Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 2005.01.03 00:00 - 2005.12.30 00:00 (2005.01.01 - 2005.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=0; StopLoss=0; Lots=0.1; Fast=5; Slow=80; ADXPeriod=14; ADXSmooth=10; | ||||
Bars in test | 1261 | Ticks modelled | 1383203 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5.30 | Gross profit | 702.25 | Gross loss | -696.95 |
Profit factor | 1.01 | Expected payoff | 0.44 | ||
Absolute drawdown | 64.85 | Maximal drawdown | 1025.95 (9.34%) | Relative drawdown | 9.34% (1025.95) |
Total trades | 12 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
Largest | profit trade | 572.15 | loss trade | -125.75 | |
Average | profit trade | 234.08 | loss trade | -77.44 | |
Maximum | consecutive wins (profit in money) | 2 (608.00) | consecutive losses (loss in money) | 6 (-517.85) | |
Maximal | consecutive profit (count of wins) | 608.00 (2) | consecutive loss (count of losses) | -517.85 (6) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.04.26 00:00 | sell | 1 | 0.10 | 1.29880 | 0.00000 | 0.00000 | ||
2 | 2005.05.05 00:00 | close | 1 | 0.10 | 1.29516 | 0.00000 | 0.00000 | 35.85 | 10035.85 |
3 | 2005.05.09 00:00 | sell | 2 | 0.10 | 1.28160 | 0.00000 | 0.00000 | ||
4 | 2005.07.13 00:00 | close | 2 | 0.10 | 1.22406 | 0.00000 | 0.00000 | 572.15 | 10608.00 |
5 | 2005.07.20 00:00 | sell | 3 | 0.10 | 1.20280 | 0.00000 | 0.00000 | ||
6 | 2005.07.21 00:00 | close | 3 | 0.10 | 1.21536 | 0.00000 | 0.00000 | -125.75 | 10482.25 |
7 | 2005.07.28 00:00 | sell | 4 | 0.10 | 1.20620 | 0.00000 | 0.00000 | ||
8 | 2005.07.29 00:00 | close | 4 | 0.10 | 1.21266 | 0.00000 | 0.00000 | -64.65 | 10417.60 |
9 | 2005.08.19 00:00 | sell | 5 | 0.10 | 1.21750 | 0.00000 | 0.00000 | ||
10 | 2005.08.23 00:00 | close | 5 | 0.10 | 1.22256 | 0.00000 | 0.00000 | -50.70 | 10366.90 |
11 | 2005.08.25 00:00 | sell | 6 | 0.10 | 1.22680 | 0.00000 | 0.00000 | ||
12 | 2005.08.26 00:00 | close | 6 | 0.10 | 1.22996 | 0.00000 | 0.00000 | -31.65 | 10335.25 |
13 | 2005.08.30 00:00 | sell | 7 | 0.10 | 1.22210 | 0.00000 | 0.00000 | ||
14 | 2005.09.01 00:00 | close | 7 | 0.10 | 1.23426 | 0.00000 | 0.00000 | -121.80 | 10213.45 |
15 | 2005.10.12 00:00 | sell | 8 | 0.10 | 1.19880 | 0.00000 | 0.00000 | ||
16 | 2005.10.26 00:00 | close | 8 | 0.10 | 1.21106 | 0.00000 | 0.00000 | -123.30 | 10090.15 |
17 | 2005.11.04 00:00 | sell | 9 | 0.10 | 1.19420 | 0.00000 | 0.00000 | ||
18 | 2005.11.29 00:00 | close | 9 | 0.10 | 1.18466 | 0.00000 | 0.00000 | 94.25 | 10184.40 |
19 | 2005.12.02 00:00 | sell | 10 | 0.10 | 1.17350 | 0.00000 | 0.00000 | ||
20 | 2005.12.06 00:00 | close | 10 | 0.10 | 1.17916 | 0.00000 | 0.00000 | -56.70 | 10127.70 |
21 | 2005.12.08 00:00 | sell | 11 | 0.10 | 1.17130 | 0.00000 | 0.00000 | ||
22 | 2005.12.09 00:00 | close | 11 | 0.10 | 1.18186 | 0.00000 | 0.00000 | -105.65 | 10022.05 |
23 | 2005.12.22 00:00 | sell | 12 | 0.10 | 1.18310 | 0.00000 | 0.00000 | ||
24 | 2005.12.27 00:00 | close | 12 | 0.10 | 1.18476 | 0.00000 | 0.00000 | -16.75 | 10005.30 |