Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2006.01.03 08:30 - 2007.01.31 00:00 (2007.01.01 - 2007.01.31) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | TakeProfit=75; n=28; TimeOrders1="09:00"; TimeOrders2="15:00"; Order_Comment="Shinigami Expert"; UrovenBezubytka=71; TrailingStop=0; LotsIfNoMM=0.1; UseMM=true; MMRiskFactor=0.1; MMBalanceExcludeAmt=0; MMBalanceShareDivisor=1; | ||||
Bars in test | 18125 | Ticks modelled | 1851671 | Modelling quality | 50.08% |
Initial deposit | 10000.00 | ||||
Total net profit | 2571.65 | Gross profit | 6536.31 | Gross loss | -3964.66 |
Profit factor | 1.65 | Expected payoff | 77.93 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1567.06 (13.22%) | Relative drawdown | 13.22% (1567.06) |
Total trades | 33 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 17 (51.52%) | Loss trades (% of total) | 16 (48.48%) | ||
Largest | profit trade | 467.91 | loss trade | -298.81 | |
Average | profit trade | 384.49 | loss trade | -247.79 | |
Maximum | consecutive wins (profit in money) | 5 (2011.32) | consecutive losses (loss in money) | 6 (-1567.06) | |
Maximal | consecutive profit (count of wins) | 2011.32 (5) | consecutive loss (count of losses) | -1567.06 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.03 09:00 | sell stop | 1 | 0.50 | 1.3255 | 1.3303 | 1.3180 | ||
2 | 2007.01.03 09:00 | buy stop | 2 | 0.50 | 1.3295 | 1.3247 | 1.3370 | ||
3 | 2007.01.03 11:35 | sell | 1 | 0.50 | 1.3255 | 1.3303 | 1.3180 | ||
4 | 2007.01.03 17:08 | modify | 1 | 0.50 | 1.3255 | 1.3254 | 1.3180 | ||
5 | 2007.01.03 17:10 | t/p | 1 | 0.50 | 1.3180 | 1.3254 | 1.3180 | 375.00 | 10375.00 |
6 | 2007.01.04 09:00 | delete | 2 | 0.50 | 1.3295 | 1.3247 | 1.3370 | ||
7 | 2007.01.04 09:00 | sell stop | 3 | 0.52 | 1.3148 | 1.3196 | 1.3073 | ||
8 | 2007.01.04 09:00 | buy stop | 4 | 0.52 | 1.3188 | 1.3140 | 1.3263 | ||
9 | 2007.01.04 10:13 | sell | 3 | 0.52 | 1.3148 | 1.3196 | 1.3073 | ||
10 | 2007.01.05 04:59 | modify | 3 | 0.52 | 1.3148 | 1.3147 | 1.3073 | ||
11 | 2007.01.05 05:02 | t/p | 3 | 0.52 | 1.3073 | 1.3147 | 1.3073 | 392.96 | 10767.96 |
12 | 2007.01.05 09:00 | delete | 4 | 0.52 | 1.3188 | 1.3140 | 1.3263 | ||
13 | 2007.01.05 09:00 | sell stop | 5 | 0.54 | 1.3063 | 1.3111 | 1.2988 | ||
14 | 2007.01.05 09:00 | buy stop | 6 | 0.54 | 1.3103 | 1.3055 | 1.3178 | ||
15 | 2007.01.05 09:54 | buy | 6 | 0.54 | 1.3103 | 1.3055 | 1.3178 | ||
16 | 2007.01.05 15:00 | delete | 5 | 0.54 | 1.3063 | 1.3111 | 1.2988 | ||
17 | 2007.01.05 15:00 | sell stop | 7 | 0.54 | 1.3063 | 1.3111 | 1.2988 | ||
18 | 2007.01.05 15:00 | buy stop | 8 | 0.54 | 1.3103 | 1.3055 | 1.3178 | ||
19 | 2007.01.05 15:30 | sell | 7 | 0.54 | 1.3063 | 1.3111 | 1.2988 | ||
20 | 2007.01.05 15:30 | s/l | 6 | 0.54 | 1.3055 | 1.3055 | 1.3178 | -259.20 | 10508.76 |
21 | 2007.01.05 17:57 | modify | 7 | 0.54 | 1.3063 | 1.3063 | 1.2988 | ||
22 | 2007.01.05 18:03 | t/p | 7 | 0.54 | 1.2988 | 1.3063 | 1.2988 | 405.00 | 10913.76 |
23 | 2007.01.08 09:00 | delete | 8 | 0.54 | 1.3103 | 1.3055 | 1.3178 | ||
24 | 2007.01.08 09:00 | sell stop | 9 | 0.55 | 1.2986 | 1.3034 | 1.2911 | ||
25 | 2007.01.08 09:00 | buy stop | 10 | 0.55 | 1.3026 | 1.2978 | 1.3101 | ||
26 | 2007.01.08 10:54 | buy | 10 | 0.55 | 1.3026 | 1.2978 | 1.3101 | ||
27 | 2007.01.08 15:00 | delete | 9 | 0.55 | 1.2986 | 1.3034 | 1.2911 | ||
28 | 2007.01.08 15:00 | sell stop | 11 | 0.55 | 1.2986 | 1.3034 | 1.2911 | ||
29 | 2007.01.08 15:00 | buy stop | 12 | 0.55 | 1.3026 | 1.2978 | 1.3101 | ||
30 | 2007.01.08 15:58 | sell | 11 | 0.55 | 1.2986 | 1.3034 | 1.2911 | ||
31 | 2007.01.08 15:59 | s/l | 10 | 0.55 | 1.2978 | 1.2978 | 1.3101 | -264.00 | 10649.76 |
32 | 2007.01.08 17:04 | buy | 12 | 0.55 | 1.3026 | 1.2978 | 1.3101 | ||
33 | 2007.01.08 18:47 | s/l | 11 | 0.55 | 1.3034 | 1.3034 | 1.2911 | -264.00 | 10385.76 |
34 | 2007.01.09 09:00 | sell stop | 13 | 0.52 | 1.3003 | 1.3051 | 1.2928 | ||
35 | 2007.01.09 15:00 | delete | 13 | 0.52 | 1.3003 | 1.3051 | 1.2928 | ||
36 | 2007.01.09 15:00 | sell stop | 14 | 0.52 | 1.3003 | 1.3051 | 1.2928 | ||
37 | 2007.01.09 15:00 | buy stop | 15 | 0.52 | 1.3043 | 1.2995 | 1.3118 | ||
38 | 2007.01.09 16:05 | sell | 14 | 0.52 | 1.3003 | 1.3051 | 1.2928 | ||
39 | 2007.01.10 02:14 | s/l | 12 | 0.55 | 1.2978 | 1.2978 | 1.3101 | -271.50 | 10114.26 |
40 | 2007.01.10 09:00 | delete | 15 | 0.52 | 1.3043 | 1.2995 | 1.3118 | ||
41 | 2007.01.10 09:00 | sell stop | 16 | 0.51 | 1.2980 | 1.3028 | 1.2905 | ||
42 | 2007.01.10 09:00 | buy stop | 17 | 0.51 | 1.3020 | 1.2972 | 1.3095 | ||
43 | 2007.01.10 10:46 | sell | 16 | 0.51 | 1.2980 | 1.3028 | 1.2905 | ||
44 | 2007.01.10 15:00 | delete | 17 | 0.51 | 1.3020 | 1.2972 | 1.3095 | ||
45 | 2007.01.10 15:00 | sell stop | 18 | 0.51 | 1.2980 | 1.3028 | 1.2905 | ||
46 | 2007.01.10 15:00 | buy stop | 19 | 0.51 | 1.3020 | 1.2972 | 1.3095 | ||
47 | 2007.01.10 15:29 | sell | 18 | 0.51 | 1.2980 | 1.3028 | 1.2905 | ||
48 | 2007.01.11 15:51 | modify | 14 | 0.52 | 1.3003 | 1.3003 | 1.2928 | ||
49 | 2007.01.11 15:51 | t/p | 14 | 0.52 | 1.2928 | 1.3003 | 1.2928 | 401.84 | 10516.10 |
50 | 2007.01.11 17:05 | modify | 16 | 0.51 | 1.2980 | 1.2980 | 1.2905 | ||
51 | 2007.01.11 17:05 | modify | 18 | 0.51 | 1.2980 | 1.2980 | 1.2905 | ||
52 | 2007.01.11 17:05 | t/p | 16 | 0.51 | 1.2905 | 1.2980 | 1.2905 | 391.21 | 10907.31 |
53 | 2007.01.11 17:05 | t/p | 18 | 0.51 | 1.2905 | 1.2980 | 1.2905 | 391.21 | 11298.51 |
54 | 2007.01.12 09:00 | delete | 19 | 0.51 | 1.3020 | 1.2972 | 1.3095 | ||
55 | 2007.01.12 09:00 | sell stop | 20 | 0.56 | 1.2873 | 1.2921 | 1.2798 | ||
56 | 2007.01.12 09:00 | buy stop | 21 | 0.56 | 1.2913 | 1.2865 | 1.2988 | ||
57 | 2007.01.12 09:01 | buy | 21 | 0.56 | 1.2913 | 1.2865 | 1.2988 | ||
58 | 2007.01.12 15:00 | delete | 20 | 0.56 | 1.2873 | 1.2921 | 1.2798 | ||
59 | 2007.01.12 15:00 | sell stop | 22 | 0.56 | 1.2873 | 1.2921 | 1.2798 | ||
60 | 2007.01.12 15:00 | buy stop | 23 | 0.56 | 1.2913 | 1.2865 | 1.2988 | ||
61 | 2007.01.12 15:30 | sell | 22 | 0.56 | 1.2873 | 1.2921 | 1.2798 | ||
62 | 2007.01.12 15:59 | buy | 23 | 0.56 | 1.2913 | 1.2865 | 1.2988 | ||
63 | 2007.01.12 16:06 | s/l | 22 | 0.56 | 1.2921 | 1.2921 | 1.2798 | -268.80 | 11029.71 |
64 | 2007.01.15 09:00 | sell stop | 24 | 0.55 | 1.2897 | 1.2945 | 1.2822 | ||
65 | 2007.01.15 09:00 | buy stop | 25 | 0.55 | 1.2937 | 1.2889 | 1.3012 | ||
66 | 2007.01.15 09:18 | buy | 25 | 0.55 | 1.2937 | 1.2889 | 1.3012 | ||
67 | 2007.01.16 09:00 | delete | 24 | 0.55 | 1.2897 | 1.2945 | 1.2822 | ||
68 | 2007.01.16 09:00 | sell stop | 26 | 0.55 | 1.2918 | 1.2966 | 1.2843 | ||
69 | 2007.01.16 09:00 | buy stop | 27 | 0.55 | 1.2958 | 1.2910 | 1.3033 | ||
70 | 2007.01.16 09:05 | buy | 27 | 0.55 | 1.2958 | 1.2910 | 1.3033 | ||
71 | 2007.01.16 12:21 | modify | 21 | 0.56 | 1.2913 | 1.2913 | 1.2988 | ||
72 | 2007.01.16 12:21 | modify | 23 | 0.56 | 1.2913 | 1.2913 | 1.2988 | ||
73 | 2007.01.16 12:30 | t/p | 21 | 0.56 | 1.2988 | 1.2913 | 1.2988 | 412.37 | 11442.08 |
74 | 2007.01.16 12:30 | t/p | 23 | 0.56 | 1.2988 | 1.2913 | 1.2988 | 412.37 | 11854.45 |
75 | 2007.01.16 18:49 | sell | 26 | 0.55 | 1.2918 | 1.2966 | 1.2843 | ||
76 | 2007.01.16 19:04 | s/l | 27 | 0.55 | 1.2910 | 1.2910 | 1.3033 | -264.00 | 11590.45 |
77 | 2007.01.17 09:00 | sell stop | 28 | 0.58 | 1.2898 | 1.2946 | 1.2823 | ||
78 | 2007.01.17 09:00 | buy stop | 29 | 0.58 | 1.2938 | 1.2890 | 1.3013 | ||
79 | 2007.01.17 15:00 | delete | 28 | 0.58 | 1.2898 | 1.2946 | 1.2823 | ||
80 | 2007.01.17 15:00 | sell stop | 30 | 0.58 | 1.2898 | 1.2946 | 1.2823 | ||
81 | 2007.01.17 15:00 | buy stop | 31 | 0.58 | 1.2938 | 1.2890 | 1.3013 | ||
82 | 2007.01.17 15:31 | sell | 30 | 0.58 | 1.2898 | 1.2946 | 1.2823 | ||
83 | 2007.01.17 16:51 | buy | 29 | 0.58 | 1.2938 | 1.2890 | 1.3013 | ||
84 | 2007.01.17 16:51 | buy | 31 | 0.58 | 1.2938 | 1.2890 | 1.3013 | ||
85 | 2007.01.17 17:31 | s/l | 30 | 0.58 | 1.2946 | 1.2946 | 1.2823 | -278.40 | 11312.05 |
86 | 2007.01.18 05:07 | s/l | 26 | 0.55 | 1.2966 | 1.2966 | 1.2843 | -251.48 | 11060.57 |
87 | 2007.01.18 15:00 | sell stop | 32 | 0.55 | 1.2917 | 1.2965 | 1.2842 | ||
88 | 2007.01.18 15:00 | buy stop | 33 | 0.55 | 1.2957 | 1.2909 | 1.3032 | ||
89 | 2007.01.18 15:30 | sell | 32 | 0.55 | 1.2917 | 1.2965 | 1.2842 | ||
90 | 2007.01.18 16:34 | buy | 33 | 0.55 | 1.2957 | 1.2909 | 1.3032 | ||
91 | 2007.01.18 22:03 | s/l | 32 | 0.55 | 1.2965 | 1.2965 | 1.2842 | -264.00 | 10796.57 |
92 | 2007.01.19 15:00 | sell stop | 34 | 0.54 | 1.2942 | 1.2990 | 1.2867 | ||
93 | 2007.01.19 15:00 | buy stop | 35 | 0.54 | 1.2982 | 1.2934 | 1.3057 | ||
94 | 2007.01.19 16:06 | sell | 34 | 0.54 | 1.2942 | 1.2990 | 1.2867 | ||
95 | 2007.01.22 09:00 | delete | 35 | 0.54 | 1.2982 | 1.2934 | 1.3057 | ||
96 | 2007.01.22 09:00 | sell stop | 36 | 0.54 | 1.2943 | 1.2991 | 1.2868 | ||
97 | 2007.01.22 09:00 | buy stop | 37 | 0.54 | 1.2983 | 1.2935 | 1.3058 | ||
98 | 2007.01.22 12:57 | sell | 36 | 0.54 | 1.2943 | 1.2991 | 1.2868 | ||
99 | 2007.01.23 09:00 | delete | 37 | 0.54 | 1.2983 | 1.2935 | 1.3058 | ||
100 | 2007.01.23 09:00 | sell stop | 38 | 0.54 | 1.2929 | 1.2977 | 1.2854 | ||
101 | 2007.01.23 09:00 | buy stop | 39 | 0.54 | 1.2969 | 1.2921 | 1.3044 | ||
102 | 2007.01.23 09:32 | buy | 39 | 0.54 | 1.2969 | 1.2921 | 1.3044 | ||
103 | 2007.01.23 12:00 | s/l | 34 | 0.54 | 1.2990 | 1.2990 | 1.2867 | -253.05 | 10543.51 |
104 | 2007.01.23 12:00 | s/l | 36 | 0.54 | 1.2991 | 1.2991 | 1.2868 | -256.13 | 10287.39 |
105 | 2007.01.23 12:09 | modify | 25 | 0.55 | 1.2937 | 1.2938 | 1.3012 | ||
106 | 2007.01.23 12:09 | modify | 29 | 0.58 | 1.2938 | 1.2939 | 1.3013 | ||
107 | 2007.01.23 12:09 | modify | 31 | 0.58 | 1.2938 | 1.2939 | 1.3013 | ||
108 | 2007.01.23 12:09 | t/p | 25 | 0.55 | 1.3012 | 1.2938 | 1.3012 | 382.51 | 10669.90 |
109 | 2007.01.23 12:09 | t/p | 29 | 0.58 | 1.3013 | 1.2939 | 1.3013 | 411.28 | 11081.18 |
110 | 2007.01.23 12:09 | t/p | 31 | 0.58 | 1.3013 | 1.2939 | 1.3013 | 411.28 | 11492.46 |
111 | 2007.01.23 13:58 | modify | 33 | 0.55 | 1.2957 | 1.2958 | 1.3032 | ||
112 | 2007.01.23 14:02 | t/p | 33 | 0.55 | 1.3032 | 1.2958 | 1.3032 | 401.25 | 11893.71 |
113 | 2007.01.23 14:55 | modify | 39 | 0.54 | 1.2969 | 1.2969 | 1.3044 | ||
114 | 2007.01.23 15:12 | t/p | 39 | 0.54 | 1.3044 | 1.2969 | 1.3044 | 405.00 | 12298.71 |
115 | 2007.01.24 09:00 | delete | 38 | 0.54 | 1.2929 | 1.2977 | 1.2854 | ||
116 | 2007.01.24 09:00 | sell stop | 40 | 0.61 | 1.3006 | 1.3054 | 1.2931 | ||
117 | 2007.01.24 09:00 | buy stop | 41 | 0.61 | 1.3046 | 1.2998 | 1.3121 | ||
118 | 2007.01.24 09:53 | sell | 40 | 0.61 | 1.3006 | 1.3054 | 1.2931 | ||
119 | 2007.01.24 15:00 | delete | 41 | 0.61 | 1.3046 | 1.2998 | 1.3121 | ||
120 | 2007.01.24 15:00 | sell stop | 42 | 0.61 | 1.3006 | 1.3054 | 1.2931 | ||
121 | 2007.01.24 15:00 | buy stop | 43 | 0.61 | 1.3046 | 1.2998 | 1.3121 | ||
122 | 2007.01.24 15:07 | sell | 42 | 0.61 | 1.3006 | 1.3054 | 1.2931 | ||
123 | 2007.01.25 09:00 | delete | 43 | 0.61 | 1.3046 | 1.2998 | 1.3121 | ||
124 | 2007.01.25 09:00 | sell stop | 44 | 0.61 | 1.2947 | 1.2995 | 1.2872 | ||
125 | 2007.01.25 09:00 | buy stop | 45 | 0.61 | 1.2987 | 1.2939 | 1.3062 | ||
126 | 2007.01.25 09:45 | buy | 45 | 0.61 | 1.2987 | 1.2939 | 1.3062 | ||
127 | 2007.01.25 15:00 | delete | 44 | 0.61 | 1.2947 | 1.2995 | 1.2872 | ||
128 | 2007.01.25 15:00 | sell stop | 46 | 0.61 | 1.2947 | 1.2995 | 1.2872 | ||
129 | 2007.01.25 15:00 | buy stop | 47 | 0.61 | 1.2987 | 1.2939 | 1.3062 | ||
130 | 2007.01.25 15:32 | buy | 47 | 0.61 | 1.2987 | 1.2939 | 1.3062 | ||
131 | 2007.01.25 21:03 | sell | 46 | 0.61 | 1.2947 | 1.2995 | 1.2872 | ||
132 | 2007.01.25 21:13 | s/l | 45 | 0.61 | 1.2939 | 1.2939 | 1.3062 | -292.80 | 12005.91 |
133 | 2007.01.25 21:13 | s/l | 47 | 0.61 | 1.2939 | 1.2939 | 1.3062 | -292.80 | 11713.11 |
134 | 2007.01.25 21:32 | modify | 40 | 0.61 | 1.3006 | 1.3006 | 1.2931 | ||
135 | 2007.01.25 21:32 | modify | 42 | 0.61 | 1.3006 | 1.3006 | 1.2931 | ||
136 | 2007.01.25 21:33 | t/p | 40 | 0.61 | 1.2931 | 1.3006 | 1.2931 | 467.91 | 12181.02 |
137 | 2007.01.25 21:33 | t/p | 42 | 0.61 | 1.2931 | 1.3006 | 1.2931 | 467.91 | 12648.94 |
138 | 2007.01.26 09:00 | sell stop | 48 | 0.63 | 1.2913 | 1.2961 | 1.2838 | ||
139 | 2007.01.26 09:00 | buy stop | 49 | 0.63 | 1.2953 | 1.2905 | 1.3028 | ||
140 | 2007.01.26 10:08 | sell | 48 | 0.63 | 1.2913 | 1.2961 | 1.2838 | ||
141 | 2007.01.29 09:00 | delete | 49 | 0.63 | 1.2953 | 1.2905 | 1.3028 | ||
142 | 2007.01.29 09:00 | sell stop | 50 | 0.63 | 1.2895 | 1.2943 | 1.2820 | ||
143 | 2007.01.29 09:00 | buy stop | 51 | 0.63 | 1.2935 | 1.2887 | 1.3010 | ||
144 | 2007.01.29 15:00 | delete | 50 | 0.63 | 1.2895 | 1.2943 | 1.2820 | ||
145 | 2007.01.29 15:00 | sell stop | 52 | 0.63 | 1.2895 | 1.2943 | 1.2820 | ||
146 | 2007.01.29 15:00 | buy stop | 53 | 0.63 | 1.2935 | 1.2887 | 1.3010 | ||
147 | 2007.01.29 16:54 | buy | 51 | 0.63 | 1.2935 | 1.2887 | 1.3010 | ||
148 | 2007.01.29 16:54 | buy | 53 | 0.63 | 1.2935 | 1.2887 | 1.3010 | ||
149 | 2007.01.29 19:01 | s/l | 48 | 0.63 | 1.2961 | 1.2961 | 1.2838 | -298.81 | 12350.12 |
150 | 2007.01.30 09:00 | delete | 52 | 0.63 | 1.2895 | 1.2943 | 1.2820 | ||
151 | 2007.01.30 09:00 | sell stop | 54 | 0.62 | 1.2937 | 1.2985 | 1.2862 | ||
152 | 2007.01.30 09:00 | buy stop | 55 | 0.62 | 1.2977 | 1.2929 | 1.3052 | ||
153 | 2007.01.30 14:50 | buy | 55 | 0.62 | 1.2977 | 1.2929 | 1.3052 | ||
154 | 2007.01.30 23:59 | close at stop | 55 | 0.62 | 1.2968 | 1.2929 | 1.3052 | -55.80 | 12294.32 |
155 | 2007.01.30 23:59 | close at stop | 53 | 0.63 | 1.2968 | 1.2887 | 1.3010 | 203.61 | 12497.93 |
156 | 2007.01.30 23:59 | close at stop | 51 | 0.63 | 1.2968 | 1.2887 | 1.3010 | 203.61 | 12701.54 |
157 | 2007.01.30 23:59 | close at stop | 46 | 0.61 | 1.2970 | 1.2995 | 1.2872 | -129.89 | 12571.65 |