Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 4 Hours (H4) 2008.01.02 08:00 - 2008.05.25 20:00 (2008.01.01 - 2008.05.26) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; UseAlpha9Trader=true; UseSRSITrader=false; MMType=1; lot=0.5; risk=0.2; SRSI_Risk=0.2; BreakevenPips=0; MagicNumber=597820; AccountEquityPercentProtection=90; HoursToRestart=24; EquityTrailing=true; PercentEquityTrailing=2; SpreadProtection=true; PipTolerance=2; PipRegion=25; SMAFilter=100; SLPipsUnderOverSMA=100; PrefSettings=true; TradePositiveSwapOnly=false; UseMomentumDeviation=true; SRSI_Period=4; UsePSAR_TS=false; TrailingStop=10; UsePredefinedTP=true; UseMNTrend=true; UseW1Trend=true; UseD1Trend=true; UseH4Trend=true; UseH1Trend=true; UseM30Trend=true; UseM15Trend=true; UseM5Trend=true; TakeProfitD1=70; TakeProfitH4=55; TakeProfitH1=35; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=10; | ||||
Bars in test | 1639 | Ticks modelled | 700353 | Modelling quality | 53.08% |
Mismatched charts errors | 47 | ||||
Initial deposit | 500000.00 | ||||
Total net profit | 12926.07 | Gross profit | 20355.06 | Gross loss | -7429.00 |
Profit factor | 2.74 | Expected payoff | 190.09 | ||
Absolute drawdown | 8618.27 | Maximal drawdown | 10735.50 (2.13%) | Relative drawdown | 2.13% (10735.50) |
Total trades | 68 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 68 (97.06%) |
Profit trades (% of total) | 66 (97.06%) | Loss trades (% of total) | 2 (2.94%) | ||
Largest | profit trade | 778.50 | loss trade | -3939.50 | |
Average | profit trade | 308.41 | loss trade | -3714.50 | |
Maximum | consecutive wins (profit in money) | 63 (18502.07) | consecutive losses (loss in money) | 2 (-7429.00) | |
Maximal | consecutive profit (count of wins) | 18502.07 (63) | consecutive loss (count of losses) | -7429.00 (2) | |
Average | consecutive wins | 33 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.06 23:10 | buy | 1 | 1.00 | 0.8725 | 0.0000 | 0.0000 | ||
2 | 2008.01.08 08:35 | close | 1 | 1.00 | 0.8796 | 0.0000 | 0.0000 | 733.00 | 500733.00 |
3 | 2008.01.15 15:19 | buy | 2 | 1.00 | 0.8966 | 0.0000 | 0.0000 | ||
4 | 2008.01.15 16:00 | buy | 3 | 1.00 | 0.8921 | 0.0000 | 0.0000 | ||
5 | 2008.01.17 00:00 | buy | 4 | 1.00 | 0.8793 | 0.0000 | 0.0000 | ||
6 | 2008.01.17 11:20 | close | 4 | 1.00 | 0.8849 | 0.0000 | 0.0000 | 560.00 | 501293.00 |
7 | 2008.01.18 04:23 | buy | 5 | 1.00 | 0.8759 | 0.0000 | 0.0000 | ||
8 | 2008.01.18 13:22 | close | 5 | 1.00 | 0.8815 | 0.0000 | 0.0000 | 560.00 | 501853.00 |
9 | 2008.01.22 04:47 | close | 3 | 1.00 | 0.8564 | 0.0000 | 0.0000 | -3489.50 | 498363.50 |
10 | 2008.01.22 04:47 | close | 2 | 1.00 | 0.8564 | 0.0000 | 0.0000 | -3939.50 | 494424.00 |
11 | 2008.01.30 22:12 | buy | 6 | 0.99 | 0.8920 | 0.0000 | 0.0000 | ||
12 | 2008.01.30 22:45 | buy | 7 | 0.99 | 0.8897 | 0.0000 | 0.0000 | ||
13 | 2008.01.30 22:57 | close | 7 | 0.99 | 0.8913 | 0.0000 | 0.0000 | 158.40 | 494582.40 |
14 | 2008.01.30 23:25 | buy | 8 | 0.99 | 0.8851 | 0.0000 | 0.0000 | ||
15 | 2008.01.30 23:32 | close | 8 | 0.99 | 0.8867 | 0.0000 | 0.0000 | 158.40 | 494740.80 |
16 | 2008.01.30 23:42 | buy | 9 | 0.99 | 0.8860 | 0.0000 | 0.0000 | ||
17 | 2008.01.31 00:27 | close | 9 | 0.99 | 0.8875 | 0.0000 | 0.0000 | 182.66 | 494923.46 |
18 | 2008.01.31 01:00 | buy | 10 | 0.99 | 0.8883 | 0.0000 | 0.0000 | ||
19 | 2008.01.31 01:11 | close | 10 | 0.99 | 0.8904 | 0.0000 | 0.0000 | 207.90 | 495131.36 |
20 | 2008.01.31 10:32 | close | 6 | 0.99 | 0.8930 | 0.0000 | 0.0000 | 133.16 | 495264.51 |
21 | 2008.01.31 14:03 | buy | 11 | 0.99 | 0.8885 | 0.0000 | 0.0000 | ||
22 | 2008.01.31 14:56 | close | 11 | 0.99 | 0.8906 | 0.0000 | 0.0000 | 207.90 | 495472.41 |
23 | 2008.02.01 14:17 | buy | 12 | 0.99 | 0.8987 | 0.0000 | 0.0000 | ||
24 | 2008.02.01 14:50 | close | 12 | 0.99 | 0.8998 | 0.0000 | 0.0000 | 108.90 | 495581.31 |
25 | 2008.02.05 03:35 | buy | 13 | 0.99 | 0.9036 | 0.0000 | 0.0000 | ||
26 | 2008.02.05 03:40 | close | 13 | 0.99 | 0.9057 | 0.0000 | 0.0000 | 207.90 | 495789.21 |
27 | 2008.02.05 09:22 | buy | 14 | 0.99 | 0.9054 | 0.0000 | 0.0000 | ||
28 | 2008.02.05 12:32 | buy | 15 | 0.99 | 0.9028 | 0.0000 | 0.0000 | ||
29 | 2008.02.05 17:00 | buy | 16 | 0.99 | 0.8999 | 0.0000 | 0.0000 | ||
30 | 2008.02.11 07:06 | close | 16 | 0.99 | 0.9034 | 0.0000 | 0.0000 | 414.81 | 496204.02 |
31 | 2008.02.11 10:30 | close | 15 | 0.99 | 0.9048 | 0.0000 | 0.0000 | 266.31 | 496470.33 |
32 | 2008.02.12 11:28 | close | 14 | 0.99 | 0.9069 | 0.0000 | 0.0000 | 228.19 | 496698.53 |
33 | 2008.02.12 17:22 | buy | 17 | 0.99 | 0.9040 | 0.0000 | 0.0000 | ||
34 | 2008.02.13 06:41 | buy | 18 | 0.99 | 0.9013 | 0.0000 | 0.0000 | ||
35 | 2008.02.13 08:22 | buy | 19 | 0.99 | 0.8990 | 0.0000 | 0.0000 | ||
36 | 2008.02.14 02:28 | close | 19 | 0.99 | 0.9025 | 0.0000 | 0.0000 | 380.65 | 497079.18 |
37 | 2008.02.14 06:55 | close | 18 | 0.99 | 0.9034 | 0.0000 | 0.0000 | 242.06 | 497321.24 |
38 | 2008.02.14 13:17 | close | 17 | 0.99 | 0.9055 | 0.0000 | 0.0000 | 194.04 | 497515.28 |
39 | 2008.02.20 02:15 | buy | 20 | 1.00 | 0.9167 | 0.0000 | 0.0000 | ||
40 | 2008.02.20 12:20 | buy | 21 | 0.99 | 0.9129 | 0.0000 | 0.0000 | ||
41 | 2008.02.20 17:18 | close | 21 | 0.99 | 0.9165 | 0.0000 | 0.0000 | 356.40 | 497871.68 |
42 | 2008.02.20 19:42 | close | 20 | 1.00 | 0.9188 | 0.0000 | 0.0000 | 210.00 | 498081.68 |
43 | 2008.02.22 15:33 | buy | 22 | 1.00 | 0.9197 | 0.0000 | 0.0000 | ||
44 | 2008.02.22 18:17 | close | 22 | 1.00 | 0.9213 | 0.0000 | 0.0000 | 160.00 | 498241.68 |
45 | 2008.02.28 07:22 | buy | 23 | 1.00 | 0.9391 | 0.0000 | 0.0000 | ||
46 | 2008.02.28 09:07 | close | 23 | 1.00 | 0.9412 | 0.0000 | 0.0000 | 210.00 | 498451.68 |
47 | 2008.02.28 23:57 | buy | 24 | 1.00 | 0.9451 | 0.0000 | 0.0000 | ||
48 | 2008.02.29 02:28 | close | 24 | 1.00 | 0.9466 | 0.0000 | 0.0000 | 161.50 | 498613.18 |
49 | 2008.02.29 08:48 | buy | 25 | 1.00 | 0.9442 | 0.0000 | 0.0000 | ||
50 | 2008.02.29 09:08 | close | 25 | 1.00 | 0.9453 | 0.0000 | 0.0000 | 110.00 | 498723.18 |
51 | 2008.02.29 10:11 | buy | 26 | 1.00 | 0.9429 | 0.0000 | 0.0000 | ||
52 | 2008.02.29 12:00 | buy | 27 | 1.00 | 0.9368 | 0.0000 | 0.0000 | ||
53 | 2008.03.03 15:03 | close | 27 | 1.00 | 0.9403 | 0.0000 | 0.0000 | 361.50 | 499084.68 |
54 | 2008.03.04 00:33 | buy | 28 | 1.00 | 0.9368 | 0.0000 | 0.0000 | ||
55 | 2008.03.04 03:13 | close | 28 | 1.00 | 0.9384 | 0.0000 | 0.0000 | 160.00 | 499244.68 |
56 | 2008.03.04 04:00 | buy | 29 | 1.00 | 0.9321 | 0.0000 | 0.0000 | ||
57 | 2008.03.05 22:03 | close | 29 | 1.00 | 0.9356 | 0.0000 | 0.0000 | 361.50 | 499606.18 |
58 | 2008.03.06 20:01 | buy | 30 | 1.00 | 0.9268 | 0.0000 | 0.0000 | ||
59 | 2008.03.07 01:07 | close | 30 | 1.00 | 0.9304 | 0.0000 | 0.0000 | 371.50 | 499977.68 |
60 | 2008.03.07 13:52 | buy | 31 | 1.00 | 0.9318 | 0.0000 | 0.0000 | ||
61 | 2008.03.07 14:19 | buy | 32 | 1.00 | 0.9292 | 0.0000 | 0.0000 | ||
62 | 2008.03.07 14:22 | close | 32 | 1.00 | 0.9308 | 0.0000 | 0.0000 | 160.00 | 500137.68 |
63 | 2008.03.07 16:44 | buy | 33 | 1.00 | 0.9280 | 0.0000 | 0.0000 | ||
64 | 2008.03.10 06:41 | buy | 34 | 0.99 | 0.9254 | 0.0000 | 0.0000 | ||
65 | 2008.03.12 01:36 | close | 34 | 0.99 | 0.9310 | 0.0000 | 0.0000 | 577.17 | 500714.85 |
66 | 2008.03.12 01:37 | close | 33 | 1.00 | 0.9315 | 0.0000 | 0.0000 | 384.50 | 501099.35 |
67 | 2008.03.12 10:25 | close | 31 | 1.00 | 0.9329 | 0.0000 | 0.0000 | 144.50 | 501243.85 |
68 | 2008.03.13 04:17 | buy | 35 | 1.00 | 0.9361 | 0.0000 | 0.0000 | ||
69 | 2008.03.13 09:08 | close | 35 | 1.00 | 0.9372 | 0.0000 | 0.0000 | 110.00 | 501353.85 |
70 | 2008.03.13 19:42 | close | 26 | 1.00 | 0.9450 | 0.0000 | 0.0000 | 359.50 | 501713.35 |
71 | 2008.03.14 11:09 | buy | 36 | 1.00 | 0.9401 | 0.0000 | 0.0000 | ||
72 | 2008.03.14 13:10 | close | 36 | 1.00 | 0.9422 | 0.0000 | 0.0000 | 210.00 | 501923.35 |
73 | 2008.03.14 15:41 | buy | 37 | 1.00 | 0.9369 | 0.0000 | 0.0000 | ||
74 | 2008.03.14 16:27 | close | 37 | 1.00 | 0.9391 | 0.0000 | 0.0000 | 220.00 | 502143.35 |
75 | 2008.03.17 00:57 | buy | 38 | 1.00 | 0.9369 | 0.0000 | 0.0000 | ||
76 | 2008.03.17 01:07 | buy | 39 | 1.00 | 0.9346 | 0.0000 | 0.0000 | ||
77 | 2008.03.17 02:16 | buy | 40 | 1.00 | 0.9295 | 0.0000 | 0.0000 | ||
78 | 2008.03.18 04:00 | buy | 41 | 1.00 | 0.9219 | 0.0000 | 0.0000 | ||
79 | 2008.03.18 10:08 | close | 41 | 1.00 | 0.9275 | 0.0000 | 0.0000 | 560.00 | 502703.35 |
80 | 2008.03.19 03:45 | close | 40 | 1.00 | 0.9332 | 0.0000 | 0.0000 | 393.00 | 503096.35 |
81 | 2008.03.19 16:00 | buy | 42 | 1.00 | 0.9214 | 0.0000 | 0.0000 | ||
82 | 2008.03.28 13:28 | buy | 43 | 1.00 | 0.9191 | 0.0000 | 0.0000 | ||
83 | 2008.03.28 18:00 | buy | 44 | 1.00 | 0.9167 | 0.0000 | 0.0000 | ||
84 | 2008.04.04 12:40 | close | 44 | 1.00 | 0.9202 | 0.0000 | 0.0000 | 430.50 | 503526.85 |
85 | 2008.04.04 12:41 | close | 43 | 1.00 | 0.9206 | 0.0000 | 0.0000 | 230.50 | 503757.35 |
86 | 2008.04.07 15:16 | close | 42 | 1.00 | 0.9270 | 0.0000 | 0.0000 | 778.50 | 504535.85 |
87 | 2008.04.10 06:13 | buy | 45 | 1.01 | 0.9300 | 0.0000 | 0.0000 | ||
88 | 2008.04.10 06:37 | close | 45 | 1.01 | 0.9316 | 0.0000 | 0.0000 | 161.60 | 504697.45 |
89 | 2008.04.11 10:53 | buy | 46 | 1.01 | 0.9303 | 0.0000 | 0.0000 | ||
90 | 2008.04.11 13:13 | buy | 47 | 1.01 | 0.9279 | 0.0000 | 0.0000 | ||
91 | 2008.04.11 14:47 | close | 47 | 1.01 | 0.9315 | 0.0000 | 0.0000 | 363.60 | 505061.05 |
92 | 2008.04.11 14:47 | close | 46 | 1.01 | 0.9319 | 0.0000 | 0.0000 | 161.60 | 505222.65 |
93 | 2008.04.13 22:00 | buy | 48 | 1.01 | 0.9261 | 0.0000 | 0.0000 | ||
94 | 2008.04.15 04:05 | close | 48 | 1.01 | 0.9296 | 0.0000 | 0.0000 | 376.73 | 505599.38 |
95 | 2008.04.15 12:03 | buy | 49 | 1.01 | 0.9246 | 0.0000 | 0.0000 | ||
96 | 2008.04.16 06:07 | close | 49 | 1.01 | 0.9281 | 0.0000 | 0.0000 | 365.12 | 505964.49 |
97 | 2008.04.16 12:45 | close | 39 | 1.00 | 0.9367 | 0.0000 | 0.0000 | 555.00 | 506519.49 |
98 | 2008.04.16 12:53 | close | 38 | 1.00 | 0.9380 | 0.0000 | 0.0000 | 455.00 | 506974.49 |
99 | 2008.04.18 11:58 | buy | 50 | 1.01 | 0.9349 | 0.0000 | 0.0000 | ||
100 | 2008.04.18 12:43 | buy | 51 | 1.01 | 0.9317 | 0.0000 | 0.0000 | ||
101 | 2008.04.21 01:31 | close | 51 | 1.01 | 0.9352 | 0.0000 | 0.0000 | 365.12 | 507339.61 |
102 | 2008.04.21 02:29 | close | 50 | 1.01 | 0.9373 | 0.0000 | 0.0000 | 254.02 | 507593.62 |
103 | 2008.04.23 13:13 | buy | 52 | 1.02 | 0.9486 | 0.0000 | 0.0000 | ||
104 | 2008.04.23 14:00 | buy | 53 | 1.01 | 0.9463 | 0.0000 | 0.0000 | ||
105 | 2008.04.23 15:34 | close | 53 | 1.01 | 0.9484 | 0.0000 | 0.0000 | 212.10 | 507805.72 |
106 | 2008.04.24 01:27 | buy | 54 | 1.01 | 0.9453 | 0.0000 | 0.0000 | ||
107 | 2008.04.24 03:45 | close | 54 | 1.01 | 0.9474 | 0.0000 | 0.0000 | 212.10 | 508017.82 |
108 | 2008.04.24 06:38 | buy | 55 | 1.02 | 0.9439 | 0.0000 | 0.0000 | ||
109 | 2008.04.24 06:55 | close | 55 | 1.02 | 0.9460 | 0.0000 | 0.0000 | 214.20 | 508232.02 |
110 | 2008.04.24 08:10 | buy | 56 | 1.02 | 0.9441 | 0.0000 | 0.0000 | ||
111 | 2008.04.29 11:23 | buy | 57 | 1.01 | 0.9329 | 0.0000 | 0.0000 | ||
112 | 2008.04.30 12:53 | close | 57 | 1.01 | 0.9384 | 0.0000 | 0.0000 | 567.12 | 508799.14 |
113 | 2008.05.01 03:57 | buy | 58 | 1.02 | 0.9397 | 0.0000 | 0.0000 | ||
114 | 2008.05.02 04:00 | buy | 59 | 1.01 | 0.9321 | 0.0000 | 0.0000 | ||
115 | 2008.05.02 15:02 | close | 59 | 1.01 | 0.9377 | 0.0000 | 0.0000 | 565.60 | 509364.74 |
116 | 2008.05.05 08:26 | close | 58 | 1.02 | 0.9418 | 0.0000 | 0.0000 | 237.66 | 509602.40 |
117 | 2008.05.06 01:53 | close | 56 | 1.02 | 0.9476 | 0.0000 | 0.0000 | 474.30 | 510076.70 |
118 | 2008.05.06 04:32 | buy | 60 | 1.02 | 0.9449 | 0.0000 | 0.0000 | ||
119 | 2008.05.06 07:57 | close | 60 | 1.02 | 0.9460 | 0.0000 | 0.0000 | 112.20 | 510188.90 |
120 | 2008.05.06 20:08 | close | 52 | 1.02 | 0.9502 | 0.0000 | 0.0000 | 315.69 | 510504.59 |
121 | 2008.05.07 14:18 | buy | 61 | 1.02 | 0.9433 | 0.0000 | 0.0000 | ||
122 | 2008.05.07 22:57 | buy | 62 | 1.02 | 0.9408 | 0.0000 | 0.0000 | ||
123 | 2008.05.08 16:43 | close | 62 | 1.02 | 0.9443 | 0.0000 | 0.0000 | 392.19 | 510896.78 |
124 | 2008.05.08 16:58 | close | 61 | 1.02 | 0.9453 | 0.0000 | 0.0000 | 239.19 | 511135.97 |
125 | 2008.05.09 01:41 | buy | 63 | 1.02 | 0.9412 | 0.0000 | 0.0000 | ||
126 | 2008.05.09 06:03 | close | 63 | 1.02 | 0.9428 | 0.0000 | 0.0000 | 163.20 | 511299.17 |
127 | 2008.05.12 02:00 | buy | 64 | 1.02 | 0.9380 | 0.0000 | 0.0000 | ||
128 | 2008.05.12 08:38 | close | 64 | 1.02 | 0.9416 | 0.0000 | 0.0000 | 367.20 | 511666.37 |
129 | 2008.05.13 09:41 | buy | 65 | 1.02 | 0.9433 | 0.0000 | 0.0000 | ||
130 | 2008.05.14 04:33 | buy | 66 | 1.02 | 0.9379 | 0.0000 | 0.0000 | ||
131 | 2008.05.15 15:39 | close | 66 | 1.02 | 0.9414 | 0.0000 | 0.0000 | 392.19 | 512058.56 |
132 | 2008.05.16 04:52 | close | 65 | 1.02 | 0.9453 | 0.0000 | 0.0000 | 262.65 | 512321.21 |
133 | 2008.05.22 08:25 | buy | 67 | 1.02 | 0.9599 | 0.0000 | 0.0000 | ||
134 | 2008.05.22 14:08 | buy | 68 | 1.02 | 0.9574 | 0.0000 | 0.0000 | ||
135 | 2008.05.23 07:50 | close | 68 | 1.02 | 0.9610 | 0.0000 | 0.0000 | 378.93 | 512700.14 |
136 | 2008.05.23 12:49 | close | 67 | 1.02 | 0.9620 | 0.0000 | 0.0000 | 225.93 | 512926.07 |