Symbol | USDCHFm (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2008.01.06 23:00 - 2008.06.27 19:59 (2008.01.05 - 2008.06.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Remark1="== Main Settings =="; MagicNumber=1212; SignalMail=false; EachTickMode=true; Lots=1; Slippage=5; Remark5=" "; Remark2="==Trade Entry Settings =="; PipDifference=30; Remark4=" "; Remark3="==Trade Management Settings =="; UseStopLoss=true; StopLoss=134; UseTakeProfit=true; TakeProfit=222; UseTrailingStop=false; TrailingStop=30; MoveStopOnce=false; MoveStopWhenPrice=50; MoveStopTo=1; | ||||
Bars in test | 3949 | Ticks modelled | 6896 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 2314.99 | Gross profit | 3211.83 | Gross loss | -896.84 |
Profit factor | 3.58 | Expected payoff | 105.23 | ||
Absolute drawdown | 212.40 | Maximal drawdown | 493.87 (15.27%) | Relative drawdown | 24.23% (251.92) |
Total trades | 22 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 225.54 | loss trade | -134.66 | |
Average | profit trade | 214.12 | loss trade | -128.12 | |
Maximum | consecutive wins (profit in money) | 5 (1069.10) | consecutive losses (loss in money) | 2 (-257.96) | |
Maximal | consecutive profit (count of wins) | 1069.10 (5) | consecutive loss (count of losses) | -257.96 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.07 08:00 | buy | 1 | 1.00 | 1.1150 | 1.1016 | 1.1372 | ||
2 | 2008.01.10 18:00 | s/l | 1 | 1.00 | 1.1016 | 1.1016 | 1.1372 | -120.86 | 879.14 |
3 | 2008.01.10 18:00 | sell | 2 | 1.00 | 1.1019 | 1.1153 | 1.0797 | ||
4 | 2008.01.31 12:00 | t/p | 2 | 1.00 | 1.0797 | 1.1153 | 1.0797 | 200.36 | 1079.50 |
5 | 2008.01.31 16:00 | buy | 3 | 1.00 | 1.0846 | 1.0712 | 1.1068 | ||
6 | 2008.02.07 19:00 | t/p | 3 | 1.00 | 1.1068 | 1.0712 | 1.1068 | 201.57 | 1281.07 |
7 | 2008.02.11 08:00 | sell | 4 | 1.00 | 1.0953 | 1.1087 | 1.0731 | ||
8 | 2008.02.13 15:00 | s/l | 4 | 1.00 | 1.1087 | 1.1087 | 1.0731 | -121.21 | 1159.86 |
9 | 2008.02.14 09:00 | sell | 5 | 1.00 | 1.1038 | 1.1172 | 1.0816 | ||
10 | 2008.02.26 18:00 | t/p | 5 | 1.00 | 1.0816 | 1.1172 | 1.0816 | 202.81 | 1362.67 |
11 | 2008.02.26 18:00 | sell | 6 | 1.00 | 1.0809 | 1.0943 | 1.0587 | ||
12 | 2008.02.28 14:00 | t/p | 6 | 1.00 | 1.0587 | 1.0943 | 1.0587 | 208.59 | 1571.26 |
13 | 2008.02.28 16:00 | sell | 7 | 1.00 | 1.0528 | 1.0662 | 1.0306 | ||
14 | 2008.03.06 09:00 | t/p | 7 | 1.00 | 1.0306 | 1.0662 | 1.0306 | 213.60 | 1784.86 |
15 | 2008.03.06 09:00 | sell | 8 | 1.00 | 1.0305 | 1.0439 | 1.0083 | ||
16 | 2008.03.13 09:00 | t/p | 8 | 1.00 | 1.0083 | 1.0439 | 1.0083 | 218.56 | 2003.42 |
17 | 2008.03.13 09:00 | sell | 9 | 1.00 | 1.0073 | 1.0207 | 0.9851 | ||
18 | 2008.03.17 01:00 | t/p | 9 | 1.00 | 0.9851 | 1.0207 | 0.9851 | 225.54 | 2228.96 |
19 | 2008.03.17 01:00 | sell | 10 | 1.00 | 0.9817 | 0.9951 | 0.9595 | ||
20 | 2008.03.18 19:00 | s/l | 10 | 1.00 | 0.9951 | 0.9951 | 0.9595 | -134.66 | 2094.30 |
21 | 2008.03.18 19:00 | buy | 11 | 1.00 | 0.9969 | 0.9835 | 1.0191 | ||
22 | 2008.03.24 04:00 | t/p | 11 | 1.00 | 1.0191 | 0.9835 | 1.0191 | 218.78 | 2313.08 |
23 | 2008.03.24 11:00 | sell | 12 | 1.00 | 1.0143 | 1.0277 | 0.9921 | ||
24 | 2008.03.26 18:00 | t/p | 12 | 1.00 | 0.9921 | 1.0277 | 0.9921 | 223.38 | 2536.46 |
25 | 2008.03.27 13:00 | buy | 13 | 1.00 | 0.9971 | 0.9837 | 1.0193 | ||
26 | 2008.04.03 12:00 | t/p | 13 | 1.00 | 1.0193 | 0.9837 | 1.0193 | 218.63 | 2755.09 |
27 | 2008.04.03 13:00 | sell | 14 | 1.00 | 1.0145 | 1.0279 | 0.9923 | ||
28 | 2008.04.10 09:00 | t/p | 14 | 1.00 | 0.9923 | 1.0279 | 0.9923 | 221.97 | 2977.06 |
29 | 2008.04.10 09:00 | sell | 15 | 1.00 | 0.9919 | 1.0053 | 0.9697 | ||
30 | 2008.04.10 16:00 | s/l | 15 | 1.00 | 1.0053 | 1.0053 | 0.9697 | -133.26 | 2843.80 |
31 | 2008.04.10 16:00 | buy | 16 | 1.00 | 1.0056 | 0.9922 | 1.0278 | ||
32 | 2008.04.18 13:00 | t/p | 16 | 1.00 | 1.0278 | 0.9922 | 1.0278 | 217.62 | 3061.42 |
33 | 2008.04.18 19:00 | sell | 17 | 1.00 | 1.0179 | 1.0313 | 0.9957 | ||
34 | 2008.04.24 14:00 | s/l | 17 | 1.00 | 1.0313 | 1.0313 | 0.9957 | -131.35 | 2930.07 |
35 | 2008.04.25 08:00 | buy | 18 | 1.00 | 1.0423 | 1.0289 | 1.0645 | ||
36 | 2008.05.21 12:00 | s/l | 18 | 1.00 | 1.0289 | 1.0289 | 1.0645 | -126.61 | 2803.46 |
37 | 2008.05.22 08:00 | buy | 19 | 1.00 | 1.0280 | 1.0146 | 1.0502 | ||
38 | 2008.05.29 17:00 | t/p | 19 | 1.00 | 1.0502 | 1.0146 | 1.0502 | 212.32 | 3015.78 |
39 | 2008.05.30 15:00 | sell | 20 | 1.00 | 1.0447 | 1.0581 | 1.0225 | ||
40 | 2008.06.06 16:00 | t/p | 20 | 1.00 | 1.0225 | 1.0581 | 1.0225 | 215.06 | 3230.84 |
41 | 2008.06.09 01:00 | buy | 21 | 1.00 | 1.0209 | 1.0075 | 1.0431 | ||
42 | 2008.06.10 18:00 | t/p | 21 | 1.00 | 1.0431 | 1.0075 | 1.0431 | 213.04 | 3443.88 |
43 | 2008.06.12 02:00 | buy | 22 | 1.00 | 1.0359 | 1.0225 | 1.0581 | ||
44 | 2008.06.26 19:00 | s/l | 22 | 1.00 | 1.0225 | 1.0225 | 1.0581 | -128.89 | 3314.99 |