Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 1999.01.04 06:09 - 2008.04.25 13:30 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0; LotsRiskReductor=1; MaxOrders=1; MaxLots=1; aaa=13; bbb=14; TakeProfit=200; StopLoss=0; TrailingStop=500; SpanGator=0.5; SlipPage=30; SafetyGapDemarker=0.2; SafetyGapWPR=0; | ||||
Bars in test | 3236181 | Ticks modelled | 20051481 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | ||||
Total net profit | -282.41 | Gross profit | 619.34 | Gross loss | -901.75 |
Profit factor | 0.69 | Expected payoff | -25.67 | ||
Absolute drawdown | 406.07 | Maximal drawdown | 936.75 (81.15%) | Relative drawdown | 83.23% (466.07) |
Total trades | 11 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 100.00 | loss trade | -901.75 | |
Average | profit trade | 61.93 | loss trade | -901.75 | |
Maximum | consecutive wins (profit in money) | 10 (619.34) | consecutive losses (loss in money) | 1 (-901.75) | |
Maximal | consecutive profit (count of wins) | 619.34 (10) | consecutive loss (count of losses) | -901.75 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 1999.01.08 00:44 | sell | 1 | 0.20 | 1.17040 | 0.00000 | 0.00000 | ||
2 | 1999.01.08 00:44 | modify | 1 | 0.20 | 1.17040 | 0.00000 | 1.16840 | ||
3 | 1999.01.08 02:02 | t/p | 1 | 0.20 | 1.16840 | 0.00000 | 1.16840 | 40.00 | 540.00 |
4 | 1999.01.08 04:04 | buy | 2 | 0.20 | 1.16700 | 0.00000 | 0.00000 | ||
5 | 1999.01.08 04:04 | modify | 2 | 0.20 | 1.16700 | 0.00000 | 1.16900 | ||
6 | 1999.01.13 05:04 | t/p | 2 | 0.20 | 1.16900 | 0.00000 | 1.16900 | 39.79 | 579.79 |
7 | 1999.01.13 05:10 | buy | 3 | 0.20 | 1.16900 | 0.00000 | 0.00000 | ||
8 | 1999.01.13 05:10 | modify | 3 | 0.20 | 1.16900 | 0.00000 | 1.17100 | ||
9 | 1999.01.13 05:46 | t/p | 3 | 0.20 | 1.17100 | 0.00000 | 1.17100 | 40.00 | 619.79 |
10 | 1999.01.13 06:39 | buy | 4 | 0.30 | 1.16880 | 0.00000 | 0.00000 | ||
11 | 1999.01.13 06:39 | modify | 4 | 0.30 | 1.16880 | 0.00000 | 1.17080 | ||
12 | 1999.01.13 07:13 | t/p | 4 | 0.30 | 1.17080 | 0.00000 | 1.17080 | 60.00 | 679.79 |
13 | 1999.01.13 07:24 | buy | 5 | 0.30 | 1.17250 | 0.00000 | 0.00000 | ||
14 | 1999.01.13 07:24 | modify | 5 | 0.30 | 1.17250 | 0.00000 | 1.17450 | ||
15 | 1999.01.13 08:01 | t/p | 5 | 0.30 | 1.17450 | 0.00000 | 1.17450 | 60.00 | 739.79 |
16 | 1999.01.13 08:16 | sell | 6 | 0.30 | 1.17300 | 0.00000 | 0.00000 | ||
17 | 1999.01.13 08:16 | modify | 6 | 0.30 | 1.17300 | 0.00000 | 1.17100 | ||
18 | 1999.01.13 10:56 | t/p | 6 | 0.30 | 1.17100 | 0.00000 | 1.17100 | 60.00 | 799.79 |
19 | 1999.01.13 11:48 | buy | 7 | 0.30 | 1.17010 | 0.00000 | 0.00000 | ||
20 | 1999.01.13 11:48 | modify | 7 | 0.30 | 1.17010 | 0.00000 | 1.17210 | ||
21 | 1999.01.14 10:28 | t/p | 7 | 0.30 | 1.17210 | 0.00000 | 1.17210 | 59.69 | 859.47 |
22 | 1999.01.14 10:30 | buy | 8 | 0.40 | 1.17220 | 0.00000 | 0.00000 | ||
23 | 1999.01.14 10:30 | modify | 8 | 0.40 | 1.17220 | 0.00000 | 1.17420 | ||
24 | 1999.01.15 02:22 | t/p | 8 | 0.40 | 1.17420 | 0.00000 | 1.17420 | 79.86 | 939.33 |
25 | 1999.01.15 02:25 | sell | 9 | 0.40 | 1.17284 | 0.00000 | 0.00000 | ||
26 | 1999.01.15 02:25 | modify | 9 | 0.40 | 1.17284 | 0.00000 | 1.17084 | ||
27 | 1999.01.15 04:26 | t/p | 9 | 0.40 | 1.17084 | 0.00000 | 1.17084 | 80.00 | 1019.33 |
28 | 1999.01.15 07:24 | buy | 10 | 0.50 | 1.16870 | 0.00000 | 0.00000 | ||
29 | 1999.01.15 07:24 | modify | 10 | 0.50 | 1.16870 | 0.00000 | 1.17070 | ||
30 | 1999.01.15 07:28 | t/p | 10 | 0.50 | 1.17070 | 0.00000 | 1.17070 | 100.00 | 1119.34 |
31 | 1999.01.15 07:38 | buy | 11 | 0.50 | 1.16970 | 0.00000 | 0.00000 | ||
32 | 1999.01.15 07:38 | modify | 11 | 0.50 | 1.16970 | 0.00000 | 1.17170 | ||
33 | 1999.01.27 02:35 | close at stop | 11 | 0.50 | 1.15170 | 0.00000 | 1.17170 | -901.75 | 217.59 |