Symbol | EURUSDm (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2009.03.09 00:00 - 2009.05.15 19:55 (2009.03.09 - 2009.05.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Trd_Up_X=true; tpx=150; slx=135; px=115; x1=80; x2=20; x3=120; x4=5; Trd_Dn_Y=true; tpy=130; sly=110; py=115; y1=5; y2=115; y3=40; y4=0; Text0="BTS F=1"; F=1; pz=90; z1=60; z2=25; z3=10; z4=5; Text1="Neyro G=4"; G=4; Text2="XXXXXXXXXXXXX"; tpX=80; slX=0; pX=100; X1=20; X2=0; X3=80; X4=0; Text3="YYYYYYYYYYYYY"; tpY=115; slY=115; pY=85; Y1=15; Y2=50; Y3=115; Y4=35; Text4="ZZZZZZZZZZZZ"; pZ=65; Z1=130; Z2=70; Z3=135; Z4=5; mnx1=772012055; mny1=772012155; mnX1=772012011; mnY1=772012111; Lots_="---------------"; ManageRisk=false; DivideRiskOverPositions=false; LotsAlt=false; UseEquityForSizing=false; Risk=1; MinLots=0.1; MaxLots=0.1; Decrease=10; Filters="---------------"; FiltersVerbose=0; UseSimpleHeightFilter=false; MaxHeight=50; UseSpreadFilter=false; MaxSpread=60; UseTrendFilter=false; MaxTrend=0.05; UseDrawDownFilter=false; DrawDownPoints=100; UseATRFilter=true; ATRMaxPoints=255; ATRActPoints=289; GapFilter="____________"; GapPoints=100; UseGapRSIFilter=false; GapRsiPeriod=2; UseGapTimeOutFilter=false; GapTimeOutPeriod=5; TimeFilter="____________"; TimeFilterVerbose=0; GMTOffsetClient=0; GMTOffsetServer=0; WeekendStartDay=0; WeekendStartHour=0; WeekendStartMinute=0; WeekendEndDay=0; WeekendEndHour=0; WeekendEndMinute=0; Sunday=1; Monday=1; Tuesday=1; Wednesday=1; Thursday=1; Friday=0; TimeStart=671; TimeStop=479; | ||||
Bars in test | 15050 | Ticks modelled | 721080 | Modelling quality | n/a |
Mismatched charts errors | 124 | ||||
Initial deposit | 250.00 | ||||
Total net profit | 268.28 | Gross profit | 268.30 | Gross loss | -0.02 |
Profit factor | 11179.21 | Expected payoff | 22.36 | ||
Absolute drawdown | 7.80 | Maximal drawdown | 29.60 (8.34%) | Relative drawdown | 8.34% (29.60) |
Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
Largest | profit trade | 79.80 | loss trade | -0.02 | |
Average | profit trade | 24.39 | loss trade | -0.02 | |
Maximum | consecutive wins (profit in money) | 9 (222.76) | consecutive losses (loss in money) | 1 (-0.02) | |
Maximal | consecutive profit (count of wins) | 222.76 (9) | consecutive loss (count of losses) | -0.02 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.03.10 11:15 | buy | 1 | 0.10 | 1.2689 | 1.2552 | 3.2937 | ||
2 | 2009.03.11 19:30 | modify | 1 | 0.10 | 1.2689 | 1.2720 | 0.0000 | ||
3 | 2009.03.16 10:15 | modify | 1 | 0.10 | 1.2689 | 1.2883 | 0.0000 | ||
4 | 2009.03.18 18:30 | modify | 1 | 0.10 | 1.2689 | 1.3198 | 0.0000 | ||
5 | 2009.03.18 19:15 | modify | 1 | 0.10 | 1.2689 | 1.3342 | 0.0000 | ||
6 | 2009.03.19 12:00 | modify | 1 | 0.10 | 1.2689 | 1.3487 | 0.0000 | ||
7 | 2009.03.23 13:54 | s/l | 1 | 0.10 | 1.3487 | 1.3487 | 0.0000 | 79.80 | 329.80 |
8 | 2009.03.25 14:00 | sell | 2 | 0.10 | 1.3605 | 1.3722 | 0.0382 | ||
9 | 2009.03.27 09:45 | modify | 2 | 0.10 | 1.3605 | 1.3578 | 0.0000 | ||
10 | 2009.03.27 12:00 | modify | 2 | 0.10 | 1.3605 | 1.3425 | 0.0000 | ||
11 | 2009.03.30 07:30 | modify | 2 | 0.10 | 1.3605 | 1.3302 | 0.0000 | ||
12 | 2009.03.31 00:00 | buy | 3 | 0.10 | 1.3191 | 1.3054 | 3.3439 | ||
13 | 2009.03.31 09:38 | s/l | 2 | 0.10 | 1.3302 | 1.3302 | 0.0000 | 30.11 | 359.91 |
14 | 2009.03.31 10:45 | modify | 3 | 0.10 | 1.3191 | 1.3194 | 0.0000 | ||
15 | 2009.03.31 11:15 | sell | 4 | 0.10 | 1.3329 | 1.3446 | 0.0106 | ||
16 | 2009.04.01 00:54 | s/l | 3 | 0.10 | 1.3194 | 1.3194 | 0.0000 | 0.30 | 360.21 |
17 | 2009.04.01 01:00 | modify | 4 | 0.10 | 1.3329 | 1.3295 | 0.0000 | ||
18 | 2009.04.02 00:00 | buy | 5 | 0.10 | 1.3242 | 1.3105 | 3.3490 | ||
19 | 2009.04.02 02:30 | s/l | 4 | 0.10 | 1.3295 | 1.3295 | 0.0000 | 3.28 | 363.49 |
20 | 2009.04.02 12:15 | modify | 5 | 0.10 | 1.3242 | 1.3257 | 0.0000 | ||
21 | 2009.04.05 22:15 | modify | 5 | 0.10 | 1.3242 | 1.3407 | 0.0000 | ||
22 | 2009.04.06 02:00 | sell | 6 | 0.10 | 1.3554 | 1.3671 | 0.0331 | ||
23 | 2009.04.06 14:30 | modify | 6 | 0.10 | 1.3554 | 1.3540 | 0.0000 | ||
24 | 2009.04.06 14:37 | s/l | 5 | 0.10 | 1.3407 | 1.3407 | 0.0000 | 16.50 | 379.99 |
25 | 2009.04.06 16:15 | modify | 6 | 0.10 | 1.3554 | 1.3490 | 0.0000 | ||
26 | 2009.04.06 16:30 | modify | 6 | 0.10 | 1.3554 | 1.3489 | 0.0000 | ||
27 | 2009.04.06 16:45 | modify | 6 | 0.10 | 1.3554 | 1.3482 | 0.0000 | ||
28 | 2009.04.06 17:00 | modify | 6 | 0.10 | 1.3554 | 1.3502 | 0.0000 | ||
29 | 2009.04.06 17:15 | modify | 6 | 0.10 | 1.3554 | 1.3505 | 0.0000 | ||
30 | 2009.04.06 17:30 | modify | 6 | 0.10 | 1.3554 | 1.3510 | 0.0000 | ||
31 | 2009.04.06 17:45 | modify | 6 | 0.10 | 1.3554 | 1.3507 | 0.0000 | ||
32 | 2009.04.06 18:00 | modify | 6 | 0.10 | 1.3554 | 1.3517 | 0.0000 | ||
33 | 2009.04.06 18:30 | modify | 6 | 0.10 | 1.3554 | 1.3525 | 0.0000 | ||
34 | 2009.04.06 18:45 | modify | 6 | 0.10 | 1.3554 | 1.3509 | 0.0000 | ||
35 | 2009.04.06 19:00 | modify | 6 | 0.10 | 1.3554 | 1.3505 | 0.0000 | ||
36 | 2009.04.06 19:15 | modify | 6 | 0.10 | 1.3554 | 1.3504 | 0.0000 | ||
37 | 2009.04.06 19:30 | modify | 6 | 0.10 | 1.3554 | 1.3510 | 0.0000 | ||
38 | 2009.04.06 19:45 | modify | 6 | 0.10 | 1.3554 | 1.3514 | 0.0000 | ||
39 | 2009.04.06 20:00 | modify | 6 | 0.10 | 1.3554 | 1.3518 | 0.0000 | ||
40 | 2009.04.06 20:15 | modify | 6 | 0.10 | 1.3554 | 1.3523 | 0.0000 | ||
41 | 2009.04.06 20:30 | modify | 6 | 0.10 | 1.3554 | 1.3516 | 0.0000 | ||
42 | 2009.04.06 20:45 | modify | 6 | 0.10 | 1.3554 | 1.3518 | 0.0000 | ||
43 | 2009.04.06 21:00 | modify | 6 | 0.10 | 1.3554 | 1.3528 | 0.0000 | ||
44 | 2009.04.06 21:15 | modify | 6 | 0.10 | 1.3554 | 1.3520 | 0.0000 | ||
45 | 2009.04.06 21:45 | modify | 6 | 0.10 | 1.3554 | 1.3508 | 0.0000 | ||
46 | 2009.04.06 22:00 | modify | 6 | 0.10 | 1.3554 | 1.3515 | 0.0000 | ||
47 | 2009.04.06 22:15 | modify | 6 | 0.10 | 1.3554 | 1.3504 | 0.0000 | ||
48 | 2009.04.06 22:30 | modify | 6 | 0.10 | 1.3554 | 1.3505 | 0.0000 | ||
49 | 2009.04.06 22:45 | modify | 6 | 0.10 | 1.3554 | 1.3509 | 0.0000 | ||
50 | 2009.04.06 23:00 | modify | 6 | 0.10 | 1.3554 | 1.3515 | 0.0000 | ||
51 | 2009.04.07 22:15 | modify | 6 | 0.10 | 1.3554 | 1.3385 | 0.0000 | ||
52 | 2009.04.09 15:45 | modify | 6 | 0.10 | 1.3554 | 1.3263 | 0.0000 | ||
53 | 2009.04.10 16:45 | close | 6 | 0.10 | 1.3144 | 1.3263 | 0.0000 | 40.81 | 420.80 |
54 | 2009.04.13 00:00 | buy | 7 | 0.10 | 1.3152 | 1.3015 | 3.3400 | ||
55 | 2009.04.13 12:45 | modify | 7 | 0.10 | 1.3152 | 1.3162 | 0.0000 | ||
56 | 2009.04.14 07:00 | sell | 8 | 0.10 | 1.3300 | 1.3417 | 0.0077 | ||
57 | 2009.04.15 12:15 | modify | 8 | 0.10 | 1.3300 | 1.3290 | 0.0000 | ||
58 | 2009.04.15 12:33 | s/l | 7 | 0.10 | 1.3162 | 1.3162 | 0.0000 | 1.00 | 421.80 |
59 | 2009.04.17 10:45 | modify | 8 | 0.10 | 1.3300 | 1.3172 | 0.0000 | ||
60 | 2009.04.21 00:15 | modify | 8 | 0.10 | 1.3300 | 1.3021 | 0.0000 | ||
61 | 2009.04.22 09:15 | close | 8 | 0.10 | 1.2934 | 1.3021 | 0.0000 | 36.35 | 458.16 |
62 | 2009.04.22 15:00 | buy | 9 | 0.10 | 1.3015 | 1.2878 | 3.3263 | ||
63 | 2009.04.24 02:45 | modify | 9 | 0.10 | 1.3015 | 1.3019 | 0.0000 | ||
64 | 2009.04.24 16:45 | modify | 9 | 0.10 | 1.3015 | 1.3161 | 0.0000 | ||
65 | 2009.04.27 03:00 | s/l | 9 | 0.10 | 1.3161 | 1.3161 | 0.0000 | 14.60 | 472.76 |
66 | 2009.04.28 21:00 | buy | 10 | 0.10 | 1.3149 | 1.3012 | 3.3397 | ||
67 | 2009.04.29 15:30 | modify | 10 | 0.10 | 1.3149 | 1.3172 | 0.0000 | ||
68 | 2009.05.05 02:00 | sell | 11 | 0.10 | 1.3388 | 1.3505 | 0.0165 | ||
69 | 2009.05.06 01:45 | modify | 11 | 0.10 | 1.3388 | 1.3387 | 0.0000 | ||
70 | 2009.05.07 12:47 | s/l | 11 | 0.10 | 1.3387 | 1.3387 | 0.0000 | -0.02 | 472.73 |
71 | 2009.05.07 13:45 | modify | 10 | 0.10 | 1.3149 | 1.3330 | 0.0000 | ||
72 | 2009.05.08 18:45 | modify | 10 | 0.10 | 1.3149 | 1.3479 | 0.0000 | ||
73 | 2009.05.12 06:00 | sell | 12 | 0.10 | 1.3618 | 1.3735 | 0.0395 | ||
74 | 2009.05.15 17:45 | modify | 12 | 0.10 | 1.3618 | 1.3604 | 0.0000 | ||
75 | 2009.05.15 17:52 | s/l | 10 | 0.10 | 1.3479 | 1.3479 | 0.0000 | 33.00 | 505.73 |
76 | 2009.05.15 19:59 | close at stop | 12 | 0.10 | 1.3491 | 1.3604 | 0.0000 | 12.55 | 518.28 |