Symbol | USDCHFm (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2009.03.15 22:00 - 2009.03.24 23:00 (2009.03.15 - 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=1; MaxLotSize=1; LotSize=0.1; LotIncrement=0.1; Multiplier=0; ProfitTarget=0.001; TrendProfitTarget=1; SafetyLevelPercentage=1; SafetyProfitTargetPercent=1; OpenOnTick=1; Spacing=8; TrendSpacing=8; CounterTrendMultiplier=1; CloseDelay=0; OrdersToClose=1; MinimumOrdersToCloseLosing=1; MaxMarginPercentage=15; TrendTimeFrame=15; TrendPeriods=1200; Use_xpMA=false; MA_Period=10; MA_Type=5; MA_Applied=0; T3MA_VolumeFactor=0.8; JMA_Phase=0; Step_Period=1; Reverse_xpMA=false; Alert_On=false; Arrows_On=true; Slippage=3; CeaseTrading=false; RightSideLabel=true; | ||||
Bars in test | 1170 | Ticks modelled | 146075 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 27.34 | Gross profit | 1192.28 | Gross loss | -1164.94 |
Profit factor | 1.02 | Expected payoff | 0.51 | ||
Absolute drawdown | 311.12 | Maximal drawdown | 328.05 (25.29%) | Relative drawdown | 32.16% (326.62) |
Total trades | 54 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 42 (73.81%) |
Profit trades (% of total) | 43 (79.63%) | Loss trades (% of total) | 11 (20.37%) | ||
Largest | profit trade | 163.38 | loss trade | -277.18 | |
Average | profit trade | 27.73 | loss trade | -105.90 | |
Maximum | consecutive wins (profit in money) | 15 (13.47) | consecutive losses (loss in money) | 3 (-725.04) | |
Maximal | consecutive profit (count of wins) | 874.14 (9) | consecutive loss (count of losses) | -725.04 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.03.17 23:30 | buy | 1 | 0.10 | 1.1813 | 0.0000 | 0.0000 | ||
2 | 2009.03.17 23:42 | buy | 2 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
3 | 2009.03.17 23:43 | close | 2 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1000.17 |
4 | 2009.03.17 23:45 | buy | 3 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
5 | 2009.03.17 23:51 | close | 3 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1000.34 |
6 | 2009.03.18 00:14 | buy | 4 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
7 | 2009.03.18 00:14 | close | 4 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1000.51 |
8 | 2009.03.18 00:15 | buy | 5 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
9 | 2009.03.18 00:16 | close | 5 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1000.68 |
10 | 2009.03.18 00:16 | buy | 6 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
11 | 2009.03.18 00:27 | close | 6 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1000.85 |
12 | 2009.03.18 00:29 | buy | 7 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
13 | 2009.03.18 00:31 | close | 7 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1001.02 |
14 | 2009.03.18 00:49 | buy | 8 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
15 | 2009.03.18 00:50 | close | 1 | 0.10 | 1.1817 | 0.0000 | 0.0000 | 0.33 | 1001.35 |
16 | 2009.03.18 00:53 | buy | 9 | 0.20 | 1.1830 | 0.0000 | 0.0000 | ||
17 | 2009.03.18 00:53 | close | 8 | 0.20 | 1.1825 | 0.0000 | 0.0000 | 0.51 | 1001.86 |
18 | 2009.03.18 00:55 | buy | 10 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
19 | 2009.03.18 00:57 | close | 10 | 0.20 | 1.1823 | 0.0000 | 0.0000 | 0.17 | 1002.03 |
20 | 2009.03.18 00:57 | buy | 11 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
21 | 2009.03.18 00:59 | close | 11 | 0.20 | 1.1823 | 0.0000 | 0.0000 | 0.17 | 1002.20 |
22 | 2009.03.18 01:01 | buy | 12 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
23 | 2009.03.18 01:05 | buy | 13 | 0.30 | 1.1813 | 0.0000 | 0.0000 | ||
24 | 2009.03.18 01:07 | close | 13 | 0.30 | 1.1818 | 0.0000 | 0.0000 | 1.27 | 1003.47 |
25 | 2009.03.18 01:13 | close | 12 | 0.20 | 1.1823 | 0.0000 | 0.0000 | 0.17 | 1003.64 |
26 | 2009.03.18 01:16 | buy | 14 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
27 | 2009.03.18 01:33 | buy | 15 | 0.30 | 1.1813 | 0.0000 | 0.0000 | ||
28 | 2009.03.18 02:43 | buy | 16 | 0.40 | 1.1803 | 0.0000 | 0.0000 | ||
29 | 2009.03.18 02:47 | buy | 17 | 0.50 | 1.1794 | 0.0000 | 0.0000 | ||
30 | 2009.03.18 03:35 | buy | 18 | 0.60 | 1.1786 | 0.0000 | 0.0000 | ||
31 | 2009.03.18 04:11 | close | 9 | 0.20 | 1.1798 | 0.0000 | 0.0000 | -5.42 | 998.22 |
32 | 2009.03.18 04:11 | close | 18 | 0.60 | 1.1798 | 0.0000 | 0.0000 | 6.10 | 1004.32 |
33 | 2009.03.18 04:37 | close | 14 | 0.20 | 1.1803 | 0.0000 | 0.0000 | -3.22 | 1001.10 |
34 | 2009.03.18 04:37 | close | 17 | 0.50 | 1.1803 | 0.0000 | 0.0000 | 3.81 | 1004.91 |
35 | 2009.03.18 04:37 | close | 16 | 0.40 | 1.1805 | 0.0000 | 0.0000 | 0.68 | 1005.59 |
36 | 2009.03.18 04:40 | buy | 19 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
37 | 2009.03.18 05:32 | buy | 20 | 0.30 | 1.1796 | 0.0000 | 0.0000 | ||
38 | 2009.03.18 06:12 | buy | 21 | 0.40 | 1.1788 | 0.0000 | 0.0000 | ||
39 | 2009.03.18 06:54 | close | 21 | 0.40 | 1.1797 | 0.0000 | 0.0000 | 3.05 | 1008.64 |
40 | 2009.03.18 06:55 | close | 20 | 0.30 | 1.1801 | 0.0000 | 0.0000 | 1.27 | 1009.91 |
41 | 2009.03.18 07:10 | close | 19 | 0.20 | 1.1807 | 0.0000 | 0.0000 | 0.34 | 1010.25 |
42 | 2009.03.18 07:20 | buy | 22 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
43 | 2009.03.18 07:21 | close | 22 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1010.42 |
44 | 2009.03.18 07:25 | buy | 23 | 0.20 | 1.1802 | 0.0000 | 0.0000 | ||
45 | 2009.03.18 07:26 | close | 23 | 0.20 | 1.1804 | 0.0000 | 0.0000 | 0.34 | 1010.76 |
46 | 2009.03.18 07:31 | buy | 24 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
47 | 2009.03.18 07:32 | buy | 25 | 0.30 | 1.1796 | 0.0000 | 0.0000 | ||
48 | 2009.03.18 07:47 | close | 25 | 0.30 | 1.1801 | 0.0000 | 0.0000 | 1.27 | 1012.03 |
49 | 2009.03.18 07:49 | close | 24 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1012.20 |
50 | 2009.03.18 07:56 | buy | 26 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
51 | 2009.03.18 07:57 | close | 26 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1012.37 |
52 | 2009.03.18 08:05 | buy | 27 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
53 | 2009.03.18 08:06 | close | 27 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1012.54 |
54 | 2009.03.18 08:11 | buy | 28 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
55 | 2009.03.18 08:16 | close | 28 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1012.71 |
56 | 2009.03.18 08:19 | buy | 29 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
57 | 2009.03.18 08:19 | close | 29 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1012.88 |
58 | 2009.03.18 08:22 | buy | 30 | 0.20 | 1.1805 | 0.0000 | 0.0000 | ||
59 | 2009.03.18 08:34 | close | 30 | 0.20 | 1.1806 | 0.0000 | 0.0000 | 0.17 | 1013.05 |
60 | 2009.03.18 09:01 | buy | 31 | 0.20 | 1.1822 | 0.0000 | 0.0000 | ||
61 | 2009.03.18 09:01 | close | 15 | 0.30 | 1.1819 | 0.0000 | 0.0000 | 1.52 | 1014.57 |
62 | 2009.03.18 09:06 | buy | 32 | 0.20 | 1.1813 | 0.0000 | 0.0000 | ||
63 | 2009.03.18 09:12 | buy | 33 | 0.30 | 1.1805 | 0.0000 | 0.0000 | ||
64 | 2009.03.18 09:18 | buy | 34 | 0.40 | 1.1796 | 0.0000 | 0.0000 | ||
65 | 2009.03.18 09:32 | buy | 35 | 0.50 | 1.1788 | 0.0000 | 0.0000 | ||
66 | 2009.03.18 09:33 | buy | 36 | 0.60 | 1.1779 | 0.0000 | 0.0000 | ||
67 | 2009.03.18 09:33 | buy | 37 | 0.70 | 1.1770 | 0.0000 | 0.0000 | ||
68 | 2009.03.18 09:37 | close | 31 | 0.20 | 1.1782 | 0.0000 | 0.0000 | -6.79 | 1007.78 |
69 | 2009.03.18 09:37 | close | 37 | 0.70 | 1.1782 | 0.0000 | 0.0000 | 7.13 | 1014.91 |
70 | 2009.03.18 09:42 | close | 32 | 0.20 | 1.1788 | 0.0000 | 0.0000 | -4.24 | 1010.67 |
71 | 2009.03.18 09:42 | close | 36 | 0.60 | 1.1788 | 0.0000 | 0.0000 | 4.58 | 1015.25 |
72 | 2009.03.18 09:43 | close | 35 | 0.50 | 1.1794 | 0.0000 | 0.0000 | 2.54 | 1017.79 |
73 | 2009.03.18 09:48 | buy | 38 | 0.30 | 1.1788 | 0.0000 | 0.0000 | ||
74 | 2009.03.18 09:51 | buy | 39 | 0.40 | 1.1779 | 0.0000 | 0.0000 | ||
75 | 2009.03.18 09:56 | buy | 40 | 0.50 | 1.1770 | 0.0000 | 0.0000 | ||
76 | 2009.03.18 10:29 | buy | 41 | 0.60 | 1.1762 | 0.0000 | 0.0000 | ||
77 | 2009.03.18 10:30 | buy | 42 | 0.70 | 1.1753 | 0.0000 | 0.0000 | ||
78 | 2009.03.18 12:19 | sell | 43 | 0.10 | 1.1716 | 0.0000 | 0.0000 | ||
79 | 2009.03.18 12:20 | sell | 44 | 0.20 | 1.1707 | 0.0000 | 0.0000 | ||
80 | 2009.03.18 12:20 | sell | 45 | 0.30 | 1.1699 | 0.0000 | 0.0000 | ||
81 | 2009.03.18 12:31 | sell | 46 | 0.40 | 1.1690 | 0.0000 | 0.0000 | ||
82 | 2009.03.18 12:31 | sell | 47 | 0.50 | 1.1682 | 0.0000 | 0.0000 | ||
83 | 2009.03.18 12:31 | sell | 48 | 0.60 | 1.1673 | 0.0000 | 0.0000 | ||
84 | 2009.03.18 12:49 | sell | 49 | 0.70 | 1.1664 | 0.0000 | 0.0000 | ||
85 | 2009.03.18 12:49 | sell | 50 | 0.80 | 1.1656 | 0.0000 | 0.0000 | ||
86 | 2009.03.18 18:17 | close | 33 | 0.30 | 1.1559 | 0.0000 | 0.0000 | -63.85 | 953.94 |
87 | 2009.03.18 18:17 | close | 50 | 0.80 | 1.1563 | 0.0000 | 0.0000 | 64.34 | 1018.28 |
88 | 2009.03.18 18:17 | sell | 51 | 0.80 | 1.1556 | 0.0000 | 0.0000 | ||
89 | 2009.03.18 18:17 | close | 34 | 0.40 | 1.1475 | 0.0000 | 0.0000 | -111.90 | 906.38 |
90 | 2009.03.18 18:17 | close | 49 | 0.70 | 1.1479 | 0.0000 | 0.0000 | 112.81 | 1019.19 |
91 | 2009.03.18 18:17 | close | 38 | 0.30 | 1.1471 | 0.0000 | 0.0000 | -82.90 | 936.29 |
92 | 2009.03.18 18:17 | close | 48 | 0.60 | 1.1475 | 0.0000 | 0.0000 | 103.53 | 1039.82 |
93 | 2009.03.18 18:17 | sell | 52 | 0.70 | 1.1467 | 0.0000 | 0.0000 | ||
94 | 2009.03.18 18:17 | sell | 53 | 0.80 | 1.1459 | 0.0000 | 0.0000 | ||
95 | 2009.03.19 11:44 | close | 39 | 0.40 | 1.1322 | 0.0000 | 0.0000 | -161.58 | 878.24 |
96 | 2009.03.19 11:44 | close | 51 | 0.80 | 1.1326 | 0.0000 | 0.0000 | 161.60 | 1039.84 |
97 | 2009.03.19 11:44 | sell | 54 | 0.80 | 1.1323 | 0.0000 | 0.0000 | ||
98 | 2009.03.24 23:54 | close at stop | 54 | 0.80 | 1.1310 | 0.0000 | 0.0000 | 8.34 | 1048.17 |
99 | 2009.03.24 23:54 | close at stop | 53 | 0.80 | 1.1310 | 0.0000 | 0.0000 | 103.66 | 1151.83 |
100 | 2009.03.24 23:54 | close at stop | 52 | 0.70 | 1.1310 | 0.0000 | 0.0000 | 95.66 | 1247.49 |
101 | 2009.03.24 23:54 | close at stop | 47 | 0.50 | 1.1310 | 0.0000 | 0.0000 | 163.38 | 1410.87 |
102 | 2009.03.24 23:54 | close at stop | 46 | 0.40 | 1.1310 | 0.0000 | 0.0000 | 133.53 | 1544.40 |
103 | 2009.03.24 23:54 | close at stop | 45 | 0.30 | 1.1310 | 0.0000 | 0.0000 | 102.53 | 1646.93 |
104 | 2009.03.24 23:54 | close at stop | 44 | 0.20 | 1.1310 | 0.0000 | 0.0000 | 69.77 | 1716.70 |
105 | 2009.03.24 23:54 | close at stop | 43 | 0.10 | 1.1310 | 0.0000 | 0.0000 | 35.68 | 1752.38 |
106 | 2009.03.24 23:54 | close at stop | 42 | 0.70 | 1.1306 | 0.0000 | 0.0000 | -277.18 | 1475.20 |
107 | 2009.03.24 23:54 | close at stop | 41 | 0.60 | 1.1306 | 0.0000 | 0.0000 | -242.36 | 1232.84 |
108 | 2009.03.24 23:54 | close at stop | 40 | 0.50 | 1.1306 | 0.0000 | 0.0000 | -205.50 | 1027.34 |