Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2011.01.03 00:00 - 2011.04.22 23:55 (2011.01.01 - 2011.04.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | iTakeProfitCloseValue=30; iTakeProfitMaxDecCount=30; maxtrades=100; lTakeProfit=20; sTakeProfit=20; lTrailingStop=20; sTrailingStop=10; lStopLoss=50; sStopLoss=50; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; Name_Expert="Robotic"; Slippage=1; UseSound=true; FractionalPips=true; NameFileSound="Alert.wav"; Lots=0.5; reverseLogic=true; | ||||
Bars in test | 23983 | Ticks modelled | 4560442 | Modelling quality | 40.82% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -669.10 | Gross profit | 190.00 | Gross loss | -859.10 |
Profit factor | 0.22 | Expected payoff | -33.45 | ||
Absolute drawdown | 669.10 | Maximal drawdown | 859.10 (72.19%) | Relative drawdown | 72.19% (859.10) |
Total trades | 20 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 19 (95.00%) | Loss trades (% of total) | 1 (5.00%) | ||
Largest | profit trade | 10.00 | loss trade | -859.10 | |
Average | profit trade | 10.00 | loss trade | -859.10 | |
Maximum | consecutive wins (profit in money) | 19 (190.00) | consecutive losses (loss in money) | 1 (-859.10) | |
Maximal | consecutive profit (count of wins) | 190.00 (19) | consecutive loss (count of losses) | -859.10 (1) | |
Average | consecutive wins | 19 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.03 00:00 | sell | 1 | 0.50 | 1.33464 | 0.00000 | 1.33444 | ||
2 | 2011.01.03 00:02 | t/p | 1 | 0.50 | 1.33444 | 0.00000 | 1.33444 | 10.00 | 1010.00 |
3 | 2011.01.03 00:02 | sell | 2 | 0.50 | 1.33414 | 0.00000 | 1.33394 | ||
4 | 2011.01.03 01:23 | t/p | 2 | 0.50 | 1.33394 | 0.00000 | 1.33394 | 10.00 | 1020.00 |
5 | 2011.01.03 01:23 | sell | 3 | 0.50 | 1.33363 | 0.00000 | 1.33343 | ||
6 | 2011.01.03 02:15 | t/p | 3 | 0.50 | 1.33343 | 0.00000 | 1.33343 | 10.00 | 1030.00 |
7 | 2011.01.03 02:15 | sell | 4 | 0.50 | 1.33313 | 0.00000 | 1.33293 | ||
8 | 2011.01.03 02:16 | t/p | 4 | 0.50 | 1.33293 | 0.00000 | 1.33293 | 10.00 | 1040.00 |
9 | 2011.01.03 02:16 | sell | 5 | 0.50 | 1.33263 | 0.00000 | 1.33243 | ||
10 | 2011.01.03 02:17 | t/p | 5 | 0.50 | 1.33243 | 0.00000 | 1.33243 | 10.00 | 1050.00 |
11 | 2011.01.03 02:17 | sell | 6 | 0.50 | 1.33213 | 0.00000 | 1.33193 | ||
12 | 2011.01.03 02:35 | t/p | 6 | 0.50 | 1.33193 | 0.00000 | 1.33193 | 10.00 | 1060.00 |
13 | 2011.01.03 02:35 | sell | 7 | 0.50 | 1.33163 | 0.00000 | 1.33143 | ||
14 | 2011.01.03 03:11 | t/p | 7 | 0.50 | 1.33143 | 0.00000 | 1.33143 | 10.00 | 1070.00 |
15 | 2011.01.03 03:11 | sell | 8 | 0.50 | 1.33113 | 0.00000 | 1.33093 | ||
16 | 2011.01.03 03:12 | t/p | 8 | 0.50 | 1.33093 | 0.00000 | 1.33093 | 10.00 | 1080.00 |
17 | 2011.01.03 03:12 | sell | 9 | 0.50 | 1.33062 | 0.00000 | 1.33042 | ||
18 | 2011.01.03 03:17 | t/p | 9 | 0.50 | 1.33042 | 0.00000 | 1.33042 | 10.00 | 1090.00 |
19 | 2011.01.03 03:17 | sell | 10 | 0.50 | 1.33011 | 0.00000 | 1.32991 | ||
20 | 2011.01.03 03:18 | t/p | 10 | 0.50 | 1.32991 | 0.00000 | 1.32991 | 10.00 | 1100.00 |
21 | 2011.01.03 03:18 | sell | 11 | 0.50 | 1.32961 | 0.00000 | 1.32941 | ||
22 | 2011.01.03 03:26 | t/p | 11 | 0.50 | 1.32941 | 0.00000 | 1.32941 | 10.00 | 1110.00 |
23 | 2011.01.03 03:26 | sell | 12 | 0.50 | 1.32911 | 0.00000 | 1.32891 | ||
24 | 2011.01.03 03:46 | t/p | 12 | 0.50 | 1.32891 | 0.00000 | 1.32891 | 10.00 | 1120.00 |
25 | 2011.01.03 03:46 | sell | 13 | 0.50 | 1.32861 | 0.00000 | 1.32841 | ||
26 | 2011.01.03 03:47 | t/p | 13 | 0.50 | 1.32841 | 0.00000 | 1.32841 | 10.00 | 1130.00 |
27 | 2011.01.03 03:47 | sell | 14 | 0.50 | 1.32811 | 0.00000 | 1.32791 | ||
28 | 2011.01.03 03:47 | t/p | 14 | 0.50 | 1.32791 | 0.00000 | 1.32791 | 10.00 | 1140.00 |
29 | 2011.01.03 03:47 | sell | 15 | 0.50 | 1.32761 | 0.00000 | 1.32741 | ||
30 | 2011.01.03 09:37 | t/p | 15 | 0.50 | 1.32741 | 0.00000 | 1.32741 | 10.00 | 1150.00 |
31 | 2011.01.03 09:37 | sell | 16 | 0.50 | 1.32711 | 0.00000 | 1.32691 | ||
32 | 2011.01.03 09:37 | t/p | 16 | 0.50 | 1.32691 | 0.00000 | 1.32691 | 10.00 | 1160.00 |
33 | 2011.01.03 09:37 | sell | 17 | 0.50 | 1.32661 | 0.00000 | 1.32641 | ||
34 | 2011.01.03 09:46 | t/p | 17 | 0.50 | 1.32641 | 0.00000 | 1.32641 | 10.00 | 1170.00 |
35 | 2011.01.03 09:46 | sell | 18 | 0.50 | 1.32611 | 0.00000 | 1.32591 | ||
36 | 2011.01.03 09:47 | t/p | 18 | 0.50 | 1.32591 | 0.00000 | 1.32591 | 10.00 | 1180.00 |
37 | 2011.01.03 09:47 | sell | 19 | 0.50 | 1.32561 | 0.00000 | 1.32541 | ||
38 | 2011.01.03 09:47 | t/p | 19 | 0.50 | 1.32541 | 0.00000 | 1.32541 | 10.00 | 1190.00 |
39 | 2011.01.03 09:47 | sell | 20 | 0.50 | 1.32510 | 0.00000 | 1.32490 | ||
40 | 2011.01.04 15:07 | close at stop | 20 | 0.50 | 1.34220 | 0.00000 | 1.32490 | -859.10 | 330.90 |