Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2007.04.02 00:00 - 2007.06.01 00:00 (2007.04.01 - 2007.06.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lotsize=1; TakeProfit=20; StopLoss=90; slippage=3; | ||||
Bars in test | 2877 | Ticks modelled | 136784 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 5669.91 | Gross profit | 8686.97 | Gross loss | -3017.06 |
Profit factor | 2.88 | Expected payoff | 118.12 | ||
Absolute drawdown | 522.79 | Maximal drawdown | 1816.60 (16.08%) | Relative drawdown | 16.08% (1816.60) |
Total trades | 48 | Short positions (won %) | 24 (87.50%) | Long positions (won %) | 24 (95.83%) |
Profit trades (% of total) | 44 (91.67%) | Loss trades (% of total) | 4 (8.33%) | ||
Largest | profit trade | 217.49 | loss trade | -906.42 | |
Average | profit trade | 197.43 | loss trade | -754.26 | |
Maximum | consecutive wins (profit in money) | 35 (6948.84) | consecutive losses (loss in money) | 1 (-906.42) | |
Maximal | consecutive profit (count of wins) | 6948.84 (35) | consecutive loss (count of losses) | -906.42 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.04.02 00:00 | buy | 1 | 1.00 | 1.3376 | 1.3286 | 1.3396 | ||
2 | 2007.04.02 00:00 | sell | 2 | 1.00 | 1.3374 | 1.3464 | 1.3354 | ||
3 | 2007.04.02 02:24 | t/p | 2 | 1.00 | 1.3354 | 1.3464 | 1.3354 | 200.00 | 10200.00 |
4 | 2007.04.05 16:10 | t/p | 1 | 1.00 | 1.3396 | 1.3286 | 1.3396 | 167.90 | 10367.90 |
5 | 2007.04.05 16:10 | buy | 3 | 1.00 | 1.3399 | 1.3309 | 1.3419 | ||
6 | 2007.04.05 16:10 | sell | 4 | 1.00 | 1.3397 | 1.3487 | 1.3377 | ||
7 | 2007.04.05 16:22 | t/p | 3 | 1.00 | 1.3419 | 1.3309 | 1.3419 | 200.00 | 10567.90 |
8 | 2007.04.06 15:31 | t/p | 4 | 1.00 | 1.3377 | 1.3487 | 1.3377 | 204.37 | 10772.27 |
9 | 2007.04.06 15:31 | buy | 5 | 1.00 | 1.3377 | 1.3287 | 1.3397 | ||
10 | 2007.04.06 15:31 | sell | 6 | 1.00 | 1.3375 | 1.3465 | 1.3355 | ||
11 | 2007.04.09 19:41 | t/p | 6 | 1.00 | 1.3355 | 1.3465 | 1.3355 | 204.37 | 10976.65 |
12 | 2007.04.10 04:52 | t/p | 5 | 1.00 | 1.3397 | 1.3287 | 1.3397 | 187.16 | 11163.81 |
13 | 2007.04.10 04:52 | buy | 7 | 1.00 | 1.3399 | 1.3309 | 1.3419 | ||
14 | 2007.04.10 04:52 | sell | 8 | 1.00 | 1.3397 | 1.3487 | 1.3377 | ||
15 | 2007.04.10 05:32 | t/p | 7 | 1.00 | 1.3419 | 1.3309 | 1.3419 | 200.00 | 11363.81 |
16 | 2007.04.12 17:17 | s/l | 8 | 1.00 | 1.3487 | 1.3487 | 1.3377 | -882.51 | 10481.30 |
17 | 2007.04.12 17:17 | buy | 9 | 1.00 | 1.3487 | 1.3397 | 1.3507 | ||
18 | 2007.04.12 17:17 | sell | 10 | 1.00 | 1.3485 | 1.3575 | 1.3465 | ||
19 | 2007.04.13 03:44 | t/p | 9 | 1.00 | 1.3507 | 1.3397 | 1.3507 | 193.58 | 10674.88 |
20 | 2007.04.16 01:10 | s/l | 10 | 1.00 | 1.3575 | 1.3575 | 1.3465 | -891.25 | 9783.63 |
21 | 2007.04.16 01:10 | buy | 11 | 1.00 | 1.3575 | 1.3485 | 1.3595 | ||
22 | 2007.04.16 01:10 | sell | 12 | 1.00 | 1.3573 | 1.3663 | 1.3553 | ||
23 | 2007.04.16 07:32 | t/p | 12 | 1.00 | 1.3553 | 1.3663 | 1.3553 | 200.00 | 9983.63 |
24 | 2007.04.18 08:37 | t/p | 11 | 1.00 | 1.3595 | 1.3485 | 1.3595 | 187.16 | 10170.79 |
25 | 2007.04.18 08:37 | buy | 13 | 1.00 | 1.3597 | 1.3507 | 1.3617 | ||
26 | 2007.04.18 08:37 | sell | 14 | 1.00 | 1.3595 | 1.3685 | 1.3575 | ||
27 | 2007.04.18 15:05 | t/p | 14 | 1.00 | 1.3575 | 1.3685 | 1.3575 | 200.00 | 10370.79 |
28 | 2007.04.19 02:13 | t/p | 13 | 1.00 | 1.3617 | 1.3507 | 1.3617 | 180.74 | 10551.53 |
29 | 2007.04.19 02:13 | buy | 15 | 1.00 | 1.3619 | 1.3529 | 1.3639 | ||
30 | 2007.04.19 02:13 | sell | 16 | 1.00 | 1.3617 | 1.3707 | 1.3597 | ||
31 | 2007.04.19 04:12 | t/p | 16 | 1.00 | 1.3597 | 1.3707 | 1.3597 | 200.00 | 10751.53 |
32 | 2007.04.24 23:04 | t/p | 15 | 1.00 | 1.3639 | 1.3529 | 1.3639 | 180.74 | 10932.27 |
33 | 2007.04.24 23:04 | buy | 17 | 1.00 | 1.3641 | 1.3551 | 1.3661 | ||
34 | 2007.04.24 23:04 | sell | 18 | 1.00 | 1.3639 | 1.3729 | 1.3619 | ||
35 | 2007.04.25 17:12 | t/p | 17 | 1.00 | 1.3661 | 1.3551 | 1.3661 | 193.58 | 11125.85 |
36 | 2007.04.26 12:33 | t/p | 18 | 1.00 | 1.3619 | 1.3729 | 1.3619 | 217.49 | 11343.34 |
37 | 2007.04.26 12:33 | buy | 19 | 1.00 | 1.3618 | 1.3528 | 1.3638 | ||
38 | 2007.04.26 12:33 | sell | 20 | 1.00 | 1.3616 | 1.3706 | 1.3596 | ||
39 | 2007.04.26 14:33 | t/p | 20 | 1.00 | 1.3596 | 1.3706 | 1.3596 | 200.00 | 11543.34 |
40 | 2007.04.27 14:03 | t/p | 19 | 1.00 | 1.3638 | 1.3528 | 1.3638 | 193.58 | 11736.92 |
41 | 2007.04.27 14:03 | buy | 21 | 1.00 | 1.3641 | 1.3551 | 1.3661 | ||
42 | 2007.04.27 14:03 | sell | 22 | 1.00 | 1.3639 | 1.3729 | 1.3619 | ||
43 | 2007.04.27 15:30 | t/p | 21 | 1.00 | 1.3661 | 1.3551 | 1.3661 | 200.00 | 11936.92 |
44 | 2007.04.27 18:05 | t/p | 22 | 1.00 | 1.3619 | 1.3729 | 1.3619 | 200.00 | 12136.92 |
45 | 2007.04.27 18:05 | buy | 23 | 1.00 | 1.3619 | 1.3529 | 1.3639 | ||
46 | 2007.04.27 18:05 | sell | 24 | 1.00 | 1.3617 | 1.3707 | 1.3597 | ||
47 | 2007.04.27 21:42 | t/p | 23 | 1.00 | 1.3639 | 1.3529 | 1.3639 | 200.00 | 12336.92 |
48 | 2007.04.30 10:26 | t/p | 24 | 1.00 | 1.3597 | 1.3707 | 1.3597 | 204.37 | 12541.30 |
49 | 2007.04.30 10:26 | buy | 25 | 1.00 | 1.3597 | 1.3507 | 1.3617 | ||
50 | 2007.04.30 10:26 | sell | 26 | 1.00 | 1.3595 | 1.3685 | 1.3575 | ||
51 | 2007.04.30 13:03 | t/p | 25 | 1.00 | 1.3617 | 1.3507 | 1.3617 | 200.00 | 12741.30 |
52 | 2007.05.02 06:18 | t/p | 26 | 1.00 | 1.3575 | 1.3685 | 1.3575 | 208.75 | 12950.04 |
53 | 2007.05.02 06:18 | buy | 27 | 1.00 | 1.3575 | 1.3485 | 1.3595 | ||
54 | 2007.05.02 06:18 | sell | 28 | 1.00 | 1.3573 | 1.3663 | 1.3553 | ||
55 | 2007.05.02 09:04 | t/p | 27 | 1.00 | 1.3595 | 1.3485 | 1.3595 | 200.00 | 13150.04 |
56 | 2007.05.03 17:24 | t/p | 28 | 1.00 | 1.3553 | 1.3663 | 1.3553 | 213.12 | 13363.17 |
57 | 2007.05.03 17:24 | buy | 29 | 1.00 | 1.3553 | 1.3463 | 1.3573 | ||
58 | 2007.05.03 17:24 | sell | 30 | 1.00 | 1.3551 | 1.3641 | 1.3531 | ||
59 | 2007.05.03 19:19 | t/p | 29 | 1.00 | 1.3573 | 1.3463 | 1.3573 | 200.00 | 13563.17 |
60 | 2007.05.08 17:16 | t/p | 30 | 1.00 | 1.3531 | 1.3641 | 1.3531 | 213.12 | 13776.29 |
61 | 2007.05.08 17:16 | buy | 31 | 1.00 | 1.3531 | 1.3441 | 1.3551 | ||
62 | 2007.05.08 17:16 | sell | 32 | 1.00 | 1.3529 | 1.3619 | 1.3509 | ||
63 | 2007.05.09 09:15 | t/p | 31 | 1.00 | 1.3551 | 1.3441 | 1.3551 | 193.58 | 13969.87 |
64 | 2007.05.10 15:51 | t/p | 32 | 1.00 | 1.3509 | 1.3619 | 1.3509 | 217.49 | 14187.36 |
65 | 2007.05.10 15:51 | buy | 33 | 1.00 | 1.3508 | 1.3418 | 1.3528 | ||
66 | 2007.05.10 15:51 | sell | 34 | 1.00 | 1.3506 | 1.3596 | 1.3486 | ||
67 | 2007.05.10 19:56 | t/p | 34 | 1.00 | 1.3486 | 1.3596 | 1.3486 | 200.00 | 14387.36 |
68 | 2007.05.11 21:40 | t/p | 33 | 1.00 | 1.3528 | 1.3418 | 1.3528 | 193.58 | 14580.94 |
69 | 2007.05.11 21:40 | buy | 35 | 1.00 | 1.3530 | 1.3440 | 1.3550 | ||
70 | 2007.05.11 21:40 | sell | 36 | 1.00 | 1.3528 | 1.3618 | 1.3508 | ||
71 | 2007.05.14 06:24 | t/p | 35 | 1.00 | 1.3550 | 1.3440 | 1.3550 | 193.58 | 14774.52 |
72 | 2007.05.16 19:11 | t/p | 36 | 1.00 | 1.3508 | 1.3618 | 1.3508 | 213.12 | 14987.64 |
73 | 2007.05.16 19:11 | buy | 37 | 1.00 | 1.3508 | 1.3418 | 1.3528 | ||
74 | 2007.05.16 19:11 | sell | 38 | 1.00 | 1.3506 | 1.3596 | 1.3486 | ||
75 | 2007.05.17 03:32 | t/p | 37 | 1.00 | 1.3528 | 1.3418 | 1.3528 | 180.74 | 15168.38 |
76 | 2007.05.17 15:47 | t/p | 38 | 1.00 | 1.3486 | 1.3596 | 1.3486 | 213.12 | 15381.50 |
77 | 2007.05.17 15:47 | buy | 39 | 1.00 | 1.3486 | 1.3396 | 1.3506 | ||
78 | 2007.05.17 15:47 | sell | 40 | 1.00 | 1.3484 | 1.3574 | 1.3464 | ||
79 | 2007.05.18 11:12 | t/p | 39 | 1.00 | 1.3506 | 1.3396 | 1.3506 | 193.58 | 15575.08 |
80 | 2007.05.21 13:34 | t/p | 40 | 1.00 | 1.3464 | 1.3574 | 1.3464 | 208.75 | 15783.83 |
81 | 2007.05.21 13:34 | buy | 41 | 1.00 | 1.3464 | 1.3374 | 1.3484 | ||
82 | 2007.05.21 13:34 | sell | 42 | 1.00 | 1.3462 | 1.3552 | 1.3442 | ||
83 | 2007.05.21 13:38 | t/p | 42 | 1.00 | 1.3442 | 1.3552 | 1.3442 | 200.00 | 15983.83 |
84 | 2007.05.23 14:49 | t/p | 41 | 1.00 | 1.3484 | 1.3374 | 1.3484 | 187.16 | 16170.99 |
85 | 2007.05.23 14:49 | buy | 43 | 1.00 | 1.3486 | 1.3396 | 1.3506 | ||
86 | 2007.05.23 14:49 | sell | 44 | 1.00 | 1.3484 | 1.3574 | 1.3464 | ||
87 | 2007.05.23 20:33 | t/p | 44 | 1.00 | 1.3464 | 1.3574 | 1.3464 | 200.00 | 16370.99 |
88 | 2007.05.29 15:06 | t/p | 43 | 1.00 | 1.3506 | 1.3396 | 1.3506 | 161.48 | 16532.47 |
89 | 2007.05.29 15:06 | buy | 45 | 1.00 | 1.3508 | 1.3418 | 1.3528 | ||
90 | 2007.05.29 15:06 | sell | 46 | 1.00 | 1.3506 | 1.3596 | 1.3486 | ||
91 | 2007.05.29 17:58 | t/p | 46 | 1.00 | 1.3486 | 1.3596 | 1.3486 | 200.00 | 16732.47 |
92 | 2007.05.30 14:42 | s/l | 45 | 1.00 | 1.3418 | 1.3418 | 1.3528 | -906.42 | 15826.05 |
93 | 2007.05.30 14:42 | buy | 47 | 1.00 | 1.3420 | 1.3330 | 1.3440 | ||
94 | 2007.05.30 14:42 | sell | 48 | 1.00 | 1.3418 | 1.3508 | 1.3398 | ||
95 | 2007.05.31 09:20 | t/p | 47 | 1.00 | 1.3440 | 1.3330 | 1.3440 | 180.74 | 16006.79 |
96 | 2007.05.31 23:59 | close at stop | 48 | 1.00 | 1.3453 | 1.3508 | 1.3398 | -336.88 | 15669.91 |