Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2003.11.19 11:00 - 2006.06.30 14:00 (2006.06.01 - 2006.06.29) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | MA_length=100; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=50; Stoploss=300; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 16395 | Ticks modelled | 1619596 | Modelling quality | 27.78% |
Initial deposit | 300.00 | ||||
Total net profit | 370.83 | Gross profit | 411.54 | Gross loss | -40.72 |
Profit factor | 10.11 | Expected payoff | 37.08 | ||
Absolute drawdown | 0.00 | Maximal drawdown (%) | 40.72 (5.7%) | ||
Total trades | 10 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
Largest | profit trade | 52.89 | loss trade | -40.72 | |
Average | profit trade | 45.73 | loss trade | -40.72 | |
Maximum | consecutive wins (profit in money) | 9 (411.54) | consecutive losses (loss in money) | 1 (-40.72) | |
Maximal | consecutive profit (count of wins) | 411.54 (9) | consecutive loss (count of losses) | -40.72 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.06.01 10:00 | sell | 1 | 0.10 | 1.2774 | 1.3074 | 1.2724 | ||
2 | 2006.06.01 14:23 | t/p | 1 | 0.10 | 1.2724 | 1.3074 | 1.2724 | 50.00 | 350.00 |
3 | 2006.06.01 14:23 | sell | 2 | 0.10 | 1.2721 | 1.3021 | 1.2671 | ||
4 | 2006.06.06 19:00 | sell | 3 | 0.10 | 1.2828 | 1.3128 | 1.2778 | ||
5 | 2006.06.07 13:48 | t/p | 3 | 0.10 | 1.2778 | 1.3128 | 1.2778 | 50.41 | 400.41 |
6 | 2006.06.08 14:43 | t/p | 2 | 0.10 | 1.2671 | 1.3021 | 1.2671 | 52.89 | 453.30 |
7 | 2006.06.15 02:00 | sell | 4 | 0.10 | 1.2606 | 1.2906 | 1.2556 | ||
8 | 2006.06.19 14:23 | buy | 5 | 0.10 | 1.2576 | 1.2276 | 1.2626 | ||
9 | 2006.06.19 16:37 | t/p | 4 | 0.10 | 1.2556 | 1.2906 | 1.2556 | 50.83 | 504.13 |
10 | 2006.06.21 04:21 | t/p | 5 | 0.10 | 1.2626 | 1.2276 | 1.2626 | 47.52 | 551.65 |
11 | 2006.06.21 10:00 | sell | 6 | 0.10 | 1.2619 | 1.2919 | 1.2569 | ||
12 | 2006.06.21 21:00 | sell | 7 | 0.10 | 1.2659 | 1.2959 | 1.2609 | ||
13 | 2006.06.22 12:29 | t/p | 7 | 0.10 | 1.2609 | 1.2959 | 1.2609 | 51.24 | 602.89 |
14 | 2006.06.22 15:20 | t/p | 6 | 0.10 | 1.2569 | 1.2919 | 1.2569 | 51.24 | 654.13 |
15 | 2006.06.23 02:00 | buy | 8 | 0.10 | 1.2582 | 1.2282 | 1.2632 | ||
16 | 2006.06.27 05:31 | sell | 9 | 0.10 | 1.2612 | 1.2912 | 1.2562 | ||
17 | 2006.06.28 08:16 | t/p | 9 | 0.10 | 1.2562 | 1.2912 | 1.2562 | 50.41 | 704.54 |
18 | 2006.06.28 19:00 | buy | 10 | 0.10 | 1.2538 | 1.2238 | 1.2588 | ||
19 | 2006.06.28 23:59 | close at stop | 10 | 0.10 | 1.2545 | 1.2238 | 1.2588 | 7.00 | 711.54 |
20 | 2006.06.28 23:59 | close at stop | 8 | 0.10 | 1.2545 | 1.2282 | 1.2632 | -40.72 | 670.83 |