Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.05 00:00 - 2010.12.28 23:55 (2010.01.05 - 2010.12.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; _="Entry types :"; __="1 -> Classical (MA) entries"; ___="2 -> Absolute strengh entries"; ____="3 -> Stochastic entries"; EntryType=2; UseAutomaticMM=true; Risk=0.5; Lot=0.25; ATRBreakeven=1; ATRPartialClose=1.5; ATRStoploss=1; UsePartialExit=true; DaysATR=20; EcnBroker=false; SpreadProtection=true; PipTolerance=2; UseHiddenSL=true; EquityTrailing=true; PercentEquityTrailing=1; MagicNumber=562907; PrefSettings=false; showMessages=true; showAddInfo=true; showStatistics=false; AbsStrengthTimeFrame=240; MAMode=3; MAPrice=4; | ||||
Bars in test | 52768 | Ticks modelled | 7848629 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 25000.00 | ||||
Total net profit | -615.95 | Gross profit | 2627.15 | Gross loss | -3243.11 |
Profit factor | 0.81 | Expected payoff | -9.93 | ||
Absolute drawdown | 1277.92 | Maximal drawdown | 1367.27 (5.45%) | Relative drawdown | 5.45% (1367.27) |
Total trades | 62 | Short positions (won %) | 33 (69.70%) | Long positions (won %) | 29 (48.28%) |
Profit trades (% of total) | 37 (59.68%) | Loss trades (% of total) | 25 (40.32%) | ||
Largest | profit trade | 245.76 | loss trade | -265.63 | |
Average | profit trade | 71.00 | loss trade | -129.72 | |
Maximum | consecutive wins (profit in money) | 8 (824.79) | consecutive losses (loss in money) | 4 (-496.09) | |
Maximal | consecutive profit (count of wins) | 824.79 (8) | consecutive loss (count of losses) | -496.09 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 00:00 | buy | 1 | 0.10 | 1.44117 | 0.00000 | 0.00000 | ||
2 | 2010.01.06 08:08 | close | 1 | 0.10 | 1.42896 | 0.00000 | 0.00000 | -122.20 | 24877.80 |
3 | 2010.01.06 08:08 | sell | 2 | 0.10 | 1.42892 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 17:19 | close | 2 | 0.10 | 1.44112 | 0.00000 | 0.00000 | -122.00 | 24755.80 |
5 | 2010.01.07 04:00 | buy | 3 | 0.10 | 1.44050 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 13:12 | close | 3 | 0.10 | 1.42840 | 0.00000 | 0.00000 | -121.10 | 24634.70 |
7 | 2010.01.11 04:00 | buy | 4 | 0.10 | 1.45103 | 0.00000 | 0.00000 | ||
8 | 2010.01.15 09:02 | close | 4 | 0.10 | 1.43883 | 0.00000 | 0.00000 | -122.60 | 24512.10 |
9 | 2010.01.15 09:02 | sell | 5 | 0.10 | 1.43881 | 0.00000 | 0.00000 | ||
10 | 2010.01.20 03:01 | close | 5 | 0.03 | 1.42081 | 0.00000 | 0.00000 | 53.89 | 24565.99 |
11 | 2010.01.20 03:01 | sell | 6 | 0.07 | 1.43881 | 0.00000 | 0.00000 | ||
12 | 2010.01.21 11:45 | close | 6 | 0.07 | 1.40363 | 0.00000 | 0.00000 | 245.76 | 24811.75 |
13 | 2010.01.26 16:00 | sell | 7 | 0.10 | 1.40548 | 0.00000 | 0.00000 | ||
14 | 2010.01.29 18:03 | close | 7 | 0.03 | 1.38658 | 0.00000 | 0.00000 | 56.52 | 24868.27 |
15 | 2010.01.29 18:03 | sell | 8 | 0.07 | 1.40548 | 0.00000 | 0.00000 | ||
16 | 2010.02.02 16:33 | close | 8 | 0.07 | 1.39649 | 0.00000 | 0.00000 | 62.34 | 24930.61 |
17 | 2010.02.03 12:00 | buy | 9 | 0.11 | 1.39968 | 0.00000 | 0.00000 | ||
18 | 2010.02.04 01:55 | close | 9 | 0.11 | 1.38797 | 0.00000 | 0.00000 | -129.14 | 24801.47 |
19 | 2010.02.04 01:55 | sell | 10 | 0.11 | 1.38796 | 0.00000 | 0.00000 | ||
20 | 2010.02.05 01:58 | close | 10 | 0.03 | 1.37001 | 0.00000 | 0.00000 | 53.81 | 24855.28 |
21 | 2010.02.05 01:58 | sell | 11 | 0.08 | 1.38796 | 0.00000 | 0.00000 | ||
22 | 2010.02.09 17:51 | close | 11 | 0.08 | 1.37921 | 0.00000 | 0.00000 | 69.71 | 24925.00 |
23 | 2010.02.10 12:00 | buy | 12 | 0.10 | 1.37939 | 0.00000 | 0.00000 | ||
24 | 2010.02.11 15:08 | close | 12 | 0.10 | 1.36727 | 0.00000 | 0.00000 | -121.50 | 24803.50 |
25 | 2010.02.11 20:00 | sell | 13 | 0.10 | 1.36773 | 0.00000 | 0.00000 | ||
26 | 2010.02.16 09:04 | close | 13 | 0.10 | 1.36675 | 0.00000 | 0.00000 | 9.44 | 24812.94 |
27 | 2010.02.17 04:00 | buy | 14 | 0.10 | 1.37682 | 0.00000 | 0.00000 | ||
28 | 2010.02.17 16:55 | close | 14 | 0.10 | 1.36419 | 0.00000 | 0.00000 | -126.30 | 24686.64 |
29 | 2010.02.18 00:00 | sell | 15 | 0.10 | 1.35994 | 0.00000 | 0.00000 | ||
30 | 2010.02.19 19:20 | close | 15 | 0.10 | 1.35895 | 0.00000 | 0.00000 | 9.78 | 24696.42 |
31 | 2010.02.23 20:00 | sell | 16 | 0.09 | 1.35228 | 0.00000 | 0.00000 | ||
32 | 2010.02.26 17:02 | close | 16 | 0.09 | 1.36593 | 0.00000 | 0.00000 | -123.39 | 24573.03 |
33 | 2010.03.01 20:00 | sell | 17 | 0.09 | 1.35570 | 0.00000 | 0.00000 | ||
34 | 2010.03.03 17:07 | close | 17 | 0.09 | 1.37042 | 0.00000 | 0.00000 | -132.70 | 24440.33 |
35 | 2010.03.05 08:00 | sell | 18 | 0.09 | 1.35831 | 0.00000 | 0.00000 | ||
36 | 2010.03.12 09:09 | close | 18 | 0.09 | 1.37166 | 0.00000 | 0.00000 | -120.91 | 24319.42 |
37 | 2010.04.02 00:00 | buy | 19 | 0.10 | 1.35854 | 0.00000 | 0.00000 | ||
38 | 2010.04.05 08:39 | close | 19 | 0.10 | 1.34664 | 0.00000 | 0.00000 | -119.10 | 24200.32 |
39 | 2010.04.06 04:00 | sell | 20 | 0.11 | 1.34338 | 0.00000 | 0.00000 | ||
40 | 2010.04.09 15:38 | close | 20 | 0.11 | 1.34244 | 0.00000 | 0.00000 | 9.68 | 24210.00 |
41 | 2010.04.12 00:00 | buy | 21 | 0.12 | 1.36287 | 0.00000 | 0.00000 | ||
42 | 2010.04.15 11:48 | close | 21 | 0.12 | 1.35262 | 0.00000 | 0.00000 | -123.60 | 24086.40 |
43 | 2010.04.16 08:00 | sell | 22 | 0.12 | 1.35291 | 0.00000 | 0.00000 | ||
44 | 2010.04.20 11:29 | close | 22 | 0.12 | 1.35192 | 0.00000 | 0.00000 | 11.59 | 24098.00 |
45 | 2010.04.21 04:00 | sell | 23 | 0.12 | 1.34236 | 0.00000 | 0.00000 | ||
46 | 2010.04.22 16:32 | close | 23 | 0.03 | 1.32685 | 0.00000 | 0.00000 | 46.42 | 24144.42 |
47 | 2010.04.22 16:32 | sell | 24 | 0.09 | 1.34236 | 0.00000 | 0.00000 | ||
48 | 2010.04.23 11:04 | close | 24 | 0.09 | 1.33416 | 0.00000 | 0.00000 | 73.37 | 24217.79 |
49 | 2010.04.26 16:00 | sell | 25 | 0.11 | 1.33147 | 0.00000 | 0.00000 | ||
50 | 2010.04.28 17:30 | close | 25 | 0.03 | 1.31355 | 0.00000 | 0.00000 | 53.69 | 24271.47 |
51 | 2010.04.28 17:30 | sell | 26 | 0.08 | 1.33147 | 0.00000 | 0.00000 | ||
52 | 2010.04.29 07:10 | close | 26 | 0.08 | 1.32261 | 0.00000 | 0.00000 | 70.40 | 24341.87 |
53 | 2010.05.03 00:00 | buy | 27 | 0.11 | 1.33312 | 0.00000 | 0.00000 | ||
54 | 2010.05.03 03:49 | close | 27 | 0.11 | 1.32151 | 0.00000 | 0.00000 | -127.71 | 24214.16 |
55 | 2010.05.03 03:49 | buy | 28 | 0.11 | 1.32162 | 0.00000 | 0.00000 | ||
56 | 2010.05.04 13:47 | close | 28 | 0.11 | 1.30948 | 0.00000 | 0.00000 | -133.65 | 24080.51 |
57 | 2010.05.04 13:47 | sell | 29 | 0.10 | 1.30945 | 0.00000 | 0.00000 | ||
58 | 2010.05.05 14:30 | close | 29 | 0.03 | 1.29044 | 0.00000 | 0.00000 | 56.99 | 24137.51 |
59 | 2010.05.05 14:30 | sell | 30 | 0.07 | 1.30945 | 0.00000 | 0.00000 | ||
60 | 2010.05.06 08:58 | close | 30 | 0.07 | 1.27491 | 0.00000 | 0.00000 | 241.44 | 24378.95 |
61 | 2010.07.14 04:00 | buy | 31 | 0.08 | 1.27114 | 0.00000 | 0.00000 | ||
62 | 2010.07.15 21:55 | close | 31 | 0.02 | 1.29358 | 0.00000 | 0.00000 | 44.82 | 24423.77 |
63 | 2010.07.15 21:55 | buy | 32 | 0.06 | 1.27114 | 0.00000 | 0.00000 | ||
64 | 2010.07.21 11:46 | close | 32 | 0.06 | 1.28322 | 0.00000 | 0.00000 | 72.06 | 24495.83 |
65 | 2010.07.21 16:00 | sell | 33 | 0.08 | 1.28048 | 0.00000 | 0.00000 | ||
66 | 2010.08.05 08:41 | close | 33 | 0.08 | 1.31348 | 0.00000 | 0.00000 | -265.63 | 24230.20 |
67 | 2010.08.06 00:00 | buy | 34 | 0.08 | 1.31861 | 0.00000 | 0.00000 | ||
68 | 2010.08.11 11:45 | close | 34 | 0.08 | 1.30282 | 0.00000 | 0.00000 | -126.56 | 24103.64 |
69 | 2010.08.11 12:00 | sell | 35 | 0.08 | 1.30240 | 0.00000 | 0.00000 | ||
70 | 2010.08.13 13:36 | close | 35 | 0.02 | 1.27809 | 0.00000 | 0.00000 | 48.52 | 24152.16 |
71 | 2010.08.13 13:36 | sell | 36 | 0.06 | 1.30240 | 0.00000 | 0.00000 | ||
72 | 2010.08.17 11:10 | close | 36 | 0.06 | 1.29115 | 0.00000 | 0.00000 | 67.07 | 24219.23 |
73 | 2010.08.18 16:00 | buy | 37 | 0.08 | 1.28829 | 0.00000 | 0.00000 | ||
74 | 2010.08.20 11:45 | close | 37 | 0.08 | 1.27310 | 0.00000 | 0.00000 | -121.84 | 24097.39 |
75 | 2010.08.20 11:45 | sell | 38 | 0.08 | 1.27307 | 0.00000 | 0.00000 | ||
76 | 2010.09.03 14:31 | close | 38 | 0.08 | 1.28611 | 0.00000 | 0.00000 | -105.66 | 23991.73 |
77 | 2010.09.03 20:00 | buy | 39 | 0.10 | 1.28870 | 0.00000 | 0.00000 | ||
78 | 2010.09.07 10:16 | close | 39 | 0.10 | 1.27628 | 0.00000 | 0.00000 | -124.40 | 23867.33 |
79 | 2010.09.07 16:00 | sell | 40 | 0.10 | 1.27520 | 0.00000 | 0.00000 | ||
80 | 2010.09.13 16:53 | close | 40 | 0.10 | 1.28610 | 0.00000 | 0.00000 | -109.72 | 23757.61 |
81 | 2010.09.13 16:53 | buy | 41 | 0.11 | 1.28612 | 0.00000 | 0.00000 | ||
82 | 2010.09.14 18:44 | close | 41 | 0.03 | 1.30303 | 0.00000 | 0.00000 | 50.70 | 23808.31 |
83 | 2010.09.14 18:44 | buy | 42 | 0.08 | 1.28612 | 0.00000 | 0.00000 | ||
84 | 2010.09.21 20:15 | close | 42 | 0.08 | 1.31600 | 0.00000 | 0.00000 | 238.40 | 24046.71 |
85 | 2010.09.22 00:00 | buy | 43 | 0.10 | 1.32514 | 0.00000 | 0.00000 | ||
86 | 2010.09.22 15:35 | close | 43 | 0.03 | 1.34326 | 0.00000 | 0.00000 | 54.36 | 24101.07 |
87 | 2010.09.22 15:35 | buy | 44 | 0.07 | 1.32514 | 0.00000 | 0.00000 | ||
88 | 2010.09.23 10:43 | close | 44 | 0.07 | 1.33443 | 0.00000 | 0.00000 | 64.82 | 24165.89 |
89 | 2010.09.24 12:00 | buy | 45 | 0.10 | 1.34249 | 0.00000 | 0.00000 | ||
90 | 2010.09.29 09:10 | close | 45 | 0.03 | 1.36229 | 0.00000 | 0.00000 | 59.31 | 24225.20 |
91 | 2010.09.29 09:10 | buy | 46 | 0.07 | 1.34249 | 0.00000 | 0.00000 | ||
92 | 2010.10.01 16:12 | close | 46 | 0.07 | 1.37717 | 0.00000 | 0.00000 | 242.27 | 24467.47 |
93 | 2010.10.05 12:00 | buy | 47 | 0.09 | 1.37771 | 0.00000 | 0.00000 | ||
94 | 2010.10.07 09:39 | close | 47 | 0.02 | 1.39871 | 0.00000 | 0.00000 | 41.92 | 24509.39 |
95 | 2010.10.07 09:39 | buy | 48 | 0.07 | 1.37771 | 0.00000 | 0.00000 | ||
96 | 2010.10.07 18:25 | close | 48 | 0.07 | 1.38818 | 0.00000 | 0.00000 | 73.01 | 24582.40 |
97 | 2010.10.11 04:00 | buy | 49 | 0.09 | 1.39899 | 0.00000 | 0.00000 | ||
98 | 2010.10.12 03:21 | close | 49 | 0.09 | 1.38477 | 0.00000 | 0.00000 | -128.07 | 24454.33 |
99 | 2010.10.12 12:00 | sell | 50 | 0.09 | 1.38189 | 0.00000 | 0.00000 | ||
100 | 2010.10.13 03:24 | close | 50 | 0.09 | 1.39589 | 0.00000 | 0.00000 | -126.11 | 24328.22 |
101 | 2010.10.13 12:00 | buy | 51 | 0.09 | 1.39878 | 0.00000 | 0.00000 | ||
102 | 2010.10.15 16:17 | close | 51 | 0.09 | 1.39974 | 0.00000 | 0.00000 | 8.28 | 24336.50 |
103 | 2010.11.01 20:00 | sell | 52 | 0.09 | 1.38867 | 0.00000 | 0.00000 | ||
104 | 2010.11.02 13:26 | close | 52 | 0.09 | 1.40316 | 0.00000 | 0.00000 | -130.52 | 24205.98 |
105 | 2010.11.03 00:00 | buy | 53 | 0.09 | 1.40325 | 0.00000 | 0.00000 | ||
106 | 2010.11.03 19:28 | close | 53 | 0.09 | 1.40419 | 0.00000 | 0.00000 | 8.46 | 24214.44 |
107 | 2010.11.03 20:00 | buy | 54 | 0.09 | 1.41013 | 0.00000 | 0.00000 | ||
108 | 2010.11.05 11:57 | close | 54 | 0.09 | 1.41110 | 0.00000 | 0.00000 | 8.37 | 24222.81 |
109 | 2010.11.08 04:00 | sell | 55 | 0.08 | 1.39521 | 0.00000 | 0.00000 | ||
110 | 2010.11.10 15:42 | close | 55 | 0.02 | 1.37210 | 0.00000 | 0.00000 | 46.17 | 24268.98 |
111 | 2010.11.10 15:42 | sell | 56 | 0.06 | 1.39521 | 0.00000 | 0.00000 | ||
112 | 2010.11.16 16:45 | close | 56 | 0.06 | 1.35465 | 0.00000 | 0.00000 | 242.78 | 24511.77 |
113 | 2010.11.16 20:00 | sell | 57 | 0.08 | 1.34894 | 0.00000 | 0.00000 | ||
114 | 2010.11.18 10:01 | close | 57 | 0.08 | 1.36509 | 0.00000 | 0.00000 | -129.58 | 24382.18 |
115 | 2010.11.19 08:00 | buy | 58 | 0.08 | 1.36831 | 0.00000 | 0.00000 | ||
116 | 2010.11.23 13:33 | close | 58 | 0.08 | 1.35219 | 0.00000 | 0.00000 | -129.12 | 24253.06 |
117 | 2010.11.25 04:00 | sell | 59 | 0.07 | 1.33215 | 0.00000 | 0.00000 | ||
118 | 2010.11.29 16:01 | close | 59 | 0.02 | 1.30754 | 0.00000 | 0.00000 | 49.17 | 24302.24 |
119 | 2010.11.29 16:01 | sell | 60 | 0.05 | 1.33215 | 0.00000 | 0.00000 | ||
120 | 2010.12.02 10:52 | close | 60 | 0.05 | 1.31926 | 0.00000 | 0.00000 | 64.03 | 24366.27 |
121 | 2010.12.03 00:00 | buy | 61 | 0.07 | 1.32156 | 0.00000 | 0.00000 | ||
122 | 2010.12.08 03:35 | close | 61 | 0.07 | 1.32256 | 0.00000 | 0.00000 | 6.79 | 24373.06 |
123 | 2010.12.08 20:00 | sell | 62 | 0.07 | 1.32371 | 0.00000 | 0.00000 | ||
124 | 2010.12.16 19:48 | close at stop | 62 | 0.07 | 1.32202 | 0.00000 | 0.00000 | 10.99 | 24384.05 |