Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 5 Minutes (M5) 2009.01.02 07:00 - 2009.05.20 23:55 (2009.01.01 - 2009.05.21) | ||||
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 | 29170 | Ticks modelled | 1565514 | Modelling quality | 46.63% |
Mismatched charts errors | 3 | ||||
Initial deposit | 300.00 | ||||
Total net profit | 2967.31 | Gross profit | 4684.42 | Gross loss | -1717.11 |
Profit factor | 2.73 | Expected payoff | 82.43 | ||
Absolute drawdown | 17.00 | Maximal drawdown | 512.70 (56.11%) | Relative drawdown | 56.11% (512.70) |
Total trades | 36 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 22 (59.09%) |
Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
Largest | profit trade | 511.00 | loss trade | -137.00 | |
Average | profit trade | 212.93 | loss trade | -122.65 | |
Maximum | consecutive wins (profit in money) | 7 (1076.82) | consecutive losses (loss in money) | 2 (-274.00) | |
Maximal | consecutive profit (count of wins) | 1076.82 (7) | consecutive loss (count of losses) | -274.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 04:00 | sell | 1 | 0.10 | 1.3927 | 1.4044 | 0.0704 | ||
2 | 2009.01.05 10:30 | modify | 1 | 0.10 | 1.3927 | 1.3825 | 0.0000 | ||
3 | 2009.01.05 12:15 | modify | 1 | 0.10 | 1.3927 | 1.3799 | 0.0000 | ||
4 | 2009.01.06 23:15 | modify | 1 | 0.10 | 1.3927 | 1.3626 | 0.0000 | ||
5 | 2009.01.07 12:57 | s/l | 1 | 0.10 | 1.3626 | 1.3626 | 0.0000 | 300.65 | 600.65 |
6 | 2009.01.07 22:00 | sell | 2 | 0.10 | 1.3613 | 1.3730 | 0.0390 | ||
7 | 2009.01.08 15:52 | s/l | 2 | 0.10 | 1.3730 | 1.3730 | 0.0390 | -117.53 | 483.12 |
8 | 2009.01.08 16:00 | sell | 3 | 0.10 | 1.3718 | 1.3835 | 0.0495 | ||
9 | 2009.01.08 19:00 | buy | 4 | 0.10 | 1.3711 | 1.3574 | 3.3959 | ||
10 | 2009.01.09 16:01 | s/l | 4 | 0.10 | 1.3574 | 1.3574 | 3.3959 | -137.00 | 346.12 |
11 | 2009.01.09 16:30 | modify | 3 | 0.10 | 1.3718 | 1.3672 | 0.0000 | ||
12 | 2009.01.09 22:00 | close | 3 | 0.10 | 1.3436 | 1.3672 | 0.0000 | 281.82 | 627.94 |
13 | 2009.01.13 00:00 | buy | 5 | 0.10 | 1.3362 | 1.3225 | 3.3610 | ||
14 | 2009.01.13 09:25 | s/l | 5 | 0.10 | 1.3225 | 1.3225 | 3.3610 | -137.00 | 490.94 |
15 | 2009.01.14 14:00 | sell | 6 | 0.10 | 1.3231 | 1.3348 | 0.0008 | ||
16 | 2009.01.14 17:45 | close | 6 | 0.10 | 1.3166 | 1.3348 | 0.0008 | 65.00 | 555.94 |
17 | 2009.01.19 06:00 | sell | 7 | 0.10 | 1.3369 | 1.3486 | 0.0146 | ||
18 | 2009.01.19 13:15 | modify | 7 | 0.10 | 1.3369 | 1.3355 | 0.0000 | ||
19 | 2009.01.19 16:45 | modify | 7 | 0.10 | 1.3369 | 1.3239 | 0.0000 | ||
20 | 2009.01.20 02:45 | modify | 7 | 0.10 | 1.3369 | 1.3120 | 0.0000 | ||
21 | 2009.01.20 21:00 | modify | 7 | 0.10 | 1.3369 | 1.2992 | 0.0000 | ||
22 | 2009.01.21 05:12 | s/l | 7 | 0.10 | 1.2992 | 1.2992 | 0.0000 | 376.65 | 932.59 |
23 | 2009.01.22 13:05 | buy | 8 | 0.10 | 1.3014 | 1.2877 | 3.3262 | ||
24 | 2009.01.23 09:40 | s/l | 8 | 0.10 | 1.2877 | 1.2877 | 3.3262 | -137.00 | 795.59 |
25 | 2009.01.26 11:15 | buy | 9 | 0.10 | 1.2961 | 1.2824 | 3.3209 | ||
26 | 2009.01.26 16:30 | modify | 9 | 0.10 | 1.2961 | 1.2995 | 0.0000 | ||
27 | 2009.01.27 11:15 | modify | 9 | 0.10 | 1.2961 | 1.3161 | 0.0000 | ||
28 | 2009.01.27 12:00 | sell | 10 | 0.10 | 1.3257 | 1.3374 | 0.0034 | ||
29 | 2009.01.27 14:23 | s/l | 9 | 0.10 | 1.3161 | 1.3161 | 0.0000 | 200.00 | 995.59 |
30 | 2009.01.28 01:15 | modify | 10 | 0.10 | 1.3257 | 1.3318 | 0.0000 | ||
31 | 2009.01.28 02:00 | modify | 10 | 0.10 | 1.3257 | 1.3325 | 0.0000 | ||
32 | 2009.01.28 03:15 | modify | 10 | 0.10 | 1.3257 | 1.3296 | 0.0000 | ||
33 | 2009.01.28 03:30 | modify | 10 | 0.10 | 1.3257 | 1.3309 | 0.0000 | ||
34 | 2009.01.28 03:45 | modify | 10 | 0.10 | 1.3257 | 1.3326 | 0.0000 | ||
35 | 2009.01.28 04:00 | modify | 10 | 0.10 | 1.3257 | 1.3351 | 0.0000 | ||
36 | 2009.01.29 15:15 | modify | 10 | 0.10 | 1.3257 | 1.3229 | 0.0000 | ||
37 | 2009.01.29 19:00 | modify | 10 | 0.10 | 1.3257 | 1.3103 | 0.0000 | ||
38 | 2009.01.30 11:30 | modify | 10 | 0.10 | 1.3257 | 1.2984 | 0.0000 | ||
39 | 2009.01.30 22:00 | close | 10 | 0.10 | 1.2794 | 1.2984 | 0.0000 | 462.12 | 1457.71 |
40 | 2009.02.03 23:10 | buy | 11 | 0.10 | 1.3041 | 1.2904 | 3.3289 | ||
41 | 2009.02.04 13:02 | s/l | 11 | 0.10 | 1.2904 | 1.2904 | 3.3289 | -137.00 | 1320.71 |
42 | 2009.02.05 20:00 | buy | 12 | 0.10 | 1.2871 | 1.2734 | 3.3119 | ||
43 | 2009.02.06 22:00 | close | 12 | 0.10 | 1.2943 | 1.2734 | 3.3119 | 72.00 | 1392.71 |
44 | 2009.02.09 00:00 | buy | 13 | 0.10 | 1.2966 | 1.2829 | 3.3214 | ||
45 | 2009.02.10 03:07 | s/l | 13 | 0.10 | 1.2829 | 1.2829 | 3.3214 | -137.00 | 1255.71 |
46 | 2009.02.11 20:00 | buy | 14 | 0.10 | 1.2858 | 1.2721 | 3.3106 | ||
47 | 2009.02.12 16:58 | s/l | 14 | 0.10 | 1.2721 | 1.2721 | 3.3106 | -137.00 | 1118.71 |
48 | 2009.02.18 11:15 | buy | 15 | 0.10 | 1.2594 | 1.2457 | 3.2842 | ||
49 | 2009.02.19 16:15 | modify | 15 | 0.10 | 1.2594 | 1.2613 | 0.0000 | ||
50 | 2009.02.20 05:55 | s/l | 15 | 0.10 | 1.2613 | 1.2613 | 0.0000 | 19.00 | 1137.71 |
51 | 2009.02.23 00:00 | buy | 16 | 0.10 | 1.2809 | 1.2672 | 3.3057 | ||
52 | 2009.02.23 09:30 | modify | 16 | 0.10 | 1.2809 | 1.2839 | 0.0000 | ||
53 | 2009.02.23 12:31 | s/l | 16 | 0.10 | 1.2839 | 1.2839 | 0.0000 | 30.00 | 1167.71 |
54 | 2009.02.24 17:00 | buy | 17 | 0.10 | 1.2745 | 1.2608 | 3.2993 | ||
55 | 2009.02.25 10:15 | modify | 17 | 0.10 | 1.2745 | 1.2752 | 0.0000 | ||
56 | 2009.02.25 17:07 | s/l | 17 | 0.10 | 1.2752 | 1.2752 | 0.0000 | 7.00 | 1174.71 |
57 | 2009.03.03 00:00 | buy | 18 | 0.10 | 1.2578 | 1.2441 | 3.2826 | ||
58 | 2009.03.06 15:45 | modify | 18 | 0.10 | 1.2578 | 1.2580 | 0.0000 | ||
59 | 2009.03.06 22:00 | close | 18 | 0.10 | 1.2661 | 1.2580 | 0.0000 | 83.00 | 1257.71 |
60 | 2009.03.10 11:15 | buy | 19 | 0.10 | 1.2706 | 1.2569 | 3.2954 | ||
61 | 2009.03.11 22:30 | modify | 19 | 0.10 | 1.2706 | 1.2719 | 0.0000 | ||
62 | 2009.03.13 22:00 | close | 19 | 0.10 | 1.2897 | 1.2719 | 0.0000 | 191.00 | 1448.71 |
63 | 2009.03.16 16:00 | buy | 20 | 0.10 | 1.3040 | 1.2903 | 3.3288 | ||
64 | 2009.03.18 21:30 | modify | 20 | 0.10 | 1.3040 | 1.3197 | 0.0000 | ||
65 | 2009.03.18 22:15 | modify | 20 | 0.10 | 1.3040 | 1.3342 | 0.0000 | ||
66 | 2009.03.19 15:00 | modify | 20 | 0.10 | 1.3040 | 1.3487 | 0.0000 | ||
67 | 2009.03.20 22:00 | close | 20 | 0.10 | 1.3551 | 1.3487 | 0.0000 | 511.00 | 1959.71 |
68 | 2009.03.26 20:00 | sell | 21 | 0.10 | 1.3539 | 1.3656 | 0.0316 | ||
69 | 2009.03.27 13:15 | modify | 21 | 0.10 | 1.3539 | 1.3495 | 0.0000 | ||
70 | 2009.03.27 22:00 | close | 21 | 0.10 | 1.3303 | 1.3495 | 0.0000 | 235.82 | 2195.53 |
71 | 2009.03.31 04:00 | buy | 22 | 0.10 | 1.3213 | 1.3076 | 3.3461 | ||
72 | 2009.03.31 06:00 | sell | 23 | 0.10 | 1.3239 | 1.3356 | 0.0016 | ||
73 | 2009.04.02 13:23 | s/l | 23 | 0.10 | 1.3356 | 1.3356 | 0.0016 | -117.70 | 2077.83 |
74 | 2009.04.02 13:30 | modify | 22 | 0.10 | 1.3213 | 1.3216 | 0.0000 | ||
75 | 2009.04.02 19:30 | modify | 22 | 0.10 | 1.3213 | 1.3364 | 0.0000 | ||
76 | 2009.04.03 22:00 | close | 22 | 0.10 | 1.3485 | 1.3364 | 0.0000 | 272.00 | 2349.83 |
77 | 2009.04.06 01:00 | sell | 24 | 0.10 | 1.3515 | 1.3632 | 0.0292 | ||
78 | 2009.04.06 20:15 | modify | 24 | 0.10 | 1.3515 | 1.3505 | 0.0000 | ||
79 | 2009.04.06 20:30 | modify | 24 | 0.10 | 1.3515 | 1.3510 | 0.0000 | ||
80 | 2009.04.06 20:45 | modify | 24 | 0.10 | 1.3515 | 1.3506 | 0.0000 | ||
81 | 2009.04.06 21:00 | modify | 24 | 0.10 | 1.3515 | 1.3517 | 0.0000 | ||
82 | 2009.04.06 21:30 | modify | 24 | 0.10 | 1.3515 | 1.3524 | 0.0000 | ||
83 | 2009.04.06 21:45 | modify | 24 | 0.10 | 1.3515 | 1.3510 | 0.0000 | ||
84 | 2009.04.06 22:00 | modify | 24 | 0.10 | 1.3515 | 1.3506 | 0.0000 | ||
85 | 2009.04.08 00:15 | modify | 24 | 0.10 | 1.3515 | 1.3383 | 0.0000 | ||
86 | 2009.04.10 20:15 | close | 24 | 0.10 | 1.3142 | 1.3383 | 0.0000 | 371.94 | 2721.77 |
87 | 2009.04.13 20:00 | buy | 25 | 0.10 | 1.3362 | 1.3225 | 3.3610 | ||
88 | 2009.04.14 11:15 | sell | 26 | 0.10 | 1.3271 | 1.3388 | 0.0048 | ||
89 | 2009.04.15 04:31 | s/l | 25 | 0.10 | 1.3225 | 1.3225 | 3.3610 | -137.00 | 2584.77 |
90 | 2009.04.16 12:30 | modify | 26 | 0.10 | 1.3271 | 1.3255 | 0.0000 | ||
91 | 2009.04.17 22:00 | close | 26 | 0.10 | 1.3030 | 1.3255 | 0.0000 | 240.12 | 2824.89 |
92 | 2009.04.22 19:00 | buy | 27 | 0.10 | 1.3014 | 1.2877 | 3.3262 | ||
93 | 2009.04.24 05:45 | modify | 27 | 0.10 | 1.3014 | 1.3019 | 0.0000 | ||
94 | 2009.04.24 19:45 | modify | 27 | 0.10 | 1.3014 | 1.3163 | 0.0000 | ||
95 | 2009.04.24 22:00 | close | 27 | 0.10 | 1.3248 | 1.3163 | 0.0000 | 234.00 | 3058.89 |
96 | 2009.04.29 00:01 | buy | 28 | 0.10 | 1.3151 | 1.3014 | 3.3399 | ||
97 | 2009.04.29 18:30 | modify | 28 | 0.10 | 1.3151 | 1.3172 | 0.0000 | ||
98 | 2009.05.01 22:00 | close | 28 | 0.10 | 1.3266 | 1.3172 | 0.0000 | 115.00 | 3173.89 |
99 | 2009.05.04 21:00 | buy | 29 | 0.10 | 1.3390 | 1.3253 | 3.3638 | ||
100 | 2009.05.05 04:00 | sell | 30 | 0.10 | 1.3385 | 1.3502 | 0.0162 | ||
101 | 2009.05.06 04:57 | s/l | 29 | 0.10 | 1.3253 | 1.3253 | 3.3638 | -137.00 | 3036.89 |
102 | 2009.05.06 05:00 | modify | 30 | 0.10 | 1.3385 | 1.3380 | 0.0000 | ||
103 | 2009.05.07 03:45 | modify | 30 | 0.10 | 1.3385 | 1.3399 | 0.0000 | ||
104 | 2009.05.07 15:57 | s/l | 30 | 0.10 | 1.3399 | 1.3399 | 0.0000 | -14.70 | 3022.19 |
105 | 2009.05.07 18:00 | buy | 31 | 0.10 | 1.3414 | 1.3277 | 3.3662 | ||
106 | 2009.05.08 19:45 | modify | 31 | 0.10 | 1.3414 | 1.3416 | 0.0000 | ||
107 | 2009.05.08 22:00 | close | 31 | 0.10 | 1.3620 | 1.3416 | 0.0000 | 206.00 | 3228.19 |
108 | 2009.05.11 00:00 | buy | 32 | 0.10 | 1.3650 | 1.3513 | 3.3898 | ||
109 | 2009.05.12 07:00 | sell | 33 | 0.10 | 1.3600 | 1.3717 | 0.0377 | ||
110 | 2009.05.13 03:22 | s/l | 33 | 0.10 | 1.3717 | 1.3717 | 0.0377 | -117.18 | 3111.01 |
111 | 2009.05.13 14:00 | sell | 34 | 0.10 | 1.3655 | 1.3772 | 0.0432 | ||
112 | 2009.05.15 15:00 | modify | 34 | 0.10 | 1.3655 | 1.3635 | 0.0000 | ||
113 | 2009.05.15 15:08 | s/l | 32 | 0.10 | 1.3513 | 1.3513 | 3.3898 | -137.00 | 2974.01 |
114 | 2009.05.15 22:00 | close | 34 | 0.10 | 1.3477 | 1.3635 | 0.0000 | 177.30 | 3151.31 |
115 | 2009.05.18 20:00 | buy | 35 | 0.10 | 1.3547 | 1.3410 | 3.3795 | ||
116 | 2009.05.20 07:00 | sell | 36 | 0.10 | 1.3616 | 1.3733 | 0.0393 | ||
117 | 2009.05.20 16:38 | s/l | 36 | 0.10 | 1.3733 | 1.3733 | 0.0393 | -117.00 | 3034.31 |
118 | 2009.05.20 16:45 | modify | 35 | 0.10 | 1.3547 | 1.3614 | 0.0000 | ||
119 | 2009.05.20 23:59 | close at stop | 35 | 0.10 | 1.3780 | 1.3614 | 0.0000 | 233.00 | 3267.31 |