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 | OpenOrderStyle=9.01; Lots=0.1; DynamicTP=false; StoreTP=20; DynamicSL=false; StoreSL=20; ATRPeriod=5; Scaler=2; MaxTrades=1; mm=0; TradeMode=1; | ||||
Bars in test | 6068 | Ticks modelled | 1833700 | Modelling quality | 99.00% |
Initial deposit | 10000.00 | ||||
Total net profit | -256.60 | Gross profit | 658.66 | Gross loss | -915.26 |
Profit factor | 0.72 | Expected payoff | -3.33 | ||
Absolute drawdown | 256.60 | Maximal drawdown | 274.22 (2.74%) | Relative drawdown | 2.74% (274.22) |
Total trades | 77 | Short positions (won %) | 38 (44.74%) | Long positions (won %) | 39 (38.46%) |
Profit trades (% of total) | 32 (41.56%) | Loss trades (% of total) | 45 (58.44%) | ||
Largest | profit trade | 37.18 | loss trade | -23.00 | |
Average | profit trade | 20.58 | loss trade | -20.34 | |
Maximum | consecutive wins (profit in money) | 6 (117.98) | consecutive losses (loss in money) | 6 (-120.24) | |
Maximal | consecutive profit (count of wins) | 117.98 (6) | consecutive loss (count of losses) | -120.24 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.03 09:30 | sell | 1 | 0.10 | 1.1903 | 0.0000 | 0.0000 | ||
2 | 2006.01.03 09:40 | close | 1 | 0.10 | 1.1923 | 0.0000 | 0.0000 | -20.00 | 9980.00 |
3 | 2006.01.04 12:23 | sell | 2 | 0.10 | 1.2110 | 0.0000 | 0.0000 | ||
4 | 2006.01.04 12:38 | close | 2 | 0.10 | 1.2130 | 0.0000 | 0.0000 | -20.00 | 9960.00 |
5 | 2006.01.05 11:11 | sell | 3 | 0.10 | 1.2106 | 0.0000 | 0.0000 | ||
6 | 2006.01.05 11:36 | close | 3 | 0.10 | 1.2086 | 0.0000 | 0.0000 | 20.00 | 9980.00 |
7 | 2006.01.05 12:41 | sell | 4 | 0.10 | 1.2106 | 0.0000 | 0.0000 | ||
8 | 2006.01.05 19:32 | close | 4 | 0.10 | 1.2126 | 0.0000 | 0.0000 | -20.00 | 9960.00 |
9 | 2006.01.05 20:35 | buy | 5 | 0.10 | 1.2093 | 0.0000 | 0.0000 | ||
10 | 2006.01.06 08:30 | close | 5 | 0.10 | 1.2131 | 0.0000 | 0.0000 | 37.18 | 9997.18 |
11 | 2006.01.13 08:40 | sell | 6 | 0.10 | 1.2083 | 0.0000 | 0.0000 | ||
12 | 2006.01.13 08:54 | close | 6 | 0.10 | 1.2063 | 0.0000 | 0.0000 | 20.00 | 10017.18 |
13 | 2006.01.18 02:47 | sell | 7 | 0.10 | 1.2104 | 0.0000 | 0.0000 | ||
14 | 2006.01.18 03:00 | close | 7 | 0.10 | 1.2124 | 0.0000 | 0.0000 | -20.00 | 9997.18 |
15 | 2006.01.18 10:14 | buy | 8 | 0.10 | 1.2103 | 0.0000 | 0.0000 | ||
16 | 2006.01.18 11:42 | close | 8 | 0.10 | 1.2083 | 0.0000 | 0.0000 | -20.00 | 9977.18 |
17 | 2006.01.23 19:03 | sell | 9 | 0.10 | 1.2292 | 0.0000 | 0.0000 | ||
18 | 2006.01.24 03:43 | close | 9 | 0.10 | 1.2272 | 0.0000 | 0.0000 | 20.44 | 9997.62 |
19 | 2006.01.27 08:32 | sell | 10 | 0.10 | 1.2216 | 0.0000 | 0.0000 | ||
20 | 2006.01.27 10:05 | close | 10 | 0.10 | 1.2196 | 0.0000 | 0.0000 | 20.00 | 10017.62 |
21 | 2006.01.30 03:31 | buy | 11 | 0.10 | 1.2085 | 0.0000 | 0.0000 | ||
22 | 2006.01.30 08:25 | close | 11 | 0.10 | 1.2065 | 0.0000 | 0.0000 | -20.00 | 9997.62 |
23 | 2006.02.01 02:12 | buy | 12 | 0.10 | 1.2147 | 0.0000 | 0.0000 | ||
24 | 2006.02.01 04:21 | close | 12 | 0.10 | 1.2127 | 0.0000 | 0.0000 | -20.00 | 9977.62 |
25 | 2006.02.02 19:45 | sell | 13 | 0.10 | 1.2102 | 0.0000 | 0.0000 | ||
26 | 2006.02.03 02:13 | close | 13 | 0.10 | 1.2082 | 0.0000 | 0.0000 | 20.44 | 9998.06 |
27 | 2006.02.10 10:30 | buy | 14 | 0.10 | 1.1961 | 0.0000 | 0.0000 | ||
28 | 2006.02.10 10:31 | close | 14 | 0.10 | 1.1941 | 0.0000 | 0.0000 | -20.00 | 9978.06 |
29 | 2006.02.15 10:36 | buy | 15 | 0.10 | 1.1904 | 0.0000 | 0.0000 | ||
30 | 2006.02.15 10:45 | close | 15 | 0.10 | 1.1883 | 0.0000 | 0.0000 | -21.00 | 9957.06 |
31 | 2006.02.15 10:56 | buy | 16 | 0.10 | 1.1904 | 0.0000 | 0.0000 | ||
32 | 2006.02.15 11:23 | close | 16 | 0.10 | 1.1883 | 0.0000 | 0.0000 | -21.00 | 9936.06 |
33 | 2006.03.01 10:55 | buy | 17 | 0.10 | 1.1930 | 0.0000 | 0.0000 | ||
34 | 2006.03.01 11:41 | close | 17 | 0.10 | 1.1910 | 0.0000 | 0.0000 | -20.00 | 9916.06 |
35 | 2006.03.03 10:06 | buy | 18 | 0.10 | 1.2008 | 0.0000 | 0.0000 | ||
36 | 2006.03.03 10:23 | close | 18 | 0.10 | 1.2028 | 0.0000 | 0.0000 | 20.00 | 9936.06 |
37 | 2006.03.13 03:57 | buy | 19 | 0.10 | 1.1936 | 0.0000 | 0.0000 | ||
38 | 2006.03.13 09:00 | close | 19 | 0.10 | 1.1916 | 0.0000 | 0.0000 | -20.00 | 9916.06 |
39 | 2006.03.21 05:01 | buy | 20 | 0.10 | 1.2149 | 0.0000 | 0.0000 | ||
40 | 2006.03.21 08:52 | close | 20 | 0.10 | 1.2129 | 0.0000 | 0.0000 | -20.00 | 9896.06 |
41 | 2006.03.24 02:54 | buy | 21 | 0.10 | 1.1964 | 0.0000 | 0.0000 | ||
42 | 2006.03.24 08:40 | close | 21 | 0.10 | 1.1984 | 0.0000 | 0.0000 | 20.00 | 9916.06 |
43 | 2006.03.29 02:57 | buy | 22 | 0.10 | 1.1995 | 0.0000 | 0.0000 | ||
44 | 2006.03.29 05:17 | close | 22 | 0.10 | 1.2015 | 0.0000 | 0.0000 | 20.00 | 9936.06 |
45 | 2006.04.04 02:57 | buy | 23 | 0.10 | 1.2127 | 0.0000 | 0.0000 | ||
46 | 2006.04.04 03:33 | close | 23 | 0.10 | 1.2147 | 0.0000 | 0.0000 | 20.00 | 9956.06 |
47 | 2006.04.04 21:24 | sell | 24 | 0.10 | 1.2266 | 0.0000 | 0.0000 | ||
48 | 2006.04.05 05:37 | close | 24 | 0.10 | 1.2246 | 0.0000 | 0.0000 | 20.44 | 9976.50 |
49 | 2006.04.10 02:32 | buy | 25 | 0.10 | 1.2101 | 0.0000 | 0.0000 | ||
50 | 2006.04.10 03:10 | close | 25 | 0.10 | 1.2121 | 0.0000 | 0.0000 | 20.00 | 9996.50 |
51 | 2006.04.12 20:45 | buy | 26 | 0.10 | 1.2100 | 0.0000 | 0.0000 | ||
52 | 2006.04.13 03:02 | close | 26 | 0.10 | 1.2120 | 0.0000 | 0.0000 | 17.54 | 10014.04 |
53 | 2006.04.18 05:33 | sell | 27 | 0.10 | 1.2269 | 0.0000 | 0.0000 | ||
54 | 2006.04.18 08:52 | close | 27 | 0.10 | 1.2290 | 0.0000 | 0.0000 | -21.00 | 9993.04 |
55 | 2006.04.21 04:05 | sell | 28 | 0.10 | 1.2316 | 0.0000 | 0.0000 | ||
56 | 2006.04.21 04:07 | close | 28 | 0.10 | 1.2336 | 0.0000 | 0.0000 | -20.00 | 9973.04 |
57 | 2006.04.25 10:21 | buy | 29 | 0.10 | 1.2376 | 0.0000 | 0.0000 | ||
58 | 2006.04.25 10:47 | close | 29 | 0.10 | 1.2396 | 0.0000 | 0.0000 | 20.00 | 9993.04 |
59 | 2006.05.02 03:36 | sell | 30 | 0.10 | 1.2587 | 0.0000 | 0.0000 | ||
60 | 2006.05.02 03:44 | close | 30 | 0.10 | 1.2607 | 0.0000 | 0.0000 | -20.00 | 9973.04 |
61 | 2006.05.03 11:23 | sell | 31 | 0.10 | 1.2639 | 0.0000 | 0.0000 | ||
62 | 2006.05.03 12:11 | close | 31 | 0.10 | 1.2659 | 0.0000 | 0.0000 | -20.00 | 9953.04 |
63 | 2006.06.04 20:25 | sell | 32 | 0.10 | 1.2935 | 0.0000 | 0.0000 | ||
64 | 2006.06.05 02:17 | close | 32 | 0.10 | 1.2955 | 0.0000 | 0.0000 | -19.56 | 9933.48 |
65 | 2006.06.12 03:37 | buy | 33 | 0.10 | 1.2621 | 0.0000 | 0.0000 | ||
66 | 2006.06.12 05:39 | close | 33 | 0.10 | 1.2601 | 0.0000 | 0.0000 | -20.00 | 9913.48 |
67 | 2006.06.14 09:19 | sell | 34 | 0.10 | 1.2604 | 0.0000 | 0.0000 | ||
68 | 2006.06.14 09:20 | close | 34 | 0.10 | 1.2625 | 0.0000 | 0.0000 | -21.00 | 9892.48 |
69 | 2006.06.14 21:47 | sell | 35 | 0.10 | 1.2611 | 0.0000 | 0.0000 | ||
70 | 2006.06.15 02:55 | close | 35 | 0.10 | 1.2632 | 0.0000 | 0.0000 | -19.68 | 9872.80 |
71 | 2006.06.22 02:23 | sell | 36 | 0.10 | 1.2668 | 0.0000 | 0.0000 | ||
72 | 2006.06.22 03:45 | close | 36 | 0.10 | 1.2648 | 0.0000 | 0.0000 | 20.00 | 9892.80 |
73 | 2006.06.29 08:57 | sell | 37 | 0.10 | 1.2552 | 0.0000 | 0.0000 | ||
74 | 2006.06.29 11:51 | close | 37 | 0.10 | 1.2531 | 0.0000 | 0.0000 | 21.00 | 9913.80 |
75 | 2006.07.06 04:10 | buy | 38 | 0.10 | 1.2725 | 0.0000 | 0.0000 | ||
76 | 2006.07.06 07:59 | close | 38 | 0.10 | 1.2745 | 0.0000 | 0.0000 | 20.00 | 9933.80 |
77 | 2006.07.07 04:48 | buy | 39 | 0.10 | 1.2769 | 0.0000 | 0.0000 | ||
78 | 2006.07.07 05:37 | close | 39 | 0.10 | 1.2789 | 0.0000 | 0.0000 | 20.00 | 9953.80 |
79 | 2006.07.10 05:28 | buy | 40 | 0.10 | 1.2785 | 0.0000 | 0.0000 | ||
80 | 2006.07.10 07:01 | close | 40 | 0.10 | 1.2765 | 0.0000 | 0.0000 | -20.00 | 9933.80 |
81 | 2006.07.11 03:50 | sell | 41 | 0.10 | 1.2744 | 0.0000 | 0.0000 | ||
82 | 2006.07.11 09:06 | close | 41 | 0.10 | 1.2724 | 0.0000 | 0.0000 | 20.00 | 9953.80 |
83 | 2006.07.12 03:55 | buy | 42 | 0.10 | 1.2757 | 0.0000 | 0.0000 | ||
84 | 2006.07.12 04:41 | close | 42 | 0.10 | 1.2737 | 0.0000 | 0.0000 | -20.00 | 9933.80 |
85 | 2006.07.28 08:30 | sell | 43 | 0.10 | 1.2699 | 0.0000 | 0.0000 | ||
86 | 2006.07.28 08:31 | close | 43 | 0.10 | 1.2719 | 0.0000 | 0.0000 | -20.00 | 9913.80 |
87 | 2006.08.02 09:20 | buy | 44 | 0.10 | 1.2816 | 0.0000 | 0.0000 | ||
88 | 2006.08.02 11:05 | close | 44 | 0.10 | 1.2796 | 0.0000 | 0.0000 | -20.00 | 9893.80 |
89 | 2006.08.07 09:42 | buy | 45 | 0.10 | 1.2876 | 0.0000 | 0.0000 | ||
90 | 2006.08.07 10:21 | close | 45 | 0.10 | 1.2855 | 0.0000 | 0.0000 | -21.00 | 9872.80 |
91 | 2006.08.08 14:23 | buy | 46 | 0.10 | 1.2828 | 0.0000 | 0.0000 | ||
92 | 2006.08.08 14:33 | close | 46 | 0.10 | 1.2848 | 0.0000 | 0.0000 | 20.00 | 9892.80 |
93 | 2006.08.10 03:54 | buy | 47 | 0.10 | 1.2855 | 0.0000 | 0.0000 | ||
94 | 2006.08.10 08:36 | close | 47 | 0.10 | 1.2834 | 0.0000 | 0.0000 | -21.00 | 9871.80 |
95 | 2006.08.13 19:04 | sell | 48 | 0.10 | 1.2732 | 0.0000 | 0.0000 | ||
96 | 2006.08.14 00:44 | close | 48 | 0.10 | 1.2753 | 0.0000 | 0.0000 | -20.56 | 9851.24 |
97 | 2006.08.14 03:25 | sell | 49 | 0.10 | 1.2732 | 0.0000 | 0.0000 | ||
98 | 2006.08.14 08:20 | close | 49 | 0.10 | 1.2712 | 0.0000 | 0.0000 | 20.00 | 9871.24 |
99 | 2006.08.16 08:18 | sell | 50 | 0.10 | 1.2793 | 0.0000 | 0.0000 | ||
100 | 2006.08.16 08:30 | close | 50 | 0.10 | 1.2816 | 0.0000 | 0.0000 | -23.00 | 9848.24 |
101 | 2006.08.18 09:56 | sell | 51 | 0.10 | 1.2844 | 0.0000 | 0.0000 | ||
102 | 2006.08.18 10:11 | close | 51 | 0.10 | 1.2824 | 0.0000 | 0.0000 | 20.00 | 9868.24 |
103 | 2006.08.25 11:15 | sell | 52 | 0.10 | 1.2777 | 0.0000 | 0.0000 | ||
104 | 2006.08.25 12:12 | close | 52 | 0.10 | 1.2757 | 0.0000 | 0.0000 | 20.00 | 9888.24 |
105 | 2006.09.05 20:27 | buy | 53 | 0.10 | 1.2815 | 0.0000 | 0.0000 | ||
106 | 2006.09.06 07:28 | close | 53 | 0.10 | 1.2794 | 0.0000 | 0.0000 | -21.82 | 9866.42 |
107 | 2006.09.19 00:09 | sell | 54 | 0.10 | 1.2708 | 0.0000 | 0.0000 | ||
108 | 2006.09.19 03:41 | close | 54 | 0.10 | 1.2688 | 0.0000 | 0.0000 | 20.00 | 9886.42 |
109 | 2006.09.20 15:34 | sell | 55 | 0.10 | 1.2684 | 0.0000 | 0.0000 | ||
110 | 2006.09.20 20:24 | close | 55 | 0.10 | 1.2704 | 0.0000 | 0.0000 | -20.00 | 9866.42 |
111 | 2006.10.04 03:56 | buy | 56 | 0.10 | 1.2716 | 0.0000 | 0.0000 | ||
112 | 2006.10.04 04:45 | close | 56 | 0.10 | 1.2695 | 0.0000 | 0.0000 | -21.00 | 9845.42 |
113 | 2006.10.09 03:49 | sell | 57 | 0.10 | 1.2598 | 0.0000 | 0.0000 | ||
114 | 2006.10.10 04:21 | close | 57 | 0.10 | 1.2578 | 0.0000 | 0.0000 | 20.44 | 9865.86 |
115 | 2006.10.10 17:40 | buy | 58 | 0.10 | 1.2530 | 0.0000 | 0.0000 | ||
116 | 2006.10.11 04:16 | close | 58 | 0.10 | 1.2551 | 0.0000 | 0.0000 | 20.18 | 9886.04 |
117 | 2006.10.13 02:57 | sell | 59 | 0.10 | 1.2566 | 0.0000 | 0.0000 | ||
118 | 2006.10.13 06:56 | close | 59 | 0.10 | 1.2546 | 0.0000 | 0.0000 | 20.00 | 9906.04 |
119 | 2006.10.16 03:41 | buy | 60 | 0.10 | 1.2491 | 0.0000 | 0.0000 | ||
120 | 2006.10.16 03:58 | close | 60 | 0.10 | 1.2511 | 0.0000 | 0.0000 | 20.00 | 9926.04 |
121 | 2006.10.17 09:20 | sell | 61 | 0.10 | 1.2543 | 0.0000 | 0.0000 | ||
122 | 2006.10.17 11:43 | close | 61 | 0.10 | 1.2563 | 0.0000 | 0.0000 | -20.00 | 9906.04 |
123 | 2006.10.19 02:39 | sell | 62 | 0.10 | 1.2543 | 0.0000 | 0.0000 | ||
124 | 2006.10.19 03:44 | close | 62 | 0.10 | 1.2563 | 0.0000 | 0.0000 | -20.00 | 9886.04 |
125 | 2006.10.23 20:27 | buy | 63 | 0.10 | 1.2546 | 0.0000 | 0.0000 | ||
126 | 2006.10.24 03:35 | close | 63 | 0.10 | 1.2526 | 0.0000 | 0.0000 | -20.82 | 9865.22 |
127 | 2006.10.24 04:45 | sell | 64 | 0.10 | 1.2546 | 0.0000 | 0.0000 | ||
128 | 2006.10.24 11:23 | close | 64 | 0.10 | 1.2566 | 0.0000 | 0.0000 | -20.00 | 9845.22 |
129 | 2006.11.09 08:38 | buy | 65 | 0.10 | 1.2770 | 0.0000 | 0.0000 | ||
130 | 2006.11.09 09:58 | close | 65 | 0.10 | 1.2790 | 0.0000 | 0.0000 | 20.00 | 9865.22 |
131 | 2006.11.09 09:59 | sell | 66 | 0.10 | 1.2788 | 0.0000 | 0.0000 | ||
132 | 2006.11.09 10:02 | close | 66 | 0.10 | 1.2808 | 0.0000 | 0.0000 | -20.00 | 9845.22 |
133 | 2006.11.14 10:11 | buy | 67 | 0.10 | 1.2814 | 0.0000 | 0.0000 | ||
134 | 2006.11.14 10:12 | close | 67 | 0.10 | 1.2794 | 0.0000 | 0.0000 | -20.00 | 9825.22 |
135 | 2006.11.14 10:19 | buy | 68 | 0.10 | 1.2814 | 0.0000 | 0.0000 | ||
136 | 2006.11.15 05:31 | close | 68 | 0.10 | 1.2794 | 0.0000 | 0.0000 | -20.82 | 9804.40 |
137 | 2006.11.20 04:56 | sell | 69 | 0.10 | 1.2845 | 0.0000 | 0.0000 | ||
138 | 2006.11.20 10:02 | close | 69 | 0.10 | 1.2825 | 0.0000 | 0.0000 | 20.00 | 9824.40 |
139 | 2006.12.01 03:29 | buy | 70 | 0.10 | 1.3247 | 0.0000 | 0.0000 | ||
140 | 2006.12.01 04:51 | close | 70 | 0.10 | 1.3227 | 0.0000 | 0.0000 | -20.00 | 9804.40 |
141 | 2006.12.05 10:13 | buy | 71 | 0.10 | 1.3298 | 0.0000 | 0.0000 | ||
142 | 2006.12.05 11:30 | close | 71 | 0.10 | 1.3319 | 0.0000 | 0.0000 | 21.00 | 9825.40 |
143 | 2006.12.06 02:58 | buy | 72 | 0.10 | 1.3312 | 0.0000 | 0.0000 | ||
144 | 2006.12.06 03:32 | close | 72 | 0.10 | 1.3292 | 0.0000 | 0.0000 | -20.00 | 9805.40 |
145 | 2006.12.08 11:52 | buy | 73 | 0.10 | 1.3239 | 0.0000 | 0.0000 | ||
146 | 2006.12.08 11:54 | close | 73 | 0.10 | 1.3217 | 0.0000 | 0.0000 | -22.00 | 9783.40 |
147 | 2006.12.15 04:27 | buy | 74 | 0.10 | 1.3140 | 0.0000 | 0.0000 | ||
148 | 2006.12.15 04:29 | close | 74 | 0.10 | 1.3120 | 0.0000 | 0.0000 | -20.00 | 9763.40 |
149 | 2006.12.15 08:32 | sell | 75 | 0.10 | 1.3173 | 0.0000 | 0.0000 | ||
150 | 2006.12.15 09:18 | close | 75 | 0.10 | 1.3153 | 0.0000 | 0.0000 | 20.00 | 9783.40 |
151 | 2006.12.19 02:37 | sell | 76 | 0.10 | 1.3105 | 0.0000 | 0.0000 | ||
152 | 2006.12.19 02:58 | close | 76 | 0.10 | 1.3125 | 0.0000 | 0.0000 | -20.00 | 9763.40 |
153 | 2006.12.20 02:49 | sell | 77 | 0.10 | 1.3215 | 0.0000 | 0.0000 | ||
154 | 2006.12.20 04:13 | close | 77 | 0.10 | 1.3235 | 0.0000 | 0.0000 | -20.00 | 9743.40 |