Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2007.11.12 01:00 - 2007.11.12 23:00 (2007.11.12 - 2007.11.13) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Start_Lot_Size=0.1; Lot_Size_Increment=0.1; Long_Short_Balance=false; Balance_Weight=0.1; Double_Lotsize=false; Choose_Own_Progression=false; Trade_1=0; Trade_2=0; Trade_3=0; Trade_4=0; Trade_5=0; Trade_6=0; Trade_7=0; Trade_8=0; Trade_9=0; Trade_10=0; Trade_11=0; Trade_12=0; Trade_13=0; Trade_14=0; Trade_15=0; Trade_16=0; Trade_17=0; Trade_18=0; Trade_19=0; Trade_20=0; Max_Trades=100; Close_All_Max=false; Pyramid=true; Auto_Restart=true; Use_MA_Entry=false; Next_Trade=20; MA_Period=7; MA_Timeframe=60; Use_Kayvan_Method=true; Bar_Timeframe=60; Bars_Look_Back=1; EntryLag_Long=0; EntryLag_Short=0; Last_Entry_Filter=false; Use_Trailing_Stop=true; Trail_Start=6; TSLoss_Percent=14; Close_By_Percent=false; TP_Percent=5; SL_Percent=10; Close_By_Profit=5; Close_By_StopLoss=99999; Slippage=5; Number_Of_Tries=5; Sound=true; | ||||
Bars in test | 1025 | Ticks modelled | 9214 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 5000.00 | ||||
Total net profit | 3.00 | Gross profit | 950.00 | Gross loss | -947.00 |
Profit factor | 1.00 | Expected payoff | 0.14 | ||
Absolute drawdown | 184.00 | Maximal drawdown | 215.00 (4.27%) | Relative drawdown | 4.27% (215.00) |
Total trades | 22 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 6 (0.00%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 308.00 | loss trade | -366.00 | |
Average | profit trade | 63.33 | loss trade | -135.29 | |
Maximum | consecutive wins (profit in money) | 6 (353.00) | consecutive losses (loss in money) | 2 (-39.00) | |
Maximal | consecutive profit (count of wins) | 353.00 (6) | consecutive loss (count of losses) | -366.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.11.12 01:00 | sell | 1 | 0.10 | 1.4666 | 0.0000 | 0.0000 | ||
2 | 2007.11.12 01:05 | close | 1 | 0.10 | 1.4651 | 0.0000 | 0.0000 | 15.00 | 5015.00 |
3 | 2007.11.12 01:06 | sell | 2 | 0.10 | 1.4650 | 0.0000 | 0.0000 | ||
4 | 2007.11.12 02:49 | close | 2 | 0.10 | 1.4644 | 0.0000 | 0.0000 | 6.00 | 5021.00 |
5 | 2007.11.12 02:49 | sell | 3 | 0.10 | 1.4643 | 0.0000 | 0.0000 | ||
6 | 2007.11.12 03:09 | close | 3 | 0.10 | 1.4635 | 0.0000 | 0.0000 | 8.00 | 5029.00 |
7 | 2007.11.12 03:09 | sell | 4 | 0.10 | 1.4632 | 0.0000 | 0.0000 | ||
8 | 2007.11.12 04:41 | buy | 5 | 0.20 | 1.4649 | 0.0000 | 0.0000 | ||
9 | 2007.11.12 05:32 | sell | 6 | 0.30 | 1.4636 | 0.0000 | 0.0000 | ||
10 | 2007.11.12 07:00 | buy | 7 | 0.40 | 1.4639 | 0.0000 | 0.0000 | ||
11 | 2007.11.12 08:26 | sell | 8 | 0.50 | 1.4628 | 0.0000 | 0.0000 | ||
12 | 2007.11.12 08:52 | buy | 9 | 0.60 | 1.4642 | 0.0000 | 0.0000 | ||
13 | 2007.11.12 10:25 | sell | 10 | 0.70 | 1.4627 | 0.0000 | 0.0000 | ||
14 | 2007.11.12 12:11 | close | 4 | 0.10 | 1.4583 | 0.0000 | 0.0000 | 49.00 | 5078.00 |
15 | 2007.11.12 12:11 | close | 5 | 0.20 | 1.4581 | 0.0000 | 0.0000 | -136.00 | 4942.00 |
16 | 2007.11.12 12:11 | close | 6 | 0.30 | 1.4583 | 0.0000 | 0.0000 | 159.00 | 5101.00 |
17 | 2007.11.12 12:11 | close | 7 | 0.40 | 1.4581 | 0.0000 | 0.0000 | -232.00 | 4869.00 |
18 | 2007.11.12 12:11 | close | 8 | 0.50 | 1.4583 | 0.0000 | 0.0000 | 225.00 | 5094.00 |
19 | 2007.11.12 12:11 | close | 9 | 0.60 | 1.4581 | 0.0000 | 0.0000 | -366.00 | 4728.00 |
20 | 2007.11.12 12:11 | close | 10 | 0.70 | 1.4583 | 0.0000 | 0.0000 | 308.00 | 5036.00 |
21 | 2007.11.12 12:11 | sell | 11 | 0.10 | 1.4581 | 0.0000 | 0.0000 | ||
22 | 2007.11.12 12:22 | close | 11 | 0.10 | 1.4575 | 0.0000 | 0.0000 | 6.00 | 5042.00 |
23 | 2007.11.12 12:22 | sell | 12 | 0.10 | 1.4572 | 0.0000 | 0.0000 | ||
24 | 2007.11.12 12:53 | close | 12 | 0.10 | 1.4566 | 0.0000 | 0.0000 | 6.00 | 5048.00 |
25 | 2007.11.12 12:53 | sell | 13 | 0.10 | 1.4563 | 0.0000 | 0.0000 | ||
26 | 2007.11.12 13:11 | close | 13 | 0.10 | 1.4557 | 0.0000 | 0.0000 | 6.00 | 5054.00 |
27 | 2007.11.12 13:11 | sell | 14 | 0.10 | 1.4556 | 0.0000 | 0.0000 | ||
28 | 2007.11.12 13:12 | close | 14 | 0.10 | 1.4550 | 0.0000 | 0.0000 | 6.00 | 5060.00 |
29 | 2007.11.12 13:12 | sell | 15 | 0.10 | 1.4549 | 0.0000 | 0.0000 | ||
30 | 2007.11.12 14:44 | buy | 16 | 0.20 | 1.4575 | 0.0000 | 0.0000 | ||
31 | 2007.11.12 16:00 | sell | 17 | 0.30 | 1.4556 | 0.0000 | 0.0000 | ||
32 | 2007.11.12 18:21 | close | 15 | 0.10 | 1.4528 | 0.0000 | 0.0000 | 21.00 | 5081.00 |
33 | 2007.11.12 18:21 | close | 16 | 0.20 | 1.4526 | 0.0000 | 0.0000 | -98.00 | 4983.00 |
34 | 2007.11.12 18:21 | close | 17 | 0.30 | 1.4528 | 0.0000 | 0.0000 | 84.00 | 5067.00 |
35 | 2007.11.12 18:21 | sell | 18 | 0.10 | 1.4525 | 0.0000 | 0.0000 | ||
36 | 2007.11.12 19:01 | buy | 19 | 0.20 | 1.4546 | 0.0000 | 0.0000 | ||
37 | 2007.11.12 20:08 | sell | 20 | 0.30 | 1.4539 | 0.0000 | 0.0000 | ||
38 | 2007.11.12 21:15 | buy | 21 | 0.40 | 1.4549 | 0.0000 | 0.0000 | ||
39 | 2007.11.12 22:40 | sell | 22 | 0.50 | 1.4538 | 0.0000 | 0.0000 | ||
40 | 2007.11.12 23:59 | close at stop | 22 | 0.50 | 1.4532 | 0.0000 | 0.0000 | 30.00 | 5097.00 |
41 | 2007.11.12 23:59 | close at stop | 21 | 0.40 | 1.4530 | 0.0000 | 0.0000 | -76.00 | 5021.00 |
42 | 2007.11.12 23:59 | close at stop | 20 | 0.30 | 1.4532 | 0.0000 | 0.0000 | 21.00 | 5042.00 |
43 | 2007.11.12 23:59 | close at stop | 19 | 0.20 | 1.4530 | 0.0000 | 0.0000 | -32.00 | 5010.00 |
44 | 2007.11.12 23:59 | close at stop | 18 | 0.10 | 1.4532 | 0.0000 | 0.0000 | -7.00 | 5003.00 |