Symbol | USDCADm (US Dollar vs Canadian 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 | 97050 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 21.24 | Gross profit | 105.09 | Gross loss | -83.85 |
Profit factor | 1.25 | Expected payoff | 0.44 | ||
Absolute drawdown | 10.69 | Maximal drawdown | 59.94 (37.49%) | Relative drawdown | 37.49% (59.94) |
Total trades | 48 | Short positions (won %) | 35 (88.57%) | Long positions (won %) | 13 (0.00%) |
Profit trades (% of total) | 31 (64.58%) | Loss trades (% of total) | 17 (35.42%) | ||
Largest | profit trade | 13.82 | loss trade | -20.90 | |
Average | profit trade | 3.39 | loss trade | -4.93 | |
Maximum | consecutive wins (profit in money) | 9 (1.62) | consecutive losses (loss in money) | 5 (-16.68) | |
Maximal | consecutive profit (count of wins) | 39.37 (5) | consecutive loss (count of losses) | -38.74 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.03.16 00:00 | sell | 1 | 0.01 | 1.2766 | 0.0000 | 0.0000 | ||
2 | 2009.03.16 01:00 | sell | 2 | 0.02 | 1.2751 | 0.0000 | 0.0000 | ||
3 | 2009.03.16 01:00 | close | 1 | 0.01 | 1.2755 | 0.0000 | 0.0000 | 0.09 | 100.09 |
4 | 2009.03.16 02:00 | sell | 3 | 0.02 | 1.2737 | 0.0000 | 0.0000 | ||
5 | 2009.03.16 02:02 | close | 2 | 0.02 | 1.2741 | 0.0000 | 0.0000 | 0.16 | 100.25 |
6 | 2009.03.16 03:04 | sell | 4 | 0.02 | 1.2728 | 0.0000 | 0.0000 | ||
7 | 2009.03.16 04:09 | sell | 5 | 0.03 | 1.2747 | 0.0000 | 0.0000 | ||
8 | 2009.03.16 05:33 | close | 4 | 0.02 | 1.2739 | 0.0000 | 0.0000 | -0.17 | 100.08 |
9 | 2009.03.16 05:33 | close | 5 | 0.03 | 1.2739 | 0.0000 | 0.0000 | 0.19 | 100.27 |
10 | 2009.03.16 06:04 | sell | 6 | 0.02 | 1.2747 | 0.0000 | 0.0000 | ||
11 | 2009.03.16 06:44 | close | 6 | 0.02 | 1.2742 | 0.0000 | 0.0000 | 0.08 | 100.35 |
12 | 2009.03.16 07:04 | sell | 7 | 0.02 | 1.2728 | 0.0000 | 0.0000 | ||
13 | 2009.03.16 07:05 | close | 3 | 0.02 | 1.2732 | 0.0000 | 0.0000 | 0.08 | 100.43 |
14 | 2009.03.16 08:00 | sell | 8 | 0.02 | 1.2692 | 0.0000 | 0.0000 | ||
15 | 2009.03.16 08:00 | close | 7 | 0.02 | 1.2696 | 0.0000 | 0.0000 | 0.50 | 100.93 |
16 | 2009.03.16 09:00 | sell | 9 | 0.02 | 1.2672 | 0.0000 | 0.0000 | ||
17 | 2009.03.16 09:00 | close | 8 | 0.02 | 1.2678 | 0.0000 | 0.0000 | 0.22 | 101.15 |
18 | 2009.03.16 10:01 | sell | 10 | 0.02 | 1.2699 | 0.0000 | 0.0000 | ||
19 | 2009.03.16 10:03 | close | 10 | 0.02 | 1.2684 | 0.0000 | 0.0000 | 0.24 | 101.39 |
20 | 2009.03.16 11:10 | sell | 11 | 0.02 | 1.2664 | 0.0000 | 0.0000 | ||
21 | 2009.03.16 11:10 | close | 9 | 0.02 | 1.2664 | 0.0000 | 0.0000 | 0.13 | 101.52 |
22 | 2009.03.16 12:05 | sell | 12 | 0.02 | 1.2655 | 0.0000 | 0.0000 | ||
23 | 2009.03.16 12:07 | close | 11 | 0.02 | 1.2658 | 0.0000 | 0.0000 | 0.09 | 101.61 |
24 | 2009.03.16 13:00 | sell | 13 | 0.02 | 1.2667 | 0.0000 | 0.0000 | ||
25 | 2009.03.16 13:08 | close | 13 | 0.02 | 1.2661 | 0.0000 | 0.0000 | 0.09 | 101.70 |
26 | 2009.03.16 14:00 | sell | 14 | 0.02 | 1.2698 | 0.0000 | 0.0000 | ||
27 | 2009.03.16 15:10 | sell | 15 | 0.03 | 1.2707 | 0.0000 | 0.0000 | ||
28 | 2009.03.16 15:34 | close | 12 | 0.02 | 1.2686 | 0.0000 | 0.0000 | -0.49 | 101.21 |
29 | 2009.03.16 15:34 | close | 15 | 0.03 | 1.2686 | 0.0000 | 0.0000 | 0.50 | 101.71 |
30 | 2009.03.16 16:00 | sell | 16 | 0.02 | 1.2722 | 0.0000 | 0.0000 | ||
31 | 2009.03.16 16:21 | close | 16 | 0.02 | 1.2710 | 0.0000 | 0.0000 | 0.19 | 101.90 |
32 | 2009.03.16 17:00 | sell | 17 | 0.02 | 1.2667 | 0.0000 | 0.0000 | ||
33 | 2009.03.16 17:00 | close | 14 | 0.02 | 1.2671 | 0.0000 | 0.0000 | 0.43 | 102.33 |
34 | 2009.03.16 18:00 | sell | 18 | 0.02 | 1.2679 | 0.0000 | 0.0000 | ||
35 | 2009.03.16 19:05 | sell | 19 | 0.03 | 1.2688 | 0.0000 | 0.0000 | ||
36 | 2009.03.16 20:00 | buy | 20 | 0.01 | 1.2735 | 0.0000 | 0.0000 | ||
37 | 2009.03.16 21:00 | sell | 21 | 0.04 | 1.2710 | 0.0000 | 0.0000 | ||
38 | 2009.03.16 21:47 | close | 20 | 0.01 | 1.2694 | 0.0000 | 0.0000 | -0.32 | 102.01 |
39 | 2009.03.16 21:47 | close | 21 | 0.04 | 1.2699 | 0.0000 | 0.0000 | 0.35 | 102.36 |
40 | 2009.03.16 22:00 | sell | 22 | 0.04 | 1.2705 | 0.0000 | 0.0000 | ||
41 | 2009.03.16 23:12 | sell | 23 | 0.05 | 1.2715 | 0.0000 | 0.0000 | ||
42 | 2009.03.17 00:28 | buy | 24 | 0.01 | 1.2725 | 0.0000 | 0.0000 | ||
43 | 2009.03.17 01:09 | close | 17 | 0.02 | 1.2700 | 0.0000 | 0.0000 | -0.53 | 101.84 |
44 | 2009.03.17 01:09 | close | 23 | 0.05 | 1.2700 | 0.0000 | 0.0000 | 0.58 | 102.41 |
45 | 2009.03.17 01:14 | close | 24 | 0.01 | 1.2688 | 0.0000 | 0.0000 | -0.29 | 102.12 |
46 | 2009.03.17 01:14 | close | 22 | 0.04 | 1.2693 | 0.0000 | 0.0000 | 0.37 | 102.49 |
47 | 2009.03.17 04:10 | sell | 25 | 0.03 | 1.2696 | 0.0000 | 0.0000 | ||
48 | 2009.03.17 05:16 | close | 18 | 0.02 | 1.2689 | 0.0000 | 0.0000 | -0.17 | 102.33 |
49 | 2009.03.17 05:16 | close | 25 | 0.03 | 1.2689 | 0.0000 | 0.0000 | 0.17 | 102.50 |
50 | 2009.03.17 05:16 | sell | 26 | 0.02 | 1.2669 | 0.0000 | 0.0000 | ||
51 | 2009.03.17 05:16 | close | 19 | 0.03 | 1.2675 | 0.0000 | 0.0000 | 0.30 | 102.80 |
52 | 2009.03.17 06:00 | sell | 27 | 0.02 | 1.2700 | 0.0000 | 0.0000 | ||
53 | 2009.03.17 07:00 | buy | 28 | 0.01 | 1.2720 | 0.0000 | 0.0000 | ||
54 | 2009.03.17 08:00 | sell | 29 | 0.03 | 1.2710 | 0.0000 | 0.0000 | ||
55 | 2009.03.17 09:00 | buy | 30 | 0.02 | 1.2739 | 0.0000 | 0.0000 | ||
56 | 2009.03.17 12:05 | buy | 31 | 0.03 | 1.2748 | 0.0000 | 0.0000 | ||
57 | 2009.03.17 13:24 | buy | 32 | 0.04 | 1.2757 | 0.0000 | 0.0000 | ||
58 | 2009.03.17 16:01 | buy | 33 | 0.05 | 1.2712 | 0.0000 | 0.0000 | ||
59 | 2009.03.18 10:10 | sell | 34 | 0.04 | 1.2659 | 0.0000 | 0.0000 | ||
60 | 2009.03.18 12:48 | sell | 35 | 0.05 | 1.2651 | 0.0000 | 0.0000 | ||
61 | 2009.03.18 13:00 | sell | 36 | 0.06 | 1.2630 | 0.0000 | 0.0000 | ||
62 | 2009.03.18 15:36 | buy | 37 | 0.06 | 1.2702 | 0.0000 | 0.0000 | ||
63 | 2009.03.18 18:17 | sell | 38 | 0.07 | 1.2619 | 0.0000 | 0.0000 | ||
64 | 2009.03.18 19:00 | sell | 39 | 0.08 | 1.2495 | 0.0000 | 0.0000 | ||
65 | 2009.03.19 08:15 | close | 32 | 0.04 | 1.2419 | 0.0000 | 0.0000 | -10.93 | 91.87 |
66 | 2009.03.19 08:15 | close | 38 | 0.07 | 1.2424 | 0.0000 | 0.0000 | 10.94 | 102.81 |
67 | 2009.03.19 08:15 | close | 31 | 0.03 | 1.2420 | 0.0000 | 0.0000 | -7.95 | 94.87 |
68 | 2009.03.19 08:15 | close | 36 | 0.06 | 1.2425 | 0.0000 | 0.0000 | 9.86 | 104.72 |
69 | 2009.03.19 08:15 | close | 30 | 0.02 | 1.2419 | 0.0000 | 0.0000 | -5.17 | 99.55 |
70 | 2009.03.19 08:15 | close | 35 | 0.05 | 1.2424 | 0.0000 | 0.0000 | 9.10 | 108.66 |
71 | 2009.03.19 08:15 | close | 28 | 0.01 | 1.2418 | 0.0000 | 0.0000 | -2.44 | 106.22 |
72 | 2009.03.19 08:15 | close | 34 | 0.04 | 1.2423 | 0.0000 | 0.0000 | 7.57 | 113.79 |
73 | 2009.03.19 08:15 | sell | 40 | 0.05 | 1.2417 | 0.0000 | 0.0000 | ||
74 | 2009.03.19 09:59 | sell | 41 | 0.06 | 1.2409 | 0.0000 | 0.0000 | ||
75 | 2009.03.19 10:54 | sell | 42 | 0.07 | 1.2400 | 0.0000 | 0.0000 | ||
76 | 2009.03.19 11:00 | sell | 43 | 0.08 | 1.2391 | 0.0000 | 0.0000 | ||
77 | 2009.03.20 10:35 | buy | 44 | 0.03 | 1.2404 | 0.0000 | 0.0000 | ||
78 | 2009.03.20 15:29 | buy | 45 | 0.04 | 1.2393 | 0.0000 | 0.0000 | ||
79 | 2009.03.20 19:12 | buy | 46 | 0.05 | 1.2384 | 0.0000 | 0.0000 | ||
80 | 2009.03.23 16:26 | buy | 47 | 0.06 | 1.2370 | 0.0000 | 0.0000 | ||
81 | 2009.03.24 13:18 | buy | 48 | 0.07 | 1.2288 | 0.0000 | 0.0000 | ||
82 | 2009.03.24 23:59 | close at stop | 48 | 0.07 | 1.2276 | 0.0000 | 0.0000 | -0.68 | 113.11 |
83 | 2009.03.24 23:59 | close at stop | 47 | 0.06 | 1.2276 | 0.0000 | 0.0000 | -4.60 | 108.50 |
84 | 2009.03.24 23:59 | close at stop | 46 | 0.05 | 1.2276 | 0.0000 | 0.0000 | -4.42 | 104.08 |
85 | 2009.03.24 23:59 | close at stop | 45 | 0.04 | 1.2276 | 0.0000 | 0.0000 | -3.83 | 100.25 |
86 | 2009.03.24 23:59 | close at stop | 44 | 0.03 | 1.2276 | 0.0000 | 0.0000 | -3.14 | 97.11 |
87 | 2009.03.24 23:59 | close at stop | 43 | 0.08 | 1.2281 | 0.0000 | 0.0000 | 7.11 | 104.22 |
88 | 2009.03.24 23:59 | close at stop | 42 | 0.07 | 1.2281 | 0.0000 | 0.0000 | 6.73 | 110.95 |
89 | 2009.03.24 23:59 | close at stop | 41 | 0.06 | 1.2281 | 0.0000 | 0.0000 | 6.21 | 117.15 |
90 | 2009.03.24 23:59 | close at stop | 40 | 0.05 | 1.2281 | 0.0000 | 0.0000 | 5.50 | 122.66 |
91 | 2009.03.24 23:59 | close at stop | 39 | 0.08 | 1.2281 | 0.0000 | 0.0000 | 13.82 | 136.48 |
92 | 2009.03.24 23:59 | close at stop | 37 | 0.06 | 1.2276 | 0.0000 | 0.0000 | -20.90 | 115.58 |
93 | 2009.03.24 23:59 | close at stop | 33 | 0.05 | 1.2276 | 0.0000 | 0.0000 | -17.84 | 97.74 |
94 | 2009.03.24 23:59 | close at stop | 29 | 0.03 | 1.2281 | 0.0000 | 0.0000 | 10.43 | 108.17 |
95 | 2009.03.24 23:59 | close at stop | 27 | 0.02 | 1.2281 | 0.0000 | 0.0000 | 6.79 | 114.95 |
96 | 2009.03.24 23:59 | close at stop | 26 | 0.02 | 1.2281 | 0.0000 | 0.0000 | 6.29 | 121.24 |