Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | TrailingStopLoss=15; InitialStopLoss=15; TakeProfit=15; FixedFractionalPercent=0.02; Ma1=2; Ma2=10; | ||||
Bars in test | 6274 | Ticks modelled | 23206947 | Modelling quality | 99.00% |
Initial deposit | 10000.00 | ||||
Total net profit | -143.60 | Gross profit | 603.00 | Gross loss | -746.60 |
Profit factor | 0.81 | Expected payoff | -15.96 | ||
Absolute drawdown | 145.90 | Maximal drawdown | 600.70 (5.74%) | Relative drawdown | 5.74% (600.70) |
Total trades | 9 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 3 (33.33%) | Loss trades (% of total) | 6 (66.67%) | ||
Largest | profit trade | 205.50 | loss trade | -207.00 | |
Average | profit trade | 201.00 | loss trade | -124.43 | |
Maximum | consecutive wins (profit in money) | 3 (603.00) | consecutive losses (loss in money) | 4 (-600.70) | |
Maximal | consecutive profit (count of wins) | 603.00 (3) | consecutive loss (count of losses) | -600.70 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.30 04:00 | sell | 1 | 1.33 | 1.2085 | 1.2100 | 1.2070 | ||
2 | 2006.01.30 04:00 | modify | 1 | 1.33 | 1.2085 | 1.2098 | 1.2070 | ||
3 | 2006.01.30 04:07 | modify | 1 | 1.33 | 1.2085 | 1.2097 | 1.2070 | ||
4 | 2006.01.30 04:10 | modify | 1 | 1.33 | 1.2085 | 1.2096 | 1.2070 | ||
5 | 2006.01.30 04:11 | modify | 1 | 1.33 | 1.2085 | 1.2095 | 1.2070 | ||
6 | 2006.01.30 04:19 | modify | 1 | 1.33 | 1.2085 | 1.2094 | 1.2070 | ||
7 | 2006.01.30 04:19 | modify | 1 | 1.33 | 1.2085 | 1.2093 | 1.2070 | ||
8 | 2006.01.30 04:20 | modify | 1 | 1.33 | 1.2085 | 1.2092 | 1.2070 | ||
9 | 2006.01.30 04:31 | s/l | 1 | 1.33 | 1.2092 | 1.2092 | 1.2070 | -93.10 | 9906.90 |
10 | 2006.04.19 06:00 | sell | 2 | 1.32 | 1.2348 | 1.2363 | 1.2333 | ||
11 | 2006.04.19 06:00 | modify | 2 | 1.32 | 1.2348 | 1.2362 | 1.2333 | ||
12 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2360 | 1.2333 | ||
13 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2359 | 1.2333 | ||
14 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2358 | 1.2333 | ||
15 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2357 | 1.2333 | ||
16 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2356 | 1.2333 | ||
17 | 2006.04.19 06:01 | modify | 2 | 1.32 | 1.2348 | 1.2355 | 1.2333 | ||
18 | 2006.04.19 06:02 | modify | 2 | 1.32 | 1.2348 | 1.2354 | 1.2333 | ||
19 | 2006.04.19 06:02 | modify | 2 | 1.32 | 1.2348 | 1.2353 | 1.2333 | ||
20 | 2006.04.19 06:02 | modify | 2 | 1.32 | 1.2348 | 1.2352 | 1.2333 | ||
21 | 2006.04.19 06:29 | s/l | 2 | 1.32 | 1.2352 | 1.2352 | 1.2333 | -52.80 | 9854.10 |
22 | 2006.07.18 10:00 | sell | 3 | 1.31 | 1.2520 | 1.2535 | 1.2505 | ||
23 | 2006.07.18 10:00 | modify | 3 | 1.31 | 1.2520 | 1.2534 | 1.2505 | ||
24 | 2006.07.18 10:01 | modify | 3 | 1.31 | 1.2520 | 1.2533 | 1.2505 | ||
25 | 2006.07.18 10:01 | modify | 3 | 1.31 | 1.2520 | 1.2532 | 1.2505 | ||
26 | 2006.07.18 10:01 | modify | 3 | 1.31 | 1.2520 | 1.2531 | 1.2505 | ||
27 | 2006.07.18 10:02 | modify | 3 | 1.31 | 1.2520 | 1.2530 | 1.2505 | ||
28 | 2006.07.18 10:02 | modify | 3 | 1.31 | 1.2520 | 1.2529 | 1.2505 | ||
29 | 2006.07.18 10:02 | modify | 3 | 1.31 | 1.2520 | 1.2528 | 1.2505 | ||
30 | 2006.07.18 10:03 | modify | 3 | 1.31 | 1.2520 | 1.2527 | 1.2505 | ||
31 | 2006.07.18 10:03 | modify | 3 | 1.31 | 1.2520 | 1.2526 | 1.2505 | ||
32 | 2006.07.18 10:03 | modify | 3 | 1.31 | 1.2520 | 1.2525 | 1.2505 | ||
33 | 2006.07.18 10:03 | modify | 3 | 1.31 | 1.2520 | 1.2524 | 1.2505 | ||
34 | 2006.07.18 10:18 | modify | 3 | 1.31 | 1.2520 | 1.2523 | 1.2505 | ||
35 | 2006.07.18 10:18 | modify | 3 | 1.31 | 1.2520 | 1.2522 | 1.2505 | ||
36 | 2006.07.18 10:20 | modify | 3 | 1.31 | 1.2520 | 1.2521 | 1.2505 | ||
37 | 2006.07.18 10:22 | t/p | 3 | 1.31 | 1.2505 | 1.2521 | 1.2505 | 196.50 | 10050.60 |
38 | 2006.08.23 11:00 | sell | 4 | 1.34 | 1.2796 | 1.2811 | 1.2781 | ||
39 | 2006.08.23 11:00 | modify | 4 | 1.34 | 1.2796 | 1.2810 | 1.2781 | ||
40 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2809 | 1.2781 | ||
41 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2808 | 1.2781 | ||
42 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2807 | 1.2781 | ||
43 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2806 | 1.2781 | ||
44 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2805 | 1.2781 | ||
45 | 2006.08.23 11:01 | modify | 4 | 1.34 | 1.2796 | 1.2804 | 1.2781 | ||
46 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2803 | 1.2781 | ||
47 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2802 | 1.2781 | ||
48 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2801 | 1.2781 | ||
49 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2800 | 1.2781 | ||
50 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2799 | 1.2781 | ||
51 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2798 | 1.2781 | ||
52 | 2006.08.23 11:02 | modify | 4 | 1.34 | 1.2796 | 1.2797 | 1.2781 | ||
53 | 2006.08.23 11:02 | t/p | 4 | 1.34 | 1.2781 | 1.2797 | 1.2781 | 201.00 | 10251.60 |
54 | 2006.09.01 09:00 | sell | 5 | 1.37 | 1.2780 | 1.2795 | 1.2765 | ||
55 | 2006.09.01 09:00 | modify | 5 | 1.37 | 1.2780 | 1.2794 | 1.2765 | ||
56 | 2006.09.01 09:00 | modify | 5 | 1.37 | 1.2780 | 1.2791 | 1.2765 | ||
57 | 2006.09.01 09:05 | modify | 5 | 1.37 | 1.2780 | 1.2790 | 1.2765 | ||
58 | 2006.09.01 09:05 | modify | 5 | 1.37 | 1.2780 | 1.2789 | 1.2765 | ||
59 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2788 | 1.2765 | ||
60 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2787 | 1.2765 | ||
61 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2786 | 1.2765 | ||
62 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2785 | 1.2765 | ||
63 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2784 | 1.2765 | ||
64 | 2006.09.01 09:06 | modify | 5 | 1.37 | 1.2780 | 1.2783 | 1.2765 | ||
65 | 2006.09.01 09:08 | modify | 5 | 1.37 | 1.2780 | 1.2782 | 1.2765 | ||
66 | 2006.09.01 09:08 | modify | 5 | 1.37 | 1.2780 | 1.2781 | 1.2765 | ||
67 | 2006.09.01 09:08 | t/p | 5 | 1.37 | 1.2765 | 1.2781 | 1.2765 | 205.50 | 10457.10 |
68 | 2006.09.12 09:00 | buy | 6 | 1.39 | 1.2726 | 1.2711 | 1.2741 | ||
69 | 2006.09.12 09:00 | modify | 6 | 1.39 | 1.2726 | 1.2713 | 1.2741 | ||
70 | 2006.09.12 09:01 | modify | 6 | 1.39 | 1.2726 | 1.2714 | 1.2741 | ||
71 | 2006.09.12 09:02 | modify | 6 | 1.39 | 1.2726 | 1.2716 | 1.2741 | ||
72 | 2006.09.12 09:10 | s/l | 6 | 1.39 | 1.2716 | 1.2716 | 1.2741 | -139.00 | 10318.10 |
73 | 2006.10.05 09:00 | sell | 7 | 1.38 | 1.2687 | 1.2702 | 1.2672 | ||
74 | 2006.10.05 09:18 | s/l | 7 | 1.38 | 1.2702 | 1.2702 | 1.2672 | -207.00 | 10111.10 |
75 | 2006.10.17 04:00 | buy | 8 | 1.35 | 1.2546 | 1.2531 | 1.2561 | ||
76 | 2006.10.17 04:00 | modify | 8 | 1.35 | 1.2546 | 1.2533 | 1.2561 | ||
77 | 2006.10.17 04:26 | s/l | 8 | 1.35 | 1.2533 | 1.2533 | 1.2561 | -175.50 | 9935.60 |
78 | 2006.11.23 03:00 | buy | 9 | 1.32 | 1.2943 | 1.2928 | 1.2958 | ||
79 | 2006.11.23 03:06 | modify | 9 | 1.32 | 1.2943 | 1.2929 | 1.2958 | ||
80 | 2006.11.23 03:06 | modify | 9 | 1.32 | 1.2943 | 1.2930 | 1.2958 | ||
81 | 2006.11.23 03:07 | modify | 9 | 1.32 | 1.2943 | 1.2931 | 1.2958 | ||
82 | 2006.11.23 03:08 | modify | 9 | 1.32 | 1.2943 | 1.2932 | 1.2958 | ||
83 | 2006.11.23 03:08 | modify | 9 | 1.32 | 1.2943 | 1.2933 | 1.2958 | ||
84 | 2006.11.23 03:08 | modify | 9 | 1.32 | 1.2943 | 1.2934 | 1.2958 | ||
85 | 2006.11.23 03:09 | modify | 9 | 1.32 | 1.2943 | 1.2935 | 1.2958 | ||
86 | 2006.11.23 03:10 | modify | 9 | 1.32 | 1.2943 | 1.2936 | 1.2958 | ||
87 | 2006.11.23 03:11 | modify | 9 | 1.32 | 1.2943 | 1.2937 | 1.2958 | ||
88 | 2006.11.23 03:33 | s/l | 9 | 1.32 | 1.2937 | 1.2937 | 1.2958 | -79.20 | 9856.40 |