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 | 250.00 | ||||
Total net profit | -182.25 | Gross profit | 78.89 | Gross loss | -261.13 |
Profit factor | 0.30 | Expected payoff | -4.67 | ||
Absolute drawdown | 232.31 | Maximal drawdown | 301.00 (94.45%) | Relative drawdown | 94.45% (301.00) |
Total trades | 39 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 33 (84.62%) | Loss trades (% of total) | 6 (15.38%) | ||
Largest | profit trade | 9.03 | loss trade | -178.20 | |
Average | profit trade | 2.39 | loss trade | -43.52 | |
Maximum | consecutive wins (profit in money) | 11 (28.33) | consecutive losses (loss in money) | 3 (-260.70) | |
Maximal | consecutive profit (count of wins) | 28.33 (11) | consecutive loss (count of losses) | -260.70 (3) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | 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 | 251.00 |
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 | 2007.12.31 17:05 | t/p | 4 | 0.90 | 1.4602 | 1.4812 | 1.4602 | 9.03 | 260.03 |
7 | 2007.12.31 17:05 | close | 3 | 0.30 | 1.4600 | 1.4811 | 1.4596 | 1.81 | 261.84 |
8 | 2007.12.31 17:05 | close | 2 | 0.10 | 1.4599 | 1.4810 | 1.4590 | 0.10 | 261.95 |
9 | 2008.01.02 17:00 | buy | 5 | 0.10 | 1.4727 | 1.4517 | 1.4737 | ||
10 | 2008.01.02 17:06 | t/p | 5 | 0.10 | 1.4737 | 1.4517 | 1.4737 | 1.00 | 262.95 |
11 | 2008.01.03 03:00 | sell | 6 | 0.10 | 1.4714 | 1.4924 | 1.4704 | ||
12 | 2008.01.03 03:48 | t/p | 6 | 0.10 | 1.4704 | 1.4924 | 1.4704 | 1.00 | 263.95 |
13 | 2008.01.04 02:00 | sell | 7 | 0.10 | 1.4741 | 1.4951 | 1.4731 | ||
14 | 2008.01.04 02:33 | sell | 8 | 0.30 | 1.4748 | 1.4953 | 1.4738 | ||
15 | 2008.01.04 05:14 | t/p | 8 | 0.30 | 1.4738 | 1.4953 | 1.4738 | 3.00 | 266.95 |
16 | 2008.01.04 05:14 | close | 7 | 0.10 | 1.4738 | 1.4951 | 1.4731 | 0.30 | 267.25 |
17 | 2008.01.07 00:03 | sell | 9 | 0.10 | 1.4746 | 1.4956 | 1.4736 | ||
18 | 2008.01.07 02:28 | t/p | 9 | 0.10 | 1.4736 | 1.4956 | 1.4736 | 1.00 | 268.25 |
19 | 2008.01.07 16:00 | buy | 10 | 0.10 | 1.4718 | 1.4508 | 1.4728 | ||
20 | 2008.01.07 17:07 | buy | 11 | 0.30 | 1.4712 | 1.4507 | 1.4722 | ||
21 | 2008.01.07 17:08 | buy | 12 | 0.90 | 1.4707 | 1.4507 | 1.4717 | ||
22 | 2008.01.08 08:06 | t/p | 12 | 0.90 | 1.4717 | 1.4507 | 1.4717 | 8.69 | 276.93 |
23 | 2008.01.08 08:06 | close | 11 | 0.30 | 1.4717 | 1.4507 | 1.4722 | 1.40 | 278.33 |
24 | 2008.01.08 08:06 | close | 10 | 0.10 | 1.4718 | 1.4508 | 1.4728 | -0.04 | 278.29 |
25 | 2008.01.08 22:00 | sell | 13 | 0.10 | 1.4708 | 1.4918 | 1.4698 | ||
26 | 2008.01.09 01:30 | sell | 14 | 0.30 | 1.4714 | 1.4919 | 1.4704 | ||
27 | 2008.01.09 05:13 | sell | 15 | 0.90 | 1.4720 | 1.4920 | 1.4710 | ||
28 | 2008.01.09 09:11 | t/p | 15 | 0.90 | 1.4710 | 1.4920 | 1.4710 | 9.00 | 287.29 |
29 | 2008.01.09 09:11 | close | 14 | 0.30 | 1.4710 | 1.4919 | 1.4704 | 1.20 | 288.49 |
30 | 2008.01.09 09:11 | close | 13 | 0.10 | 1.4711 | 1.4918 | 1.4698 | -0.30 | 288.19 |
31 | 2008.01.09 12:00 | sell | 16 | 0.10 | 1.4710 | 1.4920 | 1.4700 | ||
32 | 2008.01.09 13:09 | t/p | 16 | 0.10 | 1.4700 | 1.4920 | 1.4700 | 1.00 | 289.19 |
33 | 2008.01.10 03:00 | buy | 17 | 0.10 | 1.4674 | 1.4464 | 1.4684 | ||
34 | 2008.01.10 03:08 | buy | 18 | 0.30 | 1.4669 | 1.4464 | 1.4679 | ||
35 | 2008.01.10 03:30 | t/p | 18 | 0.30 | 1.4679 | 1.4464 | 1.4679 | 3.00 | 292.19 |
36 | 2008.01.10 03:30 | close | 17 | 0.10 | 1.4679 | 1.4464 | 1.4684 | 0.50 | 292.69 |
37 | 2008.01.10 16:00 | buy | 19 | 0.10 | 1.4740 | 1.4530 | 1.4750 | ||
38 | 2008.01.10 16:26 | buy | 20 | 0.30 | 1.4734 | 1.4529 | 1.4744 | ||
39 | 2008.01.10 16:28 | buy | 21 | 0.90 | 1.4729 | 1.4529 | 1.4739 | ||
40 | 2008.01.10 17:48 | t/p | 21 | 0.90 | 1.4739 | 1.4529 | 1.4739 | 9.00 | 301.69 |
41 | 2008.01.10 17:48 | close | 20 | 0.30 | 1.4740 | 1.4529 | 1.4744 | 1.80 | 303.49 |
42 | 2008.01.10 17:48 | close | 19 | 0.10 | 1.4739 | 1.4530 | 1.4750 | -0.10 | 303.39 |
43 | 2008.01.11 06:00 | sell | 22 | 0.10 | 1.4811 | 1.5021 | 1.4801 | ||
44 | 2008.01.11 07:36 | t/p | 22 | 0.10 | 1.4801 | 1.5021 | 1.4801 | 1.00 | 304.39 |
45 | 2008.01.14 18:00 | sell | 23 | 0.10 | 1.4876 | 1.5086 | 1.4866 | ||
46 | 2008.01.14 18:40 | sell | 24 | 0.30 | 1.4881 | 1.5086 | 1.4871 | ||
47 | 2008.01.14 19:36 | t/p | 24 | 0.30 | 1.4871 | 1.5086 | 1.4871 | 3.00 | 307.39 |
48 | 2008.01.14 19:36 | close | 23 | 0.10 | 1.4871 | 1.5086 | 1.4866 | 0.50 | 307.89 |
49 | 2008.01.15 17:00 | sell | 25 | 0.10 | 1.4852 | 1.5062 | 1.4842 | ||
50 | 2008.01.15 17:07 | sell | 26 | 0.30 | 1.4858 | 1.5063 | 1.4848 | ||
51 | 2008.01.15 17:25 | t/p | 26 | 0.30 | 1.4848 | 1.5063 | 1.4848 | 3.00 | 310.89 |
52 | 2008.01.15 17:25 | close | 25 | 0.10 | 1.4848 | 1.5062 | 1.4842 | 0.40 | 311.29 |
53 | 2008.01.16 05:00 | buy | 27 | 0.10 | 1.4856 | 1.4646 | 1.4866 | ||
54 | 2008.01.16 05:09 | buy | 28 | 0.30 | 1.4850 | 1.4645 | 1.4860 | ||
55 | 2008.01.16 05:23 | buy | 29 | 0.90 | 1.4844 | 1.4644 | 1.4854 | ||
56 | 2008.01.16 17:05 | s/l | 27 | 0.10 | 1.4646 | 1.4646 | 1.4866 | -21.00 | 290.29 |
57 | 2008.01.16 17:05 | close | 29 | 0.90 | 1.4646 | 1.4644 | 1.4854 | -178.20 | 112.09 |
58 | 2008.01.16 17:05 | s/l | 28 | 0.30 | 1.4645 | 1.4645 | 1.4860 | -61.50 | 50.59 |
59 | 2008.01.17 03:01 | buy | 30 | 0.10 | 1.4675 | 1.4465 | 1.4685 | ||
60 | 2008.01.17 03:34 | buy | 31 | 0.30 | 1.4670 | 1.4465 | 1.4680 | ||
61 | 2008.01.17 13:30 | t/p | 31 | 0.30 | 1.4680 | 1.4465 | 1.4680 | 3.00 | 53.59 |
62 | 2008.01.17 13:30 | close | 30 | 0.10 | 1.4681 | 1.4465 | 1.4685 | 0.60 | 54.19 |
63 | 2008.01.18 07:00 | buy | 32 | 0.10 | 1.4642 | 1.4432 | 1.4652 | ||
64 | 2008.01.18 07:16 | buy | 33 | 0.30 | 1.4636 | 1.4431 | 1.4646 | ||
65 | 2008.01.18 08:05 | t/p | 33 | 0.30 | 1.4646 | 1.4431 | 1.4646 | 3.00 | 57.19 |
66 | 2008.01.18 08:05 | close | 32 | 0.10 | 1.4646 | 1.4432 | 1.4652 | 0.40 | 57.59 |
67 | 2008.01.18 13:00 | buy | 34 | 0.10 | 1.4651 | 1.4441 | 1.4661 | ||
68 | 2008.01.18 13:04 | buy | 35 | 0.30 | 1.4646 | 1.4441 | 1.4656 | ||
69 | 2008.01.18 13:40 | t/p | 35 | 0.30 | 1.4656 | 1.4441 | 1.4656 | 3.00 | 60.59 |
70 | 2008.01.18 13:40 | close | 34 | 0.10 | 1.4656 | 1.4441 | 1.4661 | 0.50 | 61.09 |
71 | 2008.01.21 23:00 | buy | 36 | 0.10 | 1.4455 | 1.4245 | 1.4465 | ||
72 | 2008.01.21 23:27 | buy | 37 | 0.30 | 1.4449 | 1.4244 | 1.4459 | ||
73 | 2008.01.22 09:57 | t/p | 37 | 0.30 | 1.4459 | 1.4244 | 1.4459 | 2.90 | 63.99 |
74 | 2008.01.22 09:57 | close | 36 | 0.10 | 1.4459 | 1.4245 | 1.4465 | 0.36 | 64.35 |
75 | 2008.01.23 05:00 | sell | 38 | 0.10 | 1.4615 | 1.4825 | 1.4605 | ||
76 | 2008.01.23 05:06 | sell | 39 | 0.30 | 1.4621 | 1.4826 | 1.4611 | ||
77 | 2008.01.23 08:19 | t/p | 39 | 0.30 | 1.4611 | 1.4826 | 1.4611 | 3.00 | 67.35 |
78 | 2008.01.23 08:19 | close | 38 | 0.10 | 1.4611 | 1.4825 | 1.4605 | 0.40 | 67.75 |