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 | EmaPeriod=44; EmaPrice=3; MaMethod=3; RsiPeriod=28; EmaLong=165; Lots=0.1; OptimizeLots=1; IncreaseLotsPer=500; MaxLots=50; DifLimit=0.002; TakeProfit=1000; StopLoss=50; Slippage=3; MagicNumber=25122006; | ||||
Bars in test | 6068 | Ticks modelled | 1833700 | Modelling quality | 99.00% |
Initial deposit | 1000.00 | ||||
Total net profit | 2749.84 | Gross profit | 11571.76 | Gross loss | -8821.92 |
Profit factor | 1.31 | Expected payoff | 45.08 | ||
Absolute drawdown | 168.48 | Maximal drawdown | 3103.28 (48.66%) | Relative drawdown | 48.66% (3103.28) |
Total trades | 61 | Short positions (won %) | 43 (34.88%) | Long positions (won %) | 18 (55.56%) |
Profit trades (% of total) | 25 (40.98%) | Loss trades (% of total) | 36 (59.02%) | ||
Largest | profit trade | 2126.64 | loss trade | -587.04 | |
Average | profit trade | 462.87 | loss trade | -245.05 | |
Maximum | consecutive wins (profit in money) | 6 (3994.44) | consecutive losses (loss in money) | 8 (-1482.68) | |
Maximal | consecutive profit (count of wins) | 3994.44 (6) | consecutive loss (count of losses) | -2663.36 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.09 03:36 | sell | 1 | 0.20 | 1.2095 | 1.2147 | 1.1095 | ||
2 | 2006.01.10 05:09 | close | 1 | 0.20 | 1.2094 | 1.2147 | 1.1095 | 2.88 | 1002.88 |
3 | 2006.01.10 08:41 | sell | 2 | 0.20 | 1.2048 | 1.2100 | 1.1048 | ||
4 | 2006.01.11 06:40 | close | 2 | 0.20 | 1.2077 | 1.2100 | 1.1048 | -57.12 | 945.76 |
5 | 2006.01.12 08:55 | sell | 3 | 0.20 | 1.2088 | 1.2140 | 1.1088 | ||
6 | 2006.01.13 04:39 | close | 3 | 0.20 | 1.2083 | 1.2140 | 1.1088 | 10.88 | 956.64 |
7 | 2006.01.16 19:56 | sell | 4 | 0.20 | 1.2095 | 1.2147 | 1.1095 | ||
8 | 2006.01.17 01:52 | close | 4 | 0.20 | 1.2135 | 1.2147 | 1.1095 | -79.12 | 877.52 |
9 | 2006.01.17 06:15 | sell | 5 | 0.20 | 1.2089 | 1.2141 | 1.1089 | ||
10 | 2006.01.17 17:23 | close | 5 | 0.20 | 1.2112 | 1.2141 | 1.1089 | -46.00 | 831.52 |
11 | 2006.01.25 09:51 | sell | 6 | 0.20 | 1.2247 | 1.2299 | 1.1247 | ||
12 | 2006.02.08 19:50 | close | 6 | 0.20 | 1.1976 | 1.2299 | 1.1247 | 554.32 | 1385.84 |
13 | 2006.02.08 19:50 | buy | 7 | 0.20 | 1.1976 | 1.1924 | 1.2976 | ||
14 | 2006.02.10 10:31 | close | 7 | 0.20 | 1.1945 | 1.1924 | 1.2976 | -68.56 | 1317.28 |
15 | 2006.02.16 15:52 | buy | 8 | 0.20 | 1.1896 | 1.1844 | 1.2896 | ||
16 | 2006.02.21 02:28 | close | 8 | 0.20 | 1.1907 | 1.1844 | 1.2896 | 17.08 | 1334.36 |
17 | 2006.02.22 12:39 | buy | 9 | 0.20 | 1.1918 | 1.1866 | 1.2918 | ||
18 | 2006.02.24 03:28 | close | 9 | 0.20 | 1.1891 | 1.1866 | 1.2918 | -60.56 | 1273.80 |
19 | 2006.02.28 05:37 | buy | 10 | 0.20 | 1.1889 | 1.1837 | 1.2889 | ||
20 | 2006.03.01 12:00 | close | 10 | 0.20 | 1.1892 | 1.1837 | 1.2889 | 4.36 | 1278.16 |
21 | 2006.03.06 08:34 | sell | 11 | 0.20 | 1.2012 | 1.2064 | 1.1012 | ||
22 | 2006.03.10 14:31 | close | 11 | 0.20 | 1.1919 | 1.2064 | 1.1012 | 191.28 | 1469.44 |
23 | 2006.03.10 14:31 | buy | 12 | 0.20 | 1.1919 | 1.1867 | 1.2919 | ||
24 | 2006.03.20 19:27 | close | 12 | 0.20 | 1.2140 | 1.1867 | 1.2919 | 428.88 | 1898.32 |
25 | 2006.03.20 19:27 | sell | 13 | 0.20 | 1.2140 | 1.2192 | 1.1140 | ||
26 | 2006.03.21 08:34 | close | 13 | 0.20 | 1.2165 | 1.2192 | 1.1140 | -49.12 | 1849.20 |
27 | 2006.03.21 09:05 | sell | 14 | 0.30 | 1.2120 | 1.2172 | 1.1120 | ||
28 | 2006.03.29 11:20 | close | 14 | 0.30 | 1.2030 | 1.2172 | 1.1120 | 280.56 | 2129.76 |
29 | 2006.03.29 11:20 | buy | 15 | 0.30 | 1.2030 | 1.1978 | 1.3030 | ||
30 | 2006.03.31 05:04 | close | 15 | 0.30 | 1.2087 | 1.1978 | 1.3030 | 161.16 | 2290.92 |
31 | 2006.03.31 05:04 | sell | 16 | 0.40 | 1.2087 | 1.2139 | 1.1087 | ||
32 | 2006.03.31 08:34 | close | 16 | 0.40 | 1.2131 | 1.2139 | 1.1087 | -176.00 | 2114.92 |
33 | 2006.04.02 20:34 | sell | 17 | 0.40 | 1.2091 | 1.2143 | 1.1091 | ||
34 | 2006.04.03 10:40 | close | 17 | 0.40 | 1.2100 | 1.2143 | 1.1091 | -34.24 | 2080.68 |
35 | 2006.04.06 08:46 | sell | 18 | 0.40 | 1.2254 | 1.2306 | 1.1254 | ||
36 | 2006.04.13 03:18 | close | 18 | 0.40 | 1.2131 | 1.2306 | 1.1254 | 504.32 | 2585.00 |
37 | 2006.04.13 03:18 | buy | 19 | 0.40 | 1.2131 | 1.2079 | 1.3131 | ||
38 | 2006.04.13 08:57 | close | 19 | 0.40 | 1.2084 | 1.2079 | 1.3131 | -188.00 | 2397.00 |
39 | 2006.04.16 17:24 | buy | 20 | 0.50 | 1.2125 | 1.2073 | 1.3125 | ||
40 | 2006.04.20 06:44 | close | 20 | 0.50 | 1.2320 | 1.2073 | 1.3125 | 950.40 | 3347.40 |
41 | 2006.04.20 06:44 | sell | 21 | 0.50 | 1.2320 | 1.2372 | 1.1320 | ||
42 | 2006.04.21 04:07 | close | 21 | 0.50 | 1.2332 | 1.2372 | 1.1320 | -57.80 | 3289.60 |
43 | 2006.04.27 07:46 | sell | 22 | 0.60 | 1.2408 | 1.2460 | 1.1408 | ||
44 | 2006.04.27 10:00 | close | 22 | 0.60 | 1.2451 | 1.2460 | 1.1408 | -258.00 | 3031.60 |
45 | 2006.05.03 10:41 | sell | 23 | 0.60 | 1.2592 | 1.2644 | 1.1592 | ||
46 | 2006.05.03 11:16 | close | 23 | 0.60 | 1.2635 | 1.2644 | 1.1592 | -258.00 | 2773.60 |
47 | 2006.05.04 02:36 | sell | 24 | 0.60 | 1.2596 | 1.2648 | 1.1596 | ||
48 | 2006.05.04 08:34 | close | 24 | 0.60 | 1.2631 | 1.2648 | 1.1596 | -210.00 | 2563.60 |
49 | 2006.05.08 10:13 | sell | 25 | 0.60 | 1.2699 | 1.2751 | 1.1699 | ||
50 | 2006.05.09 09:04 | close | 25 | 0.60 | 1.2718 | 1.2751 | 1.1699 | -111.36 | 2452.24 |
51 | 2006.05.10 21:06 | sell | 26 | 0.60 | 1.2740 | 1.2792 | 1.1740 | ||
52 | 2006.05.11 08:32 | close | 26 | 0.60 | 1.2763 | 1.2792 | 1.1740 | -130.08 | 2322.16 |
53 | 2006.05.17 10:24 | sell | 27 | 0.60 | 1.2821 | 1.2873 | 1.1821 | ||
54 | 2006.05.18 17:18 | s/l | 27 | 0.60 | 1.2873 | 1.2873 | 1.1821 | -304.08 | 2018.08 |
55 | 2006.05.23 17:57 | sell | 28 | 0.60 | 1.2805 | 1.2857 | 1.1805 | ||
56 | 2006.05.24 03:04 | close | 28 | 0.60 | 1.2831 | 1.2857 | 1.1805 | -153.36 | 1864.72 |
57 | 2006.05.29 05:09 | buy | 29 | 0.60 | 1.2767 | 1.2715 | 1.3767 | ||
58 | 2006.05.31 11:13 | close | 29 | 0.60 | 1.2825 | 1.2715 | 1.3767 | 338.16 | 2202.88 |
59 | 2006.05.31 11:13 | sell | 30 | 0.60 | 1.2825 | 1.2877 | 1.1825 | ||
60 | 2006.06.01 10:47 | close | 30 | 0.60 | 1.2809 | 1.2877 | 1.1825 | 103.92 | 2306.80 |
61 | 2006.06.05 18:08 | sell | 31 | 0.60 | 1.2899 | 1.2951 | 1.1899 | ||
62 | 2006.06.29 14:16 | close | 31 | 0.60 | 1.2556 | 1.2951 | 1.1899 | 2126.64 | 4433.44 |
63 | 2006.06.29 14:16 | buy | 32 | 0.60 | 1.2556 | 1.2504 | 1.3556 | ||
64 | 2006.07.05 03:16 | close | 32 | 0.60 | 1.2765 | 1.2504 | 1.3556 | 1234.32 | 5667.76 |
65 | 2006.07.05 03:16 | sell | 33 | 0.80 | 1.2765 | 1.2817 | 1.1765 | ||
66 | 2006.07.06 08:33 | close | 33 | 0.80 | 1.2754 | 1.2817 | 1.1765 | 98.56 | 5766.32 |
67 | 2006.07.10 06:51 | sell | 34 | 1.10 | 1.2766 | 1.2818 | 1.1766 | ||
68 | 2006.07.11 09:26 | close | 34 | 1.10 | 1.2758 | 1.2818 | 1.1766 | 92.84 | 5859.16 |
69 | 2006.07.24 01:33 | sell | 35 | 1.10 | 1.2636 | 1.2688 | 1.1636 | ||
70 | 2006.07.25 01:19 | close | 35 | 1.10 | 1.2650 | 1.2688 | 1.1636 | -149.16 | 5710.00 |
71 | 2006.07.26 10:08 | buy | 36 | 1.10 | 1.2608 | 1.2556 | 1.3608 | ||
72 | 2006.07.28 06:59 | close | 36 | 1.10 | 1.2672 | 1.2556 | 1.3608 | 667.92 | 6377.92 |
73 | 2006.07.28 06:59 | sell | 37 | 1.10 | 1.2672 | 1.2724 | 1.1672 | ||
74 | 2006.07.28 08:30 | close | 37 | 1.10 | 1.2712 | 1.2724 | 1.1672 | -440.00 | 5937.92 |
75 | 2006.08.01 01:06 | sell | 38 | 1.20 | 1.2727 | 1.2779 | 1.1727 | ||
76 | 2006.08.01 06:54 | close | 38 | 1.20 | 1.2766 | 1.2779 | 1.1727 | -468.00 | 5469.92 |
77 | 2006.08.02 20:23 | sell | 39 | 1.20 | 1.2768 | 1.2820 | 1.1768 | ||
78 | 2006.08.03 08:30 | close | 39 | 1.20 | 1.2794 | 1.2820 | 1.1768 | -296.16 | 5173.76 |
79 | 2006.08.07 14:00 | sell | 40 | 1.20 | 1.2831 | 1.2883 | 1.1831 | ||
80 | 2006.08.08 14:14 | close | 40 | 1.20 | 1.2857 | 1.2883 | 1.1831 | -306.72 | 4867.04 |
81 | 2006.08.08 18:48 | sell | 41 | 1.20 | 1.2805 | 1.2857 | 1.1805 | ||
82 | 2006.08.09 02:14 | close | 41 | 1.20 | 1.2830 | 1.2857 | 1.1805 | -294.72 | 4572.32 |
83 | 2006.08.10 08:37 | sell | 42 | 1.20 | 1.2831 | 1.2883 | 1.1831 | ||
84 | 2006.08.17 07:47 | s/l | 42 | 1.20 | 1.2883 | 1.2883 | 1.1831 | -587.04 | 3985.28 |
85 | 2006.08.17 13:58 | sell | 43 | 1.20 | 1.2817 | 1.2869 | 1.1817 | ||
86 | 2006.08.20 18:41 | close | 43 | 1.20 | 1.2840 | 1.2869 | 1.1817 | -270.72 | 3714.56 |
87 | 2006.08.22 05:00 | sell | 44 | 1.20 | 1.2848 | 1.2900 | 1.1848 | ||
88 | 2006.08.23 03:36 | close | 44 | 1.20 | 1.2834 | 1.2900 | 1.1848 | 173.28 | 3887.84 |
89 | 2006.09.13 11:47 | buy | 45 | 1.20 | 1.2702 | 1.2650 | 1.3702 | ||
90 | 2006.09.15 05:57 | close | 45 | 1.20 | 1.2685 | 1.2650 | 1.3702 | -243.36 | 3644.48 |
91 | 2006.09.18 03:00 | buy | 46 | 1.20 | 1.2685 | 1.2633 | 1.3685 | ||
92 | 2006.09.19 05:00 | close | 46 | 1.20 | 1.2655 | 1.2633 | 1.3685 | -369.84 | 3274.64 |
93 | 2006.09.19 08:51 | buy | 47 | 1.20 | 1.2698 | 1.2646 | 1.3698 | ||
94 | 2006.09.25 05:02 | close | 47 | 1.20 | 1.2766 | 1.2646 | 1.3698 | 756.96 | 4031.60 |
95 | 2006.09.25 05:02 | sell | 48 | 1.20 | 1.2766 | 1.2818 | 1.1766 | ||
96 | 2006.09.29 11:27 | close | 48 | 1.20 | 1.2702 | 1.2818 | 1.1766 | 799.68 | 4831.28 |
97 | 2006.09.29 11:27 | buy | 49 | 1.20 | 1.2702 | 1.2650 | 1.3702 | ||
98 | 2006.10.04 04:32 | close | 49 | 1.20 | 1.2702 | 1.2650 | 1.3702 | -29.52 | 4801.76 |
99 | 2006.10.06 08:30 | buy | 50 | 1.20 | 1.2703 | 1.2651 | 1.3703 | ||
100 | 2006.10.06 08:31 | close | 50 | 1.20 | 1.2658 | 1.2651 | 1.3703 | -540.00 | 4261.76 |
101 | 2006.10.16 08:43 | buy | 51 | 1.20 | 1.2531 | 1.2479 | 1.3531 | ||
102 | 2006.10.18 09:10 | close | 51 | 1.20 | 1.2511 | 1.2479 | 1.3531 | -259.68 | 4002.08 |
103 | 2006.10.23 02:41 | sell | 52 | 1.20 | 1.2588 | 1.2640 | 1.1588 | ||
104 | 2006.10.24 11:23 | close | 52 | 1.20 | 1.2564 | 1.2640 | 1.1588 | 293.28 | 4295.36 |
105 | 2006.10.24 11:23 | buy | 53 | 1.20 | 1.2564 | 1.2512 | 1.3564 | ||
106 | 2006.10.31 02:30 | close | 53 | 1.20 | 1.2691 | 1.2512 | 1.3564 | 1455.12 | 5750.48 |
107 | 2006.10.31 02:30 | sell | 54 | 1.20 | 1.2691 | 1.2743 | 1.1691 | ||
108 | 2006.10.31 10:01 | close | 54 | 1.20 | 1.2726 | 1.2743 | 1.1691 | -420.00 | 5330.48 |
109 | 2006.11.03 08:31 | sell | 55 | 1.20 | 1.2741 | 1.2793 | 1.1741 | ||
110 | 2006.11.06 17:13 | close | 55 | 1.20 | 1.2729 | 1.2793 | 1.1741 | 149.28 | 5479.76 |
111 | 2006.11.08 09:37 | sell | 56 | 1.20 | 1.2747 | 1.2799 | 1.1747 | ||
112 | 2006.11.09 02:58 | close | 56 | 1.20 | 1.2784 | 1.2799 | 1.1747 | -428.16 | 5051.60 |
113 | 2006.11.13 07:04 | sell | 57 | 1.20 | 1.2828 | 1.2880 | 1.1828 | ||
114 | 2006.11.14 03:49 | close | 57 | 1.20 | 1.2841 | 1.2880 | 1.1828 | -150.72 | 4900.88 |
115 | 2006.11.29 08:30 | sell | 58 | 1.20 | 1.3138 | 1.3190 | 1.2138 | ||
116 | 2006.11.29 21:15 | close | 58 | 1.20 | 1.3175 | 1.3190 | 1.2138 | -444.00 | 4456.88 |
117 | 2006.12.05 10:13 | sell | 59 | 1.20 | 1.3291 | 1.3343 | 1.2291 | ||
118 | 2006.12.06 01:26 | close | 59 | 1.20 | 1.3336 | 1.3343 | 1.2291 | -534.72 | 3922.16 |
119 | 2006.12.06 03:33 | sell | 60 | 1.20 | 1.3291 | 1.3343 | 1.2291 | ||
120 | 2006.12.06 10:44 | close | 60 | 1.20 | 1.3320 | 1.3343 | 1.2291 | -348.00 | 3574.16 |
121 | 2006.12.08 11:51 | sell | 61 | 1.20 | 1.3258 | 1.3310 | 1.2258 | ||
122 | 2006.12.14 03:02 | close | 61 | 1.20 | 1.3246 | 1.3310 | 1.2258 | 175.68 | 3749.84 |