Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.01.02 00:00 - 2007.09.07 00:00 (2006.01.01 - 2007.09.07) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | MAGIC=100111; PARAMETERS_EXPERT="PARAMETERS EXPERT"; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; Name_Expert="AsctrendBuySellExpert"; UseSound=false; NameFileSound="alert.wav"; PARAMETERS_FILTER="PARAMETERS FILTER"; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=1; Slippage=4; lStopLoss=1000; sStopLoss=1000; lTakeProfit=70; sTakeProfit=70; lTrailingStop=1000; sTrailingStop=1000; INDICATOR_ONE="ASCTrend"; UseASCtrend=true; RISK=12; INDICATOR_TWO="Parabolic SAR"; Step2=0.02; Maximum2=0.2; INDICATOR_THREE="Parabolic SAR"; Step=0.005; Maximum=0.02; INDICATOR_FOUR="Stochastic"; KPeriod=14; DPeriod=5; Slowing=5; | ||||
Bars in test | 46492 | Ticks modelled | 2035960 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | 2681.10 | Gross profit | 9373.10 | Gross loss | -6692.00 |
Profit factor | 1.40 | Expected payoff | 37.76 | ||
Absolute drawdown | 716.40 | Maximal drawdown | 1829.20 (3.52%) | Relative drawdown | 3.52% (1829.20) |
Total trades | 71 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 66 (42.42%) |
Profit trades (% of total) | 30 (42.25%) | Loss trades (% of total) | 41 (57.75%) | ||
Largest | profit trade | 700.00 | loss trade | -500.00 | |
Average | profit trade | 312.44 | loss trade | -163.22 | |
Maximum | consecutive wins (profit in money) | 3 (1184.40) | consecutive losses (loss in money) | 4 (-316.40) | |
Maximal | consecutive profit (count of wins) | 1184.40 (3) | consecutive loss (count of losses) | -750.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.05 17:15 | buy | 1 | 1.00 | 1.2102 | 1.1100 | 1.2172 | ||
2 | 2006.01.06 02:30 | close | 1 | 1.00 | 1.2098 | 1.1100 | 1.2172 | -46.40 | 49953.60 |
3 | 2006.01.10 09:15 | buy | 2 | 1.00 | 1.2073 | 1.1071 | 1.2143 | ||
4 | 2006.01.10 14:45 | close | 2 | 1.00 | 1.2046 | 1.1071 | 1.2143 | -270.00 | 49683.60 |
5 | 2006.01.12 10:15 | buy | 3 | 1.00 | 1.2156 | 1.1154 | 1.2226 | ||
6 | 2006.01.12 13:00 | close | 3 | 1.00 | 1.2133 | 1.1154 | 1.2226 | -230.00 | 49453.60 |
7 | 2006.01.13 16:45 | buy | 4 | 1.00 | 1.2081 | 1.1079 | 1.2151 | ||
8 | 2006.01.16 00:00 | t/p | 4 | 1.00 | 1.2151 | 1.1079 | 1.2151 | 693.60 | 50147.20 |
9 | 2006.01.23 10:45 | buy | 5 | 1.00 | 1.2256 | 1.1254 | 1.2326 | ||
10 | 2006.01.24 03:30 | close | 5 | 1.00 | 1.2288 | 1.1254 | 1.2326 | 313.60 | 50460.80 |
11 | 2006.02.02 16:15 | buy | 6 | 1.00 | 1.2080 | 1.1078 | 1.2150 | ||
12 | 2006.02.02 23:45 | close | 6 | 1.00 | 1.2088 | 1.1078 | 1.2150 | 80.00 | 50540.80 |
13 | 2006.02.03 01:45 | buy | 7 | 1.00 | 1.2101 | 1.1099 | 1.2171 | ||
14 | 2006.02.03 08:15 | close | 7 | 1.00 | 1.2078 | 1.1099 | 1.2171 | -230.00 | 50310.80 |
15 | 2006.02.10 14:45 | buy | 8 | 1.00 | 1.1994 | 1.0992 | 1.2064 | ||
16 | 2006.02.10 16:30 | close | 8 | 1.00 | 1.1969 | 1.0992 | 1.2064 | -250.00 | 50060.80 |
17 | 2006.02.20 22:15 | sell | 9 | 1.00 | 1.1937 | 1.2939 | 1.1867 | ||
18 | 2006.02.21 19:00 | close | 9 | 1.00 | 1.1914 | 1.2939 | 1.1867 | 231.10 | 50291.90 |
19 | 2006.03.09 09:00 | buy | 10 | 1.00 | 1.1947 | 1.0945 | 1.2017 | ||
20 | 2006.03.09 14:15 | close | 10 | 1.00 | 1.1918 | 1.0945 | 1.2017 | -290.00 | 50001.90 |
21 | 2006.03.15 15:30 | buy | 11 | 1.00 | 1.2056 | 1.1054 | 1.2126 | ||
22 | 2006.03.16 02:15 | close | 11 | 1.00 | 1.2053 | 1.1054 | 1.2126 | -49.20 | 49952.70 |
23 | 2006.03.24 14:45 | buy | 12 | 1.00 | 1.1983 | 1.0981 | 1.2053 | ||
24 | 2006.03.27 01:45 | close | 12 | 1.00 | 1.2027 | 1.0981 | 1.2053 | 433.60 | 50386.30 |
25 | 2006.04.04 10:00 | buy | 13 | 1.00 | 1.2164 | 1.1162 | 1.2234 | ||
26 | 2006.04.04 14:21 | t/p | 13 | 1.00 | 1.2234 | 1.1162 | 1.2234 | 700.00 | 51086.30 |
27 | 2006.04.05 03:30 | buy | 14 | 1.00 | 1.2266 | 1.1264 | 1.2336 | ||
28 | 2006.04.05 10:15 | close | 14 | 1.00 | 1.2253 | 1.1264 | 1.2336 | -130.00 | 50956.30 |
29 | 2006.04.06 09:30 | buy | 15 | 1.00 | 1.2308 | 1.1306 | 1.2378 | ||
30 | 2006.04.06 14:45 | close | 15 | 1.00 | 1.2281 | 1.1306 | 1.2378 | -270.00 | 50686.30 |
31 | 2006.04.26 17:15 | buy | 16 | 1.00 | 1.2445 | 1.1443 | 1.2515 | ||
32 | 2006.04.27 08:15 | close | 16 | 1.00 | 1.2448 | 1.1443 | 1.2515 | 10.80 | 50697.10 |
33 | 2006.05.11 15:45 | buy | 17 | 1.00 | 1.2757 | 1.1755 | 1.2827 | ||
34 | 2006.05.11 16:37 | t/p | 17 | 1.00 | 1.2827 | 1.1755 | 1.2827 | 700.00 | 51397.10 |
35 | 2006.05.17 04:00 | buy | 18 | 1.00 | 1.2859 | 1.1857 | 1.2929 | ||
36 | 2006.05.17 15:30 | close | 18 | 1.00 | 1.2849 | 1.1857 | 1.2929 | -100.00 | 51297.10 |
37 | 2006.05.29 09:15 | buy | 19 | 1.00 | 1.2751 | 1.1749 | 1.2821 | ||
38 | 2006.05.29 17:15 | close | 19 | 1.00 | 1.2749 | 1.1749 | 1.2821 | -20.00 | 51277.10 |
39 | 2006.05.30 16:00 | buy | 20 | 1.00 | 1.2873 | 1.1871 | 1.2943 | ||
40 | 2006.05.31 01:00 | close | 20 | 1.00 | 1.2862 | 1.1871 | 1.2943 | -116.40 | 51160.70 |
41 | 2006.06.15 03:30 | buy | 21 | 1.00 | 1.2612 | 1.1610 | 1.2682 | ||
42 | 2006.06.15 13:45 | close | 21 | 1.00 | 1.2604 | 1.1610 | 1.2682 | -80.00 | 51080.70 |
43 | 2006.06.26 09:00 | buy | 22 | 1.00 | 1.2527 | 1.1525 | 1.2597 | ||
44 | 2006.06.26 16:15 | close | 22 | 1.00 | 1.2547 | 1.1525 | 1.2597 | 200.00 | 51280.70 |
45 | 2006.07.03 08:45 | buy | 23 | 1.00 | 1.2797 | 1.1795 | 1.2867 | ||
46 | 2006.07.03 09:45 | close | 23 | 1.00 | 1.2773 | 1.1795 | 1.2867 | -240.00 | 51040.70 |
47 | 2006.07.03 12:45 | buy | 24 | 1.00 | 1.2797 | 1.1795 | 1.2867 | ||
48 | 2006.07.04 12:30 | close | 24 | 1.00 | 1.2803 | 1.1795 | 1.2867 | 53.60 | 51094.30 |
49 | 2006.07.13 09:15 | buy | 25 | 1.00 | 1.2728 | 1.1726 | 1.2798 | ||
50 | 2006.07.13 12:00 | close | 25 | 1.00 | 1.2703 | 1.1726 | 1.2798 | -250.00 | 50844.30 |
51 | 2006.07.28 12:30 | sell | 26 | 1.00 | 1.2684 | 1.3686 | 1.2614 | ||
52 | 2006.07.28 14:45 | close | 26 | 1.00 | 1.2734 | 1.3686 | 1.2614 | -500.00 | 50344.30 |
53 | 2006.07.28 14:45 | buy | 27 | 1.00 | 1.2735 | 1.1733 | 1.2805 | ||
54 | 2006.07.31 03:45 | close | 27 | 1.00 | 1.2751 | 1.1733 | 1.2805 | 153.60 | 50497.90 |
55 | 2006.07.31 06:00 | buy | 28 | 1.00 | 1.2770 | 1.1768 | 1.2840 | ||
56 | 2006.07.31 08:45 | close | 28 | 1.00 | 1.2752 | 1.1768 | 1.2840 | -180.00 | 50317.90 |
57 | 2006.08.03 13:15 | buy | 29 | 1.00 | 1.2777 | 1.1775 | 1.2847 | ||
58 | 2006.08.04 01:15 | close | 29 | 1.00 | 1.2790 | 1.1775 | 1.2847 | 123.60 | 50441.50 |
59 | 2006.08.17 09:15 | buy | 30 | 1.00 | 1.2859 | 1.1857 | 1.2929 | ||
60 | 2006.08.17 16:30 | close | 30 | 1.00 | 1.2862 | 1.1857 | 1.2929 | 30.00 | 50471.50 |
61 | 2006.09.07 09:15 | buy | 31 | 1.00 | 1.2827 | 1.1825 | 1.2897 | ||
62 | 2006.09.07 09:45 | close | 31 | 1.00 | 1.2808 | 1.1825 | 1.2897 | -190.00 | 50281.50 |
63 | 2006.09.08 02:00 | sell | 32 | 1.00 | 1.2728 | 1.3730 | 1.2658 | ||
64 | 2006.09.08 16:23 | t/p | 32 | 1.00 | 1.2658 | 1.3730 | 1.2658 | 700.00 | 50981.50 |
65 | 2006.09.11 00:30 | sell | 33 | 1.00 | 1.2665 | 1.3667 | 1.2595 | ||
66 | 2006.09.11 05:45 | close | 33 | 1.00 | 1.2675 | 1.3667 | 1.2595 | -100.00 | 50881.50 |
67 | 2006.10.11 09:30 | buy | 34 | 1.00 | 1.2548 | 1.1546 | 1.2618 | ||
68 | 2006.10.11 20:30 | close | 34 | 1.00 | 1.2508 | 1.1546 | 1.2618 | -400.00 | 50481.50 |
69 | 2006.10.16 10:15 | buy | 35 | 1.00 | 1.2524 | 1.1522 | 1.2594 | ||
70 | 2006.10.17 08:15 | close | 35 | 1.00 | 1.2525 | 1.1522 | 1.2594 | 3.60 | 50485.10 |
71 | 2006.10.17 10:00 | buy | 36 | 1.00 | 1.2545 | 1.1543 | 1.2615 | ||
72 | 2006.10.17 12:45 | close | 36 | 1.00 | 1.2525 | 1.1543 | 1.2615 | -200.00 | 50285.10 |
73 | 2006.10.19 08:45 | buy | 37 | 1.00 | 1.2545 | 1.1543 | 1.2615 | ||
74 | 2006.10.19 19:08 | t/p | 37 | 1.00 | 1.2615 | 1.1543 | 1.2615 | 700.00 | 50985.10 |
75 | 2006.11.03 07:00 | buy | 38 | 1.00 | 1.2778 | 1.1776 | 1.2848 | ||
76 | 2006.11.03 07:30 | close | 38 | 1.00 | 1.2775 | 1.1776 | 1.2848 | -30.00 | 50955.10 |
77 | 2006.11.06 15:45 | buy | 39 | 1.00 | 1.2710 | 1.1708 | 1.2780 | ||
78 | 2006.11.07 13:30 | close | 39 | 1.00 | 1.2754 | 1.1708 | 1.2780 | 433.60 | 51388.70 |
79 | 2006.11.07 14:30 | buy | 40 | 1.00 | 1.2769 | 1.1767 | 1.2839 | ||
80 | 2006.11.07 21:00 | close | 40 | 1.00 | 1.2765 | 1.1767 | 1.2839 | -40.00 | 51348.70 |
81 | 2006.12.07 05:45 | buy | 41 | 1.00 | 1.3296 | 1.2294 | 1.3366 | ||
82 | 2006.12.07 11:15 | close | 41 | 1.00 | 1.3295 | 1.2294 | 1.3366 | -10.00 | 51338.70 |
83 | 2006.12.12 15:45 | buy | 42 | 1.00 | 1.3268 | 1.2266 | 1.3338 | ||
84 | 2006.12.13 08:15 | close | 42 | 1.00 | 1.3269 | 1.2266 | 1.3338 | 3.60 | 51342.30 |
85 | 2007.01.11 09:00 | buy | 43 | 1.00 | 1.2967 | 1.1965 | 1.3037 | ||
86 | 2007.01.11 15:00 | close | 43 | 1.00 | 1.2935 | 1.1965 | 1.3037 | -320.00 | 51022.30 |
87 | 2007.01.24 01:30 | buy | 44 | 1.00 | 1.3030 | 1.2028 | 1.3100 | ||
88 | 2007.01.24 09:15 | close | 44 | 1.00 | 1.2994 | 1.2028 | 1.3100 | -360.00 | 50662.30 |
89 | 2007.01.29 08:45 | buy | 45 | 1.00 | 1.2912 | 1.1910 | 1.2982 | ||
90 | 2007.01.30 01:45 | close | 45 | 1.00 | 1.2946 | 1.1910 | 1.2982 | 333.60 | 50995.90 |
91 | 2007.02.07 08:45 | buy | 46 | 1.00 | 1.2990 | 1.1988 | 1.3060 | ||
92 | 2007.02.08 08:30 | close | 46 | 1.00 | 1.3007 | 1.1988 | 1.3060 | 150.80 | 51146.70 |
93 | 2007.02.14 08:30 | buy | 47 | 1.00 | 1.3054 | 1.2052 | 1.3124 | ||
94 | 2007.02.14 16:02 | t/p | 47 | 1.00 | 1.3124 | 1.2052 | 1.3124 | 700.00 | 51846.70 |
95 | 2007.02.21 01:00 | buy | 48 | 1.00 | 1.3145 | 1.2143 | 1.3215 | ||
96 | 2007.02.21 05:15 | close | 48 | 1.00 | 1.3134 | 1.2143 | 1.3215 | -110.00 | 51736.70 |
97 | 2007.02.23 08:30 | buy | 49 | 1.00 | 1.3126 | 1.2124 | 1.3196 | ||
98 | 2007.02.26 04:37 | t/p | 49 | 1.00 | 1.3196 | 1.2124 | 1.3196 | 693.60 | 52430.30 |
99 | 2007.03.06 01:15 | buy | 50 | 1.00 | 1.3106 | 1.2104 | 1.3176 | ||
100 | 2007.03.06 03:15 | close | 50 | 1.00 | 1.3082 | 1.2104 | 1.3176 | -240.00 | 52190.30 |
101 | 2007.03.06 04:00 | buy | 51 | 1.00 | 1.3106 | 1.2104 | 1.3176 | ||
102 | 2007.03.06 14:15 | close | 51 | 1.00 | 1.3100 | 1.2104 | 1.3176 | -60.00 | 52130.30 |
103 | 2007.03.30 17:15 | buy | 52 | 1.00 | 1.3332 | 1.2330 | 1.3402 | ||
104 | 2007.04.02 01:15 | close | 52 | 1.00 | 1.3357 | 1.2330 | 1.3402 | 243.60 | 52373.90 |
105 | 2007.04.05 13:15 | buy | 53 | 1.00 | 1.3374 | 1.2372 | 1.3444 | ||
106 | 2007.04.05 22:15 | close | 53 | 1.00 | 1.3422 | 1.2372 | 1.3444 | 480.00 | 52853.90 |
107 | 2007.04.11 12:00 | buy | 54 | 1.00 | 1.3432 | 1.2430 | 1.3502 | ||
108 | 2007.04.11 14:15 | close | 54 | 1.00 | 1.3419 | 1.2430 | 1.3502 | -130.00 | 52723.90 |
109 | 2007.04.27 10:15 | buy | 55 | 1.00 | 1.3613 | 1.2611 | 1.3683 | ||
110 | 2007.04.27 17:15 | close | 55 | 1.00 | 1.3619 | 1.2611 | 1.3683 | 60.00 | 52783.90 |
111 | 2007.05.09 04:45 | buy | 56 | 1.00 | 1.3548 | 1.2546 | 1.3618 | ||
112 | 2007.05.09 10:15 | close | 56 | 1.00 | 1.3533 | 1.2546 | 1.3618 | -150.00 | 52633.90 |
113 | 2007.05.14 10:00 | buy | 57 | 1.00 | 1.3545 | 1.2543 | 1.3615 | ||
114 | 2007.05.14 16:45 | close | 57 | 1.00 | 1.3538 | 1.2543 | 1.3615 | -70.00 | 52563.90 |
115 | 2007.05.16 06:30 | buy | 58 | 1.00 | 1.3594 | 1.2592 | 1.3664 | ||
116 | 2007.05.16 11:30 | close | 58 | 1.00 | 1.3590 | 1.2592 | 1.3664 | -40.00 | 52523.90 |
117 | 2007.05.23 05:00 | buy | 59 | 1.00 | 1.3457 | 1.2455 | 1.3527 | ||
118 | 2007.05.23 09:15 | close | 59 | 1.00 | 1.3448 | 1.2455 | 1.3527 | -90.00 | 52433.90 |
119 | 2007.05.29 09:30 | buy | 60 | 1.00 | 1.3443 | 1.2441 | 1.3513 | ||
120 | 2007.05.29 14:09 | t/p | 60 | 1.00 | 1.3513 | 1.2441 | 1.3513 | 700.00 | 53133.90 |
121 | 2007.05.31 01:00 | buy | 61 | 1.00 | 1.3431 | 1.2429 | 1.3501 | ||
122 | 2007.05.31 04:00 | close | 61 | 1.00 | 1.3424 | 1.2429 | 1.3501 | -70.00 | 53063.90 |
123 | 2007.06.05 09:00 | buy | 62 | 1.00 | 1.3503 | 1.2501 | 1.3573 | ||
124 | 2007.06.05 16:30 | close | 62 | 1.00 | 1.3511 | 1.2501 | 1.3573 | 80.00 | 53143.90 |
125 | 2007.06.14 04:30 | buy | 63 | 1.00 | 1.3315 | 1.2313 | 1.3385 | ||
126 | 2007.06.14 08:45 | close | 63 | 1.00 | 1.3302 | 1.2313 | 1.3385 | -130.00 | 53013.90 |
127 | 2007.06.26 08:30 | sell | 64 | 1.00 | 1.3452 | 1.4454 | 1.3382 | ||
128 | 2007.06.26 13:00 | close | 64 | 1.00 | 1.3464 | 1.4454 | 1.3382 | -120.00 | 52893.90 |
129 | 2007.07.04 03:45 | buy | 65 | 1.00 | 1.3614 | 1.2612 | 1.3684 | ||
130 | 2007.07.04 13:00 | close | 65 | 1.00 | 1.3609 | 1.2612 | 1.3684 | -50.00 | 52843.90 |
131 | 2007.07.19 08:30 | buy | 66 | 1.00 | 1.3807 | 1.2805 | 1.3877 | ||
132 | 2007.07.19 17:30 | close | 66 | 1.00 | 1.3808 | 1.2805 | 1.3877 | 10.00 | 52853.90 |
133 | 2007.07.20 14:15 | buy | 67 | 1.00 | 1.3804 | 1.2802 | 1.3874 | ||
134 | 2007.07.23 06:45 | close | 67 | 1.00 | 1.3832 | 1.2802 | 1.3874 | 273.60 | 53127.50 |
135 | 2007.07.23 07:45 | buy | 68 | 1.00 | 1.3839 | 1.2837 | 1.3909 | ||
136 | 2007.07.23 08:45 | close | 68 | 1.00 | 1.3829 | 1.2837 | 1.3909 | -100.00 | 53027.50 |
137 | 2007.07.26 10:30 | buy | 69 | 1.00 | 1.3722 | 1.2720 | 1.3792 | ||
138 | 2007.07.26 13:30 | close | 69 | 1.00 | 1.3699 | 1.2720 | 1.3792 | -230.00 | 52797.50 |
139 | 2007.07.26 14:30 | buy | 70 | 1.00 | 1.3728 | 1.2726 | 1.3798 | ||
140 | 2007.07.27 03:30 | close | 70 | 1.00 | 1.3737 | 1.2726 | 1.3798 | 83.60 | 52881.10 |
141 | 2007.08.23 08:30 | buy | 71 | 1.00 | 1.3559 | 1.2557 | 1.3629 | ||
142 | 2007.08.23 10:00 | close | 71 | 1.00 | 1.3539 | 1.2557 | 1.3629 | -200.00 | 52681.10 |