Symbol | EURUSDm (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.01.02 00:45 - 2007.03.26 00:00 (2006.01.02 - 2007.03.26) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | InitialLotSize=15; TakeProfitPips=20; StopLoss=0; Slippage=4; PriceVolatilityFactor=1.75; MoneyManagmentCriteria="Money Managment criteria"; RiskPercent=2; UseMoneyManagment=false; BrokerPermitsFractionalLots=true; | ||||
Bars in test | 31150 | Ticks modelled | 1491536 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 9705.47 | Gross profit | 9705.47 | Gross loss | 0.00 |
Profit factor | Expected payoff | 294.11 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
Total trades | 33 | Short positions (won %) | 19 (100.00%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 33 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 575.41 | loss trade | 0.00 | |
Average | profit trade | 294.11 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 33 (9705.47) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 9705.47 (33) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 33 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.02 18:44 | buy | 1 | 15.00 | 1.1824 | 0.0000 | 1.1844 | ||
2 | 2006.01.03 02:52 | t/p | 1 | 15.00 | 1.1844 | 0.0000 | 1.1844 | 290.94 | 10290.93 |
3 | 2006.01.03 07:35 | sell | 2 | 15.00 | 1.1886 | 0.0000 | 1.1866 | ||
4 | 2006.01.03 10:14 | t/p | 2 | 15.00 | 1.1866 | 0.0000 | 1.1866 | 300.00 | 10590.93 |
5 | 2006.01.03 19:42 | sell | 3 | 15.00 | 1.1978 | 0.0000 | 1.1958 | ||
6 | 2006.02.06 18:13 | t/p | 3 | 15.00 | 1.1958 | 0.0000 | 1.1958 | 575.41 | 11166.34 |
7 | 2006.02.10 01:39 | sell | 4 | 15.00 | 1.1969 | 0.0000 | 1.1949 | ||
8 | 2006.02.10 16:31 | t/p | 4 | 15.00 | 1.1949 | 0.0000 | 1.1949 | 300.00 | 11466.34 |
9 | 2006.02.23 14:35 | sell | 5 | 15.00 | 1.1941 | 0.0000 | 1.1921 | ||
10 | 2006.02.23 15:49 | t/p | 5 | 15.00 | 1.1921 | 0.0000 | 1.1921 | 300.00 | 11766.34 |
11 | 2006.03.16 18:58 | sell | 6 | 15.00 | 1.2174 | 0.0000 | 1.2154 | ||
12 | 2006.03.17 08:12 | t/p | 6 | 15.00 | 1.2154 | 0.0000 | 1.2154 | 308.10 | 12074.45 |
13 | 2006.03.28 15:40 | sell | 7 | 15.00 | 1.2096 | 0.0000 | 1.2076 | ||
14 | 2006.03.28 17:00 | t/p | 7 | 15.00 | 1.2076 | 0.0000 | 1.2076 | 300.00 | 12374.45 |
15 | 2006.03.28 17:09 | sell | 8 | 15.00 | 1.2068 | 0.0000 | 1.2048 | ||
16 | 2006.03.28 21:18 | t/p | 8 | 15.00 | 1.2048 | 0.0000 | 1.2048 | 300.00 | 12674.45 |
17 | 2006.04.03 09:56 | buy | 9 | 15.00 | 1.2049 | 0.0000 | 1.2069 | ||
18 | 2006.04.03 13:11 | t/p | 9 | 15.00 | 1.2069 | 0.0000 | 1.2069 | 300.00 | 12974.45 |
19 | 2006.04.04 18:11 | sell | 10 | 15.00 | 1.2244 | 0.0000 | 1.2224 | ||
20 | 2006.04.06 14:55 | t/p | 10 | 15.00 | 1.2224 | 0.0000 | 1.2224 | 332.40 | 13306.84 |
21 | 2006.05.12 13:51 | sell | 11 | 15.00 | 1.2904 | 0.0000 | 1.2884 | ||
22 | 2006.05.12 14:30 | t/p | 11 | 15.00 | 1.2884 | 0.0000 | 1.2884 | 300.00 | 13606.84 |
23 | 2006.05.17 20:53 | buy | 12 | 15.00 | 1.2741 | 0.0000 | 1.2761 | ||
24 | 2006.05.18 03:40 | t/p | 12 | 15.00 | 1.2761 | 0.0000 | 1.2761 | 272.77 | 13879.62 |
25 | 2006.05.30 13:37 | sell | 13 | 15.00 | 1.2845 | 0.0000 | 1.2825 | ||
26 | 2006.05.30 14:23 | t/p | 13 | 15.00 | 1.2825 | 0.0000 | 1.2825 | 300.00 | 14179.62 |
27 | 2006.06.23 16:24 | buy | 14 | 15.00 | 1.2530 | 0.0000 | 1.2550 | ||
28 | 2006.06.26 09:18 | t/p | 14 | 15.00 | 1.2550 | 0.0000 | 1.2550 | 290.93 | 14470.54 |
29 | 2006.06.29 14:41 | buy | 15 | 15.00 | 1.2545 | 0.0000 | 1.2565 | ||
30 | 2006.06.29 20:16 | t/p | 15 | 15.00 | 1.2565 | 0.0000 | 1.2565 | 300.00 | 14770.54 |
31 | 2006.06.30 08:14 | sell | 16 | 15.00 | 1.2712 | 0.0000 | 1.2692 | ||
32 | 2006.07.12 14:31 | t/p | 16 | 15.00 | 1.2692 | 0.0000 | 1.2692 | 380.99 | 15151.53 |
33 | 2006.07.17 15:34 | buy | 17 | 15.00 | 1.2533 | 0.0000 | 1.2553 | ||
34 | 2006.07.18 12:43 | t/p | 17 | 15.00 | 1.2553 | 0.0000 | 1.2553 | 290.92 | 15442.45 |
35 | 2006.07.24 02:01 | sell | 18 | 15.00 | 1.2681 | 0.0000 | 1.2661 | ||
36 | 2006.07.24 03:00 | t/p | 18 | 15.00 | 1.2661 | 0.0000 | 1.2661 | 300.00 | 15742.45 |
37 | 2006.07.24 07:59 | buy | 19 | 15.00 | 1.2649 | 0.0000 | 1.2669 | ||
38 | 2006.07.25 08:32 | t/p | 19 | 15.00 | 1.2669 | 0.0000 | 1.2669 | 290.93 | 16033.37 |
39 | 2006.07.25 10:26 | sell | 20 | 15.00 | 1.2639 | 0.0000 | 1.2619 | ||
40 | 2006.07.25 16:21 | t/p | 20 | 15.00 | 1.2619 | 0.0000 | 1.2619 | 300.00 | 16333.37 |
41 | 2006.08.02 14:19 | buy | 21 | 15.00 | 1.2812 | 0.0000 | 1.2832 | ||
42 | 2006.08.03 14:41 | t/p | 21 | 15.00 | 1.2832 | 0.0000 | 1.2832 | 272.77 | 16606.15 |
43 | 2006.08.24 14:30 | sell | 22 | 15.00 | 1.2822 | 0.0000 | 1.2802 | ||
44 | 2006.08.24 16:38 | t/p | 22 | 15.00 | 1.2802 | 0.0000 | 1.2802 | 300.00 | 16906.15 |
45 | 2006.09.07 17:08 | buy | 23 | 15.00 | 1.2739 | 0.0000 | 1.2759 | ||
46 | 2006.09.21 18:03 | t/p | 23 | 15.00 | 1.2759 | 0.0000 | 1.2759 | 172.95 | 17079.10 |
47 | 2006.11.03 18:19 | buy | 24 | 15.00 | 1.2705 | 0.0000 | 1.2725 | ||
48 | 2006.11.06 01:45 | modify | 24 | 15.00 | 1.2705 | 1.2705 | 1.2725 | ||
49 | 2006.11.06 02:00 | modify | 24 | 15.00 | 1.2705 | 1.2707 | 1.2725 | ||
50 | 2006.11.06 02:10 | s/l | 24 | 15.00 | 1.2707 | 1.2707 | 1.2725 | 20.92 | 17100.02 |
51 | 2006.11.15 20:01 | sell | 25 | 15.00 | 1.2797 | 0.0000 | 1.2777 | ||
52 | 2006.11.17 05:16 | t/p | 25 | 15.00 | 1.2777 | 0.0000 | 1.2777 | 332.40 | 17432.42 |
53 | 2006.11.28 23:28 | sell | 26 | 15.00 | 1.3192 | 0.0000 | 1.3172 | ||
54 | 2006.11.29 09:06 | t/p | 26 | 15.00 | 1.3172 | 0.0000 | 1.3172 | 308.10 | 17740.52 |
55 | 2006.11.29 14:06 | buy | 27 | 15.00 | 1.3161 | 0.0000 | 1.3181 | ||
56 | 2006.11.30 07:30 | modify | 27 | 15.00 | 1.3161 | 1.3161 | 1.3181 | ||
57 | 2006.11.30 07:45 | modify | 27 | 15.00 | 1.3161 | 1.3163 | 1.3181 | ||
58 | 2006.11.30 08:00 | modify | 27 | 15.00 | 1.3161 | 1.3164 | 1.3181 | ||
59 | 2006.11.30 08:02 | t/p | 27 | 15.00 | 1.3181 | 1.3164 | 1.3181 | 272.77 | 18013.30 |
60 | 2006.12.19 14:29 | sell | 28 | 15.00 | 1.3140 | 0.0000 | 1.3120 | ||
61 | 2006.12.22 18:01 | t/p | 28 | 15.00 | 1.3120 | 0.0000 | 1.3120 | 340.50 | 18353.80 |
62 | 2006.12.28 16:21 | sell | 29 | 15.00 | 1.3132 | 0.0000 | 1.3112 | ||
63 | 2007.01.04 10:29 | t/p | 29 | 15.00 | 1.3112 | 0.0000 | 1.3112 | 356.70 | 18710.50 |
64 | 2007.01.18 15:33 | buy | 30 | 15.00 | 1.2952 | 0.0000 | 1.2972 | ||
65 | 2007.01.18 22:00 | modify | 30 | 15.00 | 1.2952 | 1.2952 | 1.2972 | ||
66 | 2007.01.18 22:24 | modify | 30 | 15.00 | 1.2952 | 1.2954 | 1.2972 | ||
67 | 2007.01.18 22:30 | modify | 30 | 15.00 | 1.2952 | 1.2955 | 1.2972 | ||
68 | 2007.01.18 22:55 | modify | 30 | 15.00 | 1.2952 | 1.2956 | 1.2972 | ||
69 | 2007.01.18 23:01 | modify | 30 | 15.00 | 1.2952 | 1.2957 | 1.2972 | ||
70 | 2007.01.18 23:15 | modify | 30 | 15.00 | 1.2952 | 1.2958 | 1.2972 | ||
71 | 2007.01.18 23:33 | modify | 30 | 15.00 | 1.2952 | 1.2959 | 1.2972 | ||
72 | 2007.01.18 23:35 | s/l | 30 | 15.00 | 1.2959 | 1.2959 | 1.2972 | 105.00 | 18815.50 |
73 | 2007.01.23 15:23 | sell | 31 | 15.00 | 1.3018 | 0.0000 | 1.2998 | ||
74 | 2007.01.24 09:14 | t/p | 31 | 15.00 | 1.2998 | 0.0000 | 1.2998 | 308.10 | 19123.60 |
75 | 2007.01.26 00:40 | buy | 32 | 15.00 | 1.2944 | 0.0000 | 1.2964 | ||
76 | 2007.01.29 18:01 | t/p | 32 | 15.00 | 1.2964 | 0.0000 | 1.2964 | 290.94 | 19414.53 |
77 | 2007.02.12 14:39 | buy | 33 | 15.00 | 1.2966 | 0.0000 | 1.2986 | ||
78 | 2007.02.13 08:13 | t/p | 33 | 15.00 | 1.2986 | 0.0000 | 1.2986 | 290.94 | 19705.47 |