Symbol | EURUSDm (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.03.16 00:00 - 2009.03.24 23:00 (2009.03.16 - 2009.03.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | LotIncrease=true; Buy=true; Sell=true; smallestlotsize="0.1 = 1, 0.01 = 2"; SmallestLotSize=2; MaxLotSize=1; LotSize=0.01; LotIncrement=0.01; Multiplier=0; ProfitTarget=0.001; TrendProfitTarget=1; SafetyLevelPercentage=1; SafetyProfitTargetPercent=1; OpenOnTick=0; Spacing=8; TrendSpacing=8; CounterTrendMultiplier=1; CloseDelay=0; OrdersToClose=1; MinimumOrdersToCloseLosing=1; MaxMarginPercentage=15; TrendTimeFrame=15; TrendPeriods=150; CeaseTrading=false; RightSideLabel=true; LossManagement="What to do if things are going wrong"; AllowRecovery=true; MaxLoss=30; ExitAllTrades=true; StopTrading=true; PlaceRecoveryOrders=true; MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=true; | ||||
Bars in test | 1167 | Ticks modelled | 130276 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 155.93 | Gross profit | 213.66 | Gross loss | -57.73 |
Profit factor | 3.70 | Expected payoff | 8.66 | ||
Absolute drawdown | 24.59 | Maximal drawdown | 50.11 (17.36%) | Relative drawdown | 39.05% (48.32) |
Total trades | 18 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
Largest | profit trade | 33.98 | loss trade | -19.43 | |
Average | profit trade | 16.44 | loss trade | -11.55 | |
Maximum | consecutive wins (profit in money) | 6 (161.18) | consecutive losses (loss in money) | 3 (-44.89) | |
Maximal | consecutive profit (count of wins) | 161.18 (6) | consecutive loss (count of losses) | -44.89 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.03.16 00:00 | buy | 1 | 0.01 | 1.2883 | 0.0000 | 0.0000 | ||
2 | 2009.03.16 01:00 | sell | 2 | 0.01 | 1.2874 | 0.0000 | 0.0000 | ||
3 | 2009.03.16 02:00 | buy | 3 | 0.02 | 1.2916 | 0.0000 | 0.0000 | ||
4 | 2009.03.16 04:09 | sell | 4 | 0.02 | 1.2883 | 0.0000 | 0.0000 | ||
5 | 2009.03.16 06:40 | buy | 5 | 0.03 | 1.2926 | 0.0000 | 0.0000 | ||
6 | 2009.03.16 07:01 | buy | 6 | 0.04 | 1.2935 | 0.0000 | 0.0000 | ||
7 | 2009.03.16 07:52 | close | 2 | 0.01 | 1.2956 | 0.0000 | 0.0000 | -0.82 | 99.18 |
8 | 2009.03.16 07:52 | close | 5 | 0.03 | 1.2954 | 0.0000 | 0.0000 | 0.84 | 100.02 |
9 | 2009.03.16 08:00 | buy | 7 | 0.04 | 1.2948 | 0.0000 | 0.0000 | ||
10 | 2009.03.16 09:00 | buy | 8 | 0.05 | 1.2985 | 0.0000 | 0.0000 | ||
11 | 2009.03.16 10:02 | buy | 9 | 0.06 | 1.2994 | 0.0000 | 0.0000 | ||
12 | 2009.03.16 11:00 | buy | 10 | 0.07 | 1.3044 | 0.0000 | 0.0000 | ||
13 | 2009.03.16 12:12 | buy | 11 | 0.08 | 1.3054 | 0.0000 | 0.0000 | ||
14 | 2009.03.17 12:05 | sell | 12 | 0.02 | 1.2970 | 0.0000 | 0.0000 | ||
15 | 2009.03.17 16:01 | sell | 13 | 0.03 | 1.2978 | 0.0000 | 0.0000 | ||
16 | 2009.03.18 07:49 | sell | 14 | 0.04 | 1.2998 | 0.0000 | 0.0000 | ||
17 | 2009.03.20 10:36 | sell | 15 | 0.05 | 1.3587 | 0.0000 | 0.0000 | ||
18 | 2009.03.20 14:42 | sell | 16 | 0.06 | 1.3599 | 0.0000 | 0.0000 | ||
19 | 2009.03.22 23:24 | sell | 17 | 0.07 | 1.3622 | 0.0000 | 0.0000 | ||
20 | 2009.03.23 08:56 | sell | 18 | 0.08 | 1.3638 | 0.0000 | 0.0000 | ||
21 | 2009.03.24 23:59 | close at stop | 18 | 0.08 | 1.3482 | 0.0000 | 0.0000 | 12.46 | 112.48 |
22 | 2009.03.24 23:59 | close at stop | 17 | 0.07 | 1.3482 | 0.0000 | 0.0000 | 9.76 | 122.24 |
23 | 2009.03.24 23:59 | close at stop | 16 | 0.06 | 1.3482 | 0.0000 | 0.0000 | 6.99 | 129.22 |
24 | 2009.03.24 23:59 | close at stop | 15 | 0.05 | 1.3482 | 0.0000 | 0.0000 | 5.22 | 134.45 |
25 | 2009.03.24 23:59 | close at stop | 14 | 0.04 | 1.3482 | 0.0000 | 0.0000 | -19.43 | 115.02 |
26 | 2009.03.24 23:59 | close at stop | 13 | 0.03 | 1.3482 | 0.0000 | 0.0000 | -15.18 | 99.84 |
27 | 2009.03.24 23:59 | close at stop | 12 | 0.02 | 1.3482 | 0.0000 | 0.0000 | -10.28 | 89.56 |
28 | 2009.03.24 23:59 | close at stop | 11 | 0.08 | 1.3480 | 0.0000 | 0.0000 | 33.98 | 123.55 |
29 | 2009.03.24 23:59 | close at stop | 10 | 0.07 | 1.3480 | 0.0000 | 0.0000 | 30.44 | 153.98 |
30 | 2009.03.24 23:59 | close at stop | 9 | 0.06 | 1.3480 | 0.0000 | 0.0000 | 29.09 | 183.07 |
31 | 2009.03.24 23:59 | close at stop | 8 | 0.05 | 1.3480 | 0.0000 | 0.0000 | 24.69 | 207.76 |
32 | 2009.03.24 23:59 | close at stop | 7 | 0.04 | 1.3480 | 0.0000 | 0.0000 | 21.23 | 228.99 |
33 | 2009.03.24 23:59 | close at stop | 6 | 0.04 | 1.3480 | 0.0000 | 0.0000 | 21.75 | 250.74 |
34 | 2009.03.24 23:59 | close at stop | 4 | 0.02 | 1.3482 | 0.0000 | 0.0000 | -12.02 | 238.72 |
35 | 2009.03.24 23:59 | close at stop | 3 | 0.02 | 1.3480 | 0.0000 | 0.0000 | 11.26 | 249.97 |
36 | 2009.03.24 23:59 | close at stop | 1 | 0.01 | 1.3480 | 0.0000 | 0.0000 | 5.96 | 255.93 |