Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2006.12.11 00:00 - 2007.02.23 22:45 (2006.12.10 - 2007.02.24) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Expert_Name="BrainExpert_v2"; Magic=55000; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=60; StopLossMode=1; TrailStopMode=2; BreakEven=15; SessionStart=8; SessionEnd=17; SignalMail=false; Inputs=" BrainTrend parameters "; TimeFrame=60; NumBars=500; ConfirmBars=5; Use_pSAR=1; pSAR_Step=0.02; pSAR_Maximum=0.2; Use_Stoch=0; Kperiod=14; Dperiod=5; slowing=5; UpLevel=30; DnLevel=70; Use_iTrend=1; MM_inputs=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.12; MaxLoss=1000; | ||||
Bars in test | 150464 | Ticks modelled | 296833 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | 4382.14 | Gross profit | 7069.47 | Gross loss | -2687.34 |
Profit factor | 2.63 | Expected payoff | 398.38 | ||
Absolute drawdown | 1693.79 | Maximal drawdown | 1693.79 (3.39%) | Relative drawdown | 3.39% (1693.79) |
Total trades | 11 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
Largest | profit trade | 2963.91 | loss trade | -1693.79 | |
Average | profit trade | 883.68 | loss trade | -895.78 | |
Maximum | consecutive wins (profit in money) | 5 (3093.46) | consecutive losses (loss in money) | 2 (-993.55) | |
Maximal | consecutive profit (count of wins) | 3976.02 (3) | consecutive loss (count of losses) | -1693.79 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.12.11 14:00 | buy | 1 | 6.00 | 1.2078 | 1.2044 | 1.2138 | ||
2 | 2006.12.11 16:37 | s/l | 1 | 6.00 | 1.2044 | 1.2044 | 1.2138 | -1693.79 | 48306.21 |
3 | 2006.12.11 17:00 | sell | 2 | 5.80 | 1.2033 | 1.2079 | 1.1973 | ||
4 | 2006.12.11 18:00 | modify | 2 | 5.80 | 1.2033 | 1.2059 | 1.1973 | ||
5 | 2006.12.11 18:03 | modify | 2 | 5.80 | 1.2033 | 1.2032 | 1.1973 | ||
6 | 2006.12.11 22:11 | s/l | 2 | 5.80 | 1.2032 | 1.2032 | 1.1973 | 48.20 | 48354.41 |
7 | 2006.12.15 17:00 | buy | 3 | 5.80 | 1.2214 | 1.2161 | 1.2274 | ||
8 | 2006.12.15 19:24 | modify | 3 | 5.80 | 1.2214 | 1.2215 | 1.2274 | ||
9 | 2006.12.15 19:33 | s/l | 3 | 5.80 | 1.2215 | 1.2215 | 1.2274 | 47.49 | 48401.90 |
10 | 2006.12.21 12:00 | buy | 4 | 5.80 | 1.2172 | 1.2149 | 1.2232 | ||
11 | 2006.12.21 14:36 | modify | 4 | 5.80 | 1.2172 | 1.2173 | 1.2232 | ||
12 | 2006.12.21 14:46 | s/l | 4 | 5.80 | 1.2173 | 1.2173 | 1.2232 | 47.65 | 48449.55 |
13 | 2006.12.26 15:00 | buy | 5 | 5.80 | 1.2208 | 1.2180 | 1.2268 | ||
14 | 2006.12.26 18:54 | modify | 5 | 5.80 | 1.2208 | 1.2209 | 1.2268 | ||
15 | 2006.12.27 02:04 | s/l | 5 | 5.80 | 1.2209 | 1.2209 | 1.2268 | 91.80 | 48541.35 |
16 | 2006.12.28 11:00 | sell | 6 | 5.80 | 1.2235 | 1.2263 | 1.2175 | ||
17 | 2006.12.28 12:12 | modify | 6 | 5.80 | 1.2235 | 1.2234 | 1.2175 | ||
18 | 2006.12.28 14:27 | t/p | 6 | 5.80 | 1.2175 | 1.2234 | 1.2175 | 2858.32 | 51399.67 |
19 | 2007.01.17 09:00 | buy | 7 | 6.20 | 1.2490 | 1.2473 | 1.2550 | ||
20 | 2007.01.17 09:24 | s/l | 7 | 6.20 | 1.2473 | 1.2473 | 1.2550 | -845.03 | 50554.64 |
21 | 2007.01.17 16:00 | sell | 8 | 6.10 | 1.2466 | 1.2506 | 1.2406 | ||
22 | 2007.01.17 18:00 | modify | 8 | 6.10 | 1.2466 | 1.2488 | 1.2406 | ||
23 | 2007.01.18 03:00 | modify | 8 | 6.10 | 1.2466 | 1.2485 | 1.2406 | ||
24 | 2007.01.18 04:07 | modify | 8 | 6.10 | 1.2466 | 1.2465 | 1.2406 | ||
25 | 2007.01.18 07:55 | s/l | 8 | 6.10 | 1.2465 | 1.2465 | 1.2406 | -148.52 | 50406.12 |
26 | 2007.02.02 16:00 | buy | 9 | 6.00 | 1.2459 | 1.2399 | 1.2519 | ||
27 | 2007.02.02 17:00 | modify | 9 | 6.00 | 1.2459 | 1.2439 | 1.2519 | ||
28 | 2007.02.02 17:56 | modify | 9 | 6.00 | 1.2459 | 1.2460 | 1.2519 | ||
29 | 2007.02.05 01:01 | modify | 9 | 6.00 | 1.2459 | 1.2461 | 1.2519 | ||
30 | 2007.02.05 05:02 | modify | 9 | 6.00 | 1.2459 | 1.2478 | 1.2519 | ||
31 | 2007.02.05 08:29 | s/l | 9 | 6.00 | 1.2478 | 1.2478 | 1.2519 | 959.50 | 51365.62 |
32 | 2007.02.12 10:00 | buy | 10 | 6.20 | 1.2490 | 1.2462 | 1.2550 | ||
33 | 2007.02.12 10:47 | modify | 10 | 6.20 | 1.2490 | 1.2491 | 1.2550 | ||
34 | 2007.02.12 13:14 | t/p | 10 | 6.20 | 1.2550 | 1.2491 | 1.2550 | 2963.91 | 54329.53 |
35 | 2007.02.15 16:00 | sell | 11 | 6.50 | 1.2357 | 1.2393 | 1.2297 | ||
36 | 2007.02.15 16:44 | modify | 11 | 6.50 | 1.2357 | 1.2356 | 1.2297 | ||
37 | 2007.02.15 16:46 | s/l | 11 | 6.50 | 1.2356 | 1.2356 | 1.2297 | 52.61 | 54382.14 |