Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2008.01.23 00:00 - 2008.02.07 20:00 (2008.01.23 - 2008.02.08) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.5; atrDays=14; timeGMT="00:00:00"; tp_divisor=2; sl_divisor=4; | ||||
Bars in test | 1073 | Ticks modelled | 113561 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1107.35 | Gross profit | 2235.45 | Gross loss | -1128.10 |
Profit factor | 1.98 | Expected payoff | 79.10 | ||
Absolute drawdown | 85.00 | Maximal drawdown | 165.00 (1.63%) | Relative drawdown | 1.63% (165.00) |
Total trades | 14 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
Largest | profit trade | 385.00 | loss trade | -190.00 | |
Average | profit trade | 319.35 | loss trade | -161.16 | |
Maximum | consecutive wins (profit in money) | 2 (365.45) | consecutive losses (loss in money) | 2 (-218.10) | |
Maximal | consecutive profit (count of wins) | 385.00 (1) | consecutive loss (count of losses) | -218.10 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.23 00:00 | buy limit | 1 | 0.50 | 1.4524 | 1.4490 | 1.4593 | ||
2 | 2008.01.23 00:00 | sell stop | 2 | 0.50 | 1.4524 | 1.4558 | 1.4455 | ||
3 | 2008.01.23 14:54 | sell | 2 | 0.50 | 1.4524 | 1.4558 | 1.4455 | ||
4 | 2008.01.23 14:56 | buy | 1 | 0.50 | 1.4524 | 1.4490 | 1.4593 | ||
5 | 2008.01.23 15:44 | s/l | 2 | 0.50 | 1.4558 | 1.4558 | 1.4455 | -170.00 | 9830.00 |
6 | 2008.01.23 20:28 | t/p | 1 | 0.50 | 1.4593 | 1.4490 | 1.4593 | 345.00 | 10175.00 |
7 | 2008.01.25 00:00 | buy limit | 3 | 0.50 | 1.4685 | 1.4648 | 1.4759 | ||
8 | 2008.01.25 00:00 | sell stop | 4 | 0.50 | 1.4685 | 1.4722 | 1.4611 | ||
9 | 2008.01.25 16:26 | sell | 4 | 0.50 | 1.4685 | 1.4722 | 1.4611 | ||
10 | 2008.01.25 17:49 | buy | 3 | 0.50 | 1.4685 | 1.4648 | 1.4759 | ||
11 | 2008.01.28 00:00 | close | 3 | 0.50 | 1.4689 | 1.4648 | 1.4759 | 20.45 | 10195.45 |
12 | 2008.01.28 00:00 | close | 4 | 0.50 | 1.4691 | 1.4722 | 1.4611 | -33.10 | 10162.35 |
13 | 2008.01.28 00:00 | buy stop | 5 | 0.50 | 1.4718 | 1.4681 | 1.4793 | ||
14 | 2008.01.28 00:00 | sell limit | 6 | 0.50 | 1.4718 | 1.4755 | 1.4643 | ||
15 | 2008.01.28 09:49 | buy | 5 | 0.50 | 1.4718 | 1.4681 | 1.4793 | ||
16 | 2008.01.28 09:50 | sell | 6 | 0.50 | 1.4718 | 1.4755 | 1.4643 | ||
17 | 2008.01.28 14:12 | s/l | 6 | 0.50 | 1.4755 | 1.4755 | 1.4643 | -185.00 | 9977.35 |
18 | 2008.01.28 15:56 | t/p | 5 | 0.50 | 1.4793 | 1.4681 | 1.4793 | 375.00 | 10352.35 |
19 | 2008.01.31 00:00 | buy limit | 7 | 0.50 | 1.4831 | 1.4794 | 1.4906 | ||
20 | 2008.01.31 00:00 | sell stop | 8 | 0.50 | 1.4831 | 1.4868 | 1.4756 | ||
21 | 2008.01.31 00:41 | sell | 8 | 0.50 | 1.4831 | 1.4868 | 1.4756 | ||
22 | 2008.01.31 00:44 | buy | 7 | 0.50 | 1.4831 | 1.4794 | 1.4906 | ||
23 | 2008.01.31 06:18 | s/l | 8 | 0.50 | 1.4868 | 1.4868 | 1.4756 | -185.00 | 10167.35 |
24 | 2008.01.31 07:20 | t/p | 7 | 0.50 | 1.4906 | 1.4794 | 1.4906 | 375.00 | 10542.35 |
25 | 2008.02.01 00:00 | buy stop | 9 | 0.50 | 1.4858 | 1.4820 | 1.4935 | ||
26 | 2008.02.01 00:00 | sell limit | 10 | 0.50 | 1.4858 | 1.4896 | 1.4781 | ||
27 | 2008.02.01 00:10 | buy | 9 | 0.50 | 1.4858 | 1.4820 | 1.4935 | ||
28 | 2008.02.01 00:13 | sell | 10 | 0.50 | 1.4858 | 1.4896 | 1.4781 | ||
29 | 2008.02.01 12:58 | s/l | 10 | 0.50 | 1.4896 | 1.4896 | 1.4781 | -190.00 | 10352.35 |
30 | 2008.02.01 14:30 | t/p | 9 | 0.50 | 1.4935 | 1.4820 | 1.4935 | 385.00 | 10737.35 |
31 | 2008.02.04 00:00 | buy stop | 11 | 0.50 | 1.4868 | 1.4829 | 1.4946 | ||
32 | 2008.02.04 00:00 | sell limit | 12 | 0.50 | 1.4868 | 1.4907 | 1.4790 | ||
33 | 2008.02.05 00:00 | delete | 11 | 0.50 | 1.4868 | 1.4829 | 1.4946 | ||
34 | 2008.02.05 00:00 | delete | 12 | 0.50 | 1.4868 | 1.4907 | 1.4790 | ||
35 | 2008.02.05 00:00 | buy limit | 13 | 0.50 | 1.4821 | 1.4784 | 1.4896 | ||
36 | 2008.02.05 00:00 | sell stop | 14 | 0.50 | 1.4821 | 1.4858 | 1.4746 | ||
37 | 2008.02.05 00:29 | sell | 14 | 0.50 | 1.4821 | 1.4858 | 1.4746 | ||
38 | 2008.02.05 01:55 | buy | 13 | 0.50 | 1.4821 | 1.4784 | 1.4896 | ||
39 | 2008.02.05 09:26 | s/l | 13 | 0.50 | 1.4784 | 1.4784 | 1.4896 | -185.00 | 10552.35 |
40 | 2008.02.05 10:15 | t/p | 14 | 0.50 | 1.4746 | 1.4858 | 1.4746 | 375.00 | 10927.35 |
41 | 2008.02.06 00:00 | buy stop | 15 | 0.50 | 1.4726 | 1.4690 | 1.4799 | ||
42 | 2008.02.06 00:00 | sell limit | 16 | 0.50 | 1.4726 | 1.4762 | 1.4653 | ||
43 | 2008.02.07 00:00 | delete | 15 | 0.50 | 1.4726 | 1.4690 | 1.4799 | ||
44 | 2008.02.07 00:00 | delete | 16 | 0.50 | 1.4726 | 1.4762 | 1.4653 | ||
45 | 2008.02.07 00:00 | buy stop | 17 | 0.50 | 1.4632 | 1.4596 | 1.4704 | ||
46 | 2008.02.07 00:00 | sell limit | 18 | 0.50 | 1.4632 | 1.4668 | 1.4560 | ||
47 | 2008.02.07 00:29 | buy | 17 | 0.50 | 1.4632 | 1.4596 | 1.4704 | ||
48 | 2008.02.07 07:30 | sell | 18 | 0.50 | 1.4632 | 1.4668 | 1.4560 | ||
49 | 2008.02.07 13:23 | s/l | 17 | 0.50 | 1.4596 | 1.4596 | 1.4704 | -180.00 | 10747.35 |
50 | 2008.02.07 13:49 | t/p | 18 | 0.50 | 1.4560 | 1.4668 | 1.4560 | 360.00 | 11107.35 |