Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 1970.01.01 00:00 - 1970.01.01 00:00 (2007.02.04 - 2007.03.03) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | step=10; pos=50; TakeProfit=999; StopLoss=999; Slippage=1; LotsBeginning=0.2; | ||||
Bars in test | 21577 | Ticks modelled | 85759 | Modelling quality | 99.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 6440.42 | Gross profit | 8992.42 | Gross loss | -2552.00 |
Profit factor | 3.52 | Expected payoff | 99.08 | ||
Absolute drawdown | 60.00 | Maximal drawdown | 2100.00 (11.33%) | Relative drawdown | 11.33% (2100.00) |
Total trades | 65 | Short positions (won %) | 31 (0.00%) | Long positions (won %) | 34 (85.29%) |
Profit trades (% of total) | 29 (44.62%) | Loss trades (% of total) | 36 (55.38%) | ||
Largest | profit trade | 960.40 | loss trade | -560.00 | |
Average | profit trade | 310.08 | loss trade | -70.89 | |
Maximum | consecutive wins (profit in money) | 7 (2848.47) | consecutive losses (loss in money) | 7 (-112.00) | |
Maximal | consecutive profit (count of wins) | 2848.47 (7) | consecutive loss (count of losses) | -2100.00 (5) | |
Average | consecutive wins | 6 | consecutive losses | 6 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.02.04 23:06 | buy | 1 | 0.20 | 1.295101 | 1.1952 | 1.3950 | ||
2 | 2007.02.04 23:06 | sell | 2 | 0.20 | 1.294901 | 1.3948 | 1.1950 | ||
3 | 2007.02.04 23:06 | buy | 3 | 0.40 | 1.295101 | 1.1952 | 1.3950 | ||
4 | 2007.02.04 23:06 | sell | 4 | 0.40 | 1.294901 | 1.3948 | 1.1950 | ||
5 | 2007.02.04 23:06 | buy | 5 | 0.60 | 1.295101 | 1.1952 | 1.3950 | ||
6 | 2007.02.04 23:06 | sell | 6 | 0.60 | 1.294901 | 1.3948 | 1.1950 | ||
7 | 2007.02.04 23:06 | buy | 7 | 0.80 | 1.295101 | 1.1952 | 1.3950 | ||
8 | 2007.02.04 23:06 | sell | 8 | 0.80 | 1.294901 | 1.3948 | 1.1950 | ||
9 | 2007.02.04 23:06 | buy | 9 | 1.00 | 1.295101 | 1.1952 | 1.3950 | ||
10 | 2007.02.04 23:06 | sell | 10 | 1.00 | 1.294901 | 1.3948 | 1.1950 | ||
11 | 2007.02.04 23:06 | buy | 11 | 1.20 | 1.295101 | 1.1952 | 1.3950 | ||
12 | 2007.02.04 23:06 | close | 10 | 1.00 | 1.295101 | 1.3948 | 1.1950 | -20.00 | 9980.00 |
13 | 2007.02.04 23:06 | close | 8 | 0.80 | 1.295101 | 1.3948 | 1.1950 | -16.00 | 9964.00 |
14 | 2007.02.04 23:06 | close | 6 | 0.60 | 1.295101 | 1.3948 | 1.1950 | -12.00 | 9952.00 |
15 | 2007.02.04 23:06 | close | 4 | 0.40 | 1.295101 | 1.3948 | 1.1950 | -8.00 | 9944.00 |
16 | 2007.02.04 23:06 | close | 2 | 0.20 | 1.295101 | 1.3948 | 1.1950 | -4.00 | 9940.00 |
17 | 2007.02.05 08:10 | close | 1 | 0.20 | 1.2962 | 1.1952 | 1.3950 | 20.37 | 9960.37 |
18 | 2007.02.06 18:12 | close | 3 | 0.40 | 1.2972 | 1.1952 | 1.3950 | 77.56 | 10037.93 |
19 | 2007.02.06 18:23 | close | 5 | 0.60 | 1.2983 | 1.1952 | 1.3950 | 182.33 | 10220.26 |
20 | 2007.02.07 07:44 | close | 7 | 0.80 | 1.2994 | 1.1952 | 1.3950 | 324.72 | 10544.98 |
21 | 2007.02.07 14:34 | close | 9 | 1.00 | 1.3002 | 1.1952 | 1.3950 | 485.89 | 11030.87 |
22 | 2007.02.07 15:22 | close | 11 | 1.20 | 1.3012 | 1.1952 | 1.3950 | 703.06 | 11733.93 |
23 | 2007.02.07 15:22 | buy | 12 | 0.20 | 1.3016 | 1.2017 | 1.4015 | ||
24 | 2007.02.07 15:22 | sell | 13 | 0.20 | 1.3014 | 1.4013 | 1.2015 | ||
25 | 2007.02.07 15:22 | buy | 14 | 0.40 | 1.3016 | 1.2017 | 1.4015 | ||
26 | 2007.02.07 15:22 | sell | 15 | 0.40 | 1.3014 | 1.4013 | 1.2015 | ||
27 | 2007.02.07 15:22 | buy | 16 | 0.60 | 1.3016 | 1.2017 | 1.4015 | ||
28 | 2007.02.07 15:22 | sell | 17 | 0.60 | 1.3014 | 1.4013 | 1.2015 | ||
29 | 2007.02.07 15:22 | buy | 18 | 0.80 | 1.3016 | 1.2017 | 1.4015 | ||
30 | 2007.02.07 15:22 | sell | 19 | 0.80 | 1.3014 | 1.4013 | 1.2015 | ||
31 | 2007.02.07 15:22 | buy | 20 | 1.00 | 1.3016 | 1.2017 | 1.4015 | ||
32 | 2007.02.07 15:22 | sell | 21 | 1.00 | 1.3014 | 1.4013 | 1.2015 | ||
33 | 2007.02.07 15:22 | buy | 22 | 1.20 | 1.3016 | 1.2017 | 1.4015 | ||
34 | 2007.02.07 15:22 | sell | 23 | 1.20 | 1.3014 | 1.4013 | 1.2015 | ||
35 | 2007.02.07 15:22 | close | 23 | 1.20 | 1.3016 | 1.4013 | 1.2015 | -24.00 | 11709.93 |
36 | 2007.02.07 15:22 | close | 21 | 1.00 | 1.3016 | 1.4013 | 1.2015 | -20.00 | 11689.93 |
37 | 2007.02.07 15:22 | close | 19 | 0.80 | 1.3016 | 1.4013 | 1.2015 | -16.00 | 11673.93 |
38 | 2007.02.07 15:22 | close | 17 | 0.60 | 1.3016 | 1.4013 | 1.2015 | -12.00 | 11661.93 |
39 | 2007.02.07 15:22 | close | 15 | 0.40 | 1.3016 | 1.4013 | 1.2015 | -8.00 | 11653.93 |
40 | 2007.02.07 15:22 | close | 13 | 0.20 | 1.3016 | 1.4013 | 1.2015 | -4.00 | 11649.93 |
41 | 2007.02.08 06:57 | close | 12 | 0.20 | 1.3026 | 1.2017 | 1.4015 | 15.20 | 11665.13 |
42 | 2007.02.08 15:54 | close | 14 | 0.40 | 1.3036 | 1.2017 | 1.4015 | 70.40 | 11735.53 |
43 | 2007.02.14 04:38 | close | 16 | 0.60 | 1.3046 | 1.2017 | 1.4015 | 146.40 | 11881.93 |
44 | 2007.02.14 07:10 | close | 18 | 0.80 | 1.3057 | 1.2017 | 1.4015 | 283.20 | 12165.13 |
45 | 2007.02.14 07:39 | close | 20 | 1.00 | 1.3067 | 1.2017 | 1.4015 | 454.00 | 12619.13 |
46 | 2007.02.14 07:42 | close | 22 | 1.20 | 1.3076 | 1.2017 | 1.4015 | 652.80 | 13271.93 |
47 | 2007.02.14 07:42 | buy | 24 | 0.20 | 1.3080 | 1.2081 | 1.4079 | ||
48 | 2007.02.14 07:42 | sell | 25 | 0.20 | 1.3078 | 1.4077 | 1.2079 | ||
49 | 2007.02.14 07:42 | buy | 26 | 0.40 | 1.3080 | 1.2081 | 1.4079 | ||
50 | 2007.02.14 07:42 | sell | 27 | 0.40 | 1.3078 | 1.4077 | 1.2079 | ||
51 | 2007.02.14 07:42 | buy | 28 | 0.60 | 1.3080 | 1.2081 | 1.4079 | ||
52 | 2007.02.14 07:42 | sell | 29 | 0.60 | 1.3078 | 1.4077 | 1.2079 | ||
53 | 2007.02.14 07:42 | buy | 30 | 0.80 | 1.3080 | 1.2081 | 1.4079 | ||
54 | 2007.02.14 07:42 | sell | 31 | 0.80 | 1.3078 | 1.4077 | 1.2079 | ||
55 | 2007.02.14 07:42 | buy | 32 | 1.00 | 1.3080 | 1.2081 | 1.4079 | ||
56 | 2007.02.14 07:42 | sell | 33 | 1.00 | 1.3078 | 1.4077 | 1.2079 | ||
57 | 2007.02.14 07:42 | buy | 34 | 1.20 | 1.3080 | 1.2081 | 1.4079 | ||
58 | 2007.02.14 07:42 | sell | 35 | 1.20 | 1.3078 | 1.4077 | 1.2079 | ||
59 | 2007.02.14 07:42 | buy | 36 | 1.40 | 1.3080 | 1.2081 | 1.4079 | ||
60 | 2007.02.14 07:42 | close | 35 | 1.20 | 1.3080 | 1.4077 | 1.2079 | -24.00 | 13247.93 |
61 | 2007.02.14 07:42 | close | 33 | 1.00 | 1.3080 | 1.4077 | 1.2079 | -20.00 | 13227.93 |
62 | 2007.02.14 07:42 | close | 31 | 0.80 | 1.3080 | 1.4077 | 1.2079 | -16.00 | 13211.93 |
63 | 2007.02.14 07:42 | close | 29 | 0.60 | 1.3080 | 1.4077 | 1.2079 | -12.00 | 13199.93 |
64 | 2007.02.14 07:42 | close | 27 | 0.40 | 1.3080 | 1.4077 | 1.2079 | -8.00 | 13191.93 |
65 | 2007.02.14 07:42 | close | 25 | 0.20 | 1.3080 | 1.4077 | 1.2079 | -4.00 | 13187.93 |
66 | 2007.02.14 08:11 | close | 24 | 0.20 | 1.3091 | 1.2081 | 1.4079 | 22.00 | 13209.93 |
67 | 2007.02.14 13:54 | close | 26 | 0.40 | 1.3103 | 1.2081 | 1.4079 | 92.00 | 13301.93 |
68 | 2007.02.14 15:01 | close | 28 | 0.60 | 1.3111 | 1.2081 | 1.4079 | 186.01 | 13487.94 |
69 | 2007.02.14 15:02 | close | 30 | 0.80 | 1.3121 | 1.2081 | 1.4079 | 328.01 | 13815.95 |
70 | 2007.02.14 15:03 | close | 32 | 1.00 | 1.3134 | 1.2081 | 1.4079 | 540.02 | 14355.97 |
71 | 2007.02.14 15:07 | close | 34 | 1.20 | 1.3140 | 1.2081 | 1.4079 | 720.03 | 15076.00 |
72 | 2007.02.15 06:48 | close | 36 | 1.40 | 1.3151 | 1.2081 | 1.4079 | 960.40 | 16036.40 |
73 | 2007.02.15 06:48 | buy | 37 | 0.20 | 1.3151 | 1.2152 | 1.4150 | ||
74 | 2007.02.15 06:48 | sell | 38 | 0.20 | 1.3149 | 1.4148 | 1.2150 | ||
75 | 2007.02.15 06:48 | buy | 39 | 0.40 | 1.3151 | 1.2152 | 1.4150 | ||
76 | 2007.02.15 06:48 | sell | 40 | 0.40 | 1.3149 | 1.4148 | 1.2150 | ||
77 | 2007.02.15 06:48 | buy | 41 | 0.60 | 1.3151 | 1.2152 | 1.4150 | ||
78 | 2007.02.15 06:48 | sell | 42 | 0.60 | 1.3149 | 1.4148 | 1.2150 | ||
79 | 2007.02.15 06:48 | buy | 43 | 0.80 | 1.3151 | 1.2152 | 1.4150 | ||
80 | 2007.02.15 06:48 | sell | 44 | 0.80 | 1.3149 | 1.4148 | 1.2150 | ||
81 | 2007.02.15 06:48 | buy | 45 | 1.00 | 1.3151 | 1.2152 | 1.4150 | ||
82 | 2007.02.15 06:48 | sell | 46 | 1.00 | 1.3149 | 1.4148 | 1.2150 | ||
83 | 2007.02.15 06:48 | buy | 47 | 1.20 | 1.3151 | 1.2152 | 1.4150 | ||
84 | 2007.02.15 06:48 | sell | 48 | 1.20 | 1.3149 | 1.4148 | 1.2150 | ||
85 | 2007.02.15 06:48 | buy | 49 | 1.40 | 1.3151 | 1.2152 | 1.4150 | ||
86 | 2007.02.15 06:48 | sell | 50 | 1.40 | 1.3149 | 1.4148 | 1.2150 | ||
87 | 2007.02.15 06:48 | close | 50 | 1.40 | 1.3151 | 1.4148 | 1.2150 | -28.00 | 16008.40 |
88 | 2007.02.15 06:48 | close | 48 | 1.20 | 1.3151 | 1.4148 | 1.2150 | -24.00 | 15984.40 |
89 | 2007.02.15 06:48 | close | 46 | 1.00 | 1.3151 | 1.4148 | 1.2150 | -20.00 | 15964.40 |
90 | 2007.02.15 06:48 | close | 44 | 0.80 | 1.3151 | 1.4148 | 1.2150 | -16.00 | 15948.40 |
91 | 2007.02.15 06:48 | close | 42 | 0.60 | 1.3151 | 1.4148 | 1.2150 | -12.00 | 15936.40 |
92 | 2007.02.15 06:48 | close | 40 | 0.40 | 1.3151 | 1.4148 | 1.2150 | -8.00 | 15928.40 |
93 | 2007.02.15 06:48 | close | 38 | 0.20 | 1.3151 | 1.4148 | 1.2150 | -4.00 | 15924.40 |
94 | 2007.02.15 14:08 | close | 37 | 0.20 | 1.3161 | 1.2152 | 1.4150 | 20.00 | 15944.40 |
95 | 2007.02.15 14:21 | close | 39 | 0.40 | 1.3171 | 1.2152 | 1.4150 | 80.00 | 16024.40 |
96 | 2007.02.20 02:29 | close | 41 | 0.60 | 1.3181 | 1.2152 | 1.4150 | 165.61 | 16190.01 |
97 | 2007.02.26 01:20 | close | 43 | 0.80 | 1.3191 | 1.2152 | 1.4150 | 262.40 | 16452.41 |
98 | 2007.02.27 00:39 | close | 45 | 1.00 | 1.3201 | 1.2152 | 1.4150 | 420.00 | 16872.41 |
99 | 2007.02.27 08:19 | close | 47 | 1.20 | 1.3211 | 1.2152 | 1.4150 | 624.00 | 17496.41 |
100 | 2007.02.27 08:32 | close | 49 | 1.40 | 1.3221 | 1.2152 | 1.4150 | 868.00 | 18364.41 |
101 | 2007.02.27 08:32 | buy | 51 | 0.20 | 1.3222 | 1.2223 | 1.4221 | ||
102 | 2007.02.27 08:32 | sell | 52 | 0.20 | 1.3220 | 1.4219 | 1.2221 | ||
103 | 2007.02.27 08:32 | buy | 53 | 0.40 | 1.3222 | 1.2223 | 1.4221 | ||
104 | 2007.02.27 08:32 | sell | 54 | 0.40 | 1.3220 | 1.4219 | 1.2221 | ||
105 | 2007.02.27 08:32 | buy | 55 | 0.60 | 1.3222 | 1.2223 | 1.4221 | ||
106 | 2007.02.27 08:32 | sell | 56 | 0.60 | 1.3220 | 1.4219 | 1.2221 | ||
107 | 2007.02.27 08:32 | buy | 57 | 0.80 | 1.3222 | 1.2223 | 1.4221 | ||
108 | 2007.02.27 08:32 | sell | 58 | 0.80 | 1.3220 | 1.4219 | 1.2221 | ||
109 | 2007.02.27 08:32 | buy | 59 | 1.00 | 1.3222 | 1.2223 | 1.4221 | ||
110 | 2007.02.27 08:32 | sell | 60 | 1.00 | 1.3220 | 1.4219 | 1.2221 | ||
111 | 2007.02.27 08:32 | buy | 61 | 1.20 | 1.3222 | 1.2223 | 1.4221 | ||
112 | 2007.02.27 08:32 | sell | 62 | 1.20 | 1.3220 | 1.4219 | 1.2221 | ||
113 | 2007.02.27 08:32 | buy | 63 | 1.40 | 1.3222 | 1.2223 | 1.4221 | ||
114 | 2007.02.27 08:32 | sell | 64 | 1.40 | 1.3220 | 1.4219 | 1.2221 | ||
115 | 2007.02.27 08:32 | buy | 65 | 1.60 | 1.3222 | 1.2223 | 1.4221 | ||
116 | 2007.02.27 08:32 | close | 64 | 1.40 | 1.3222 | 1.4219 | 1.2221 | -28.00 | 18336.41 |
117 | 2007.02.27 08:32 | close | 62 | 1.20 | 1.3222 | 1.4219 | 1.2221 | -24.00 | 18312.41 |
118 | 2007.02.27 08:32 | close | 60 | 1.00 | 1.3222 | 1.4219 | 1.2221 | -20.00 | 18292.41 |
119 | 2007.02.27 08:32 | close | 58 | 0.80 | 1.3222 | 1.4219 | 1.2221 | -16.00 | 18276.41 |
120 | 2007.02.27 08:32 | close | 56 | 0.60 | 1.3222 | 1.4219 | 1.2221 | -12.00 | 18264.41 |
121 | 2007.02.27 08:32 | close | 54 | 0.40 | 1.3222 | 1.4219 | 1.2221 | -8.00 | 18256.41 |
122 | 2007.02.27 08:32 | close | 52 | 0.20 | 1.3222 | 1.4219 | 1.2221 | -4.00 | 18252.41 |
123 | 2007.02.27 13:13 | close | 51 | 0.20 | 1.3233 | 1.2223 | 1.4221 | 22.00 | 18274.41 |
124 | 2007.02.27 13:31 | close | 53 | 0.40 | 1.3242 | 1.2223 | 1.4221 | 80.01 | 18354.42 |
125 | 2007.02.27 17:12 | close | 55 | 0.60 | 1.3253 | 1.2223 | 1.4221 | 186.00 | 18540.42 |
126 | 2007.03.02 21:56 | close at stop | 65 | 1.60 | 1.3191 | 1.2223 | 1.4221 | -560.00 | 17980.42 |
127 | 2007.03.02 21:56 | close at stop | 63 | 1.40 | 1.3191 | 1.2223 | 1.4221 | -490.00 | 17490.42 |
128 | 2007.03.02 21:56 | close at stop | 61 | 1.20 | 1.3191 | 1.2223 | 1.4221 | -420.00 | 17070.42 |
129 | 2007.03.02 21:56 | close at stop | 59 | 1.00 | 1.3191 | 1.2223 | 1.4221 | -350.00 | 16720.42 |
130 | 2007.03.02 21:56 | close at stop | 57 | 0.80 | 1.3191 | 1.2223 | 1.4221 | -280.00 | 16440.42 |