Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2008.01.02 06:00 - 2008.01.09 23:00 (2008.01.02 - 2008.01.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Start_Lot_Size=0.01; Lot_Size_Increment=0.01; Double_Lotsize=false; Max_Trades=20; Close_All_Max=false; Next_Trade=10; TP_Percent=5; SL_Percent=10; MA_Period=7; Timeframe=5; Slippage=5; Magic_Number=9009; | ||||
Bars in test | 1137 | Ticks modelled | 45753 | Modelling quality | 71.63% |
Mismatched charts errors | 0 | ||||
Initial deposit | 5000.00 | ||||
Total net profit | 192.16 | Gross profit | 1559.72 | Gross loss | -1367.55 |
Profit factor | 1.14 | Expected payoff | 4.80 | ||
Absolute drawdown | 293.70 | Maximal drawdown | 348.60 (6.90%) | Relative drawdown | 6.90% (348.60) |
Total trades | 40 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 22 (54.55%) |
Profit trades (% of total) | 22 (55.00%) | Loss trades (% of total) | 18 (45.00%) | ||
Largest | profit trade | 130.49 | loss trade | -150.96 | |
Average | profit trade | 70.90 | loss trade | -75.98 | |
Maximum | consecutive wins (profit in money) | 5 (466.00) | consecutive losses (loss in money) | 2 (-216.41) | |
Maximal | consecutive profit (count of wins) | 466.00 (5) | consecutive loss (count of losses) | -216.41 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.02 06:00 | buy | 1 | 0.01 | 1.4660 | 0.0000 | 0.0000 | ||
2 | 2008.01.02 06:04 | sell | 2 | 0.02 | 1.4650 | 0.0000 | 0.0000 | ||
3 | 2008.01.02 06:37 | buy | 3 | 0.03 | 1.4661 | 0.0000 | 0.0000 | ||
4 | 2008.01.02 07:20 | sell | 4 | 0.04 | 1.4651 | 0.0000 | 0.0000 | ||
5 | 2008.01.02 07:23 | buy | 5 | 0.05 | 1.4661 | 0.0000 | 0.0000 | ||
6 | 2008.01.02 07:48 | sell | 6 | 0.06 | 1.4651 | 0.0000 | 0.0000 | ||
7 | 2008.01.02 08:03 | sell | 7 | 0.07 | 1.4641 | 0.0000 | 0.0000 | ||
8 | 2008.01.02 08:05 | buy | 8 | 0.08 | 1.4651 | 0.0000 | 0.0000 | ||
9 | 2008.01.02 08:23 | buy | 9 | 0.09 | 1.4661 | 0.0000 | 0.0000 | ||
10 | 2008.01.02 08:33 | buy | 10 | 0.10 | 1.4671 | 0.0000 | 0.0000 | ||
11 | 2008.01.02 08:47 | sell | 11 | 0.11 | 1.4661 | 0.0000 | 0.0000 | ||
12 | 2008.01.02 09:27 | sell | 12 | 0.12 | 1.4651 | 0.0000 | 0.0000 | ||
13 | 2008.01.02 10:05 | buy | 13 | 0.13 | 1.4661 | 0.0000 | 0.0000 | ||
14 | 2008.01.02 10:18 | sell | 14 | 0.14 | 1.4651 | 0.0000 | 0.0000 | ||
15 | 2008.01.02 10:21 | buy | 15 | 0.15 | 1.4661 | 0.0000 | 0.0000 | ||
16 | 2008.01.02 10:25 | buy | 16 | 0.16 | 1.4671 | 0.0000 | 0.0000 | ||
17 | 2008.01.02 10:59 | buy | 17 | 0.17 | 1.4681 | 0.0000 | 0.0000 | ||
18 | 2008.01.02 11:07 | buy | 18 | 0.18 | 1.4691 | 0.0000 | 0.0000 | ||
19 | 2008.01.02 12:07 | buy | 19 | 0.19 | 1.4701 | 0.0000 | 0.0000 | ||
20 | 2008.01.02 12:28 | sell | 20 | 0.20 | 1.4691 | 0.0000 | 0.0000 | ||
21 | 2008.01.02 16:07 | close | 1 | 0.01 | 1.4737 | 0.0000 | 0.0000 | 7.70 | 5007.70 |
22 | 2008.01.02 16:07 | close | 2 | 0.02 | 1.4739 | 0.0000 | 0.0000 | -17.80 | 4989.90 |
23 | 2008.01.02 16:07 | close | 3 | 0.03 | 1.4737 | 0.0000 | 0.0000 | 22.80 | 5012.70 |
24 | 2008.01.02 16:07 | close | 4 | 0.04 | 1.4739 | 0.0000 | 0.0000 | -35.20 | 4977.50 |
25 | 2008.01.02 16:07 | close | 5 | 0.05 | 1.4737 | 0.0000 | 0.0000 | 38.00 | 5015.50 |
26 | 2008.01.02 16:07 | close | 6 | 0.06 | 1.4739 | 0.0000 | 0.0000 | -52.80 | 4962.70 |
27 | 2008.01.02 16:07 | close | 7 | 0.07 | 1.4739 | 0.0000 | 0.0000 | -68.60 | 4894.10 |
28 | 2008.01.02 16:07 | close | 8 | 0.08 | 1.4737 | 0.0000 | 0.0000 | 68.80 | 4962.90 |
29 | 2008.01.02 16:07 | close | 9 | 0.09 | 1.4737 | 0.0000 | 0.0000 | 68.40 | 5031.30 |
30 | 2008.01.02 16:07 | close | 10 | 0.10 | 1.4737 | 0.0000 | 0.0000 | 66.00 | 5097.30 |
31 | 2008.01.02 16:07 | close | 11 | 0.11 | 1.4739 | 0.0000 | 0.0000 | -85.80 | 5011.50 |
32 | 2008.01.02 16:07 | close | 12 | 0.12 | 1.4739 | 0.0000 | 0.0000 | -105.60 | 4905.90 |
33 | 2008.01.02 16:07 | close | 13 | 0.13 | 1.4737 | 0.0000 | 0.0000 | 98.80 | 5004.70 |
34 | 2008.01.02 16:07 | close | 14 | 0.14 | 1.4739 | 0.0000 | 0.0000 | -123.20 | 4881.50 |
35 | 2008.01.02 16:07 | close | 15 | 0.15 | 1.4737 | 0.0000 | 0.0000 | 114.00 | 4995.50 |
36 | 2008.01.02 16:07 | close | 16 | 0.16 | 1.4737 | 0.0000 | 0.0000 | 105.60 | 5101.10 |
37 | 2008.01.02 16:07 | close | 17 | 0.17 | 1.4737 | 0.0000 | 0.0000 | 95.20 | 5196.30 |
38 | 2008.01.02 16:07 | close | 18 | 0.18 | 1.4737 | 0.0000 | 0.0000 | 82.80 | 5279.10 |
39 | 2008.01.02 16:07 | close | 19 | 0.19 | 1.4737 | 0.0000 | 0.0000 | 68.40 | 5347.50 |
40 | 2008.01.02 16:07 | close | 20 | 0.20 | 1.4739 | 0.0000 | 0.0000 | -96.00 | 5251.50 |
41 | 2008.01.02 16:07 | buy | 21 | 0.01 | 1.4739 | 0.0000 | 0.0000 | ||
42 | 2008.01.02 16:23 | buy | 22 | 0.02 | 1.4749 | 0.0000 | 0.0000 | ||
43 | 2008.01.02 16:26 | sell | 23 | 0.03 | 1.4739 | 0.0000 | 0.0000 | ||
44 | 2008.01.02 16:30 | sell | 24 | 0.04 | 1.4729 | 0.0000 | 0.0000 | ||
45 | 2008.01.02 16:33 | buy | 25 | 0.05 | 1.4739 | 0.0000 | 0.0000 | ||
46 | 2008.01.02 16:35 | sell | 26 | 0.06 | 1.4729 | 0.0000 | 0.0000 | ||
47 | 2008.01.02 16:43 | buy | 27 | 0.07 | 1.4739 | 0.0000 | 0.0000 | ||
48 | 2008.01.02 16:53 | buy | 28 | 0.08 | 1.4749 | 0.0000 | 0.0000 | ||
49 | 2008.01.02 16:55 | sell | 29 | 0.09 | 1.4739 | 0.0000 | 0.0000 | ||
50 | 2008.01.02 17:09 | sell | 30 | 0.10 | 1.4729 | 0.0000 | 0.0000 | ||
51 | 2008.01.02 17:18 | buy | 31 | 0.11 | 1.4739 | 0.0000 | 0.0000 | ||
52 | 2008.01.02 17:24 | sell | 32 | 0.12 | 1.4729 | 0.0000 | 0.0000 | ||
53 | 2008.01.02 17:27 | sell | 33 | 0.13 | 1.4719 | 0.0000 | 0.0000 | ||
54 | 2008.01.02 17:40 | buy | 34 | 0.14 | 1.4729 | 0.0000 | 0.0000 | ||
55 | 2008.01.02 17:50 | buy | 35 | 0.15 | 1.4739 | 0.0000 | 0.0000 | ||
56 | 2008.01.02 18:34 | sell | 36 | 0.16 | 1.4729 | 0.0000 | 0.0000 | ||
57 | 2008.01.02 19:01 | buy | 37 | 0.17 | 1.4739 | 0.0000 | 0.0000 | ||
58 | 2008.01.02 19:03 | sell | 38 | 0.18 | 1.4729 | 0.0000 | 0.0000 | ||
59 | 2008.01.02 19:08 | buy | 39 | 0.19 | 1.4739 | 0.0000 | 0.0000 | ||
60 | 2008.01.02 19:17 | sell | 40 | 0.20 | 1.4729 | 0.0000 | 0.0000 | ||
61 | 2008.01.09 23:59 | close at stop | 40 | 0.20 | 1.4664 | 0.0000 | 0.0000 | 130.49 | 5381.99 |
62 | 2008.01.09 23:59 | close at stop | 39 | 0.19 | 1.4662 | 0.0000 | 0.0000 | -150.96 | 5231.03 |
63 | 2008.01.09 23:59 | close at stop | 38 | 0.18 | 1.4664 | 0.0000 | 0.0000 | 117.44 | 5348.48 |
64 | 2008.01.09 23:59 | close at stop | 37 | 0.17 | 1.4662 | 0.0000 | 0.0000 | -135.07 | 5213.41 |
65 | 2008.01.09 23:59 | close at stop | 36 | 0.16 | 1.4664 | 0.0000 | 0.0000 | 104.39 | 5317.80 |
66 | 2008.01.09 23:59 | close at stop | 35 | 0.15 | 1.4662 | 0.0000 | 0.0000 | -119.18 | 5198.63 |
67 | 2008.01.09 23:59 | close at stop | 34 | 0.14 | 1.4662 | 0.0000 | 0.0000 | -97.23 | 5101.40 |
68 | 2008.01.09 23:59 | close at stop | 33 | 0.13 | 1.4664 | 0.0000 | 0.0000 | 71.82 | 5173.22 |
69 | 2008.01.09 23:59 | close at stop | 32 | 0.12 | 1.4664 | 0.0000 | 0.0000 | 78.29 | 5251.51 |
70 | 2008.01.09 23:59 | close at stop | 31 | 0.11 | 1.4662 | 0.0000 | 0.0000 | -87.40 | 5164.12 |
71 | 2008.01.09 23:59 | close at stop | 30 | 0.10 | 1.4664 | 0.0000 | 0.0000 | 65.25 | 5229.36 |
72 | 2008.01.09 23:59 | close at stop | 29 | 0.09 | 1.4664 | 0.0000 | 0.0000 | 67.72 | 5297.08 |
73 | 2008.01.09 23:59 | close at stop | 28 | 0.08 | 1.4662 | 0.0000 | 0.0000 | -71.56 | 5225.52 |
74 | 2008.01.09 23:59 | close at stop | 27 | 0.07 | 1.4662 | 0.0000 | 0.0000 | -55.62 | 5169.91 |
75 | 2008.01.09 23:59 | close at stop | 26 | 0.06 | 1.4664 | 0.0000 | 0.0000 | 39.15 | 5209.05 |
76 | 2008.01.09 23:59 | close at stop | 25 | 0.05 | 1.4662 | 0.0000 | 0.0000 | -39.73 | 5169.33 |
77 | 2008.01.09 23:59 | close at stop | 24 | 0.04 | 1.4664 | 0.0000 | 0.0000 | 26.10 | 5195.43 |
78 | 2008.01.09 23:59 | close at stop | 23 | 0.03 | 1.4664 | 0.0000 | 0.0000 | 22.57 | 5218.00 |
79 | 2008.01.09 23:59 | close at stop | 22 | 0.02 | 1.4662 | 0.0000 | 0.0000 | -17.89 | 5200.11 |
80 | 2008.01.09 23:59 | close at stop | 21 | 0.01 | 1.4662 | 0.0000 | 0.0000 | -7.95 | 5192.16 |