Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.10.31 00:00 (2006.01.01 - 2006.10.31) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | TakeProfit=20; Lots=0.1; InitialStop=1; TrailingStop=10; MaxTrades=10; Pips=15; SecureProfit=0; AccountProtection=0; OrderstoProtect=3; ReverseCondition=0; StartYear=2005; StartMonth=1; EndYear=2050; EndMonth=12; mm=0; risk=12; AccountisNormal=0; Magic=123987; | ||||
Bars in test | 14719 | Ticks modelled | 1059682 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | -12003.23 | Gross profit | 2023.00 | Gross loss | -14026.23 |
Profit factor | 0.14 | Expected payoff | -342.95 | ||
Absolute drawdown | 12204.23 | Maximal drawdown | 13869.23 (26.84%) | Relative drawdown | 26.84% (13869.23) |
Total trades | 35 | Short positions (won %) | 18 (27.78%) | Long positions (won %) | 17 (70.59%) |
Profit trades (% of total) | 17 (48.57%) | Loss trades (% of total) | 18 (51.43%) | ||
Largest | profit trade | 1280.00 | loss trade | -4643.86 | |
Average | profit trade | 119.00 | loss trade | -779.24 | |
Maximum | consecutive wins (profit in money) | 5 (171.00) | consecutive losses (loss in money) | 9 (-13227.40) | |
Maximal | consecutive profit (count of wins) | 1524.00 (3) | consecutive loss (count of losses) | -13227.40 (9) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.02 00:00 | buy | 1 | 0.10 | 1.1839 | 1.1688 | 1.1859 | ||
2 | 2006.01.02 07:20 | buy | 2 | 0.20 | 1.1824 | 1.1688 | 1.1844 | ||
3 | 2006.01.02 08:57 | t/p | 2 | 0.20 | 1.1844 | 1.1688 | 1.1844 | 40.00 | 50040.00 |
4 | 2006.01.02 08:57 | close | 1 | 0.10 | 1.1844 | 1.1688 | 1.1859 | 5.00 | 50045.00 |
5 | 2006.01.02 08:57 | sell | 3 | 0.10 | 1.1845 | 1.1996 | 1.1825 | ||
6 | 2006.01.02 09:20 | sell | 4 | 0.20 | 1.1861 | 1.1997 | 1.1841 | ||
7 | 2006.01.02 09:45 | t/p | 4 | 0.20 | 1.1841 | 1.1997 | 1.1841 | 40.00 | 50085.00 |
8 | 2006.01.02 09:45 | close | 3 | 0.10 | 1.1839 | 1.1996 | 1.1825 | 6.00 | 50091.00 |
9 | 2006.01.02 09:45 | buy | 5 | 0.10 | 1.1842 | 1.1691 | 1.1862 | ||
10 | 2006.01.02 14:41 | buy | 6 | 0.20 | 1.1826 | 1.1690 | 1.1846 | ||
11 | 2006.01.02 17:27 | buy | 7 | 0.40 | 1.1802 | 1.1681 | 1.1822 | ||
12 | 2006.01.02 17:27 | t/p | 7 | 0.40 | 1.1822 | 1.1681 | 1.1822 | 80.00 | 50171.00 |
13 | 2006.01.02 17:27 | close | 6 | 0.20 | 1.1825 | 1.1690 | 1.1846 | -2.00 | 50169.00 |
14 | 2006.01.02 17:27 | close | 5 | 0.10 | 1.1814 | 1.1691 | 1.1862 | -28.00 | 50141.00 |
15 | 2006.01.02 17:27 | sell | 8 | 0.10 | 1.1825 | 1.1976 | 1.1805 | ||
16 | 2006.01.02 17:27 | t/p | 8 | 0.10 | 1.1805 | 1.1976 | 1.1805 | 20.00 | 50161.00 |
17 | 2006.01.02 17:27 | sell | 9 | 0.10 | 1.1802 | 1.1953 | 1.1782 | ||
18 | 2006.01.02 17:27 | sell | 10 | 0.20 | 1.1817 | 1.1953 | 1.1797 | ||
19 | 2006.01.03 01:12 | sell | 11 | 0.40 | 1.1832 | 1.1953 | 1.1812 | ||
20 | 2006.01.03 02:52 | sell | 12 | 0.80 | 1.1848 | 1.1954 | 1.1828 | ||
21 | 2006.01.03 02:59 | sell | 13 | 1.60 | 1.1863 | 1.1954 | 1.1843 | ||
22 | 2006.01.03 05:24 | sell | 14 | 3.20 | 1.1879 | 1.1955 | 1.1859 | ||
23 | 2006.01.03 06:08 | sell | 15 | 6.40 | 1.1895 | 1.1956 | 1.1875 | ||
24 | 2006.01.03 07:44 | t/p | 15 | 6.40 | 1.1875 | 1.1956 | 1.1875 | 1280.00 | 51441.00 |
25 | 2006.01.03 07:44 | close | 14 | 3.20 | 1.1872 | 1.1955 | 1.1859 | 224.00 | 51665.00 |
26 | 2006.01.03 07:44 | close | 13 | 1.60 | 1.1875 | 1.1954 | 1.1843 | -191.99 | 51473.01 |
27 | 2006.01.03 07:44 | close | 12 | 0.80 | 1.1873 | 1.1954 | 1.1828 | -200.00 | 51273.01 |
28 | 2006.01.03 07:45 | close | 11 | 0.40 | 1.1874 | 1.1953 | 1.1812 | -168.00 | 51105.01 |
29 | 2006.01.03 07:45 | close | 10 | 0.20 | 1.1877 | 1.1953 | 1.1797 | -118.56 | 50986.45 |
30 | 2006.01.03 07:45 | close | 9 | 0.10 | 1.1876 | 1.1953 | 1.1782 | -73.28 | 50913.17 |
31 | 2006.01.03 07:46 | buy | 16 | 0.10 | 1.1874 | 1.1723 | 1.1894 | ||
32 | 2006.01.03 09:02 | t/p | 16 | 0.10 | 1.1894 | 1.1723 | 1.1894 | 20.00 | 50933.17 |
33 | 2006.01.03 09:02 | buy | 17 | 0.10 | 1.1894 | 1.1743 | 1.1914 | ||
34 | 2006.01.03 09:21 | buy | 18 | 0.20 | 1.1879 | 1.1743 | 1.1899 | ||
35 | 2006.01.03 10:14 | buy | 19 | 0.40 | 1.1863 | 1.1742 | 1.1883 | ||
36 | 2006.01.03 10:53 | t/p | 19 | 0.40 | 1.1883 | 1.1742 | 1.1883 | 80.00 | 51013.17 |
37 | 2006.01.03 10:53 | close | 18 | 0.20 | 1.1884 | 1.1743 | 1.1899 | 10.00 | 51023.17 |
38 | 2006.01.03 10:53 | close | 17 | 0.10 | 1.1882 | 1.1743 | 1.1914 | -12.00 | 51011.17 |
39 | 2006.01.03 10:54 | sell | 20 | 0.10 | 1.1882 | 1.2033 | 1.1862 | ||
40 | 2006.01.03 15:28 | sell | 21 | 0.20 | 1.1899 | 1.2035 | 1.1879 | ||
41 | 2006.01.03 15:36 | sell | 22 | 0.40 | 1.1916 | 1.2037 | 1.1896 | ||
42 | 2006.01.03 15:57 | sell | 23 | 0.80 | 1.1932 | 1.2038 | 1.1912 | ||
43 | 2006.01.03 16:00 | sell | 24 | 1.60 | 1.1948 | 1.2039 | 1.1928 | ||
44 | 2006.01.03 16:17 | sell | 25 | 3.20 | 1.1963 | 1.2039 | 1.1943 | ||
45 | 2006.01.03 16:51 | sell | 26 | 6.40 | 1.1979 | 1.2040 | 1.1959 | ||
46 | 2006.01.03 20:02 | sell | 27 | 12.80 | 1.1996 | 1.2042 | 1.1976 | ||
47 | 2006.01.04 01:14 | s/l | 20 | 0.10 | 1.2033 | 1.2033 | 1.1862 | -150.28 | 50860.89 |
48 | 2006.01.04 01:14 | close | 27 | 12.80 | 1.2033 | 1.2042 | 1.1976 | -4643.86 | 46217.03 |
49 | 2006.01.04 01:14 | close | 26 | 6.40 | 1.2032 | 1.2040 | 1.1959 | -3345.91 | 42871.12 |
50 | 2006.01.04 01:15 | close | 25 | 3.20 | 1.2033 | 1.2039 | 1.1943 | -2216.95 | 40654.17 |
51 | 2006.01.04 01:15 | close | 24 | 1.60 | 1.2032 | 1.2039 | 1.1928 | -1332.48 | 39321.69 |
52 | 2006.01.04 01:16 | close | 23 | 0.80 | 1.2033 | 1.2038 | 1.1912 | -802.24 | 38519.45 |
53 | 2006.01.04 01:16 | close | 22 | 0.40 | 1.2032 | 1.2037 | 1.1896 | -461.12 | 38058.33 |
54 | 2006.01.04 01:18 | close | 21 | 0.20 | 1.2031 | 1.2035 | 1.1879 | -262.56 | 37795.77 |
55 | 2006.01.04 01:18 | buy | 28 | 0.10 | 1.2032 | 1.1881 | 1.2052 | ||
56 | 2006.01.04 03:05 | t/p | 28 | 0.10 | 1.2052 | 1.1881 | 1.2052 | 20.00 | 37815.77 |
57 | 2006.01.04 03:05 | buy | 29 | 0.10 | 1.2054 | 1.1903 | 1.2074 | ||
58 | 2006.01.04 04:12 | t/p | 29 | 0.10 | 1.2074 | 1.1903 | 1.2074 | 20.00 | 37835.77 |
59 | 2006.01.04 04:12 | buy | 30 | 0.10 | 1.2076 | 1.1925 | 1.2096 | ||
60 | 2006.01.04 05:14 | buy | 31 | 0.20 | 1.2061 | 1.1925 | 1.2081 | ||
61 | 2006.01.04 07:59 | buy | 32 | 0.40 | 1.2046 | 1.1925 | 1.2066 | ||
62 | 2006.01.04 10:19 | t/p | 32 | 0.40 | 1.2066 | 1.1925 | 1.2066 | 80.00 | 37915.77 |
63 | 2006.01.04 10:19 | close | 31 | 0.20 | 1.2066 | 1.1925 | 1.2081 | 10.00 | 37925.77 |
64 | 2006.01.04 10:19 | close | 30 | 0.10 | 1.2068 | 1.1925 | 1.2096 | -8.00 | 37917.77 |
65 | 2006.01.04 15:01 | buy | 33 | 0.10 | 1.2097 | 1.1946 | 1.2117 | ||
66 | 2006.01.04 15:02 | buy | 34 | 0.20 | 1.2082 | 1.1946 | 1.2102 | ||
67 | 2006.01.04 15:50 | buy | 35 | 0.40 | 1.2066 | 1.1945 | 1.2086 | ||
68 | 2006.01.04 16:03 | t/p | 35 | 0.40 | 1.2086 | 1.1945 | 1.2086 | 80.00 | 37997.77 |
69 | 2006.01.04 16:03 | close | 34 | 0.20 | 1.2086 | 1.1946 | 1.2102 | 8.00 | 38005.77 |
70 | 2006.01.04 16:03 | close | 33 | 0.10 | 1.2088 | 1.1946 | 1.2117 | -9.00 | 37996.77 |