Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2007.06.14 00:00 - 2007.07.18 00:00 (2007.06.17 - 2007.07.18) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Note1="TF 15M"; | ||||
Bars in test | 11430 | Ticks modelled | 121912 | Modelling quality | 90.00% |
Initial deposit | 40000.00 | ||||
Total net profit | 177975.39 | Gross profit | 183484.66 | Gross loss | -5509.27 |
Profit factor | 33.30 | Expected payoff | 8475.02 | ||
Absolute drawdown | 3796.67 | Maximal drawdown | 65709.27 (64.10%) | Relative drawdown | 64.10% (65709.27) |
Total trades | 21 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 21 (95.24%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 20000.00 | loss trade | -5509.27 | |
Average | profit trade | 9174.23 | loss trade | -5509.27 | |
Maximum | consecutive wins (profit in money) | 12 (86397.50) | consecutive losses (loss in money) | 1 (-5509.27) | |
Maximal | consecutive profit (count of wins) | 97087.17 (8) | consecutive loss (count of losses) | -5509.27 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.06.17 22:00 | buy | 1 | 10.00 | 1.3381 | 0.0000 | 1.3421 | ||
2 | 2007.06.19 00:18 | t/p | 1 | 10.00 | 1.3421 | 0.0000 | 1.3421 | 3879.00 | 43879.00 |
3 | 2007.06.19 00:18 | buy | 2 | 10.96 | 1.3423 | 0.0000 | 1.3463 | ||
4 | 2007.06.19 09:00 | buy | 3 | 21.90 | 1.3393 | 0.0000 | 1.3433 | ||
5 | 2007.06.20 02:24 | t/p | 3 | 21.90 | 1.3433 | 0.0000 | 1.3433 | 8627.50 | 52506.50 |
6 | 2007.06.20 02:24 | close | 2 | 10.96 | 1.3433 | 0.0000 | 1.3463 | 1029.69 | 53536.20 |
7 | 2007.06.20 02:24 | buy | 4 | 13.38 | 1.3434 | 0.0000 | 1.3474 | ||
8 | 2007.06.20 20:03 | buy | 5 | 26.80 | 1.3403 | 0.0000 | 1.3443 | ||
9 | 2007.06.22 12:15 | t/p | 5 | 26.80 | 1.3443 | 0.0000 | 1.3443 | 10071.44 | 63607.64 |
10 | 2007.06.22 12:15 | close | 4 | 13.38 | 1.3443 | 0.0000 | 1.3474 | 880.40 | 64488.04 |
11 | 2007.06.22 12:16 | buy | 6 | 16.12 | 1.3446 | 0.0000 | 1.3486 | ||
12 | 2007.06.29 09:53 | t/p | 6 | 16.12 | 1.3486 | 0.0000 | 1.3486 | 5765.32 | 70253.36 |
13 | 2007.06.29 09:53 | buy | 7 | 17.56 | 1.3488 | 0.0000 | 1.3528 | ||
14 | 2007.06.29 16:04 | t/p | 7 | 17.56 | 1.3528 | 0.0000 | 1.3528 | 7024.00 | 77277.36 |
15 | 2007.06.29 16:04 | buy | 8 | 19.31 | 1.3530 | 0.0000 | 1.3570 | ||
16 | 2007.07.02 07:38 | t/p | 8 | 19.31 | 1.3570 | 0.0000 | 1.3570 | 7607.17 | 84884.53 |
17 | 2007.07.02 07:38 | buy | 9 | 21.22 | 1.3572 | 0.0000 | 1.3612 | ||
18 | 2007.07.02 14:19 | t/p | 9 | 21.22 | 1.3612 | 0.0000 | 1.3612 | 8488.00 | 93372.53 |
19 | 2007.07.02 14:19 | buy | 10 | 23.34 | 1.3614 | 0.0000 | 1.3654 | ||
20 | 2007.07.05 09:48 | t/p | 10 | 23.34 | 1.3654 | 0.0000 | 1.3654 | 8629.97 | 102002.50 |
21 | 2007.07.05 09:48 | buy | 11 | 25.50 | 1.3656 | 0.0000 | 1.3696 | ||
22 | 2007.07.05 13:00 | buy | 12 | 50.00 | 1.3625 | 0.0000 | 1.3665 | ||
23 | 2007.07.05 14:05 | buy | 13 | 50.00 | 1.3595 | 0.0000 | 1.3635 | ||
24 | 2007.07.06 14:23 | t/p | 13 | 50.00 | 1.3635 | 0.0000 | 1.3635 | 19697.50 | 121700.00 |
25 | 2007.07.06 14:23 | close | 12 | 50.00 | 1.3635 | 0.0000 | 1.3665 | 4697.50 | 126397.50 |
26 | 2007.07.06 14:23 | close | 11 | 25.50 | 1.3635 | 0.0000 | 1.3696 | -5509.27 | 120888.22 |
27 | 2007.07.06 14:23 | buy | 14 | 30.22 | 1.3636 | 0.0000 | 1.3676 | ||
28 | 2007.07.10 05:03 | buy | 15 | 50.00 | 1.3605 | 0.0000 | 1.3645 | ||
29 | 2007.07.10 08:25 | t/p | 15 | 50.00 | 1.3645 | 0.0000 | 1.3645 | 20000.00 | 140888.22 |
30 | 2007.07.10 08:25 | close | 14 | 30.22 | 1.3645 | 0.0000 | 1.3676 | 2354.14 | 143242.36 |
31 | 2007.07.10 08:25 | buy | 16 | 35.81 | 1.3646 | 0.0000 | 1.3686 | ||
32 | 2007.07.10 13:16 | t/p | 16 | 35.81 | 1.3686 | 0.0000 | 1.3686 | 14324.00 | 157566.36 |
33 | 2007.07.10 13:16 | buy | 17 | 39.39 | 1.3688 | 0.0000 | 1.3728 | ||
34 | 2007.07.10 14:33 | t/p | 17 | 39.39 | 1.3728 | 0.0000 | 1.3728 | 15756.00 | 173322.36 |
35 | 2007.07.10 14:33 | buy | 18 | 43.33 | 1.3731 | 0.0000 | 1.3771 | ||
36 | 2007.07.10 21:52 | t/p | 18 | 43.33 | 1.3771 | 0.0000 | 1.3771 | 17332.00 | 190654.36 |
37 | 2007.07.10 21:52 | buy | 19 | 47.66 | 1.3773 | 0.0000 | 1.3813 | ||
38 | 2007.07.11 00:03 | buy | 20 | 50.00 | 1.3742 | 0.0000 | 1.3782 | ||
39 | 2007.07.12 07:32 | t/p | 20 | 50.00 | 1.3782 | 0.0000 | 1.3782 | 19092.50 | 209746.86 |
40 | 2007.07.12 07:32 | close | 19 | 47.66 | 1.3782 | 0.0000 | 1.3813 | 3136.03 | 212882.89 |
41 | 2007.07.12 07:32 | buy | 21 | 50.00 | 1.3783 | 0.0000 | 1.3823 | ||
42 | 2007.07.17 23:59 | close at stop | 21 | 50.00 | 1.3795 | 0.0000 | 1.3823 | 5092.50 | 217975.39 |