Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2007.01.02 01:00 - 2007.11.19 23:00 (2007.01.01 - 2007.11.20) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit_L=55; StopLoss_L=105; TakeProfit_S=27; StopLoss_S=200; TradeTime=18; t1=11; t2=5; delta_L=2; delta_S=10; lot=1; Orders=1; MaxOpenTime=95; | ||||
Bars in test | 6468 | Ticks modelled | 1025313 | Modelling quality | 89.98% |
Mismatched charts errors | 0 | ||||
Initial deposit | 2000.00 | ||||
Total net profit | 18425.79 | Gross profit | 28060.24 | Gross loss | -9634.45 |
Profit factor | 2.91 | Expected payoff | 252.41 | ||
Absolute drawdown | 1256.17 | Maximal drawdown | 2383.21 (19.70%) | Relative drawdown | 64.91% (1376.17) |
Total trades | 73 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 73 (73.97%) |
Profit trades (% of total) | 54 (73.97%) | Loss trades (% of total) | 19 (26.03%) | ||
Largest | profit trade | 550.00 | loss trade | -1062.35 | |
Average | profit trade | 519.63 | loss trade | -507.08 | |
Maximum | consecutive wins (profit in money) | 10 (5209.75) | consecutive losses (loss in money) | 2 (-1105.43) | |
Maximal | consecutive profit (count of wins) | 5209.75 (10) | consecutive loss (count of losses) | -1105.43 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.02 18:00 | buy | 1 | 1.00 | 1.3278 | 1.3173 | 1.3333 | ||
2 | 2007.01.03 18:25 | s/l | 1 | 1.00 | 1.3173 | 1.3173 | 1.3333 | -1053.09 | 946.91 |
3 | 2007.01.05 18:00 | buy | 2 | 1.00 | 1.2991 | 1.2886 | 1.3046 | ||
4 | 2007.01.09 02:19 | t/p | 2 | 1.00 | 1.3046 | 1.2886 | 1.3046 | 543.83 | 1490.74 |
5 | 2007.01.10 18:00 | buy | 3 | 1.00 | 1.2947 | 1.2842 | 1.3002 | ||
6 | 2007.01.11 14:11 | t/p | 3 | 1.00 | 1.3002 | 1.2842 | 1.3002 | 540.74 | 2031.48 |
7 | 2007.01.11 18:00 | buy | 4 | 1.00 | 1.2890 | 1.2785 | 1.2945 | ||
8 | 2007.01.15 09:42 | t/p | 4 | 1.00 | 1.2945 | 1.2785 | 1.2945 | 543.83 | 2575.31 |
9 | 2007.01.15 18:00 | buy | 5 | 1.00 | 1.2934 | 1.2829 | 1.2989 | ||
10 | 2007.01.19 05:49 | t/p | 5 | 1.00 | 1.2989 | 1.2829 | 1.2989 | 531.48 | 3106.79 |
11 | 2007.01.23 18:00 | buy | 6 | 1.00 | 1.3031 | 1.2926 | 1.3086 | ||
12 | 2007.01.25 21:33 | s/l | 6 | 1.00 | 1.2926 | 1.2926 | 1.3086 | -1062.35 | 2044.44 |
13 | 2007.01.29 18:00 | buy | 7 | 1.00 | 1.2934 | 1.2829 | 1.2989 | ||
14 | 2007.01.31 17:19 | t/p | 7 | 1.00 | 1.2989 | 1.2829 | 1.2989 | 543.83 | 2588.27 |
15 | 2007.02.06 18:00 | buy | 8 | 1.00 | 1.2952 | 1.2847 | 1.3007 | ||
16 | 2007.02.07 17:05 | t/p | 8 | 1.00 | 1.3007 | 1.2847 | 1.3007 | 546.91 | 3135.18 |
17 | 2007.02.13 18:00 | buy | 9 | 1.00 | 1.3012 | 1.2907 | 1.3067 | ||
18 | 2007.02.14 09:41 | t/p | 9 | 1.00 | 1.3067 | 1.2907 | 1.3067 | 546.91 | 3682.10 |
19 | 2007.02.14 18:00 | buy | 10 | 1.00 | 1.3126 | 1.3021 | 1.3181 | ||
20 | 2007.02.19 01:00 | close | 10 | 1.00 | 1.3154 | 1.3021 | 1.3181 | 264.57 | 3946.67 |
21 | 2007.02.21 18:00 | buy | 11 | 1.00 | 1.3131 | 1.3026 | 1.3186 | ||
22 | 2007.02.26 04:44 | t/p | 11 | 1.00 | 1.3186 | 1.3026 | 1.3186 | 534.57 | 4481.23 |
23 | 2007.02.27 18:00 | buy | 12 | 1.00 | 1.3244 | 1.3139 | 1.3299 | ||
24 | 2007.03.05 01:00 | close | 12 | 1.00 | 1.3209 | 1.3139 | 1.3299 | -368.52 | 4112.71 |
25 | 2007.03.06 18:00 | buy | 13 | 1.00 | 1.3108 | 1.3003 | 1.3163 | ||
26 | 2007.03.07 21:05 | t/p | 13 | 1.00 | 1.3163 | 1.3003 | 1.3163 | 546.91 | 4659.63 |
27 | 2007.03.12 18:00 | buy | 14 | 1.00 | 1.3186 | 1.3081 | 1.3241 | ||
28 | 2007.03.14 18:13 | t/p | 14 | 1.00 | 1.3241 | 1.3081 | 1.3241 | 543.83 | 5203.46 |
29 | 2007.03.14 18:13 | buy | 15 | 1.00 | 1.3243 | 1.3138 | 1.3298 | ||
30 | 2007.03.16 03:14 | t/p | 15 | 1.00 | 1.3298 | 1.3138 | 1.3298 | 537.65 | 5741.11 |
31 | 2007.03.16 18:00 | buy | 16 | 1.00 | 1.3307 | 1.3202 | 1.3362 | ||
32 | 2007.03.20 17:00 | close | 16 | 1.00 | 1.3288 | 1.3202 | 1.3362 | -196.17 | 5544.94 |
33 | 2007.03.26 18:01 | buy | 17 | 1.00 | 1.3334 | 1.3229 | 1.3389 | ||
34 | 2007.03.30 17:01 | close | 17 | 1.00 | 1.3308 | 1.3229 | 1.3389 | -278.52 | 5266.42 |
35 | 2007.04.04 18:00 | buy | 18 | 1.00 | 1.3365 | 1.3260 | 1.3420 | ||
36 | 2007.04.05 15:22 | t/p | 18 | 1.00 | 1.3420 | 1.3260 | 1.3420 | 540.74 | 5807.16 |
37 | 2007.04.09 18:00 | buy | 19 | 1.00 | 1.3368 | 1.3263 | 1.3423 | ||
38 | 2007.04.10 04:33 | t/p | 19 | 1.00 | 1.3423 | 1.3263 | 1.3423 | 546.91 | 6354.07 |
39 | 2007.04.13 18:00 | buy | 20 | 1.00 | 1.3518 | 1.3413 | 1.3573 | ||
40 | 2007.04.16 00:10 | t/p | 20 | 1.00 | 1.3573 | 1.3413 | 1.3573 | 546.91 | 6900.99 |
41 | 2007.04.16 18:00 | buy | 21 | 1.00 | 1.3551 | 1.3446 | 1.3606 | ||
42 | 2007.04.18 10:56 | t/p | 21 | 1.00 | 1.3606 | 1.3446 | 1.3606 | 543.83 | 7444.81 |
43 | 2007.04.18 18:00 | buy | 22 | 1.00 | 1.3573 | 1.3468 | 1.3628 | ||
44 | 2007.04.20 00:38 | t/p | 22 | 1.00 | 1.3628 | 1.3468 | 1.3628 | 537.65 | 7982.47 |
45 | 2007.04.24 18:00 | buy | 23 | 1.00 | 1.3624 | 1.3519 | 1.3679 | ||
46 | 2007.04.27 14:30 | t/p | 23 | 1.00 | 1.3679 | 1.3519 | 1.3679 | 534.57 | 8517.03 |
47 | 2007.04.27 18:00 | buy | 24 | 1.00 | 1.3626 | 1.3521 | 1.3681 | ||
48 | 2007.05.01 17:00 | close | 24 | 1.00 | 1.3595 | 1.3521 | 1.3681 | -316.17 | 8200.86 |
49 | 2007.05.04 18:00 | buy | 25 | 1.00 | 1.3587 | 1.3482 | 1.3642 | ||
50 | 2007.05.08 17:00 | close | 25 | 1.00 | 1.3525 | 1.3482 | 1.3642 | -626.17 | 7574.69 |
51 | 2007.05.14 18:00 | buy | 26 | 1.00 | 1.3543 | 1.3438 | 1.3598 | ||
52 | 2007.05.15 16:51 | t/p | 26 | 1.00 | 1.3598 | 1.3438 | 1.3598 | 546.91 | 8121.60 |
53 | 2007.05.25 18:00 | buy | 27 | 1.00 | 1.3452 | 1.3347 | 1.3507 | ||
54 | 2007.05.29 14:07 | t/p | 27 | 1.00 | 1.3507 | 1.3347 | 1.3507 | 543.83 | 8665.43 |
55 | 2007.05.29 18:00 | buy | 28 | 1.00 | 1.3484 | 1.3379 | 1.3539 | ||
56 | 2007.06.04 00:00 | close | 28 | 1.00 | 1.3440 | 1.3379 | 1.3539 | -458.52 | 8206.91 |
57 | 2007.06.04 18:00 | buy | 29 | 1.00 | 1.3490 | 1.3385 | 1.3545 | ||
58 | 2007.06.05 14:19 | t/p | 29 | 1.00 | 1.3545 | 1.3385 | 1.3545 | 546.91 | 8753.82 |
59 | 2007.06.05 18:00 | buy | 30 | 1.00 | 1.3527 | 1.3422 | 1.3582 | ||
60 | 2007.06.07 19:38 | s/l | 30 | 1.00 | 1.3422 | 1.3422 | 1.3582 | -1062.35 | 7691.48 |
61 | 2007.06.18 18:00 | buy | 31 | 1.00 | 1.3404 | 1.3299 | 1.3459 | ||
62 | 2007.06.22 14:20 | t/p | 31 | 1.00 | 1.3459 | 1.3299 | 1.3459 | 531.48 | 8222.96 |
63 | 2007.06.22 18:00 | buy | 32 | 1.00 | 1.3437 | 1.3332 | 1.3492 | ||
64 | 2007.06.26 17:00 | close | 32 | 1.00 | 1.3459 | 1.3332 | 1.3492 | 213.83 | 8436.79 |
65 | 2007.06.28 18:00 | buy | 33 | 1.00 | 1.3465 | 1.3360 | 1.3520 | ||
66 | 2007.06.29 15:04 | t/p | 33 | 1.00 | 1.3520 | 1.3360 | 1.3520 | 546.91 | 8983.70 |
67 | 2007.06.29 18:00 | buy | 34 | 1.00 | 1.3521 | 1.3416 | 1.3576 | ||
68 | 2007.07.02 10:29 | t/p | 34 | 1.00 | 1.3576 | 1.3416 | 1.3576 | 546.91 | 9530.61 |
69 | 2007.07.02 18:00 | buy | 35 | 1.00 | 1.3628 | 1.3523 | 1.3683 | ||
70 | 2007.07.06 17:00 | close | 35 | 1.00 | 1.3629 | 1.3523 | 1.3683 | -8.52 | 9522.09 |
71 | 2007.07.09 18:00 | buy | 36 | 1.00 | 1.3625 | 1.3520 | 1.3680 | ||
72 | 2007.07.10 15:15 | t/p | 36 | 1.00 | 1.3680 | 1.3520 | 1.3680 | 546.91 | 10069.01 |
73 | 2007.07.10 18:00 | buy | 37 | 1.00 | 1.3714 | 1.3609 | 1.3769 | ||
74 | 2007.07.10 23:50 | t/p | 37 | 1.00 | 1.3769 | 1.3609 | 1.3769 | 550.00 | 10619.01 |
75 | 2007.07.11 18:00 | buy | 38 | 1.00 | 1.3756 | 1.3651 | 1.3811 | ||
76 | 2007.07.13 14:37 | t/p | 38 | 1.00 | 1.3811 | 1.3651 | 1.3811 | 537.65 | 11156.66 |
77 | 2007.07.16 18:00 | buy | 39 | 1.00 | 1.3785 | 1.3680 | 1.3840 | ||
78 | 2007.07.20 16:37 | t/p | 39 | 1.00 | 1.3840 | 1.3680 | 1.3840 | 531.48 | 11688.14 |
79 | 2007.07.26 18:00 | buy | 40 | 1.00 | 1.3729 | 1.3624 | 1.3784 | ||
80 | 2007.07.30 00:00 | s/l | 40 | 1.00 | 1.3624 | 1.3624 | 1.3784 | -1056.17 | 10631.97 |
81 | 2007.07.30 18:00 | buy | 41 | 1.00 | 1.3680 | 1.3575 | 1.3735 | ||
82 | 2007.08.03 15:33 | t/p | 41 | 1.00 | 1.3735 | 1.3575 | 1.3735 | 531.48 | 11163.45 |
83 | 2007.08.08 18:01 | buy | 42 | 1.00 | 1.3808 | 1.3703 | 1.3863 | ||
84 | 2007.08.09 14:34 | s/l | 42 | 1.00 | 1.3703 | 1.3703 | 1.3863 | -1059.26 | 10104.19 |
85 | 2007.08.17 18:00 | buy | 43 | 1.00 | 1.3491 | 1.3386 | 1.3546 | ||
86 | 2007.08.21 17:00 | close | 43 | 1.00 | 1.3487 | 1.3386 | 1.3546 | -46.17 | 10058.02 |
87 | 2007.08.21 18:00 | buy | 44 | 1.00 | 1.3484 | 1.3379 | 1.3539 | ||
88 | 2007.08.22 17:27 | t/p | 44 | 1.00 | 1.3539 | 1.3379 | 1.3539 | 546.91 | 10604.93 |
89 | 2007.08.22 18:00 | buy | 45 | 1.00 | 1.3534 | 1.3429 | 1.3589 | ||
90 | 2007.08.24 10:36 | t/p | 45 | 1.00 | 1.3589 | 1.3429 | 1.3589 | 537.65 | 11142.59 |
91 | 2007.08.24 18:00 | buy | 46 | 1.00 | 1.3645 | 1.3540 | 1.3700 | ||
92 | 2007.08.28 17:00 | close | 46 | 1.00 | 1.3643 | 1.3540 | 1.3700 | -26.17 | 11116.41 |
93 | 2007.08.28 18:00 | buy | 47 | 1.00 | 1.3626 | 1.3521 | 1.3681 | ||
94 | 2007.08.31 13:31 | t/p | 47 | 1.00 | 1.3681 | 1.3521 | 1.3681 | 534.57 | 11650.98 |
95 | 2007.08.31 18:00 | buy | 48 | 1.00 | 1.3640 | 1.3535 | 1.3695 | ||
96 | 2007.09.04 17:00 | close | 48 | 1.00 | 1.3586 | 1.3535 | 1.3695 | -546.17 | 11104.81 |
97 | 2007.09.06 18:00 | buy | 49 | 1.00 | 1.3697 | 1.3592 | 1.3752 | ||
98 | 2007.09.07 14:32 | t/p | 49 | 1.00 | 1.3752 | 1.3592 | 1.3752 | 546.91 | 11651.72 |
99 | 2007.09.07 18:00 | buy | 50 | 1.00 | 1.3771 | 1.3666 | 1.3826 | ||
100 | 2007.09.11 12:49 | t/p | 50 | 1.00 | 1.3826 | 1.3666 | 1.3826 | 543.83 | 12195.55 |
101 | 2007.09.11 18:00 | buy | 51 | 1.00 | 1.3838 | 1.3733 | 1.3893 | ||
102 | 2007.09.12 17:14 | t/p | 51 | 1.00 | 1.3893 | 1.3733 | 1.3893 | 546.91 | 12742.46 |
103 | 2007.09.12 18:00 | buy | 52 | 1.00 | 1.3903 | 1.3798 | 1.3958 | ||
104 | 2007.09.17 00:00 | close | 52 | 1.00 | 1.3872 | 1.3798 | 1.3958 | -325.43 | 12417.03 |
105 | 2007.09.18 18:00 | buy | 53 | 1.00 | 1.3870 | 1.3765 | 1.3925 | ||
106 | 2007.09.18 20:16 | t/p | 53 | 1.00 | 1.3925 | 1.3765 | 1.3925 | 550.00 | 12967.03 |
107 | 2007.09.20 18:00 | buy | 54 | 1.00 | 1.4092 | 1.3987 | 1.4147 | ||
108 | 2007.09.24 17:00 | close | 54 | 1.00 | 1.4091 | 1.3987 | 1.4147 | -16.17 | 12950.86 |
109 | 2007.09.24 18:00 | buy | 55 | 1.00 | 1.4087 | 1.3982 | 1.4142 | ||
110 | 2007.09.25 16:00 | t/p | 55 | 1.00 | 1.4142 | 1.3982 | 1.4142 | 546.91 | 13497.77 |
111 | 2007.09.25 18:01 | buy | 56 | 1.00 | 1.4129 | 1.4024 | 1.4184 | ||
112 | 2007.09.27 14:19 | t/p | 56 | 1.00 | 1.4184 | 1.4024 | 1.4184 | 537.65 | 14035.43 |
113 | 2007.09.27 18:00 | buy | 57 | 1.00 | 1.4139 | 1.4034 | 1.4194 | ||
114 | 2007.09.28 13:39 | t/p | 57 | 1.00 | 1.4194 | 1.4034 | 1.4194 | 546.91 | 14582.34 |
115 | 2007.09.28 18:00 | buy | 58 | 1.00 | 1.4221 | 1.4116 | 1.4276 | ||
116 | 2007.09.28 20:26 | t/p | 58 | 1.00 | 1.4276 | 1.4116 | 1.4276 | 550.00 | 15132.34 |
117 | 2007.10.03 18:00 | buy | 59 | 1.00 | 1.4136 | 1.4031 | 1.4191 | ||
118 | 2007.10.08 00:00 | close | 59 | 1.00 | 1.4150 | 1.4031 | 1.4191 | 124.57 | 15256.91 |
119 | 2007.10.09 18:00 | buy | 60 | 1.00 | 1.4091 | 1.3986 | 1.4146 | ||
120 | 2007.10.10 11:53 | t/p | 60 | 1.00 | 1.4146 | 1.3986 | 1.4146 | 546.91 | 15803.82 |
121 | 2007.10.10 18:00 | buy | 61 | 1.00 | 1.4157 | 1.4052 | 1.4212 | ||
122 | 2007.10.11 10:56 | t/p | 61 | 1.00 | 1.4212 | 1.4052 | 1.4212 | 540.74 | 16344.56 |
123 | 2007.10.11 18:00 | buy | 62 | 1.00 | 1.4228 | 1.4123 | 1.4283 | ||
124 | 2007.10.15 17:00 | close | 62 | 1.00 | 1.4222 | 1.4123 | 1.4283 | -66.17 | 16278.39 |
125 | 2007.10.15 18:00 | buy | 63 | 1.00 | 1.4217 | 1.4112 | 1.4272 | ||
126 | 2007.10.18 14:02 | t/p | 63 | 1.00 | 1.4272 | 1.4112 | 1.4272 | 534.57 | 16812.96 |
127 | 2007.10.18 18:00 | buy | 64 | 1.00 | 1.4292 | 1.4187 | 1.4347 | ||
128 | 2007.10.22 02:45 | t/p | 64 | 1.00 | 1.4347 | 1.4187 | 1.4347 | 543.83 | 17356.78 |
129 | 2007.10.23 18:00 | buy | 65 | 1.00 | 1.4242 | 1.4137 | 1.4297 | ||
130 | 2007.10.25 13:06 | t/p | 65 | 1.00 | 1.4297 | 1.4137 | 1.4297 | 537.65 | 17894.44 |
131 | 2007.10.25 18:00 | buy | 66 | 1.00 | 1.4308 | 1.4203 | 1.4363 | ||
132 | 2007.10.26 09:37 | t/p | 66 | 1.00 | 1.4363 | 1.4203 | 1.4363 | 546.91 | 18441.35 |
133 | 2007.10.26 18:00 | buy | 67 | 1.00 | 1.4387 | 1.4282 | 1.4442 | ||
134 | 2007.10.30 17:00 | close | 67 | 1.00 | 1.4421 | 1.4282 | 1.4442 | 333.83 | 18775.18 |
135 | 2007.10.31 18:00 | buy | 68 | 1.00 | 1.4468 | 1.4363 | 1.4523 | ||
136 | 2007.11.02 14:41 | t/p | 68 | 1.00 | 1.4523 | 1.4363 | 1.4523 | 537.65 | 19312.83 |
137 | 2007.11.02 18:00 | buy | 69 | 1.00 | 1.4481 | 1.4376 | 1.4536 | ||
138 | 2007.11.06 13:07 | t/p | 69 | 1.00 | 1.4536 | 1.4376 | 1.4536 | 543.83 | 19856.66 |
139 | 2007.11.06 18:00 | buy | 70 | 1.00 | 1.4552 | 1.4447 | 1.4607 | ||
140 | 2007.11.07 04:28 | t/p | 70 | 1.00 | 1.4607 | 1.4447 | 1.4607 | 546.91 | 20403.57 |
141 | 2007.11.07 18:00 | buy | 71 | 1.00 | 1.4665 | 1.4560 | 1.4720 | ||
142 | 2007.11.09 03:24 | t/p | 71 | 1.00 | 1.4720 | 1.4560 | 1.4720 | 537.65 | 20941.23 |
143 | 2007.11.13 18:00 | buy | 72 | 1.00 | 1.4602 | 1.4497 | 1.4657 | ||
144 | 2007.11.14 04:22 | t/p | 72 | 1.00 | 1.4657 | 1.4497 | 1.4657 | 546.91 | 21488.14 |
145 | 2007.11.14 18:00 | buy | 73 | 1.00 | 1.4691 | 1.4586 | 1.4746 | ||
146 | 2007.11.16 10:21 | s/l | 73 | 1.00 | 1.4586 | 1.4586 | 1.4746 | -1062.35 | 20425.79 |