Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.03.04 23:00 (2010.01.01 - 2010.03.05) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | SEP_1="SIGNAL"; MAC_F=6; MAC_S=10; MA_SP=0.15; CCI_Limit=0; SEP_2="TIME FILTER"; S1_sHour=0; S1_rHour=23; SEP_3="MONEY MANAGEMENT"; TP_Factor=4; SL_Factor=1; MM_Risk=3; | ||||
Bars in test | 2050 | Ticks modelled | 1871698 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8115.44 | Gross profit | 13153.43 | Gross loss | -5037.98 |
Profit factor | 2.61 | Expected payoff | 405.77 | ||
Absolute drawdown | 56.70 | Maximal drawdown | 2543.45 (15.04%) | Relative drawdown | 15.04% (2543.45) |
Total trades | 20 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 9 (45.00%) | Loss trades (% of total) | 11 (55.00%) | ||
Largest | profit trade | 1815.02 | loss trade | -535.76 | |
Average | profit trade | 1461.49 | loss trade | -458.00 | |
Maximum | consecutive wins (profit in money) | 3 (4500.22) | consecutive losses (loss in money) | 5 (-2386.50) | |
Maximal | consecutive profit (count of wins) | 4500.22 (3) | consecutive loss (count of losses) | -2386.50 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 09:00 | buy | 1 | 0.90 | 1.43062 | 1.42730 | 1.44295 | ||
2 | 2010.01.04 14:46 | t/p | 1 | 0.90 | 1.44295 | 1.42730 | 1.44295 | 1109.70 | 11109.70 |
3 | 2010.01.04 21:00 | sell | 2 | 0.97 | 1.44110 | 1.44453 | 1.42833 | ||
4 | 2010.01.05 06:45 | s/l | 2 | 0.97 | 1.44453 | 1.44453 | 1.42833 | -333.58 | 10776.12 |
5 | 2010.01.19 10:00 | sell | 3 | 1.84 | 1.43960 | 1.44136 | 1.43352 | ||
6 | 2010.01.19 11:06 | t/p | 3 | 1.84 | 1.43352 | 1.44136 | 1.43352 | 1118.72 | 11894.84 |
7 | 2010.01.21 01:00 | buy | 4 | 1.60 | 1.41143 | 1.40920 | 1.41939 | ||
8 | 2010.01.21 03:00 | s/l | 4 | 1.60 | 1.40920 | 1.40920 | 1.41939 | -356.80 | 11538.04 |
9 | 2010.01.27 04:00 | sell | 5 | 1.42 | 1.40761 | 1.41004 | 1.39883 | ||
10 | 2010.01.28 02:45 | t/p | 5 | 1.42 | 1.39883 | 1.41004 | 1.39883 | 1242.93 | 12780.96 |
11 | 2010.01.28 07:00 | buy | 6 | 1.19 | 1.40154 | 1.39831 | 1.41352 | ||
12 | 2010.01.28 14:31 | s/l | 6 | 1.19 | 1.39831 | 1.39831 | 1.41352 | -384.37 | 12396.59 |
13 | 2010.02.01 06:00 | buy | 7 | 1.56 | 1.38831 | 1.38592 | 1.39690 | ||
14 | 2010.02.02 18:29 | t/p | 7 | 1.56 | 1.39690 | 1.38592 | 1.39690 | 1339.26 | 13735.85 |
15 | 2010.02.08 02:00 | buy | 8 | 0.88 | 1.36595 | 1.36128 | 1.38365 | ||
16 | 2010.02.09 18:15 | t/p | 8 | 0.88 | 1.38365 | 1.36128 | 1.38365 | 1557.16 | 15293.01 |
17 | 2010.02.11 10:00 | sell | 9 | 2.43 | 1.37618 | 1.37807 | 1.36958 | ||
18 | 2010.02.11 14:41 | t/p | 9 | 2.43 | 1.36958 | 1.37807 | 1.36958 | 1603.80 | 16896.81 |
19 | 2010.02.11 23:00 | buy | 10 | 1.33 | 1.36947 | 1.36567 | 1.38373 | ||
20 | 2010.02.12 01:52 | s/l | 10 | 1.33 | 1.36567 | 1.36567 | 1.38373 | -506.07 | 16390.75 |
21 | 2010.02.15 04:00 | sell | 11 | 1.63 | 1.36126 | 1.36427 | 1.35018 | ||
22 | 2010.02.16 05:38 | s/l | 11 | 1.63 | 1.36427 | 1.36427 | 1.35018 | -492.10 | 15898.65 |
23 | 2010.02.16 14:00 | sell | 12 | 1.94 | 1.36347 | 1.36593 | 1.35461 | ||
24 | 2010.02.16 14:27 | s/l | 12 | 1.94 | 1.36593 | 1.36593 | 1.35461 | -477.24 | 15421.41 |
25 | 2010.02.16 16:00 | sell | 13 | 1.74 | 1.36580 | 1.36846 | 1.35612 | ||
26 | 2010.02.16 16:33 | s/l | 13 | 1.74 | 1.36846 | 1.36846 | 1.35612 | -462.84 | 14958.57 |
27 | 2010.02.17 09:00 | buy | 14 | 2.41 | 1.37765 | 1.37579 | 1.38414 | ||
28 | 2010.02.17 10:16 | s/l | 14 | 2.41 | 1.37579 | 1.37579 | 1.38414 | -448.26 | 14510.31 |
29 | 2010.02.19 10:00 | buy | 15 | 1.10 | 1.34968 | 1.34572 | 1.36455 | ||
30 | 2010.02.22 02:56 | t/p | 15 | 1.10 | 1.36455 | 1.34572 | 1.36455 | 1635.15 | 16145.46 |
31 | 2010.02.23 01:00 | buy | 16 | 2.13 | 1.36075 | 1.35848 | 1.36888 | ||
32 | 2010.02.23 09:14 | t/p | 16 | 2.13 | 1.36888 | 1.35848 | 1.36888 | 1731.69 | 17877.15 |
33 | 2010.02.26 14:00 | sell | 17 | 1.81 | 1.35810 | 1.36106 | 1.34721 | ||
34 | 2010.02.26 16:00 | buy | 18 | 1.84 | 1.35886 | 1.35595 | 1.36955 | ||
35 | 2010.02.26 16:05 | s/l | 18 | 1.84 | 1.35595 | 1.35595 | 1.36955 | -535.44 | 17341.71 |
36 | 2010.02.26 16:30 | s/l | 17 | 1.81 | 1.36106 | 1.36106 | 1.34721 | -535.76 | 16805.95 |
37 | 2010.03.01 03:00 | sell | 19 | 1.37 | 1.36156 | 1.36525 | 1.34777 | ||
38 | 2010.03.01 10:16 | s/l | 19 | 1.37 | 1.36525 | 1.36525 | 1.34777 | -505.53 | 16300.42 |
39 | 2010.03.04 02:00 | sell | 20 | 1.51 | 1.36921 | 1.37246 | 1.35719 | ||
40 | 2010.03.04 17:34 | t/p | 20 | 1.51 | 1.35719 | 1.37246 | 1.35719 | 1815.02 | 18115.44 |