Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Minute (M1) 2005.01.10 04:11 - 2008.11.14 23:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | BeginDate=2008.02.28 00:00; EndDate=1970.01.01 00:00; Lots=0.1; | ||||
Bars in test | 1407181 | Ticks modelled | 19538117 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 210.73 | Gross profit | 1327.93 | Gross loss | -1117.20 |
Profit factor | 1.19 | Expected payoff | 5.85 | ||
Absolute drawdown | 49.00 | Maximal drawdown | 530.73 (4.94%) | Relative drawdown | 4.94% (530.73) |
Total trades | 36 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 36 (61.11%) |
Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
Largest | profit trade | 61.40 | loss trade | -80.00 | |
Average | profit trade | 60.36 | loss trade | -79.80 | |
Maximum | consecutive wins (profit in money) | 9 (542.80) | consecutive losses (loss in money) | 5 (-397.67) | |
Maximal | consecutive profit (count of wins) | 542.80 (9) | consecutive loss (count of losses) | -397.67 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.02.28 00:00 | buy | 1 | 0.10 | 1.5122 | 1.5042 | 1.5182 | ||
2 | 2008.02.28 18:01 | t/p | 1 | 0.10 | 1.5182 | 1.5042 | 1.5182 | 60.00 | 10060.00 |
3 | 2008.02.28 18:01 | buy | 2 | 0.10 | 1.5184 | 1.5104 | 1.5244 | ||
4 | 2008.03.03 16:25 | t/p | 2 | 0.10 | 1.5244 | 1.5104 | 1.5244 | 60.93 | 10120.93 |
5 | 2008.03.03 16:25 | buy | 3 | 0.10 | 1.5246 | 1.5166 | 1.5306 | ||
6 | 2008.03.03 18:32 | s/l | 3 | 0.10 | 1.5166 | 1.5166 | 1.5306 | -80.00 | 10040.93 |
7 | 2008.03.03 18:32 | buy | 4 | 0.10 | 1.5168 | 1.5088 | 1.5228 | ||
8 | 2008.03.04 14:36 | t/p | 4 | 0.10 | 1.5228 | 1.5088 | 1.5228 | 60.47 | 10101.40 |
9 | 2008.03.04 14:36 | buy | 5 | 0.10 | 1.5230 | 1.5150 | 1.5290 | ||
10 | 2008.03.05 10:15 | s/l | 5 | 0.10 | 1.5150 | 1.5150 | 1.5290 | -79.53 | 10021.87 |
11 | 2008.03.05 10:15 | buy | 6 | 0.10 | 1.5152 | 1.5072 | 1.5212 | ||
12 | 2008.03.05 15:15 | t/p | 6 | 0.10 | 1.5212 | 1.5072 | 1.5212 | 60.00 | 10081.87 |
13 | 2008.03.05 15:15 | buy | 7 | 0.10 | 1.5214 | 1.5134 | 1.5274 | ||
14 | 2008.03.05 18:03 | t/p | 7 | 0.10 | 1.5274 | 1.5134 | 1.5274 | 60.00 | 10141.87 |
15 | 2008.03.05 18:03 | buy | 8 | 0.10 | 1.5276 | 1.5196 | 1.5336 | ||
16 | 2008.03.06 10:41 | t/p | 8 | 0.10 | 1.5336 | 1.5196 | 1.5336 | 61.40 | 10203.27 |
17 | 2008.03.06 10:41 | buy | 9 | 0.10 | 1.5338 | 1.5258 | 1.5398 | ||
18 | 2008.03.07 07:57 | t/p | 9 | 0.10 | 1.5398 | 1.5258 | 1.5398 | 60.47 | 10263.73 |
19 | 2008.03.07 07:57 | buy | 10 | 0.10 | 1.5400 | 1.5320 | 1.5460 | ||
20 | 2008.03.07 15:30 | t/p | 10 | 0.10 | 1.5460 | 1.5320 | 1.5460 | 60.00 | 10323.73 |
21 | 2008.03.07 15:30 | buy | 11 | 0.10 | 1.5462 | 1.5382 | 1.5522 | ||
22 | 2008.03.07 16:16 | s/l | 11 | 0.10 | 1.5382 | 1.5382 | 1.5522 | -80.00 | 10243.73 |
23 | 2008.03.07 16:16 | buy | 12 | 0.10 | 1.5384 | 1.5304 | 1.5444 | ||
24 | 2008.03.11 13:07 | t/p | 12 | 0.10 | 1.5444 | 1.5304 | 1.5444 | 60.93 | 10304.67 |
25 | 2008.03.11 13:07 | buy | 13 | 0.10 | 1.5446 | 1.5366 | 1.5506 | ||
26 | 2008.03.11 15:47 | s/l | 13 | 0.10 | 1.5366 | 1.5366 | 1.5506 | -80.00 | 10224.67 |
27 | 2008.03.11 15:47 | buy | 14 | 0.10 | 1.5368 | 1.5288 | 1.5428 | ||
28 | 2008.03.11 17:58 | s/l | 14 | 0.10 | 1.5288 | 1.5288 | 1.5428 | -80.00 | 10144.67 |
29 | 2008.03.11 17:58 | buy | 15 | 0.10 | 1.5290 | 1.5210 | 1.5350 | ||
30 | 2008.03.11 19:48 | t/p | 15 | 0.10 | 1.5350 | 1.5210 | 1.5350 | 60.00 | 10204.67 |
31 | 2008.03.11 19:48 | buy | 16 | 0.10 | 1.5352 | 1.5272 | 1.5412 | ||
32 | 2008.03.12 13:01 | t/p | 16 | 0.10 | 1.5412 | 1.5272 | 1.5412 | 60.47 | 10265.13 |
33 | 2008.03.12 13:01 | buy | 17 | 0.10 | 1.5414 | 1.5334 | 1.5474 | ||
34 | 2008.03.12 13:27 | t/p | 17 | 0.10 | 1.5474 | 1.5334 | 1.5474 | 60.00 | 10325.13 |
35 | 2008.03.12 13:27 | buy | 18 | 0.10 | 1.5476 | 1.5396 | 1.5536 | ||
36 | 2008.03.12 22:08 | t/p | 18 | 0.10 | 1.5536 | 1.5396 | 1.5536 | 60.00 | 10385.13 |
37 | 2008.03.12 22:08 | buy | 19 | 0.10 | 1.5538 | 1.5458 | 1.5598 | ||
38 | 2008.03.13 12:05 | t/p | 19 | 0.10 | 1.5598 | 1.5458 | 1.5598 | 61.40 | 10446.53 |
39 | 2008.03.13 12:05 | buy | 20 | 0.10 | 1.5600 | 1.5520 | 1.5660 | ||
40 | 2008.03.14 17:01 | t/p | 20 | 0.10 | 1.5660 | 1.5520 | 1.5660 | 60.47 | 10507.00 |
41 | 2008.03.14 17:01 | buy | 21 | 0.10 | 1.5662 | 1.5582 | 1.5722 | ||
42 | 2008.03.17 00:46 | t/p | 21 | 0.10 | 1.5722 | 1.5582 | 1.5722 | 60.47 | 10567.47 |
43 | 2008.03.17 00:46 | buy | 22 | 0.10 | 1.5725 | 1.5645 | 1.5785 | ||
44 | 2008.03.17 03:26 | t/p | 22 | 0.10 | 1.5785 | 1.5645 | 1.5785 | 60.00 | 10627.47 |
45 | 2008.03.17 03:26 | buy | 23 | 0.10 | 1.5787 | 1.5707 | 1.5847 | ||
46 | 2008.03.17 05:22 | t/p | 23 | 0.10 | 1.5847 | 1.5707 | 1.5847 | 60.00 | 10687.47 |
47 | 2008.03.17 05:22 | buy | 24 | 0.10 | 1.5849 | 1.5769 | 1.5909 | ||
48 | 2008.03.17 10:46 | s/l | 24 | 0.10 | 1.5769 | 1.5769 | 1.5909 | -80.00 | 10607.47 |
49 | 2008.03.17 10:46 | buy | 25 | 0.10 | 1.5771 | 1.5691 | 1.5831 | ||
50 | 2008.03.17 16:36 | s/l | 25 | 0.10 | 1.5691 | 1.5691 | 1.5831 | -80.00 | 10527.47 |
51 | 2008.03.17 16:36 | buy | 26 | 0.10 | 1.5693 | 1.5613 | 1.5753 | ||
52 | 2008.03.17 17:08 | t/p | 26 | 0.10 | 1.5753 | 1.5613 | 1.5753 | 60.00 | 10587.47 |
53 | 2008.03.17 17:08 | buy | 27 | 0.10 | 1.5755 | 1.5675 | 1.5815 | ||
54 | 2008.03.18 13:16 | t/p | 27 | 0.10 | 1.5815 | 1.5675 | 1.5815 | 60.47 | 10647.93 |
55 | 2008.03.18 13:16 | buy | 28 | 0.10 | 1.5817 | 1.5737 | 1.5877 | ||
56 | 2008.03.18 21:20 | s/l | 28 | 0.10 | 1.5737 | 1.5737 | 1.5877 | -80.00 | 10567.93 |
57 | 2008.03.18 21:20 | buy | 29 | 0.10 | 1.5739 | 1.5659 | 1.5799 | ||
58 | 2008.03.18 22:43 | s/l | 29 | 0.10 | 1.5659 | 1.5659 | 1.5799 | -80.00 | 10487.93 |
59 | 2008.03.18 22:43 | buy | 30 | 0.10 | 1.5661 | 1.5581 | 1.5721 | ||
60 | 2008.03.19 10:10 | t/p | 30 | 0.10 | 1.5721 | 1.5581 | 1.5721 | 60.47 | 10548.40 |
61 | 2008.03.19 10:10 | buy | 31 | 0.10 | 1.5723 | 1.5643 | 1.5783 | ||
62 | 2008.03.19 12:11 | t/p | 31 | 0.10 | 1.5783 | 1.5643 | 1.5783 | 60.00 | 10608.40 |
63 | 2008.03.19 12:11 | buy | 32 | 0.10 | 1.5785 | 1.5705 | 1.5845 | ||
64 | 2008.03.19 14:43 | s/l | 32 | 0.10 | 1.5705 | 1.5705 | 1.5845 | -80.00 | 10528.40 |
65 | 2008.03.19 14:43 | buy | 33 | 0.10 | 1.5707 | 1.5627 | 1.5767 | ||
66 | 2008.03.19 19:06 | s/l | 33 | 0.10 | 1.5627 | 1.5627 | 1.5767 | -80.00 | 10448.40 |
67 | 2008.03.19 19:06 | buy | 34 | 0.10 | 1.5629 | 1.5549 | 1.5689 | ||
68 | 2008.03.20 11:12 | s/l | 34 | 0.10 | 1.5549 | 1.5549 | 1.5689 | -78.60 | 10369.80 |
69 | 2008.03.20 11:12 | buy | 35 | 0.10 | 1.5551 | 1.5471 | 1.5611 | ||
70 | 2008.03.20 12:50 | s/l | 35 | 0.10 | 1.5471 | 1.5471 | 1.5611 | -80.00 | 10289.80 |
71 | 2008.03.20 12:50 | buy | 36 | 0.10 | 1.5473 | 1.5393 | 1.5533 | ||
72 | 2008.03.24 04:49 | s/l | 36 | 0.10 | 1.5393 | 1.5393 | 1.5533 | -79.07 | 10210.73 |