Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2007.11.06 00:00 - 2008.12.05 23:59 (2007.11.06 - 2008.12.06) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MinLots=1; MaxLotSize=111; StopLoss=299; TakeProfit1=75; TakeProfit2=100; TakeProfit3=125; TakeProfit4=150; TakeProfit5=1111; TrailingStop=39; MaximumRisk=0.06; IncreaseFactor=2; MA_PERIODE=200; ATR_PERIODE=100; | ||||
Bars in test | 1980 | Ticks modelled | 3673 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 217793.01 | Gross profit | 217793.01 | Gross loss | 0.00 |
Profit factor | Expected payoff | 3959.87 | |||
Absolute drawdown | 6224.24 | Maximal drawdown | 19500.73 (43.59%) | Relative drawdown | 76.22% (12102.52) |
Total trades | 55 | Short positions (won %) | 40 (100.00%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 55 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 16417.42 | loss trade | 0.00 | |
Average | profit trade | 3959.87 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 55 (217793.01) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 217793.01 (55) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 55 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.12.26 12:00 | buy | 1 | 1.00 | 164.85 | 161.86 | 165.60 | ||
2 | 2007.12.26 12:00 | buy | 2 | 1.00 | 164.85 | 161.86 | 165.85 | ||
3 | 2007.12.26 12:00 | buy | 3 | 1.00 | 164.85 | 161.86 | 166.10 | ||
4 | 2007.12.26 12:00 | buy | 4 | 1.00 | 164.85 | 161.86 | 166.35 | ||
5 | 2007.12.26 12:00 | buy | 5 | 1.00 | 164.85 | 161.86 | 175.96 | ||
6 | 2007.12.26 20:00 | t/p | 1 | 1.00 | 165.60 | 161.86 | 165.60 | 812.92 | 10812.92 |
7 | 2007.12.26 20:00 | modify | 2 | 1.00 | 164.85 | 165.20 | 165.85 | ||
8 | 2007.12.27 00:00 | modify | 2 | 1.00 | 164.85 | 165.27 | 165.85 | ||
9 | 2007.12.27 04:00 | modify | 3 | 1.00 | 164.85 | 165.13 | 166.10 | ||
10 | 2007.12.27 08:00 | t/p | 2 | 1.00 | 165.85 | 165.27 | 165.85 | 1097.22 | 11910.14 |
11 | 2007.12.27 08:00 | modify | 3 | 1.00 | 164.85 | 165.45 | 166.10 | ||
12 | 2007.12.27 12:00 | s/l | 3 | 1.00 | 165.45 | 165.45 | 166.10 | 663.66 | 12573.81 |
13 | 2007.12.27 12:00 | modify | 4 | 1.00 | 164.85 | 165.20 | 166.35 | ||
14 | 2007.12.27 16:00 | t/p | 4 | 1.00 | 166.35 | 165.20 | 166.35 | 1639.17 | 14212.98 |
15 | 2007.12.27 16:00 | modify | 5 | 1.00 | 164.85 | 165.78 | 175.96 | ||
16 | 2007.12.27 20:00 | modify | 5 | 1.00 | 164.85 | 165.91 | 175.96 | ||
17 | 2007.12.28 00:00 | modify | 5 | 1.00 | 164.85 | 165.98 | 175.96 | ||
18 | 2007.12.28 04:00 | s/l | 5 | 1.00 | 165.98 | 165.98 | 175.96 | 1242.58 | 15455.56 |
19 | 2008.01.07 00:00 | sell | 6 | 1.00 | 160.00 | 162.99 | 159.25 | ||
20 | 2008.01.07 00:00 | sell | 7 | 1.00 | 160.00 | 162.99 | 159.00 | ||
21 | 2008.01.07 00:00 | sell | 8 | 1.00 | 160.00 | 162.99 | 158.75 | ||
22 | 2008.01.07 00:00 | sell | 9 | 1.00 | 160.00 | 162.99 | 158.50 | ||
23 | 2008.01.07 00:00 | sell | 10 | 1.00 | 160.00 | 162.99 | 148.89 | ||
24 | 2008.01.15 16:00 | t/p | 6 | 1.00 | 159.25 | 162.99 | 159.25 | 703.47 | 16159.03 |
25 | 2008.01.15 16:00 | t/p | 7 | 1.00 | 159.00 | 162.99 | 159.00 | 974.39 | 17133.42 |
26 | 2008.01.15 16:00 | modify | 8 | 1.00 | 160.00 | 159.45 | 158.75 | ||
27 | 2008.01.15 20:00 | s/l | 8 | 1.00 | 159.45 | 159.45 | 158.75 | 486.74 | 17620.17 |
28 | 2008.01.15 20:00 | modify | 9 | 1.00 | 160.00 | 159.38 | 158.50 | ||
29 | 2008.01.16 00:00 | t/p | 9 | 1.00 | 158.50 | 159.38 | 158.50 | 1502.56 | 19122.73 |
30 | 2008.01.16 00:00 | modify | 10 | 1.00 | 160.00 | 158.47 | 148.89 | ||
31 | 2008.01.16 08:00 | s/l | 10 | 1.00 | 158.47 | 158.47 | 148.89 | 1535.07 | 20657.80 |
32 | 2008.01.18 04:00 | sell | 11 | 1.20 | 156.00 | 158.99 | 155.25 | ||
33 | 2008.01.18 04:00 | sell | 12 | 1.20 | 156.00 | 158.99 | 155.00 | ||
34 | 2008.01.18 04:00 | sell | 13 | 1.20 | 156.00 | 158.99 | 154.75 | ||
35 | 2008.01.18 04:00 | sell | 14 | 1.20 | 156.00 | 158.99 | 154.50 | ||
36 | 2008.01.18 04:00 | sell | 15 | 1.20 | 156.00 | 158.99 | 144.89 | ||
37 | 2008.01.21 04:00 | modify | 11 | 1.20 | 156.00 | 155.90 | 155.25 | ||
38 | 2008.01.21 08:00 | t/p | 11 | 1.20 | 155.25 | 155.90 | 155.25 | 958.90 | 21616.70 |
39 | 2008.01.21 08:00 | modify | 12 | 1.20 | 156.00 | 155.57 | 155.00 | ||
40 | 2008.01.21 12:00 | t/p | 12 | 1.20 | 155.00 | 155.57 | 155.00 | 1284.00 | 22900.70 |
41 | 2008.01.21 12:00 | t/p | 13 | 1.20 | 154.75 | 158.99 | 154.75 | 1609.10 | 24509.80 |
42 | 2008.01.21 12:00 | t/p | 14 | 1.20 | 154.50 | 158.99 | 154.50 | 1934.20 | 26444.00 |
43 | 2008.01.21 12:00 | modify | 15 | 1.20 | 156.00 | 154.24 | 144.89 | ||
44 | 2008.01.21 20:00 | modify | 15 | 1.20 | 156.00 | 153.75 | 144.89 | ||
45 | 2008.01.22 00:00 | modify | 15 | 1.20 | 156.00 | 153.57 | 144.89 | ||
46 | 2008.01.22 04:00 | s/l | 15 | 1.20 | 153.57 | 153.57 | 144.89 | 3127.17 | 29571.17 |
47 | 2008.04.04 12:00 | buy | 16 | 1.80 | 160.94 | 157.95 | 161.69 | ||
48 | 2008.04.04 12:00 | buy | 17 | 1.70 | 160.94 | 157.95 | 161.94 | ||
49 | 2008.04.04 12:00 | buy | 18 | 1.70 | 160.94 | 157.95 | 162.19 | ||
50 | 2008.04.04 12:00 | buy | 19 | 1.70 | 160.94 | 157.95 | 162.44 | ||
51 | 2008.04.04 12:00 | buy | 20 | 1.60 | 160.94 | 157.95 | 172.05 | ||
52 | 2008.04.08 04:00 | t/p | 16 | 1.80 | 161.69 | 157.95 | 161.69 | 1479.26 | 31050.43 |
53 | 2008.04.08 04:00 | modify | 17 | 1.70 | 160.94 | 161.03 | 161.94 | ||
54 | 2008.04.08 08:00 | s/l | 17 | 1.70 | 161.03 | 161.03 | 161.94 | 180.95 | 31231.38 |
55 | 2008.04.09 16:00 | modify | 18 | 1.70 | 160.94 | 160.98 | 162.19 | ||
56 | 2008.04.09 20:00 | s/l | 18 | 1.70 | 160.98 | 160.98 | 162.19 | 96.38 | 31327.76 |
57 | 2008.04.16 20:00 | modify | 19 | 1.70 | 160.94 | 161.75 | 162.44 | ||
58 | 2008.04.17 00:00 | t/p | 19 | 1.70 | 162.44 | 161.75 | 162.44 | 2862.15 | 34189.91 |
59 | 2008.04.17 00:00 | modify | 20 | 1.60 | 160.94 | 161.85 | 172.05 | ||
60 | 2008.04.17 04:00 | modify | 20 | 1.60 | 160.94 | 161.94 | 172.05 | ||
61 | 2008.04.17 08:00 | modify | 20 | 1.60 | 160.94 | 162.35 | 172.05 | ||
62 | 2008.04.17 12:00 | modify | 20 | 1.60 | 160.94 | 162.53 | 172.05 | ||
63 | 2008.04.17 16:00 | s/l | 20 | 1.60 | 162.53 | 162.53 | 172.05 | 2849.87 | 37039.79 |
64 | 2008.04.18 16:00 | buy | 21 | 2.20 | 164.12 | 161.13 | 164.87 | ||
65 | 2008.04.18 16:00 | buy | 22 | 2.20 | 164.12 | 161.13 | 165.12 | ||
66 | 2008.04.18 16:00 | buy | 23 | 2.10 | 164.12 | 161.13 | 165.37 | ||
67 | 2008.04.18 16:00 | buy | 24 | 2.10 | 164.12 | 161.13 | 165.62 | ||
68 | 2008.04.18 16:00 | buy | 25 | 2.10 | 164.12 | 161.13 | 175.23 | ||
69 | 2008.04.21 16:00 | modify | 21 | 2.20 | 164.12 | 164.39 | 164.87 | ||
70 | 2008.04.21 20:00 | s/l | 21 | 2.20 | 164.39 | 164.39 | 164.87 | 653.61 | 37693.39 |
71 | 2008.04.22 12:00 | modify | 22 | 2.20 | 164.12 | 164.20 | 165.12 | ||
72 | 2008.04.22 16:00 | s/l | 22 | 2.20 | 164.20 | 164.20 | 165.12 | 210.32 | 37903.71 |
73 | 2008.04.22 16:00 | modify | 23 | 2.10 | 164.12 | 164.28 | 165.37 | ||
74 | 2008.04.22 20:00 | s/l | 23 | 2.10 | 164.28 | 164.28 | 165.37 | 382.86 | 38286.57 |
75 | 2008.04.22 20:00 | modify | 24 | 2.10 | 164.12 | 164.16 | 165.62 | ||
76 | 2008.04.23 00:00 | modify | 25 | 2.10 | 164.12 | 164.15 | 175.23 | ||
77 | 2008.04.23 04:00 | modify | 24 | 2.10 | 164.12 | 164.19 | 165.62 | ||
78 | 2008.04.23 08:00 | modify | 24 | 2.10 | 164.12 | 164.32 | 165.62 | ||
79 | 2008.04.23 12:00 | s/l | 24 | 2.10 | 164.32 | 164.32 | 165.62 | 483.23 | 38769.80 |
80 | 2008.04.23 16:00 | s/l | 25 | 2.10 | 164.15 | 164.15 | 175.23 | 96.28 | 38866.07 |
81 | 2008.08.19 04:00 | sell | 26 | 2.30 | 161.28 | 164.27 | 160.53 | ||
82 | 2008.08.19 04:00 | sell | 27 | 2.30 | 161.28 | 164.27 | 160.28 | ||
83 | 2008.08.19 04:00 | sell | 28 | 2.20 | 161.28 | 164.27 | 160.03 | ||
84 | 2008.08.19 04:00 | sell | 29 | 2.20 | 161.28 | 164.27 | 159.78 | ||
85 | 2008.08.19 04:00 | sell | 30 | 2.20 | 161.28 | 164.27 | 150.17 | ||
86 | 2008.08.21 12:00 | modify | 26 | 2.30 | 161.28 | 161.18 | 160.53 | ||
87 | 2008.08.21 16:00 | t/p | 26 | 2.30 | 160.53 | 161.18 | 160.53 | 1743.65 | 40609.73 |
88 | 2008.08.21 16:00 | t/p | 27 | 2.30 | 160.28 | 164.27 | 160.28 | 2366.75 | 42976.48 |
89 | 2008.08.21 16:00 | modify | 28 | 2.20 | 161.28 | 160.94 | 160.03 | ||
90 | 2008.08.21 20:00 | s/l | 28 | 2.20 | 160.94 | 160.94 | 160.03 | 690.39 | 43666.87 |
91 | 2008.08.26 12:00 | modify | 29 | 2.20 | 161.28 | 160.74 | 159.78 | ||
92 | 2008.08.26 16:00 | modify | 30 | 2.20 | 161.28 | 160.77 | 150.17 | ||
93 | 2008.08.26 20:00 | s/l | 29 | 2.20 | 160.74 | 160.74 | 159.78 | 1077.05 | 44743.92 |
94 | 2008.08.26 20:00 | s/l | 30 | 2.20 | 160.77 | 160.77 | 150.17 | 1005.52 | 45749.44 |
95 | 2008.09.03 12:00 | sell | 31 | 2.70 | 156.51 | 159.50 | 155.76 | ||
96 | 2008.09.03 12:00 | sell | 32 | 2.70 | 156.51 | 159.50 | 155.51 | ||
97 | 2008.09.03 12:00 | sell | 33 | 2.60 | 156.51 | 159.50 | 155.26 | ||
98 | 2008.09.03 12:00 | sell | 34 | 2.60 | 156.51 | 159.50 | 155.01 | ||
99 | 2008.09.03 12:00 | sell | 35 | 2.50 | 156.51 | 159.50 | 145.40 | ||
100 | 2008.09.04 20:00 | t/p | 31 | 2.70 | 155.76 | 159.50 | 155.76 | 2083.78 | 47833.21 |
101 | 2008.09.04 20:00 | t/p | 32 | 2.70 | 155.51 | 159.50 | 155.51 | 2815.25 | 50648.46 |
102 | 2008.09.04 20:00 | t/p | 33 | 2.60 | 155.26 | 159.50 | 155.26 | 3415.35 | 54063.82 |
103 | 2008.09.04 20:00 | t/p | 34 | 2.60 | 155.01 | 159.50 | 155.01 | 4119.73 | 58183.55 |
104 | 2008.09.04 20:00 | modify | 35 | 2.50 | 156.51 | 154.77 | 145.40 | ||
105 | 2008.09.05 00:00 | modify | 35 | 2.50 | 156.51 | 153.80 | 145.40 | ||
106 | 2008.09.05 04:00 | modify | 35 | 2.50 | 156.51 | 152.66 | 145.40 | ||
107 | 2008.09.05 08:00 | s/l | 35 | 2.50 | 152.66 | 152.66 | 145.40 | 10293.63 | 68477.18 |
108 | 2008.09.11 04:00 | sell | 36 | 4.10 | 149.84 | 152.83 | 149.09 | ||
109 | 2008.09.11 04:00 | sell | 37 | 4.00 | 149.84 | 152.83 | 148.84 | ||
110 | 2008.09.11 04:00 | sell | 38 | 4.00 | 149.84 | 152.83 | 148.59 | ||
111 | 2008.09.11 04:00 | sell | 39 | 3.90 | 149.84 | 152.83 | 148.34 | ||
112 | 2008.09.11 04:00 | sell | 40 | 3.80 | 149.84 | 152.83 | 138.73 | ||
113 | 2008.09.11 12:00 | t/p | 36 | 4.10 | 149.09 | 152.83 | 149.09 | 3332.25 | 71809.43 |
114 | 2008.09.11 12:00 | t/p | 37 | 4.00 | 148.84 | 152.83 | 148.84 | 4334.64 | 76144.07 |
115 | 2008.09.11 12:00 | modify | 38 | 4.00 | 149.84 | 149.27 | 148.59 | ||
116 | 2008.09.11 16:00 | t/p | 38 | 4.00 | 148.59 | 149.27 | 148.59 | 5418.30 | 81562.37 |
117 | 2008.09.11 16:00 | t/p | 39 | 3.90 | 148.34 | 152.83 | 148.34 | 6339.40 | 87901.77 |
118 | 2008.09.11 16:00 | modify | 40 | 3.80 | 149.84 | 148.40 | 138.73 | ||
119 | 2008.09.11 20:00 | s/l | 40 | 3.80 | 148.40 | 148.40 | 138.73 | 5929.78 | 93831.55 |
120 | 2008.10.02 00:00 | sell | 41 | 5.60 | 148.10 | 151.09 | 147.35 | ||
121 | 2008.10.02 00:00 | sell | 42 | 5.50 | 148.10 | 151.09 | 147.10 | ||
122 | 2008.10.02 00:00 | sell | 43 | 5.40 | 148.10 | 151.09 | 146.85 | ||
123 | 2008.10.02 00:00 | sell | 44 | 5.30 | 148.10 | 151.09 | 146.60 | ||
124 | 2008.10.02 00:00 | sell | 45 | 5.20 | 148.10 | 151.09 | 136.99 | ||
125 | 2008.10.02 12:00 | t/p | 41 | 5.60 | 147.35 | 151.09 | 147.35 | 4551.37 | 98382.92 |
126 | 2008.10.02 12:00 | t/p | 42 | 5.50 | 147.10 | 151.09 | 147.10 | 5960.12 | 104343.04 |
127 | 2008.10.02 12:00 | t/p | 43 | 5.40 | 146.85 | 151.09 | 146.85 | 7314.69 | 111657.73 |
128 | 2008.10.02 12:00 | t/p | 44 | 5.30 | 146.60 | 151.09 | 146.60 | 8615.08 | 120272.81 |
129 | 2008.10.02 12:00 | modify | 45 | 5.20 | 148.10 | 146.89 | 136.99 | ||
130 | 2008.10.02 16:00 | s/l | 45 | 5.20 | 146.89 | 146.89 | 136.99 | 6818.38 | 127091.19 |
131 | 2008.10.06 04:00 | sell | 46 | 7.60 | 142.77 | 145.76 | 142.02 | ||
132 | 2008.10.06 04:00 | sell | 47 | 7.50 | 142.77 | 145.76 | 141.77 | ||
133 | 2008.10.06 04:00 | sell | 48 | 7.30 | 142.77 | 145.76 | 141.52 | ||
134 | 2008.10.06 04:00 | sell | 49 | 7.20 | 142.77 | 145.76 | 141.27 | ||
135 | 2008.10.06 04:00 | sell | 50 | 7.10 | 142.77 | 145.76 | 131.66 | ||
136 | 2008.10.06 08:00 | t/p | 46 | 7.60 | 142.02 | 145.76 | 142.02 | 6176.86 | 133268.05 |
137 | 2008.10.06 08:00 | t/p | 47 | 7.50 | 141.77 | 145.76 | 141.77 | 8127.44 | 141395.49 |
138 | 2008.10.06 08:00 | t/p | 48 | 7.30 | 141.52 | 145.76 | 141.52 | 9888.38 | 151283.87 |
139 | 2008.10.06 08:00 | t/p | 49 | 7.20 | 141.27 | 145.76 | 141.27 | 11703.51 | 162987.38 |
140 | 2008.10.06 08:00 | modify | 50 | 7.10 | 142.77 | 140.92 | 131.66 | ||
141 | 2008.10.06 12:00 | s/l | 50 | 7.10 | 140.92 | 140.92 | 131.66 | 14233.85 | 177221.23 |
142 | 2008.10.08 12:00 | sell | 51 | 10.60 | 136.38 | 139.37 | 135.63 | ||
143 | 2008.10.08 12:00 | sell | 52 | 10.40 | 136.38 | 139.37 | 135.38 | ||
144 | 2008.10.08 12:00 | sell | 53 | 10.20 | 136.38 | 139.37 | 135.13 | ||
145 | 2008.10.08 12:00 | sell | 54 | 10.10 | 136.38 | 139.37 | 134.88 | ||
146 | 2008.10.08 12:00 | sell | 55 | 9.90 | 136.38 | 139.37 | 125.27 | ||
147 | 2008.10.08 16:00 | t/p | 51 | 10.60 | 135.63 | 139.37 | 135.63 | 8615.08 | 185836.31 |
148 | 2008.10.08 16:00 | t/p | 52 | 10.40 | 135.38 | 139.37 | 135.38 | 11270.04 | 197106.35 |
149 | 2008.10.08 16:00 | t/p | 53 | 10.20 | 135.13 | 139.37 | 135.13 | 13816.65 | 210923.00 |
150 | 2008.10.08 16:00 | t/p | 54 | 10.10 | 134.88 | 139.37 | 134.88 | 16417.42 | 227340.42 |
151 | 2008.10.08 20:00 | modify | 55 | 9.90 | 136.38 | 136.30 | 125.27 | ||
152 | 2008.10.09 00:00 | s/l | 55 | 9.90 | 136.30 | 136.30 | 125.27 | 452.60 | 227793.01 |