Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2009.06.01 00:00 - 2009.06.23 23:45 (2009.06.01 - 2009.06.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
Bars in test | 2621 | Ticks modelled | 939669 | Modelling quality | n/a |
Mismatched charts errors | 168 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1859.70 | Gross profit | 1859.70 | Gross loss | 0.00 |
Profit factor | Expected payoff | 59.99 | |||
Absolute drawdown | 242.30 | Maximal drawdown | 1267.00 (11.21%) | Relative drawdown | 11.21% (1267.00) |
Total trades | 31 | Short positions (won %) | 14 (100.00%) | Long positions (won %) | 17 (100.00%) |
Profit trades (% of total) | 31 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 61.00 | loss trade | 0.00 | |
Average | profit trade | 59.99 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 31 (1859.70) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 1859.70 (31) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 31 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.06.02 08:05 | sell | 1 | 1.00 | 1.41283 | 0.00000 | 1.41223 | ||
2 | 2009.06.02 08:25 | t/p | 1 | 1.00 | 1.41223 | 0.00000 | 1.41223 | 60.00 | 10060.00 |
3 | 2009.06.02 17:01 | buy | 2 | 1.00 | 1.43038 | 0.00000 | 1.43098 | ||
4 | 2009.06.02 17:04 | t/p | 2 | 1.00 | 1.43098 | 0.00000 | 1.43098 | 60.00 | 10120.00 |
5 | 2009.06.03 10:39 | sell | 3 | 1.00 | 1.42328 | 0.00000 | 1.42268 | ||
6 | 2009.06.03 10:40 | t/p | 3 | 1.00 | 1.42268 | 0.00000 | 1.42268 | 60.00 | 10180.00 |
7 | 2009.06.03 14:50 | sell | 4 | 1.00 | 1.41800 | 0.00000 | 1.41740 | ||
8 | 2009.06.03 14:52 | t/p | 4 | 1.00 | 1.41740 | 0.00000 | 1.41740 | 60.00 | 10240.00 |
9 | 2009.06.03 18:31 | sell | 5 | 1.00 | 1.41463 | 0.00000 | 1.41403 | ||
10 | 2009.06.03 18:44 | t/p | 5 | 1.00 | 1.41403 | 0.00000 | 1.41403 | 60.00 | 10300.00 |
11 | 2009.06.05 14:30 | buy | 6 | 1.00 | 1.42204 | 0.00000 | 1.42264 | ||
12 | 2009.06.05 14:30 | t/p | 6 | 1.00 | 1.42264 | 0.00000 | 1.42264 | 60.00 | 10360.00 |
13 | 2009.06.05 20:15 | sell | 7 | 1.00 | 1.39375 | 0.00000 | 1.39315 | ||
14 | 2009.06.08 00:38 | t/p | 7 | 1.00 | 1.39315 | 0.00000 | 1.39315 | 58.70 | 10418.70 |
15 | 2009.06.08 11:35 | sell | 8 | 1.00 | 1.38536 | 0.00000 | 1.38476 | ||
16 | 2009.06.08 11:36 | t/p | 8 | 1.00 | 1.38476 | 0.00000 | 1.38476 | 60.00 | 10478.70 |
17 | 2009.06.09 05:11 | sell | 9 | 1.00 | 1.38665 | 0.00000 | 1.38605 | ||
18 | 2009.06.09 05:18 | t/p | 9 | 1.00 | 1.38605 | 0.00000 | 1.38605 | 60.00 | 10538.70 |
19 | 2009.06.09 08:34 | buy | 10 | 1.00 | 1.39185 | 0.00000 | 1.39245 | ||
20 | 2009.06.09 08:38 | t/p | 10 | 1.00 | 1.39245 | 0.00000 | 1.39245 | 60.00 | 10598.70 |
21 | 2009.06.09 14:14 | buy | 11 | 1.00 | 1.39657 | 0.00000 | 1.39717 | ||
22 | 2009.06.09 14:24 | t/p | 11 | 1.00 | 1.39717 | 0.00000 | 1.39717 | 60.00 | 10658.70 |
23 | 2009.06.09 18:05 | buy | 12 | 1.00 | 1.40416 | 0.00000 | 1.40476 | ||
24 | 2009.06.09 18:27 | t/p | 12 | 1.00 | 1.40476 | 0.00000 | 1.40476 | 60.00 | 10718.70 |
25 | 2009.06.10 10:10 | buy | 13 | 1.00 | 1.41352 | 0.00000 | 1.41412 | ||
26 | 2009.06.10 10:10 | t/p | 13 | 1.00 | 1.41412 | 0.00000 | 1.41412 | 60.00 | 10778.70 |
27 | 2009.06.10 20:01 | sell | 14 | 1.00 | 1.39267 | 0.00000 | 1.39207 | ||
28 | 2009.06.10 20:01 | t/p | 14 | 1.00 | 1.39207 | 0.00000 | 1.39207 | 60.00 | 10838.70 |
29 | 2009.06.11 03:31 | buy | 15 | 1.00 | 1.40277 | 0.00000 | 1.40337 | ||
30 | 2009.06.11 04:55 | t/p | 15 | 1.00 | 1.40337 | 0.00000 | 1.40337 | 60.00 | 10898.70 |
31 | 2009.06.11 06:34 | buy | 16 | 1.00 | 1.40568 | 0.00000 | 1.40628 | ||
32 | 2009.06.11 16:15 | t/p | 16 | 1.00 | 1.40628 | 0.00000 | 1.40628 | 60.00 | 10958.70 |
33 | 2009.06.11 16:15 | buy | 17 | 1.00 | 1.40648 | 0.00000 | 1.40708 | ||
34 | 2009.06.11 16:15 | t/p | 17 | 1.00 | 1.40708 | 0.00000 | 1.40708 | 60.00 | 11018.70 |
35 | 2009.06.11 19:15 | buy | 18 | 1.00 | 1.41234 | 0.00000 | 1.41294 | ||
36 | 2009.06.11 19:15 | t/p | 18 | 1.00 | 1.41294 | 0.00000 | 1.41294 | 60.00 | 11078.70 |
37 | 2009.06.12 14:26 | sell | 19 | 1.00 | 1.39761 | 0.00000 | 1.39701 | ||
38 | 2009.06.12 14:26 | t/p | 19 | 1.00 | 1.39701 | 0.00000 | 1.39701 | 60.00 | 11138.70 |
39 | 2009.06.15 07:28 | sell | 20 | 1.00 | 1.39307 | 0.00000 | 1.39247 | ||
40 | 2009.06.15 07:42 | t/p | 20 | 1.00 | 1.39247 | 0.00000 | 1.39247 | 60.00 | 11198.70 |
41 | 2009.06.15 16:38 | sell | 21 | 1.00 | 1.38203 | 0.00000 | 1.38143 | ||
42 | 2009.06.15 17:00 | t/p | 21 | 1.00 | 1.38143 | 0.00000 | 1.38143 | 60.00 | 11258.70 |
43 | 2009.06.16 14:31 | buy | 22 | 1.00 | 1.39292 | 0.00000 | 1.39352 | ||
44 | 2009.06.17 20:15 | t/p | 22 | 1.00 | 1.39352 | 0.00000 | 1.39352 | 61.00 | 11319.70 |
45 | 2009.06.17 20:15 | buy | 23 | 1.00 | 1.39374 | 0.00000 | 1.39434 | ||
46 | 2009.06.17 20:16 | t/p | 23 | 1.00 | 1.39434 | 0.00000 | 1.39434 | 60.00 | 11379.70 |
47 | 2009.06.18 15:59 | buy | 24 | 1.00 | 1.39872 | 0.00000 | 1.39932 | ||
48 | 2009.06.18 16:01 | t/p | 24 | 1.00 | 1.39932 | 0.00000 | 1.39932 | 60.00 | 11439.70 |
49 | 2009.06.19 07:25 | buy | 25 | 1.00 | 1.39491 | 0.00000 | 1.39551 | ||
50 | 2009.06.19 17:36 | t/p | 25 | 1.00 | 1.39551 | 0.00000 | 1.39551 | 60.00 | 11499.70 |
51 | 2009.06.19 17:41 | buy | 26 | 1.00 | 1.39711 | 0.00000 | 1.39771 | ||
52 | 2009.06.19 17:49 | t/p | 26 | 1.00 | 1.39771 | 0.00000 | 1.39771 | 60.00 | 11559.70 |
53 | 2009.06.22 02:12 | sell | 27 | 1.00 | 1.39087 | 0.00000 | 1.39027 | ||
54 | 2009.06.22 03:08 | t/p | 27 | 1.00 | 1.39027 | 0.00000 | 1.39027 | 60.00 | 11619.70 |
55 | 2009.06.22 08:14 | sell | 28 | 1.00 | 1.38812 | 0.00000 | 1.38752 | ||
56 | 2009.06.22 08:15 | t/p | 28 | 1.00 | 1.38752 | 0.00000 | 1.38752 | 60.00 | 11679.70 |
57 | 2009.06.22 11:27 | sell | 29 | 1.00 | 1.38367 | 0.00000 | 1.38307 | ||
58 | 2009.06.22 13:47 | t/p | 29 | 1.00 | 1.38307 | 0.00000 | 1.38307 | 60.00 | 11739.70 |
59 | 2009.06.23 12:21 | buy | 30 | 1.00 | 1.39490 | 0.00000 | 1.39550 | ||
60 | 2009.06.23 12:35 | t/p | 30 | 1.00 | 1.39550 | 0.00000 | 1.39550 | 60.00 | 11799.70 |
61 | 2009.06.23 16:04 | buy | 31 | 1.00 | 1.40244 | 0.00000 | 1.40304 | ||
62 | 2009.06.23 16:04 | t/p | 31 | 1.00 | 1.40304 | 0.00000 | 1.40304 | 60.00 | 11859.70 |