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=30; pos=50; TakeProfit=999; StopLoss=999; Slippage=1; LotsBeginning=0.3; | ||||
Bars in test | 21577 | Ticks modelled | 85759 | Modelling quality | 99.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 10420.33 | Gross profit | 10570.33 | Gross loss | -150.00 |
Profit factor | 70.47 | Expected payoff | 521.02 | ||
Absolute drawdown | 60.00 | Maximal drawdown | 90.00 (0.61%) | Relative drawdown | 0.61% (90.00) |
Total trades | 20 | Short positions (won %) | 9 (0.00%) | Long positions (won %) | 11 (100.00%) |
Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
Largest | profit trade | 2159.83 | loss trade | -30.00 | |
Average | profit trade | 960.94 | loss trade | -16.67 | |
Maximum | consecutive wins (profit in money) | 6 (5836.24) | consecutive losses (loss in money) | 5 (-90.00) | |
Maximal | consecutive profit (count of wins) | 5836.24 (6) | consecutive loss (count of losses) | -90.00 (5) | |
Average | consecutive wins | 6 | consecutive losses | 5 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.02.04 23:06 | buy | 1 | 0.30 | 1.295101 | 1.1952 | 1.3950 | ||
2 | 2007.02.04 23:06 | sell | 2 | 0.30 | 1.294901 | 1.3948 | 1.1950 | ||
3 | 2007.02.04 23:06 | buy | 3 | 0.60 | 1.295101 | 1.1952 | 1.3950 | ||
4 | 2007.02.04 23:06 | sell | 4 | 0.60 | 1.294901 | 1.3948 | 1.1950 | ||
5 | 2007.02.04 23:06 | buy | 5 | 0.90 | 1.295101 | 1.1952 | 1.3950 | ||
6 | 2007.02.04 23:06 | sell | 6 | 0.90 | 1.294901 | 1.3948 | 1.1950 | ||
7 | 2007.02.04 23:06 | buy | 7 | 1.20 | 1.295101 | 1.1952 | 1.3950 | ||
8 | 2007.02.04 23:06 | sell | 8 | 1.20 | 1.294901 | 1.3948 | 1.1950 | ||
9 | 2007.02.04 23:06 | buy | 9 | 1.50 | 1.295101 | 1.1952 | 1.3950 | ||
10 | 2007.02.04 23:06 | close | 8 | 1.20 | 1.295101 | 1.3948 | 1.1950 | -24.00 | 9976.00 |
11 | 2007.02.04 23:06 | close | 6 | 0.90 | 1.295101 | 1.3948 | 1.1950 | -18.00 | 9958.00 |
12 | 2007.02.04 23:06 | close | 4 | 0.60 | 1.295101 | 1.3948 | 1.1950 | -12.00 | 9946.00 |
13 | 2007.02.04 23:06 | close | 2 | 0.30 | 1.295101 | 1.3948 | 1.1950 | -6.00 | 9940.00 |
14 | 2007.02.06 18:23 | close | 1 | 0.30 | 1.2983 | 1.1952 | 1.3950 | 91.17 | 10031.17 |
15 | 2007.02.07 15:22 | close | 3 | 0.60 | 1.3012 | 1.1952 | 1.3950 | 351.53 | 10382.70 |
16 | 2007.02.08 22:13 | close | 5 | 0.90 | 1.3042 | 1.1952 | 1.3950 | 775.70 | 11158.40 |
17 | 2007.02.14 07:41 | close | 7 | 1.20 | 1.3072 | 1.1952 | 1.3950 | 1355.86 | 12514.26 |
18 | 2007.02.14 13:54 | close | 9 | 1.50 | 1.3103 | 1.1952 | 1.3950 | 2159.83 | 14674.09 |
19 | 2007.02.14 13:55 | buy | 10 | 0.30 | 1.3107 | 1.2108 | 1.4106 | ||
20 | 2007.02.14 13:55 | sell | 11 | 0.30 | 1.3105 | 1.4104 | 1.2106 | ||
21 | 2007.02.14 13:55 | buy | 12 | 0.60 | 1.3107 | 1.2108 | 1.4106 | ||
22 | 2007.02.14 13:55 | sell | 13 | 0.60 | 1.3105 | 1.4104 | 1.2106 | ||
23 | 2007.02.14 13:55 | buy | 14 | 0.90 | 1.3107 | 1.2108 | 1.4106 | ||
24 | 2007.02.14 13:55 | sell | 15 | 0.90 | 1.3105 | 1.4104 | 1.2106 | ||
25 | 2007.02.14 13:55 | buy | 16 | 1.20 | 1.3107 | 1.2108 | 1.4106 | ||
26 | 2007.02.14 13:55 | sell | 17 | 1.20 | 1.3105 | 1.4104 | 1.2106 | ||
27 | 2007.02.14 13:55 | buy | 18 | 1.50 | 1.3107 | 1.2108 | 1.4106 | ||
28 | 2007.02.14 13:55 | sell | 19 | 1.50 | 1.3105 | 1.4104 | 1.2106 | ||
29 | 2007.02.14 13:55 | buy | 20 | 1.80 | 1.3107 | 1.2108 | 1.4106 | ||
30 | 2007.02.14 13:55 | close | 19 | 1.50 | 1.3107 | 1.4104 | 1.2106 | -30.00 | 14644.09 |
31 | 2007.02.14 13:55 | close | 17 | 1.20 | 1.3107 | 1.4104 | 1.2106 | -24.00 | 14620.09 |
32 | 2007.02.14 13:55 | close | 15 | 0.90 | 1.3107 | 1.4104 | 1.2106 | -18.00 | 14602.09 |
33 | 2007.02.14 13:55 | close | 13 | 0.60 | 1.3107 | 1.4104 | 1.2106 | -12.00 | 14590.09 |
34 | 2007.02.14 13:55 | close | 11 | 0.30 | 1.3107 | 1.4104 | 1.2106 | -6.00 | 14584.09 |
35 | 2007.02.14 15:06 | close | 10 | 0.30 | 1.3137 | 1.2108 | 1.4106 | 90.00 | 14674.09 |
36 | 2007.02.15 14:17 | close | 12 | 0.60 | 1.3167 | 1.2108 | 1.4106 | 345.61 | 15019.70 |
37 | 2007.02.26 03:35 | close | 14 | 0.90 | 1.3197 | 1.2108 | 1.4106 | 723.60 | 15743.30 |
38 | 2007.02.27 08:33 | close | 16 | 1.20 | 1.3227 | 1.2108 | 1.4106 | 1315.23 | 17058.53 |
39 | 2007.02.27 17:12 | close | 18 | 1.50 | 1.3258 | 1.2108 | 1.4106 | 2109.00 | 19167.53 |
40 | 2007.03.02 21:56 | close at stop | 20 | 1.80 | 1.3191 | 1.2108 | 1.4106 | 1252.80 | 20420.33 |