Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2005.04.04 00:00 - 2006.02.02 00:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Bars in test | 120244 | Ticks modelled | 839598 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 16185.92 | Gross profit | 24872.77 | Gross loss | -8686.85 |
Profit factor | 2.86 | Expected payoff | 317.37 | ||
Absolute drawdown | 0.00 | Maximal drawdown (%) | 1638.00 (6.3%) | ||
Total trades | 51 | Short positions (won %) | 26 (84.62%) | Long positions (won %) | 25 (80.00%) |
Profit trades (% of total) | 42 (82.35%) | Loss trades (% of total) | 9 (17.65%) | ||
Largest | profit trade | 951.34 | loss trade | -1638.00 | |
Average | profit trade | 592.21 | loss trade | -965.21 | |
Maximum | consecutive wins (profit in money) | 9 (5558.17) | consecutive losses (loss in money) | 1 (-1638.00) | |
Maximal | consecutive profit (count of wins) | 5558.17 (9) | consecutive loss (count of losses) | -1638.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2005.04.07 21:10 | sell | 1 | 1.00 | 1.2852 | 1.2915 | 1.2816 | ||
2 | 2005.04.08 02:41 | t/p | 1 | 1.00 | 1.2816 | 1.2915 | 1.2816 | 365.90 | 10365.90 |
3 | 2005.04.08 18:50 | buy | 2 | 1.10 | 1.2915 | 1.2855 | 1.2951 | ||
4 | 2005.04.11 10:01 | t/p | 2 | 1.10 | 1.2951 | 1.2855 | 1.2951 | 386.76 | 10752.66 |
5 | 2005.04.12 15:55 | sell | 3 | 1.10 | 1.2893 | 1.2956 | 1.2857 | ||
6 | 2005.04.13 10:01 | s/l | 3 | 1.10 | 1.2956 | 1.2956 | 1.2857 | -673.53 | 10079.13 |
7 | 2005.04.15 16:40 | buy | 4 | 1.10 | 1.2923 | 1.2863 | 1.2959 | ||
8 | 2005.04.18 09:29 | t/p | 4 | 1.10 | 1.2959 | 1.2863 | 1.2959 | 386.76 | 10465.89 |
9 | 2005.04.25 14:05 | sell | 5 | 1.10 | 1.2963 | 1.3026 | 1.2927 | ||
10 | 2005.04.27 08:07 | t/p | 5 | 1.10 | 1.2927 | 1.3026 | 1.2927 | 421.96 | 10887.85 |
11 | 2005.05.04 04:55 | buy | 6 | 1.10 | 1.2962 | 1.2902 | 1.2998 | ||
12 | 2005.05.06 14:30 | s/l | 6 | 1.10 | 1.2902 | 1.2902 | 1.2998 | -678.48 | 10209.37 |
13 | 2005.05.06 15:50 | sell | 7 | 1.10 | 1.2843 | 1.2906 | 1.2807 | ||
14 | 2005.05.09 03:18 | t/p | 7 | 1.10 | 1.2807 | 1.2906 | 1.2807 | 402.49 | 10611.86 |
15 | 2005.06.02 11:20 | buy | 8 | 1.10 | 1.2282 | 1.2222 | 1.2318 | ||
16 | 2005.06.03 14:30 | t/p | 8 | 1.10 | 1.2318 | 1.2222 | 1.2318 | 386.76 | 10998.62 |
17 | 2005.06.03 19:20 | sell | 9 | 1.10 | 1.2221 | 1.2284 | 1.2185 | ||
18 | 2005.06.06 10:59 | s/l | 9 | 1.10 | 1.2284 | 1.2284 | 1.2185 | -686.51 | 10312.11 |
19 | 2005.06.13 22:01 | buy | 10 | 1.10 | 1.2111 | 1.2051 | 1.2147 | ||
20 | 2005.06.14 03:40 | t/p | 10 | 1.10 | 1.2147 | 1.2051 | 1.2147 | 386.76 | 10698.87 |
21 | 2005.06.14 16:35 | sell | 11 | 1.10 | 1.2051 | 1.2114 | 1.2015 | ||
22 | 2005.06.15 15:39 | s/l | 11 | 1.10 | 1.2114 | 1.2114 | 1.2015 | -673.53 | 10025.34 |
23 | 2005.06.17 13:30 | buy | 12 | 1.10 | 1.2186 | 1.2126 | 1.2222 | ||
24 | 2005.06.17 16:41 | t/p | 12 | 1.10 | 1.2222 | 1.2126 | 1.2222 | 396.00 | 10421.34 |
25 | 2005.06.20 16:32 | sell | 13 | 1.10 | 1.2130 | 1.2193 | 1.2094 | ||
26 | 2005.06.21 10:02 | t/p | 13 | 1.10 | 1.2094 | 1.2193 | 1.2094 | 402.49 | 10823.83 |
27 | 2005.06.21 20:20 | buy | 14 | 1.10 | 1.2161 | 1.2101 | 1.2197 | ||
28 | 2005.06.22 01:39 | t/p | 14 | 1.10 | 1.2197 | 1.2101 | 1.2197 | 368.28 | 11192.11 |
29 | 2005.06.22 14:20 | sell | 15 | 1.20 | 1.2107 | 1.2170 | 1.2071 | ||
30 | 2005.06.23 14:10 | t/p | 15 | 1.20 | 1.2071 | 1.2170 | 1.2071 | 439.08 | 11631.19 |
31 | 2005.07.07 12:43 | buy | 16 | 1.20 | 1.2006 | 1.1946 | 1.2042 | ||
32 | 2005.07.07 14:24 | s/l | 16 | 1.20 | 1.1946 | 1.1946 | 1.2042 | -720.00 | 10911.19 |
33 | 2005.07.13 16:36 | sell | 17 | 1.10 | 1.2106 | 1.2169 | 1.2070 | ||
34 | 2005.07.14 00:30 | t/p | 17 | 1.10 | 1.2070 | 1.2169 | 1.2070 | 402.49 | 11313.68 |
35 | 2005.07.19 20:35 | buy | 18 | 1.20 | 1.2043 | 1.1983 | 1.2079 | ||
36 | 2005.07.20 03:08 | t/p | 18 | 1.20 | 1.2079 | 1.1983 | 1.2079 | 401.76 | 11715.44 |
37 | 2005.07.22 17:55 | sell | 19 | 1.20 | 1.2073 | 1.2136 | 1.2037 | ||
38 | 2005.07.25 08:54 | t/p | 19 | 1.20 | 1.2037 | 1.2136 | 1.2037 | 439.08 | 12154.52 |
39 | 2005.07.27 19:55 | buy | 20 | 1.30 | 1.2070 | 1.2010 | 1.2106 | ||
40 | 2005.07.28 17:21 | t/p | 20 | 1.30 | 1.2106 | 1.2010 | 1.2106 | 457.08 | 12611.60 |
41 | 2005.08.18 14:38 | sell | 21 | 1.30 | 1.2208 | 1.2271 | 1.2172 | ||
42 | 2005.08.18 16:03 | t/p | 21 | 1.30 | 1.2172 | 1.2271 | 1.2172 | 468.00 | 13079.60 |
43 | 2005.08.24 15:20 | buy | 22 | 1.40 | 1.2274 | 1.2214 | 1.2310 | ||
44 | 2005.08.25 05:42 | t/p | 22 | 1.40 | 1.2310 | 1.2214 | 1.2310 | 492.24 | 13571.84 |
45 | 2005.08.29 18:50 | sell | 23 | 1.40 | 1.2227 | 1.2290 | 1.2191 | ||
46 | 2005.08.30 12:23 | t/p | 23 | 1.40 | 1.2191 | 1.2290 | 1.2191 | 512.26 | 14084.10 |
47 | 2005.08.31 17:30 | buy | 24 | 1.50 | 1.2298 | 1.2238 | 1.2334 | ||
48 | 2005.08.31 18:02 | t/p | 24 | 1.50 | 1.2334 | 1.2238 | 1.2334 | 540.00 | 14624.10 |
49 | 2005.09.12 05:55 | sell | 25 | 1.50 | 1.2324 | 1.2387 | 1.2288 | ||
50 | 2005.09.12 14:49 | t/p | 25 | 1.50 | 1.2288 | 1.2387 | 1.2288 | 540.00 | 15164.10 |
51 | 2005.09.16 07:57 | buy | 26 | 1.60 | 1.2294 | 1.2234 | 1.2330 | ||
52 | 2005.09.16 14:20 | s/l | 26 | 1.60 | 1.2234 | 1.2234 | 1.2330 | -960.00 | 14204.10 |
53 | 2005.09.19 02:30 | sell | 27 | 1.50 | 1.2163 | 1.2226 | 1.2127 | ||
54 | 2005.09.19 07:23 | t/p | 27 | 1.50 | 1.2127 | 1.2226 | 1.2127 | 540.00 | 14744.10 |
55 | 2005.09.21 07:20 | buy | 28 | 1.50 | 1.2210 | 1.2150 | 1.2246 | ||
56 | 2005.09.22 01:44 | t/p | 28 | 1.50 | 1.2246 | 1.2150 | 1.2246 | 527.40 | 15271.50 |
57 | 2005.09.22 17:40 | sell | 29 | 1.60 | 1.2148 | 1.2211 | 1.2112 | ||
58 | 2005.09.23 12:34 | t/p | 29 | 1.60 | 1.2112 | 1.2211 | 1.2112 | 585.44 | 15856.94 |
59 | 2005.10.06 02:40 | buy | 30 | 1.60 | 1.2039 | 1.1979 | 1.2075 | ||
60 | 2005.10.06 14:56 | t/p | 30 | 1.60 | 1.2075 | 1.1979 | 1.2075 | 576.00 | 16432.94 |
61 | 2005.10.10 15:45 | sell | 31 | 1.70 | 1.2065 | 1.2128 | 1.2029 | ||
62 | 2005.10.11 02:59 | t/p | 31 | 1.70 | 1.2029 | 1.2128 | 1.2029 | 622.03 | 17054.97 |
63 | 2005.10.13 21:30 | buy | 32 | 1.80 | 1.2031 | 1.1971 | 1.2067 | ||
64 | 2005.10.14 16:37 | t/p | 32 | 1.80 | 1.2067 | 1.1971 | 1.2067 | 632.88 | 17687.85 |
65 | 2005.10.17 13:50 | sell | 33 | 1.80 | 1.2026 | 1.2089 | 1.1990 | ||
66 | 2005.10.18 02:28 | t/p | 33 | 1.80 | 1.1990 | 1.2089 | 1.1990 | 658.62 | 18346.47 |
67 | 2005.10.25 12:50 | buy | 34 | 1.90 | 1.2035 | 1.1975 | 1.2071 | ||
68 | 2005.10.25 16:01 | t/p | 34 | 1.90 | 1.2071 | 1.1975 | 1.2071 | 684.00 | 19030.47 |
69 | 2005.10.28 18:30 | sell | 35 | 2.00 | 1.2075 | 1.2138 | 1.2039 | ||
70 | 2005.10.31 12:04 | t/p | 35 | 2.00 | 1.2039 | 1.2138 | 1.2039 | 731.80 | 19762.27 |
71 | 2005.11.02 18:15 | buy | 36 | 2.00 | 1.2073 | 1.2013 | 1.2109 | ||
72 | 2005.11.03 14:37 | s/l | 36 | 2.00 | 1.2013 | 1.2013 | 1.2109 | -1216.80 | 18545.47 |
73 | 2005.11.03 17:05 | sell | 37 | 1.90 | 1.1999 | 1.2062 | 1.1963 | ||
74 | 2005.11.03 18:04 | t/p | 37 | 1.90 | 1.1963 | 1.2062 | 1.1963 | 684.00 | 19229.47 |
75 | 2005.11.18 18:05 | buy | 38 | 2.00 | 1.1753 | 1.1693 | 1.1789 | ||
76 | 2005.11.21 09:18 | t/p | 38 | 2.00 | 1.1789 | 1.1693 | 1.1789 | 703.20 | 19932.67 |
77 | 2005.11.21 17:50 | sell | 39 | 2.00 | 1.1724 | 1.1787 | 1.1688 | ||
78 | 2005.11.22 16:11 | t/p | 39 | 2.00 | 1.1688 | 1.1787 | 1.1688 | 731.80 | 20664.47 |
79 | 2005.11.22 20:40 | buy | 40 | 2.10 | 1.1802 | 1.1742 | 1.1838 | ||
80 | 2005.11.23 07:13 | t/p | 40 | 2.10 | 1.1838 | 1.1742 | 1.1838 | 703.08 | 21367.55 |
81 | 2005.12.01 16:10 | sell | 41 | 2.20 | 1.1704 | 1.1767 | 1.1668 | ||
82 | 2005.12.02 15:57 | t/p | 41 | 2.20 | 1.1668 | 1.1767 | 1.1668 | 804.98 | 22172.53 |
83 | 2005.12.05 14:55 | buy | 42 | 2.30 | 1.1766 | 1.1706 | 1.1802 | ||
84 | 2005.12.05 18:34 | t/p | 42 | 2.30 | 1.1802 | 1.1706 | 1.1802 | 828.00 | 23000.53 |
85 | 2005.12.20 16:35 | sell | 43 | 2.40 | 1.1895 | 1.1958 | 1.1859 | ||
86 | 2005.12.20 17:51 | t/p | 43 | 2.40 | 1.1859 | 1.1958 | 1.1859 | 864.00 | 23864.53 |
87 | 2005.12.28 09:45 | buy | 44 | 2.40 | 1.1915 | 1.1855 | 1.1951 | ||
88 | 2005.12.28 18:01 | s/l | 44 | 2.40 | 1.1855 | 1.1855 | 1.1951 | -1440.00 | 22424.53 |
89 | 2005.12.28 19:30 | sell | 45 | 2.30 | 1.1835 | 1.1898 | 1.1799 | ||
90 | 2005.12.30 13:32 | t/p | 45 | 2.30 | 1.1799 | 1.1898 | 1.1799 | 855.14 | 23279.67 |
91 | 2006.01.03 06:30 | buy | 46 | 2.40 | 1.1899 | 1.1839 | 1.1935 | ||
92 | 2006.01.03 16:00 | t/p | 46 | 2.40 | 1.1935 | 1.1839 | 1.1935 | 864.00 | 24143.67 |
93 | 2006.01.09 11:35 | sell | 47 | 2.50 | 1.2080 | 1.2143 | 1.2044 | ||
94 | 2006.01.10 08:29 | t/p | 47 | 2.50 | 1.2044 | 1.2143 | 1.2044 | 914.75 | 25058.42 |
95 | 2006.01.13 19:30 | buy | 48 | 2.60 | 1.2136 | 1.2076 | 1.2172 | ||
96 | 2006.01.16 00:53 | t/p | 48 | 2.60 | 1.2172 | 1.2076 | 1.2172 | 914.16 | 25972.58 |
97 | 2006.01.17 16:10 | sell | 49 | 2.60 | 1.2053 | 1.2116 | 1.2017 | ||
98 | 2006.01.17 23:24 | s/l | 49 | 2.60 | 1.2116 | 1.2116 | 1.2017 | -1638.00 | 24334.58 |
99 | 2006.01.23 01:40 | buy | 50 | 2.50 | 1.2190 | 1.2130 | 1.2226 | ||
100 | 2006.01.23 01:41 | t/p | 50 | 2.50 | 1.2226 | 1.2130 | 1.2226 | 900.00 | 25234.58 |
101 | 2006.01.27 19:10 | sell | 51 | 2.60 | 1.2120 | 1.2183 | 1.2084 | ||
102 | 2006.01.30 09:31 | t/p | 51 | 2.60 | 1.2084 | 1.2183 | 1.2084 | 951.34 | 26185.92 |