTradeHourEnd1=0; TueTradeHourStart2=0; TueTradeHourEnd2=0; TueTradeHourStart3=0; TueTradeHourEnd3=0; TueTradeHourStart4=0; TueTradeHourEnd4=24; | ||||
Bars in test | 577084 | Ticks modelled | 598169 | Modelling quality | 90.00% |
Initial deposit | 3000.00 | ||||
Total net profit | 201.58 | Gross profit | 235.58 | Gross loss | -34.00 |
Profit factor | 6.93 | Expected payoff | 18.33 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 34.00 (1.05%) | Relative drawdown | 1.05% (34.00) |
Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 44.00 | loss trade | -34.00 | |
Average | profit trade | 23.56 | loss trade | -34.00 | |
Maximum | consecutive wins (profit in money) | 10 (235.58) | consecutive losses (loss in money) | 1 (-34.00) | |
Maximal | consecutive profit (count of wins) | 235.58 (10) | consecutive loss (count of losses) | -34.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.12.04 01:05 | sell | 1 | 0.20 | 1.3356 | 1.3656 | 1.3306 | ||
2 | 2006.12.04 03:12 | modify | 1 | 0.20 | 1.3356 | 1.3345 | 1.3306 | ||
3 | 2006.12.04 03:17 | modify | 1 | 0.20 | 1.3356 | 1.3334 | 1.3306 | ||
4 | 2006.12.04 03:19 | s/l | 1 | 0.20 | 1.3334 | 1.3334 | 1.3306 | 44.00 | 3044.00 |
5 | 2006.12.04 03:38 | buy | 2 | 0.20 | 1.3328 | 1.3028 | 1.3378 | ||
6 | 2006.12.05 00:06 | modify | 2 | 0.20 | 1.3328 | 1.3338 | 1.3378 | ||
7 | 2006.12.05 00:08 | s/l | 2 | 0.20 | 1.3338 | 1.3338 | 1.3378 | 18.35 | 3062.35 |
8 | 2006.12.05 00:32 | sell | 3 | 0.20 | 1.3345 | 1.3645 | 1.3295 | ||
9 | 2006.12.05 03:24 | modify | 3 | 0.20 | 1.3345 | 1.3335 | 1.3295 | ||
10 | 2006.12.05 04:10 | s/l | 3 | 0.20 | 1.3335 | 1.3335 | 1.3295 | 20.00 | 3082.35 |
11 | 2006.12.05 09:46 | buy | 4 | 0.20 | 1.3315 | 1.3015 | 1.3365 | ||
12 | 2006.12.05 13:23 | modify | 4 | 0.20 | 1.3315 | 1.3328 | 1.3365 | ||
13 | 2006.12.05 13:23 | s/l | 4 | 0.20 | 1.3328 | 1.3328 | 1.3365 | 26.00 | 3108.35 |
14 | 2006.12.05 15:25 | sell | 5 | 0.20 | 1.3336 | 1.3636 | 1.3286 | ||
15 | 2006.12.05 16:03 | modify | 5 | 0.20 | 1.3336 | 1.3324 | 1.3286 | ||
16 | 2006.12.05 16:05 | s/l | 5 | 0.20 | 1.3324 | 1.3324 | 1.3286 | 24.00 | 3132.35 |
17 | 2006.12.05 17:50 | buy | 6 | 0.20 | 1.3303 | 1.3003 | 1.3353 | ||
18 | 2006.12.05 18:10 | modify | 6 | 0.20 | 1.3303 | 1.3313 | 1.3353 | ||
19 | 2006.12.05 18:14 | s/l | 6 | 0.20 | 1.3313 | 1.3313 | 1.3353 | 20.00 | 3152.35 |
20 | 2006.12.05 19:09 | sell | 7 | 0.20 | 1.3329 | 1.3629 | 1.3279 | ||
21 | 2006.12.06 00:12 | modify | 7 | 0.20 | 1.3329 | 1.3319 | 1.3279 | ||
22 | 2006.12.06 00:54 | s/l | 7 | 0.20 | 1.3319 | 1.3319 | 1.3279 | 21.23 | 3173.58 |
23 | 2006.12.06 10:44 | buy | 8 | 0.20 | 1.3299 | 1.2999 | 1.3349 | ||
24 | 2006.12.06 17:41 | modify | 8 | 0.20 | 1.3299 | 1.3310 | 1.3349 | ||
25 | 2006.12.06 18:05 | s/l | 8 | 0.20 | 1.3310 | 1.3310 | 1.3349 | 22.00 | 3195.58 |
26 | 2006.12.07 07:10 | sell | 9 | 0.20 | 1.3307 | 1.3607 | 1.3257 | ||
27 | 2006.12.07 12:15 | modify | 9 | 0.20 | 1.3307 | 1.3297 | 1.3257 | ||
28 | 2006.12.07 13:51 | s/l | 9 | 0.20 | 1.3297 | 1.3297 | 1.3257 | 20.00 | 3215.58 |
29 | 2006.12.08 15:38 | buy | 10 | 0.20 | 1.3262 | 1.2962 | 1.3312 | ||
30 | 2006.12.08 15:42 | modify | 10 | 0.20 | 1.3262 | 1.3272 | 1.3312 | ||
31 | 2006.12.08 15:42 | s/l | 10 | 0.20 | 1.3272 | 1.3272 | 1.3312 | 20.00 | 3235.58 |
32 | 2006.12.08 19:05 | buy | 11 | 0.20 | 1.3219 | 1.2919 | 1.3269 | ||
33 | 2006.12.08 22:59 | close at stop | 11 | 0.20 | 1.3202 | 1.2919 | 1.3269 | -34.00 | 3201.58 |