Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2008.01.07 00:00 - 2009.01.22 23:30 (2008.01.07 - 2009.01.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=2; UseStopLoss=false; StopLoss=100; UseTakeProfit=false; TakeProfit=200; UseTrailingStop=false; TrailingStop=40; | ||||
Bars in test | 13864 | Ticks modelled | 3990857 | Modelling quality | 90.00% |
Mismatched charts errors | 5 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 25799.10 | Gross profit | 40034.70 | Gross loss | -14235.60 |
Profit factor | 2.81 | Expected payoff | 318.51 | ||
Absolute drawdown | 1044.70 | Maximal drawdown | 11080.30 (27.90%) | Relative drawdown | 27.90% (11080.30) |
Total trades | 81 | Short positions (won %) | 52 (71.15%) | Long positions (won %) | 29 (72.41%) |
Profit trades (% of total) | 58 (71.60%) | Loss trades (% of total) | 23 (28.40%) | ||
Largest | profit trade | 3446.40 | loss trade | -2456.70 | |
Average | profit trade | 690.25 | loss trade | -618.94 | |
Maximum | consecutive wins (profit in money) | 10 (3398.40) | consecutive losses (loss in money) | 2 (-2227.20) | |
Maximal | consecutive profit (count of wins) | 7158.70 (6) | consecutive loss (count of losses) | -2456.70 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.15 15:41 | sell | 1 | 1.00 | 1.4872 | 0.0000 | 0.0000 | ||
2 | 2008.01.15 16:30 | close | 1 | 1.00 | 1.4839 | 0.0000 | 0.0000 | 330.00 | 10330.00 |
3 | 2008.01.21 22:39 | sell | 2 | 1.00 | 1.4440 | 0.0000 | 0.0000 | ||
4 | 2008.01.22 08:00 | close | 2 | 1.00 | 1.4382 | 0.0000 | 0.0000 | 583.30 | 10913.30 |
5 | 2008.01.25 06:29 | buy | 3 | 1.00 | 1.4768 | 0.0000 | 0.0000 | ||
6 | 2008.01.28 12:00 | close | 3 | 1.00 | 1.4725 | 0.0000 | 0.0000 | -441.20 | 10472.10 |
7 | 2008.01.29 07:09 | sell | 4 | 1.00 | 1.4762 | 0.0000 | 0.0000 | ||
8 | 2008.01.31 14:30 | close | 4 | 1.00 | 1.4818 | 0.0000 | 0.0000 | -546.80 | 9925.30 |
9 | 2008.02.07 07:34 | sell | 5 | 1.00 | 1.4617 | 0.0000 | 0.0000 | ||
10 | 2008.02.07 18:30 | close | 5 | 1.00 | 1.4455 | 0.0000 | 0.0000 | 1620.00 | 11545.30 |
11 | 2008.02.08 00:11 | sell | 6 | 1.00 | 1.4469 | 0.0000 | 0.0000 | ||
12 | 2008.02.11 14:00 | close | 6 | 1.00 | 1.4503 | 0.0000 | 0.0000 | -336.70 | 11208.60 |
13 | 2008.02.11 22:03 | sell | 7 | 1.00 | 1.4518 | 0.0000 | 0.0000 | ||
14 | 2008.02.12 23:00 | close | 7 | 1.00 | 1.4577 | 0.0000 | 0.0000 | -586.70 | 10621.90 |
15 | 2008.02.13 20:58 | sell | 8 | 1.00 | 1.4570 | 0.0000 | 0.0000 | ||
16 | 2008.02.14 00:30 | close | 8 | 1.00 | 1.4552 | 0.0000 | 0.0000 | 189.90 | 10811.80 |
17 | 2008.02.15 03:31 | buy | 9 | 1.00 | 1.4637 | 0.0000 | 0.0000 | ||
18 | 2008.02.15 11:30 | close | 9 | 1.00 | 1.4694 | 0.0000 | 0.0000 | 570.00 | 11381.80 |
19 | 2008.02.20 19:00 | sell | 10 | 1.00 | 1.4682 | 0.0000 | 0.0000 | ||
20 | 2008.02.21 11:30 | close | 10 | 1.00 | 1.4706 | 0.0000 | 0.0000 | -230.10 | 11151.70 |
21 | 2008.02.25 15:05 | sell | 11 | 1.00 | 1.4811 | 0.0000 | 0.0000 | ||
22 | 2008.02.26 06:00 | close | 11 | 1.00 | 1.4814 | 0.0000 | 0.0000 | -26.70 | 11125.00 |
23 | 2008.02.26 07:30 | buy | 12 | 1.00 | 1.4822 | 0.0000 | 0.0000 | ||
24 | 2008.02.26 12:30 | close | 12 | 1.00 | 1.4886 | 0.0000 | 0.0000 | 640.00 | 11765.00 |
25 | 2008.02.28 23:50 | buy | 13 | 1.00 | 1.5209 | 0.0000 | 0.0000 | ||
26 | 2008.03.03 15:00 | close | 13 | 1.00 | 1.5266 | 0.0000 | 0.0000 | 547.60 | 12312.60 |
27 | 2008.03.03 15:35 | sell | 14 | 1.00 | 1.5198 | 0.0000 | 0.0000 | ||
28 | 2008.03.04 05:00 | close | 14 | 1.00 | 1.5185 | 0.0000 | 0.0000 | 133.30 | 12445.90 |
29 | 2008.03.11 06:26 | sell | 15 | 1.00 | 1.5342 | 0.0000 | 0.0000 | ||
30 | 2008.03.11 15:00 | close | 15 | 1.00 | 1.5285 | 0.0000 | 0.0000 | 570.00 | 13015.90 |
31 | 2008.03.13 02:02 | buy | 16 | 1.00 | 1.5549 | 0.0000 | 0.0000 | ||
32 | 2008.03.13 03:30 | close | 16 | 1.00 | 1.5584 | 0.0000 | 0.0000 | 350.00 | 13365.90 |
33 | 2008.03.20 00:30 | sell | 17 | 1.00 | 1.5621 | 0.0000 | 0.0000 | ||
34 | 2008.03.20 02:00 | close | 17 | 1.00 | 1.5575 | 0.0000 | 0.0000 | 460.00 | 13825.90 |
35 | 2008.03.21 12:30 | buy | 18 | 1.00 | 1.5448 | 0.0000 | 0.0000 | ||
36 | 2008.03.25 02:00 | close | 18 | 1.00 | 1.5456 | 0.0000 | 0.0000 | 57.60 | 13883.50 |
37 | 2008.03.27 12:30 | sell | 19 | 1.00 | 1.5782 | 0.0000 | 0.0000 | ||
38 | 2008.03.31 21:30 | close | 19 | 1.00 | 1.5775 | 0.0000 | 0.0000 | 76.60 | 13960.10 |
39 | 2008.04.01 23:00 | sell | 20 | 1.00 | 1.5614 | 0.0000 | 0.0000 | ||
40 | 2008.04.02 05:00 | close | 20 | 1.00 | 1.5589 | 0.0000 | 0.0000 | 253.30 | 14213.40 |
41 | 2008.04.04 02:00 | buy | 21 | 1.00 | 1.5657 | 0.0000 | 0.0000 | ||
42 | 2008.04.04 07:30 | close | 21 | 1.00 | 1.5688 | 0.0000 | 0.0000 | 310.00 | 14523.40 |
43 | 2008.04.07 11:30 | sell | 22 | 1.00 | 1.5691 | 0.0000 | 0.0000 | ||
44 | 2008.04.08 11:30 | close | 22 | 1.00 | 1.5706 | 0.0000 | 0.0000 | -146.70 | 14376.70 |
45 | 2008.04.11 02:00 | sell | 23 | 1.00 | 1.5754 | 0.0000 | 0.0000 | ||
46 | 2008.04.14 00:30 | close | 23 | 1.00 | 1.5682 | 0.0000 | 0.0000 | 723.30 | 15100.00 |
47 | 2008.04.21 18:32 | buy | 24 | 1.00 | 1.5908 | 0.0000 | 0.0000 | ||
48 | 2008.04.22 14:30 | close | 24 | 1.00 | 1.5990 | 0.0000 | 0.0000 | 808.80 | 15908.80 |
49 | 2008.04.24 21:41 | sell | 25 | 1.00 | 1.5667 | 0.0000 | 0.0000 | ||
50 | 2008.04.25 08:00 | close | 25 | 1.00 | 1.5583 | 0.0000 | 0.0000 | 843.30 | 16752.10 |
51 | 2008.05.07 20:30 | sell | 26 | 1.00 | 1.5390 | 0.0000 | 0.0000 | ||
52 | 2008.05.12 03:00 | close | 26 | 1.00 | 1.5414 | 0.0000 | 0.0000 | -223.50 | 16528.60 |
53 | 2008.05.13 17:09 | sell | 27 | 1.00 | 1.5494 | 0.0000 | 0.0000 | ||
54 | 2008.05.16 10:30 | close | 27 | 1.00 | 1.5464 | 0.0000 | 0.0000 | 316.50 | 16845.10 |
55 | 2008.05.16 12:00 | buy | 28 | 1.00 | 1.5487 | 0.0000 | 0.0000 | ||
56 | 2008.05.19 08:30 | close | 28 | 1.00 | 1.5624 | 0.0000 | 0.0000 | 1358.80 | 18203.90 |
57 | 2008.05.20 00:30 | sell | 29 | 1.00 | 1.5514 | 0.0000 | 0.0000 | ||
58 | 2008.05.20 23:30 | close | 29 | 1.00 | 1.5646 | 0.0000 | 0.0000 | -1320.00 | 16883.90 |
59 | 2008.05.23 00:30 | sell | 30 | 1.00 | 1.5722 | 0.0000 | 0.0000 | ||
60 | 2008.05.25 22:30 | close | 30 | 1.00 | 1.5756 | 0.0000 | 0.0000 | -340.00 | 16543.90 |
61 | 2008.05.25 23:30 | buy | 31 | 1.00 | 1.5774 | 0.0000 | 0.0000 | ||
62 | 2008.05.26 00:30 | close | 31 | 1.00 | 1.5789 | 0.0000 | 0.0000 | 138.80 | 16682.70 |
63 | 2008.05.26 02:00 | sell | 32 | 1.00 | 1.5760 | 0.0000 | 0.0000 | ||
64 | 2008.05.27 19:00 | close | 32 | 1.00 | 1.5703 | 0.0000 | 0.0000 | 573.30 | 17256.00 |
65 | 2008.05.28 21:00 | sell | 33 | 1.00 | 1.5637 | 0.0000 | 0.0000 | ||
66 | 2008.05.29 08:30 | close | 33 | 1.00 | 1.5562 | 0.0000 | 0.0000 | 759.90 | 18015.90 |
67 | 2008.06.02 21:31 | buy | 34 | 1.00 | 1.5546 | 0.0000 | 0.0000 | ||
68 | 2008.06.05 16:00 | close | 34 | 1.00 | 1.5558 | 0.0000 | 0.0000 | 64.00 | 18079.90 |
69 | 2008.06.17 01:18 | buy | 35 | 1.00 | 1.5504 | 0.0000 | 0.0000 | ||
70 | 2008.06.18 17:30 | close | 35 | 1.00 | 1.5519 | 0.0000 | 0.0000 | 138.80 | 18218.70 |
71 | 2008.06.24 22:02 | buy | 36 | 1.00 | 1.5573 | 0.0000 | 0.0000 | ||
72 | 2008.06.26 15:00 | close | 36 | 1.00 | 1.5749 | 0.0000 | 0.0000 | 1715.20 | 19933.90 |
73 | 2008.07.03 03:03 | buy | 37 | 1.00 | 1.5870 | 0.0000 | 0.0000 | ||
74 | 2008.07.03 11:00 | close | 37 | 1.00 | 1.5896 | 0.0000 | 0.0000 | 260.00 | 20193.90 |
75 | 2008.07.04 16:30 | sell | 38 | 1.00 | 1.5690 | 0.0000 | 0.0000 | ||
76 | 2008.07.07 01:00 | close | 38 | 1.00 | 1.5653 | 0.0000 | 0.0000 | 373.30 | 20567.20 |
77 | 2008.07.08 03:00 | buy | 39 | 1.00 | 1.5701 | 0.0000 | 0.0000 | ||
78 | 2008.07.09 06:00 | close | 39 | 1.00 | 1.5717 | 0.0000 | 0.0000 | 148.80 | 20716.00 |
79 | 2008.07.14 23:30 | buy | 40 | 1.00 | 1.5898 | 0.0000 | 0.0000 | ||
80 | 2008.07.17 05:30 | close | 40 | 1.00 | 1.5867 | 0.0000 | 0.0000 | -366.00 | 20350.00 |
81 | 2008.07.22 23:52 | sell | 41 | 1.00 | 1.5778 | 0.0000 | 0.0000 | ||
82 | 2008.07.23 07:00 | close | 41 | 1.00 | 1.5760 | 0.0000 | 0.0000 | 183.30 | 20533.30 |
83 | 2008.07.25 12:33 | sell | 42 | 1.00 | 1.5701 | 0.0000 | 0.0000 | ||
84 | 2008.07.25 13:30 | close | 42 | 1.00 | 1.5688 | 0.0000 | 0.0000 | 130.00 | 20663.30 |
85 | 2008.07.28 05:50 | sell | 43 | 1.00 | 1.5701 | 0.0000 | 0.0000 | ||
86 | 2008.07.29 14:00 | close | 43 | 1.00 | 1.5671 | 0.0000 | 0.0000 | 303.30 | 20966.60 |
87 | 2008.07.29 22:30 | sell | 44 | 1.00 | 1.5586 | 0.0000 | 0.0000 | ||
88 | 2008.07.31 15:00 | close | 44 | 1.00 | 1.5601 | 0.0000 | 0.0000 | -136.80 | 20829.80 |
89 | 2008.07.31 22:03 | sell | 45 | 1.00 | 1.5596 | 0.0000 | 0.0000 | ||
90 | 2008.08.01 02:00 | close | 45 | 1.00 | 1.5561 | 0.0000 | 0.0000 | 353.30 | 21183.10 |
91 | 2008.08.12 17:30 | buy | 46 | 1.00 | 1.4913 | 0.0000 | 0.0000 | ||
92 | 2008.08.18 04:00 | close | 46 | 1.00 | 1.4762 | 0.0000 | 0.0000 | -1577.20 | 19605.90 |
93 | 2008.08.20 03:34 | buy | 47 | 1.00 | 1.4769 | 0.0000 | 0.0000 | ||
94 | 2008.08.21 00:30 | close | 47 | 1.00 | 1.4772 | 0.0000 | 0.0000 | -3.60 | 19602.30 |
95 | 2008.08.21 11:00 | buy | 48 | 1.00 | 1.4776 | 0.0000 | 0.0000 | ||
96 | 2008.08.21 13:30 | close | 48 | 1.00 | 1.4848 | 0.0000 | 0.0000 | 720.00 | 20322.30 |
97 | 2008.08.31 23:00 | sell | 49 | 1.00 | 1.4698 | 0.0000 | 0.0000 | ||
98 | 2008.09.01 01:00 | close | 49 | 1.00 | 1.4639 | 0.0000 | 0.0000 | 593.30 | 20915.60 |
99 | 2008.09.05 03:00 | sell | 50 | 1.00 | 1.4270 | 0.0000 | 0.0000 | ||
100 | 2008.09.08 08:30 | close | 50 | 1.00 | 1.4274 | 0.0000 | 0.0000 | -36.70 | 20878.90 |
101 | 2008.09.09 08:00 | sell | 51 | 1.00 | 1.4122 | 0.0000 | 0.0000 | ||
102 | 2008.09.10 00:00 | close | 51 | 1.00 | 1.4097 | 0.0000 | 0.0000 | 253.30 | 21132.20 |
103 | 2008.09.23 12:06 | sell | 52 | 1.00 | 1.4739 | 0.0000 | 0.0000 | ||
104 | 2008.09.23 17:00 | close | 52 | 1.00 | 1.4678 | 0.0000 | 0.0000 | 610.00 | 21742.20 |
105 | 2008.09.24 14:28 | sell | 53 | 1.00 | 1.4667 | 0.0000 | 0.0000 | ||
106 | 2008.09.24 20:30 | close | 53 | 1.00 | 1.4616 | 0.0000 | 0.0000 | 510.00 | 22252.20 |
107 | 2008.10.03 03:32 | sell | 54 | 1.00 | 1.3829 | 0.0000 | 0.0000 | ||
108 | 2008.10.03 13:00 | close | 54 | 1.00 | 1.3753 | 0.0000 | 0.0000 | 760.00 | 23012.20 |
109 | 2008.10.09 05:13 | sell | 55 | 1.00 | 1.3645 | 0.0000 | 0.0000 | ||
110 | 2008.10.09 14:00 | close | 55 | 1.00 | 1.3667 | 0.0000 | 0.0000 | -220.00 | 22792.20 |
111 | 2008.10.13 04:00 | buy | 56 | 1.00 | 1.3535 | 0.0000 | 0.0000 | ||
112 | 2008.10.13 23:00 | close | 56 | 1.00 | 1.3618 | 0.0000 | 0.0000 | 830.00 | 23622.20 |
113 | 2008.10.15 07:09 | sell | 57 | 1.00 | 1.3599 | 0.0000 | 0.0000 | ||
114 | 2008.10.15 13:30 | close | 57 | 1.00 | 1.3565 | 0.0000 | 0.0000 | 340.00 | 23962.20 |
115 | 2008.10.15 15:00 | buy | 58 | 1.00 | 1.3581 | 0.0000 | 0.0000 | ||
116 | 2008.10.16 11:30 | close | 58 | 1.00 | 1.3522 | 0.0000 | 0.0000 | -623.60 | 23338.60 |
117 | 2008.10.20 00:04 | buy | 59 | 1.00 | 1.3452 | 0.0000 | 0.0000 | ||
118 | 2008.10.20 05:00 | close | 59 | 1.00 | 1.3497 | 0.0000 | 0.0000 | 450.00 | 23788.60 |
119 | 2008.10.20 22:02 | sell | 60 | 1.00 | 1.3331 | 0.0000 | 0.0000 | ||
120 | 2008.10.21 08:30 | close | 60 | 1.00 | 1.3232 | 0.0000 | 0.0000 | 993.30 | 24781.90 |
121 | 2008.10.24 14:43 | sell | 61 | 1.00 | 1.2644 | 0.0000 | 0.0000 | ||
122 | 2008.10.28 15:00 | close | 61 | 1.00 | 1.2452 | 0.0000 | 0.0000 | 1926.60 | 26708.50 |
123 | 2008.11.06 10:30 | sell | 62 | 1.00 | 1.2888 | 0.0000 | 0.0000 | ||
124 | 2008.11.06 19:30 | close | 62 | 1.00 | 1.2721 | 0.0000 | 0.0000 | 1670.00 | 28378.50 |
125 | 2008.11.07 20:09 | buy | 63 | 1.00 | 1.2759 | 0.0000 | 0.0000 | ||
126 | 2008.11.10 01:00 | close | 63 | 1.00 | 1.2884 | 0.0000 | 0.0000 | 1238.80 | 29617.30 |
127 | 2008.11.12 18:30 | sell | 64 | 1.00 | 1.2544 | 0.0000 | 0.0000 | ||
128 | 2008.11.12 22:30 | close | 64 | 1.00 | 1.2456 | 0.0000 | 0.0000 | 880.00 | 30497.30 |
129 | 2008.11.18 00:30 | buy | 65 | 1.00 | 1.2648 | 0.0000 | 0.0000 | ||
130 | 2008.11.21 06:00 | close | 65 | 1.00 | 1.2521 | 0.0000 | 0.0000 | -1326.00 | 29171.30 |
131 | 2008.11.26 21:30 | sell | 66 | 1.00 | 1.2884 | 0.0000 | 0.0000 | ||
132 | 2008.11.27 07:30 | close | 66 | 1.00 | 1.2881 | 0.0000 | 0.0000 | 39.90 | 29211.20 |
133 | 2008.12.01 06:30 | sell | 67 | 1.00 | 1.2680 | 0.0000 | 0.0000 | ||
134 | 2008.12.01 08:30 | close | 67 | 1.00 | 1.2629 | 0.0000 | 0.0000 | 510.00 | 29721.20 |
135 | 2008.12.02 04:01 | sell | 68 | 1.00 | 1.2619 | 0.0000 | 0.0000 | ||
136 | 2008.12.03 08:30 | close | 68 | 1.00 | 1.2673 | 0.0000 | 0.0000 | -536.70 | 29184.50 |
137 | 2008.12.05 08:08 | sell | 69 | 1.00 | 1.2749 | 0.0000 | 0.0000 | ||
138 | 2008.12.05 11:30 | close | 69 | 1.00 | 1.2713 | 0.0000 | 0.0000 | 360.00 | 29544.50 |
139 | 2008.12.08 13:30 | buy | 70 | 1.00 | 1.2876 | 0.0000 | 0.0000 | ||
140 | 2008.12.09 17:30 | close | 70 | 1.00 | 1.2988 | 0.0000 | 0.0000 | 1108.80 | 30653.30 |
141 | 2008.12.10 11:45 | buy | 71 | 1.00 | 1.2944 | 0.0000 | 0.0000 | ||
142 | 2008.12.11 17:00 | close | 71 | 1.00 | 1.3292 | 0.0000 | 0.0000 | 3446.40 | 34099.70 |
143 | 2008.12.17 08:21 | buy | 72 | 1.00 | 1.4154 | 0.0000 | 0.0000 | ||
144 | 2008.12.22 00:00 | close | 72 | 1.00 | 1.3975 | 0.0000 | 0.0000 | -1846.00 | 32253.70 |
145 | 2008.12.22 14:00 | buy | 73 | 1.00 | 1.4004 | 0.0000 | 0.0000 | ||
146 | 2008.12.23 00:30 | close | 73 | 1.00 | 1.3967 | 0.0000 | 0.0000 | -381.20 | 31872.50 |
147 | 2008.12.23 05:00 | sell | 74 | 1.00 | 1.3977 | 0.0000 | 0.0000 | ||
148 | 2008.12.23 22:00 | close | 74 | 1.00 | 1.3926 | 0.0000 | 0.0000 | 510.00 | 32382.50 |
149 | 2008.12.26 01:15 | sell | 75 | 1.00 | 1.3990 | 0.0000 | 0.0000 | ||
150 | 2008.12.29 16:00 | close | 75 | 1.00 | 1.4236 | 0.0000 | 0.0000 | -2456.70 | 29925.80 |
151 | 2008.12.30 03:30 | sell | 76 | 1.00 | 1.4103 | 0.0000 | 0.0000 | ||
152 | 2008.12.30 06:30 | close | 76 | 1.00 | 1.4019 | 0.0000 | 0.0000 | 840.00 | 30765.80 |
153 | 2009.01.02 11:00 | sell | 77 | 1.00 | 1.3928 | 0.0000 | 0.0000 | ||
154 | 2009.01.02 19:30 | close | 77 | 1.00 | 1.3842 | 0.0000 | 0.0000 | 860.00 | 31625.80 |
155 | 2009.01.05 08:11 | sell | 78 | 1.00 | 1.3873 | 0.0000 | 0.0000 | ||
156 | 2009.01.05 11:30 | close | 78 | 1.00 | 1.3666 | 0.0000 | 0.0000 | 2070.00 | 33695.80 |
157 | 2009.01.06 00:50 | sell | 79 | 1.00 | 1.3592 | 0.0000 | 0.0000 | ||
158 | 2009.01.06 12:00 | close | 79 | 1.00 | 1.3335 | 0.0000 | 0.0000 | 2570.00 | 36265.80 |
159 | 2009.01.08 06:00 | sell | 80 | 1.00 | 1.3608 | 0.0000 | 0.0000 | ||
160 | 2009.01.09 02:00 | close | 80 | 1.00 | 1.3661 | 0.0000 | 0.0000 | -526.70 | 35739.10 |
161 | 2009.01.22 02:00 | buy | 81 | 1.00 | 1.2998 | 0.0000 | 0.0000 | ||
162 | 2009.01.22 23:59 | close at stop | 81 | 1.00 | 1.3004 | 0.0000 | 0.0000 | 60.00 | 35799.10 |