Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2011.01.10 00:00 - 2011.01.27 23:55 (2011.01.10 - 2011.01.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S1="---------------- Entry Settings"; Step=0.02; Maximum=0.2; TrendCCIPeriod=14; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingProfit=0; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 5007 | Ticks modelled | 993542 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 288.89 | Gross profit | 644.30 | Gross loss | -355.41 |
Profit factor | 1.81 | Expected payoff | 6.88 | ||
Absolute drawdown | 7.00 | Maximal drawdown | 223.10 (16.04%) | Relative drawdown | 16.04% (223.10) |
Total trades | 42 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 42 (42.86%) |
Profit trades (% of total) | 18 (42.86%) | Loss trades (% of total) | 24 (57.14%) | ||
Largest | profit trade | 132.10 | loss trade | -55.10 | |
Average | profit trade | 35.79 | loss trade | -14.81 | |
Maximum | consecutive wins (profit in money) | 3 (218.00) | consecutive losses (loss in money) | 6 (-97.18) | |
Maximal | consecutive profit (count of wins) | 218.00 (3) | consecutive loss (count of losses) | -97.18 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.10 02:45 | buy | 1 | 0.10 | 1.2911 | 0.0000 | 0.0000 | ||
2 | 2011.01.10 04:00 | close | 1 | 0.10 | 1.2918 | 0.0000 | 0.0000 | 7.00 | 1007.00 |
3 | 2011.01.10 08:55 | buy | 2 | 0.10 | 1.2898 | 0.0000 | 0.0000 | ||
4 | 2011.01.10 13:10 | close | 2 | 0.10 | 1.2904 | 0.0000 | 0.0000 | 6.00 | 1013.00 |
5 | 2011.01.10 16:30 | buy | 3 | 0.10 | 1.2927 | 0.0000 | 0.0000 | ||
6 | 2011.01.10 18:56 | close | 3 | 0.10 | 1.2944 | 0.0000 | 0.0000 | 17.00 | 1030.00 |
7 | 2011.01.10 22:55 | buy | 4 | 0.10 | 1.2951 | 0.0000 | 0.0000 | ||
8 | 2011.01.10 23:50 | close | 4 | 0.10 | 1.2947 | 0.0000 | 0.0000 | -4.00 | 1026.00 |
9 | 2011.01.11 02:45 | buy | 5 | 0.10 | 1.2928 | 0.0000 | 0.0000 | ||
10 | 2011.01.11 03:55 | close | 5 | 0.10 | 1.2947 | 0.0000 | 0.0000 | 19.00 | 1045.00 |
11 | 2011.01.11 07:05 | buy | 6 | 0.10 | 1.2958 | 0.0000 | 0.0000 | ||
12 | 2011.01.11 07:50 | close | 6 | 0.10 | 1.2944 | 0.0000 | 0.0000 | -14.00 | 1031.00 |
13 | 2011.01.11 11:20 | buy | 7 | 0.10 | 1.2931 | 0.0000 | 0.0000 | ||
14 | 2011.01.11 15:30 | close | 7 | 0.10 | 1.2949 | 0.0000 | 0.0000 | 18.00 | 1049.00 |
15 | 2011.01.12 06:05 | buy | 8 | 0.10 | 1.2989 | 0.0000 | 0.0000 | ||
16 | 2011.01.12 06:30 | close | 8 | 0.10 | 1.2986 | 0.0000 | 0.0000 | -3.00 | 1046.00 |
17 | 2011.01.12 07:20 | buy | 9 | 0.10 | 1.2991 | 0.0000 | 0.0000 | ||
18 | 2011.01.12 11:05 | close | 9 | 0.10 | 1.3023 | 0.0000 | 0.0000 | 32.00 | 1078.00 |
19 | 2011.01.12 13:10 | buy | 10 | 0.10 | 1.2987 | 0.0000 | 0.0000 | ||
20 | 2011.01.12 20:25 | close | 10 | 0.10 | 1.31191 | 0.0000 | 0.0000 | 132.10 | 1210.10 |
21 | 2011.01.13 01:40 | buy | 11 | 0.10 | 1.3130 | 0.0000 | 0.0000 | ||
22 | 2011.01.13 02:05 | close | 11 | 0.10 | 1.3120 | 0.0000 | 0.0000 | -10.00 | 1200.10 |
23 | 2011.01.13 09:50 | buy | 12 | 0.10 | 1.31381 | 0.0000 | 0.0000 | ||
24 | 2011.01.13 12:00 | close | 12 | 0.10 | 1.31299 | 0.0000 | 0.0000 | -8.20 | 1191.90 |
25 | 2011.01.14 00:50 | buy | 13 | 0.10 | 1.3357 | 0.0000 | 0.0000 | ||
26 | 2011.01.14 02:55 | close | 13 | 0.10 | 1.3335 | 0.0000 | 0.0000 | -22.00 | 1169.90 |
27 | 2011.01.14 05:55 | buy | 14 | 0.10 | 1.3345 | 0.0000 | 0.0000 | ||
28 | 2011.01.14 07:50 | buy | 15 | 0.10 | 1.3346 | 0.0000 | 0.0000 | ||
29 | 2011.01.14 12:30 | close | 15 | 0.10 | 1.3367 | 0.0000 | 0.0000 | 21.00 | 1190.90 |
30 | 2011.01.14 12:30 | close | 14 | 0.10 | 1.3367 | 0.0000 | 0.0000 | 22.00 | 1212.90 |
31 | 2011.01.17 08:20 | buy | 16 | 0.10 | 1.3310 | 0.0000 | 0.0000 | ||
32 | 2011.01.17 08:55 | close | 16 | 0.10 | 1.3290 | 0.0000 | 0.0000 | -20.00 | 1192.90 |
33 | 2011.01.17 17:35 | buy | 17 | 0.10 | 1.32981 | 0.0000 | 0.0000 | ||
34 | 2011.01.17 20:05 | close | 17 | 0.10 | 1.3291 | 0.0000 | 0.0000 | -7.10 | 1185.80 |
35 | 2011.01.17 22:05 | buy | 18 | 0.10 | 1.3290 | 0.0000 | 0.0000 | ||
36 | 2011.01.18 00:25 | close | 18 | 0.10 | 1.3277 | 0.0000 | 0.0000 | -12.98 | 1172.82 |
37 | 2011.01.18 04:10 | buy | 19 | 0.10 | 1.3279 | 0.0000 | 0.0000 | ||
38 | 2011.01.18 07:30 | buy | 20 | 0.10 | 1.3323 | 0.0000 | 0.0000 | ||
39 | 2011.01.18 09:30 | buy | 21 | 0.10 | 1.3371 | 0.0000 | 0.0000 | ||
40 | 2011.01.18 11:30 | close | 21 | 0.10 | 1.3397 | 0.0000 | 0.0000 | 26.00 | 1198.82 |
41 | 2011.01.18 11:30 | close | 20 | 0.10 | 1.3397 | 0.0000 | 0.0000 | 74.00 | 1272.82 |
42 | 2011.01.18 11:30 | close | 19 | 0.10 | 1.3397 | 0.0000 | 0.0000 | 118.00 | 1390.82 |
43 | 2011.01.18 12:15 | buy | 22 | 0.10 | 1.3420 | 0.0000 | 0.0000 | ||
44 | 2011.01.18 13:15 | close | 22 | 0.10 | 1.3394 | 0.0000 | 0.0000 | -26.00 | 1364.82 |
45 | 2011.01.20 03:10 | buy | 23 | 0.10 | 1.3459 | 0.0000 | 0.0000 | ||
46 | 2011.01.20 03:55 | close | 23 | 0.10 | 1.3434 | 0.0000 | 0.0000 | -25.00 | 1339.82 |
47 | 2011.01.20 05:10 | buy | 24 | 0.10 | 1.3453 | 0.0000 | 0.0000 | ||
48 | 2011.01.20 06:20 | close | 24 | 0.10 | 1.3446 | 0.0000 | 0.0000 | -7.00 | 1332.82 |
49 | 2011.01.20 06:55 | buy | 25 | 0.10 | 1.3463 | 0.0000 | 0.0000 | ||
50 | 2011.01.20 08:00 | close | 25 | 0.10 | 1.34631 | 0.0000 | 0.0000 | 0.10 | 1332.92 |
51 | 2011.01.20 09:10 | buy | 26 | 0.10 | 1.3442 | 0.0000 | 0.0000 | ||
52 | 2011.01.20 13:05 | close | 26 | 0.10 | 1.3488 | 0.0000 | 0.0000 | 46.00 | 1378.92 |
53 | 2011.01.20 13:30 | buy | 27 | 0.10 | 1.3511 | 0.0000 | 0.0000 | ||
54 | 2011.01.20 19:45 | buy | 28 | 0.10 | 1.34539 | 0.0000 | 0.0000 | ||
55 | 2011.01.20 22:40 | close | 28 | 0.10 | 1.3471 | 0.0000 | 0.0000 | 17.10 | 1396.02 |
56 | 2011.01.20 22:40 | close | 27 | 0.10 | 1.3471 | 0.0000 | 0.0000 | -40.00 | 1356.02 |
57 | 2011.01.21 07:10 | buy | 29 | 0.10 | 1.3484 | 0.0000 | 0.0000 | ||
58 | 2011.01.21 10:35 | close | 29 | 0.10 | 1.3536 | 0.0000 | 0.0000 | 52.00 | 1408.02 |
59 | 2011.01.24 05:20 | buy | 30 | 0.10 | 1.3601 | 0.0000 | 0.0000 | ||
60 | 2011.01.24 05:50 | close | 30 | 0.10 | 1.3588 | 0.0000 | 0.0000 | -13.00 | 1395.02 |
61 | 2011.01.24 06:30 | buy | 31 | 0.10 | 1.3603 | 0.0000 | 0.0000 | ||
62 | 2011.01.24 08:00 | close | 31 | 0.10 | 1.3596 | 0.0000 | 0.0000 | -7.00 | 1388.02 |
63 | 2011.01.24 11:55 | buy | 32 | 0.10 | 1.3578 | 0.0000 | 0.0000 | ||
64 | 2011.01.24 12:20 | close | 32 | 0.10 | 1.3558 | 0.0000 | 0.0000 | -20.00 | 1368.02 |
65 | 2011.01.24 13:10 | buy | 33 | 0.10 | 1.3565 | 0.0000 | 0.0000 | ||
66 | 2011.01.24 15:30 | close | 33 | 0.10 | 1.3584 | 0.0000 | 0.0000 | 19.00 | 1387.02 |
67 | 2011.01.24 20:55 | buy | 34 | 0.10 | 1.3641 | 0.0000 | 0.0000 | ||
68 | 2011.01.24 22:35 | close | 34 | 0.10 | 1.3639 | 0.0000 | 0.0000 | -2.00 | 1385.02 |
69 | 2011.01.24 23:15 | buy | 35 | 0.10 | 1.3640 | 0.0000 | 0.0000 | ||
70 | 2011.01.25 00:55 | close | 35 | 0.10 | 1.3638 | 0.0000 | 0.0000 | -1.98 | 1383.04 |
71 | 2011.01.25 06:15 | buy | 36 | 0.10 | 1.36621 | 0.0000 | 0.0000 | ||
72 | 2011.01.25 10:40 | buy | 37 | 0.10 | 1.3625 | 0.0000 | 0.0000 | ||
73 | 2011.01.25 10:45 | close | 37 | 0.10 | 1.3607 | 0.0000 | 0.0000 | -18.00 | 1365.04 |
74 | 2011.01.25 10:45 | close | 36 | 0.10 | 1.3607 | 0.0000 | 0.0000 | -55.10 | 1309.94 |
75 | 2011.01.25 18:00 | buy | 38 | 0.10 | 1.3644 | 0.0000 | 0.0000 | ||
76 | 2011.01.25 19:10 | close | 38 | 0.10 | 1.36339 | 0.0000 | 0.0000 | -10.10 | 1299.84 |
77 | 2011.01.25 22:25 | buy | 39 | 0.10 | 1.3692 | 0.0000 | 0.0000 | ||
78 | 2011.01.25 23:20 | close | 39 | 0.10 | 1.3682 | 0.0000 | 0.0000 | -10.00 | 1289.84 |
79 | 2011.01.26 08:45 | buy | 40 | 0.10 | 1.3678 | 0.0000 | 0.0000 | ||
80 | 2011.01.26 12:20 | close | 40 | 0.10 | 1.3696 | 0.0000 | 0.0000 | 18.00 | 1307.84 |
81 | 2011.01.26 21:35 | buy | 41 | 0.10 | 1.3706 | 0.0000 | 0.0000 | ||
82 | 2011.01.27 00:00 | close | 41 | 0.10 | 1.3699 | 0.0000 | 0.0000 | -6.95 | 1300.89 |
83 | 2011.01.27 07:50 | buy | 42 | 0.10 | 1.3714 | 0.0000 | 0.0000 | ||
84 | 2011.01.27 08:40 | close | 42 | 0.10 | 1.3702 | 0.0000 | 0.0000 | -12.00 | 1288.89 |