Symbol | USDCHFm (US Dollar vs Swiss Franc) | ||||
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 | 31128 | Ticks modelled | 1365648 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 9728.51 | Gross profit | 10465.25 | Gross loss | -736.74 |
Profit factor | 14.20 | Expected payoff | 221.10 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 736.74 (3.60%) | Relative drawdown | 3.60% (736.74) |
Total trades | 44 | Short positions (won %) | 23 (100.00%) | Long positions (won %) | 21 (95.24%) |
Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
Largest | profit trade | 776.31 | loss trade | -736.74 | |
Average | profit trade | 243.38 | loss trade | -736.74 | |
Maximum | consecutive wins (profit in money) | 43 (10465.25) | consecutive losses (loss in money) | 1 (-736.74) | |
Maximal | consecutive profit (count of wins) | 10465.25 (43) | consecutive loss (count of losses) | -736.74 (1) | |
Average | consecutive wins | 43 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.03 07:34 | buy | 1 | 15.00 | 1.3081 | 0.0000 | 1.3101 | ||
2 | 2006.02.13 11:55 | t/p | 1 | 15.00 | 1.3101 | 0.0000 | 1.3101 | 776.31 | 10776.31 |
3 | 2006.02.17 15:49 | sell | 2 | 15.00 | 1.3137 | 0.0000 | 1.3117 | ||
4 | 2006.02.17 16:15 | t/p | 2 | 15.00 | 1.3117 | 0.0000 | 1.3117 | 228.78 | 11005.09 |
5 | 2006.02.23 14:36 | buy | 3 | 15.00 | 1.3047 | 0.0000 | 1.3067 | ||
6 | 2006.02.23 15:45 | t/p | 3 | 15.00 | 1.3067 | 0.0000 | 1.3067 | 229.57 | 11234.66 |
7 | 2006.03.07 15:29 | sell | 4 | 15.00 | 1.3125 | 0.0000 | 1.3105 | ||
8 | 2006.03.08 08:28 | t/p | 4 | 15.00 | 1.3105 | 0.0000 | 1.3105 | 214.82 | 11449.48 |
9 | 2006.03.28 17:01 | buy | 5 | 15.00 | 1.3017 | 0.0000 | 1.3037 | ||
10 | 2006.03.28 21:18 | t/p | 5 | 15.00 | 1.3037 | 0.0000 | 1.3037 | 230.06 | 11679.54 |
11 | 2006.04.03 09:56 | sell | 6 | 15.00 | 1.3106 | 0.0000 | 1.3086 | ||
12 | 2006.04.03 16:03 | t/p | 6 | 15.00 | 1.3086 | 0.0000 | 1.3086 | 229.25 | 11908.79 |
13 | 2006.04.04 18:11 | buy | 7 | 15.00 | 1.2919 | 0.0000 | 1.2939 | ||
14 | 2006.04.07 09:16 | t/p | 7 | 15.00 | 1.2939 | 0.0000 | 1.2939 | 298.56 | 12207.35 |
15 | 2006.04.20 17:08 | sell | 8 | 15.00 | 1.2768 | 0.0000 | 1.2748 | ||
16 | 2006.04.21 16:38 | t/p | 8 | 15.00 | 1.2748 | 0.0000 | 1.2748 | 221.34 | 12428.69 |
17 | 2006.05.04 22:57 | buy | 9 | 15.00 | 1.2295 | 0.0000 | 1.2315 | ||
18 | 2006.05.05 09:03 | t/p | 9 | 15.00 | 1.2315 | 0.0000 | 1.2315 | 256.96 | 12685.65 |
19 | 2006.05.17 20:42 | sell | 10 | 15.00 | 1.2166 | 0.0000 | 1.2146 | ||
20 | 2006.05.17 20:59 | t/p | 10 | 15.00 | 1.2146 | 0.0000 | 1.2146 | 246.99 | 12932.64 |
21 | 2006.05.17 20:59 | sell | 11 | 15.00 | 1.2141 | 0.0000 | 1.2121 | ||
22 | 2006.05.18 09:27 | t/p | 11 | 15.00 | 1.2121 | 0.0000 | 1.2121 | 205.21 | 13137.85 |
23 | 2006.05.30 13:38 | buy | 12 | 15.00 | 1.2140 | 0.0000 | 1.2160 | ||
24 | 2006.05.30 14:23 | t/p | 12 | 15.00 | 1.2160 | 0.0000 | 1.2160 | 246.71 | 13384.56 |
25 | 2006.06.23 16:12 | sell | 13 | 15.00 | 1.2471 | 0.0000 | 1.2451 | ||
26 | 2006.06.26 09:18 | t/p | 13 | 15.00 | 1.2451 | 0.0000 | 1.2451 | 226.84 | 13611.40 |
27 | 2006.07.10 17:56 | sell | 14 | 15.00 | 1.2293 | 0.0000 | 1.2273 | ||
28 | 2006.07.11 19:25 | t/p | 14 | 15.00 | 1.2273 | 0.0000 | 1.2273 | 230.34 | 13841.74 |
29 | 2006.07.17 15:20 | sell | 15 | 15.00 | 1.2477 | 0.0000 | 1.2457 | ||
30 | 2006.07.18 12:41 | t/p | 15 | 15.00 | 1.2457 | 0.0000 | 1.2457 | 226.73 | 14068.47 |
31 | 2006.07.24 07:59 | sell | 16 | 15.00 | 1.2413 | 0.0000 | 1.2393 | ||
32 | 2006.07.27 07:41 | t/p | 16 | 15.00 | 1.2393 | 0.0000 | 1.2393 | 171.57 | 14240.04 |
33 | 2006.07.27 14:30 | buy | 17 | 15.00 | 1.2381 | 0.0000 | 1.2401 | ||
34 | 2006.07.28 04:45 | modify | 17 | 15.00 | 1.2381 | 1.2382 | 1.2401 | ||
35 | 2006.07.28 05:15 | modify | 17 | 15.00 | 1.2381 | 1.2383 | 1.2401 | ||
36 | 2006.07.28 05:30 | modify | 17 | 15.00 | 1.2381 | 1.2384 | 1.2401 | ||
37 | 2006.07.28 05:45 | s/l | 17 | 15.00 | 1.2384 | 1.2384 | 1.2401 | 49.69 | 14289.73 |
38 | 2006.08.18 15:48 | sell | 18 | 15.00 | 1.2322 | 0.0000 | 1.2302 | ||
39 | 2006.08.21 03:14 | t/p | 18 | 15.00 | 1.2302 | 0.0000 | 1.2302 | 229.76 | 14519.49 |
40 | 2006.08.24 14:30 | buy | 19 | 15.00 | 1.2327 | 0.0000 | 1.2347 | ||
41 | 2006.08.24 16:56 | t/p | 19 | 15.00 | 1.2347 | 0.0000 | 1.2347 | 242.97 | 14762.46 |
42 | 2006.08.30 03:37 | buy | 20 | 15.00 | 1.2285 | 0.0000 | 1.2305 | ||
43 | 2006.08.30 13:09 | t/p | 20 | 15.00 | 1.2305 | 0.0000 | 1.2305 | 243.81 | 15006.27 |
44 | 2006.08.31 20:11 | sell | 21 | 15.00 | 1.2318 | 0.0000 | 1.2298 | ||
45 | 2006.09.01 18:01 | t/p | 21 | 15.00 | 1.2298 | 0.0000 | 1.2298 | 229.84 | 15236.11 |
46 | 2006.09.07 17:08 | sell | 22 | 15.00 | 1.2417 | 0.0000 | 1.2397 | ||
47 | 2006.09.22 09:22 | t/p | 22 | 15.00 | 1.2397 | 0.0000 | 1.2397 | 30.51 | 15266.62 |
48 | 2006.09.22 14:37 | buy | 23 | 15.00 | 1.2338 | 0.0000 | 1.2358 | ||
49 | 2006.09.22 16:08 | t/p | 23 | 15.00 | 1.2358 | 0.0000 | 1.2358 | 242.76 | 15509.38 |
50 | 2006.09.25 09:06 | buy | 24 | 15.00 | 1.2336 | 0.0000 | 1.2356 | ||
51 | 2006.09.25 11:00 | t/p | 24 | 15.00 | 1.2356 | 0.0000 | 1.2356 | 242.64 | 15752.02 |
52 | 2006.09.29 15:26 | sell | 25 | 15.00 | 1.2544 | 0.0000 | 1.2524 | ||
53 | 2006.09.29 17:03 | t/p | 25 | 15.00 | 1.2524 | 0.0000 | 1.2524 | 239.54 | 15991.56 |
54 | 2006.10.13 14:31 | sell | 26 | 15.00 | 1.2673 | 0.0000 | 1.2653 | ||
55 | 2006.10.17 17:41 | t/p | 26 | 15.00 | 1.2653 | 0.0000 | 1.2653 | 208.90 | 16200.46 |
56 | 2006.11.15 14:51 | sell | 27 | 15.00 | 1.2498 | 0.0000 | 1.2478 | ||
57 | 2006.11.15 16:06 | t/p | 27 | 15.00 | 1.2478 | 0.0000 | 1.2478 | 240.42 | 16440.88 |
58 | 2006.11.15 20:01 | buy | 28 | 15.00 | 1.2487 | 0.0000 | 1.2507 | ||
59 | 2006.11.17 06:46 | t/p | 28 | 15.00 | 1.2507 | 0.0000 | 1.2507 | 293.25 | 16734.13 |
60 | 2006.11.17 14:31 | sell | 29 | 15.00 | 1.2514 | 0.0000 | 1.2494 | ||
61 | 2006.11.17 15:36 | t/p | 29 | 15.00 | 1.2494 | 0.0000 | 1.2494 | 240.11 | 16974.24 |
62 | 2006.12.19 14:29 | buy | 30 | 15.00 | 1.2199 | 0.0000 | 1.2219 | ||
63 | 2006.12.22 18:01 | t/p | 30 | 15.00 | 1.2219 | 0.0000 | 1.2219 | 312.24 | 17286.48 |
64 | 2006.12.28 16:00 | buy | 31 | 15.00 | 1.2204 | 0.0000 | 1.2224 | ||
65 | 2006.12.28 16:03 | t/p | 31 | 15.00 | 1.2224 | 0.0000 | 1.2224 | 245.37 | 17531.85 |
66 | 2006.12.28 16:03 | buy | 32 | 15.00 | 1.2229 | 0.0000 | 1.2249 | ||
67 | 2007.01.03 16:19 | t/p | 32 | 15.00 | 1.2249 | 0.0000 | 1.2249 | 298.32 | 17830.17 |
68 | 2007.01.03 20:01 | sell | 33 | 15.00 | 1.2274 | 0.0000 | 1.2254 | ||
69 | 2007.01.04 00:36 | t/p | 33 | 15.00 | 1.2254 | 0.0000 | 1.2254 | 202.54 | 18032.71 |
70 | 2007.01.18 15:23 | sell | 34 | 15.00 | 1.2500 | 0.0000 | 1.2480 | ||
71 | 2007.01.18 15:34 | t/p | 34 | 15.00 | 1.2480 | 0.0000 | 1.2480 | 240.38 | 18273.09 |
72 | 2007.01.23 15:22 | buy | 35 | 15.00 | 1.2400 | 0.0000 | 1.2420 | ||
73 | 2007.01.23 19:37 | t/p | 35 | 15.00 | 1.2420 | 0.0000 | 1.2420 | 241.51 | 18514.60 |
74 | 2007.01.25 13:11 | buy | 36 | 15.00 | 1.2458 | 0.0000 | 1.2478 | ||
75 | 2007.01.25 20:15 | t/p | 36 | 15.00 | 1.2478 | 0.0000 | 1.2478 | 240.37 | 18754.97 |
76 | 2007.01.31 20:42 | buy | 37 | 15.00 | 1.2456 | 0.0000 | 1.2476 | ||
77 | 2007.02.02 15:23 | t/p | 37 | 15.00 | 1.2476 | 0.0000 | 1.2476 | 293.84 | 19048.81 |
78 | 2007.02.05 14:57 | sell | 38 | 15.00 | 1.2494 | 0.0000 | 1.2474 | ||
79 | 2007.02.06 09:03 | t/p | 38 | 15.00 | 1.2474 | 0.0000 | 1.2474 | 226.41 | 19275.22 |
80 | 2007.02.08 14:36 | sell | 39 | 15.00 | 1.2480 | 0.0000 | 1.2460 | ||
81 | 2007.02.08 16:22 | t/p | 39 | 15.00 | 1.2460 | 0.0000 | 1.2460 | 240.77 | 19515.99 |
82 | 2007.02.12 14:39 | sell | 40 | 15.00 | 1.2525 | 0.0000 | 1.2505 | ||
83 | 2007.02.13 08:56 | t/p | 40 | 15.00 | 1.2505 | 0.0000 | 1.2505 | 225.85 | 19741.84 |
84 | 2007.02.27 21:59 | buy | 41 | 15.00 | 1.2181 | 0.0000 | 1.2201 | ||
85 | 2007.02.28 04:45 | modify | 41 | 15.00 | 1.2181 | 1.2181 | 1.2201 | ||
86 | 2007.02.28 05:00 | modify | 41 | 15.00 | 1.2181 | 1.2182 | 1.2201 | ||
87 | 2007.02.28 05:15 | modify | 41 | 15.00 | 1.2181 | 1.2184 | 1.2201 | ||
88 | 2007.02.28 07:15 | t/p | 41 | 15.00 | 1.2201 | 1.2184 | 1.2201 | 259.23 | 20001.07 |
89 | 2007.03.05 08:10 | buy | 42 | 15.00 | 1.2154 | 0.0000 | 1.2174 | ||
90 | 2007.03.05 11:04 | t/p | 42 | 15.00 | 1.2174 | 0.0000 | 1.2174 | 246.38 | 20247.45 |
91 | 2007.03.05 16:21 | sell | 43 | 15.00 | 1.2215 | 0.0000 | 1.2195 | ||
92 | 2007.03.07 20:09 | t/p | 43 | 15.00 | 1.2195 | 0.0000 | 1.2195 | 217.80 | 20465.25 |
93 | 2007.03.12 14:11 | buy | 44 | 15.00 | 1.2268 | 0.0000 | 1.2288 | ||
94 | 2007.03.25 23:59 | close at stop | 44 | 15.00 | 1.2194 | 0.0000 | 1.2288 | -736.74 | 19728.51 |