Symbol | EURUSDm (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.12.24 00:00 - 2008.01.23 23:00 (2007.12.23 - 2008.01.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Magic=772188; TakeProfit=10; Lots=0.01; InitialStop=160; TrailingStop=0; MaxTrades=10; Multiplier=3; Pips=5; OrderstoProtect=4; Money_management=true; AccountType=2; risk=0.5; ReverseSignal=false; Fast_EMA=12; Slow_EMA=26; Signal_SMA=9; Shift=1; TradingRange=0; UseTimeFilter=true; StopTrade=18; StartTrade=5; | ||||
Bars in test | 1469 | Ticks modelled | 152849 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 66.94 | Gross profit | 119.55 | Gross loss | -52.61 |
Profit factor | 2.27 | Expected payoff | 1.22 | ||
Absolute drawdown | 533.66 | Maximal drawdown | 536.46 (53.50%) | Relative drawdown | 53.50% (536.46) |
Total trades | 55 | Short positions (won %) | 23 (60.87%) | Long positions (won %) | 32 (50.00%) |
Profit trades (% of total) | 30 (54.55%) | Loss trades (% of total) | 25 (45.45%) | ||
Largest | profit trade | 10.80 | loss trade | -4.50 | |
Average | profit trade | 3.98 | loss trade | -2.10 | |
Maximum | consecutive wins (profit in money) | 7 (21.40) | consecutive losses (loss in money) | 3 (-9.10) | |
Maximal | consecutive profit (count of wins) | 21.40 (7) | consecutive loss (count of losses) | -9.10 (3) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.12.27 00:02 | sell | 1 | 0.10 | 1.4483 | 1.4693 | 1.4473 | ||
2 | 2007.12.27 02:03 | t/p | 1 | 0.10 | 1.4473 | 1.4693 | 1.4473 | 1.00 | 1001.00 |
3 | 2007.12.28 02:01 | sell | 2 | 0.10 | 1.4600 | 1.4810 | 1.4590 | ||
4 | 2007.12.28 03:01 | sell | 3 | 0.30 | 1.4606 | 1.4811 | 1.4596 | ||
5 | 2007.12.28 06:26 | sell | 4 | 0.90 | 1.4612 | 1.4812 | 1.4602 | ||
6 | 2007.12.28 06:41 | sell | 5 | 2.70 | 1.4618 | 1.4813 | 1.4608 | ||
7 | 2007.12.31 17:01 | close | 5 | 2.70 | 1.4615 | 1.4813 | 1.4608 | 8.19 | 1009.19 |
8 | 2007.12.31 17:01 | close | 4 | 0.90 | 1.4616 | 1.4812 | 1.4602 | -3.57 | 1005.63 |
9 | 2007.12.31 17:01 | close | 3 | 0.30 | 1.4614 | 1.4811 | 1.4596 | -2.39 | 1003.24 |
10 | 2007.12.31 17:01 | close | 2 | 0.10 | 1.4611 | 1.4810 | 1.4590 | -1.10 | 1002.14 |
11 | 2008.01.02 17:00 | buy | 6 | 0.10 | 1.4727 | 1.4517 | 1.4737 | ||
12 | 2008.01.02 17:06 | t/p | 6 | 0.10 | 1.4737 | 1.4517 | 1.4737 | 1.00 | 1003.14 |
13 | 2008.01.03 03:00 | sell | 7 | 0.10 | 1.4714 | 1.4924 | 1.4704 | ||
14 | 2008.01.03 03:48 | t/p | 7 | 0.10 | 1.4704 | 1.4924 | 1.4704 | 1.00 | 1004.14 |
15 | 2008.01.04 02:00 | sell | 8 | 0.10 | 1.4741 | 1.4951 | 1.4731 | ||
16 | 2008.01.04 02:33 | sell | 9 | 0.30 | 1.4748 | 1.4953 | 1.4738 | ||
17 | 2008.01.04 05:14 | t/p | 9 | 0.30 | 1.4738 | 1.4953 | 1.4738 | 3.00 | 1007.14 |
18 | 2008.01.04 05:14 | close | 8 | 0.10 | 1.4738 | 1.4951 | 1.4731 | 0.30 | 1007.44 |
19 | 2008.01.07 00:03 | sell | 10 | 0.10 | 1.4746 | 1.4956 | 1.4736 | ||
20 | 2008.01.07 02:28 | t/p | 10 | 0.10 | 1.4736 | 1.4956 | 1.4736 | 1.00 | 1008.44 |
21 | 2008.01.07 16:00 | buy | 11 | 0.10 | 1.4718 | 1.4508 | 1.4728 | ||
22 | 2008.01.07 17:07 | buy | 12 | 0.30 | 1.4712 | 1.4507 | 1.4722 | ||
23 | 2008.01.07 17:08 | buy | 13 | 0.90 | 1.4707 | 1.4507 | 1.4717 | ||
24 | 2008.01.07 17:08 | buy | 14 | 2.70 | 1.4701 | 1.4506 | 1.4711 | ||
25 | 2008.01.07 17:09 | close | 14 | 2.70 | 1.4704 | 1.4506 | 1.4711 | 8.10 | 1016.54 |
26 | 2008.01.07 17:09 | close | 13 | 0.90 | 1.4703 | 1.4507 | 1.4717 | -3.60 | 1012.94 |
27 | 2008.01.07 17:09 | close | 12 | 0.30 | 1.4704 | 1.4507 | 1.4722 | -2.40 | 1010.54 |
28 | 2008.01.07 17:09 | close | 11 | 0.10 | 1.4705 | 1.4508 | 1.4728 | -1.30 | 1009.24 |
29 | 2008.01.08 03:00 | buy | 15 | 0.10 | 1.4684 | 1.4474 | 1.4694 | ||
30 | 2008.01.08 03:52 | t/p | 15 | 0.10 | 1.4694 | 1.4474 | 1.4694 | 1.00 | 1010.24 |
31 | 2008.01.08 22:00 | sell | 16 | 0.10 | 1.4708 | 1.4918 | 1.4698 | ||
32 | 2008.01.09 01:30 | sell | 17 | 0.30 | 1.4714 | 1.4919 | 1.4704 | ||
33 | 2008.01.09 05:13 | sell | 18 | 0.90 | 1.4720 | 1.4920 | 1.4710 | ||
34 | 2008.01.09 07:03 | sell | 19 | 2.70 | 1.4726 | 1.4921 | 1.4716 | ||
35 | 2008.01.09 07:15 | close | 19 | 2.70 | 1.4723 | 1.4921 | 1.4716 | 8.10 | 1018.34 |
36 | 2008.01.09 07:15 | close | 18 | 0.90 | 1.4722 | 1.4920 | 1.4710 | -1.80 | 1016.54 |
37 | 2008.01.09 07:15 | close | 17 | 0.30 | 1.4721 | 1.4919 | 1.4704 | -2.10 | 1014.44 |
38 | 2008.01.09 07:15 | close | 16 | 0.10 | 1.4722 | 1.4918 | 1.4698 | -1.40 | 1013.04 |
39 | 2008.01.09 12:00 | sell | 20 | 0.10 | 1.4710 | 1.4920 | 1.4700 | ||
40 | 2008.01.09 13:09 | t/p | 20 | 0.10 | 1.4700 | 1.4920 | 1.4700 | 1.00 | 1014.04 |
41 | 2008.01.10 03:00 | buy | 21 | 0.10 | 1.4674 | 1.4464 | 1.4684 | ||
42 | 2008.01.10 03:08 | buy | 22 | 0.30 | 1.4669 | 1.4464 | 1.4679 | ||
43 | 2008.01.10 03:30 | t/p | 22 | 0.30 | 1.4679 | 1.4464 | 1.4679 | 3.00 | 1017.04 |
44 | 2008.01.10 03:30 | close | 21 | 0.10 | 1.4679 | 1.4464 | 1.4684 | 0.50 | 1017.54 |
45 | 2008.01.10 16:00 | buy | 23 | 0.10 | 1.4740 | 1.4530 | 1.4750 | ||
46 | 2008.01.10 16:26 | buy | 24 | 0.30 | 1.4734 | 1.4529 | 1.4744 | ||
47 | 2008.01.10 16:28 | buy | 25 | 0.90 | 1.4729 | 1.4529 | 1.4739 | ||
48 | 2008.01.10 17:13 | buy | 26 | 2.70 | 1.4723 | 1.4528 | 1.4733 | ||
49 | 2008.01.10 17:16 | close | 26 | 2.70 | 1.4726 | 1.4528 | 1.4733 | 8.10 | 1025.64 |
50 | 2008.01.10 17:16 | close | 25 | 0.90 | 1.4725 | 1.4529 | 1.4739 | -3.60 | 1022.04 |
51 | 2008.01.10 17:16 | close | 24 | 0.30 | 1.4724 | 1.4529 | 1.4744 | -3.00 | 1019.04 |
52 | 2008.01.10 17:16 | close | 23 | 0.10 | 1.4724 | 1.4530 | 1.4750 | -1.60 | 1017.44 |
53 | 2008.01.11 06:00 | sell | 27 | 0.10 | 1.4811 | 1.5021 | 1.4801 | ||
54 | 2008.01.11 07:36 | t/p | 27 | 0.10 | 1.4801 | 1.5021 | 1.4801 | 1.00 | 1018.44 |
55 | 2008.01.14 18:00 | sell | 28 | 0.10 | 1.4876 | 1.5086 | 1.4866 | ||
56 | 2008.01.14 18:40 | sell | 29 | 0.30 | 1.4881 | 1.5086 | 1.4871 | ||
57 | 2008.01.14 19:36 | t/p | 29 | 0.30 | 1.4871 | 1.5086 | 1.4871 | 3.00 | 1021.44 |
58 | 2008.01.14 19:36 | close | 28 | 0.10 | 1.4871 | 1.5086 | 1.4866 | 0.50 | 1021.94 |
59 | 2008.01.15 17:00 | sell | 30 | 0.10 | 1.4852 | 1.5062 | 1.4842 | ||
60 | 2008.01.15 17:07 | sell | 31 | 0.30 | 1.4858 | 1.5063 | 1.4848 | ||
61 | 2008.01.15 17:25 | t/p | 31 | 0.30 | 1.4848 | 1.5063 | 1.4848 | 3.00 | 1024.94 |
62 | 2008.01.15 17:25 | close | 30 | 0.10 | 1.4848 | 1.5062 | 1.4842 | 0.40 | 1025.34 |
63 | 2008.01.16 05:00 | buy | 32 | 0.10 | 1.4856 | 1.4646 | 1.4866 | ||
64 | 2008.01.16 05:09 | buy | 33 | 0.30 | 1.4850 | 1.4645 | 1.4860 | ||
65 | 2008.01.16 05:23 | buy | 34 | 0.90 | 1.4844 | 1.4644 | 1.4854 | ||
66 | 2008.01.16 05:29 | buy | 35 | 2.70 | 1.4839 | 1.4644 | 1.4849 | ||
67 | 2008.01.16 05:36 | close | 35 | 2.70 | 1.4843 | 1.4644 | 1.4849 | 10.80 | 1036.14 |
68 | 2008.01.16 05:36 | close | 34 | 0.90 | 1.4847 | 1.4644 | 1.4854 | 2.70 | 1038.84 |
69 | 2008.01.16 05:36 | close | 33 | 0.30 | 1.4846 | 1.4645 | 1.4860 | -1.20 | 1037.64 |
70 | 2008.01.16 05:36 | close | 32 | 0.10 | 1.4847 | 1.4646 | 1.4866 | -0.90 | 1036.74 |
71 | 2008.01.17 03:01 | buy | 36 | 0.10 | 1.4675 | 1.4465 | 1.4685 | ||
72 | 2008.01.17 03:34 | buy | 37 | 0.30 | 1.4670 | 1.4465 | 1.4680 | ||
73 | 2008.01.17 03:37 | buy | 38 | 0.90 | 1.4664 | 1.4464 | 1.4674 | ||
74 | 2008.01.17 04:04 | buy | 39 | 2.70 | 1.4656 | 1.4461 | 1.4666 | ||
75 | 2008.01.17 04:34 | close | 39 | 2.70 | 1.4660 | 1.4461 | 1.4666 | 10.80 | 1047.54 |
76 | 2008.01.17 04:34 | close | 38 | 0.90 | 1.4659 | 1.4464 | 1.4674 | -4.50 | 1043.04 |
77 | 2008.01.17 04:34 | close | 37 | 0.30 | 1.4660 | 1.4465 | 1.4680 | -3.00 | 1040.04 |
78 | 2008.01.17 04:34 | close | 36 | 0.10 | 1.4659 | 1.4465 | 1.4685 | -1.60 | 1038.44 |
79 | 2008.01.18 07:00 | buy | 40 | 0.10 | 1.4642 | 1.4432 | 1.4652 | ||
80 | 2008.01.18 07:16 | buy | 41 | 0.30 | 1.4636 | 1.4431 | 1.4646 | ||
81 | 2008.01.18 07:46 | buy | 42 | 0.90 | 1.4631 | 1.4431 | 1.4641 | ||
82 | 2008.01.18 07:58 | t/p | 42 | 0.90 | 1.4641 | 1.4431 | 1.4641 | 9.00 | 1047.44 |
83 | 2008.01.18 07:58 | close | 41 | 0.30 | 1.4641 | 1.4431 | 1.4646 | 1.50 | 1048.94 |
84 | 2008.01.18 07:58 | close | 40 | 0.10 | 1.4641 | 1.4432 | 1.4652 | -0.10 | 1048.84 |
85 | 2008.01.18 13:00 | buy | 43 | 0.10 | 1.4651 | 1.4441 | 1.4661 | ||
86 | 2008.01.18 13:04 | buy | 44 | 0.30 | 1.4646 | 1.4441 | 1.4656 | ||
87 | 2008.01.18 13:23 | buy | 45 | 0.90 | 1.4640 | 1.4440 | 1.4650 | ||
88 | 2008.01.18 13:39 | t/p | 45 | 0.90 | 1.4650 | 1.4440 | 1.4650 | 9.00 | 1057.84 |
89 | 2008.01.18 13:39 | close | 44 | 0.30 | 1.4650 | 1.4441 | 1.4656 | 1.20 | 1059.04 |
90 | 2008.01.18 13:39 | close | 43 | 0.10 | 1.4650 | 1.4441 | 1.4661 | -0.10 | 1058.94 |
91 | 2008.01.21 23:00 | buy | 46 | 0.10 | 1.4455 | 1.4245 | 1.4465 | ||
92 | 2008.01.21 23:27 | buy | 47 | 0.30 | 1.4449 | 1.4244 | 1.4459 | ||
93 | 2008.01.21 23:38 | buy | 48 | 0.90 | 1.4443 | 1.4243 | 1.4453 | ||
94 | 2008.01.21 23:48 | buy | 49 | 2.70 | 1.4437 | 1.4242 | 1.4447 | ||
95 | 2008.01.22 02:45 | close | 49 | 2.70 | 1.4440 | 1.4242 | 1.4447 | 7.15 | 1066.10 |
96 | 2008.01.22 02:45 | close | 48 | 0.90 | 1.4439 | 1.4243 | 1.4453 | -3.92 | 1062.18 |
97 | 2008.01.22 02:45 | close | 47 | 0.30 | 1.4440 | 1.4244 | 1.4459 | -2.81 | 1059.38 |
98 | 2008.01.22 02:45 | close | 46 | 0.10 | 1.4439 | 1.4245 | 1.4465 | -1.64 | 1057.74 |
99 | 2008.01.22 03:00 | buy | 50 | 0.10 | 1.4445 | 1.4235 | 1.4455 | ||
100 | 2008.01.22 03:09 | buy | 51 | 0.30 | 1.4439 | 1.4234 | 1.4449 | ||
101 | 2008.01.22 03:33 | t/p | 51 | 0.30 | 1.4449 | 1.4234 | 1.4449 | 3.00 | 1060.74 |
102 | 2008.01.22 03:33 | close | 50 | 0.10 | 1.4449 | 1.4235 | 1.4455 | 0.40 | 1061.14 |
103 | 2008.01.23 05:00 | sell | 52 | 0.10 | 1.4615 | 1.4825 | 1.4605 | ||
104 | 2008.01.23 05:06 | sell | 53 | 0.30 | 1.4621 | 1.4826 | 1.4611 | ||
105 | 2008.01.23 05:30 | sell | 54 | 0.90 | 1.4628 | 1.4828 | 1.4618 | ||
106 | 2008.01.23 05:49 | sell | 55 | 2.70 | 1.4634 | 1.4829 | 1.4624 | ||
107 | 2008.01.23 05:55 | close | 55 | 2.70 | 1.4630 | 1.4829 | 1.4624 | 10.80 | 1071.94 |
108 | 2008.01.23 05:55 | close | 54 | 0.90 | 1.4629 | 1.4828 | 1.4618 | -0.90 | 1071.04 |
109 | 2008.01.23 05:55 | close | 53 | 0.30 | 1.4630 | 1.4826 | 1.4611 | -2.70 | 1068.34 |
110 | 2008.01.23 05:57 | close | 52 | 0.10 | 1.4629 | 1.4825 | 1.4605 | -1.40 | 1066.94 |