Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2011.01.28 00:00 - 2011.02.25 22:00 (2011.01.28 - 2011.02.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S_Indicators="*** Entry Settings ***"; PSAR.Step=0.015; PSAR.Maximum=0.25; TrendCCIPeriod=14; ZAZ.ActivePeriods=5; OrderStrategy=1; S_MoneyManagement="*** Money Management ***"; Lots=0.1; RiskMM=false; EquityRiskPerCent=1; MinLots=0.01; MaxLots=100; NumberofEAs=1; ReverseSignals=false; S_OrderManagement="*** Order Management ***"; TakeProfit=0; TrailingProfit=0; UsePendingOrders=false; PlaceBracketOrders=false; MaxOpenOrders=1; TakeProfitsAt="1.0,2.0,3.0"; UseTPsForSL=false; Slippage=3; ECNBroker=true; MagicNumber=1961132650; S_Exit1="*** Order Exit Options ***"; TrailingStop=0; TrailingStep=0; BreakEven=0; BreakEvenPipsinProfit=0; ProfitRetention=0; TurtleStop=false; LookBackPeriod=5; ATRStop=true; ATRPeriod=55; ATRValue=2; ATRFileName="ATR"; MovingAverageStopLoss=false; MARPrice=6; MARMethod=8; MARPeriod=25; S_TradingTimes="*** Trading Times ***"; TradeHourStart=0; TradeHourStop=24; TradeSignalEveryTick=false; TradeSignalEveryBar=true; TradeSignalByMinutes=false; | ||||
Bars in test | 1500 | Ticks modelled | 1392562 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 149.79 | Gross profit | 471.87 | Gross loss | -322.08 |
Profit factor | 1.47 | Expected payoff | 11.52 | ||
Absolute drawdown | 22.10 | Maximal drawdown | 213.26 (15.90%) | Relative drawdown | 15.90% (213.26) |
Total trades | 13 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 5 (38.46%) | Loss trades (% of total) | 8 (61.54%) | ||
Largest | profit trade | 173.94 | loss trade | -88.60 | |
Average | profit trade | 94.37 | loss trade | -40.26 | |
Maximum | consecutive wins (profit in money) | 2 (277.71) | consecutive losses (loss in money) | 3 (-121.73) | |
Maximal | consecutive profit (count of wins) | 277.71 (2) | consecutive loss (count of losses) | -121.73 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.31 08:00 | buy | 1 | 0.10 | 1.36201 | 0.0000 | 0.0000 | ||
2 | 2011.01.31 08:00 | modify | 1 | 0.10 | 1.36201 | 1.3553 | 0.0000 | ||
3 | 2011.01.31 11:00 | modify | 1 | 0.10 | 1.36201 | 1.3559 | 0.0000 | ||
4 | 2011.01.31 12:00 | modify | 1 | 0.10 | 1.36201 | 1.3576 | 0.0000 | ||
5 | 2011.01.31 13:00 | modify | 1 | 0.10 | 1.36201 | 1.3582 | 0.0000 | ||
6 | 2011.01.31 14:00 | modify | 1 | 0.10 | 1.36201 | 1.3610 | 0.0000 | ||
7 | 2011.01.31 15:00 | modify | 1 | 0.10 | 1.36201 | 1.3626 | 0.0000 | ||
8 | 2011.01.31 16:00 | modify | 1 | 0.10 | 1.36201 | 1.3636 | 0.0000 | ||
9 | 2011.01.31 17:00 | modify | 1 | 0.10 | 1.36201 | 1.3639 | 0.0000 | ||
10 | 2011.02.01 02:00 | modify | 1 | 0.10 | 1.36201 | 1.3658 | 0.0000 | ||
11 | 2011.02.01 04:00 | modify | 1 | 0.10 | 1.36201 | 1.3662 | 0.0000 | ||
12 | 2011.02.01 06:00 | modify | 1 | 0.10 | 1.36201 | 1.3667 | 0.0000 | ||
13 | 2011.02.01 09:00 | modify | 1 | 0.10 | 1.36201 | 1.3674 | 0.0000 | ||
14 | 2011.02.01 13:00 | modify | 1 | 0.10 | 1.36201 | 1.3695 | 0.0000 | ||
15 | 2011.02.01 18:00 | modify | 1 | 0.10 | 1.36201 | 1.3720 | 0.0000 | ||
16 | 2011.02.01 19:00 | modify | 1 | 0.10 | 1.36201 | 1.3732 | 0.0000 | ||
17 | 2011.02.01 20:00 | modify | 1 | 0.10 | 1.36201 | 1.3764 | 0.0000 | ||
18 | 2011.02.01 23:00 | modify | 1 | 0.10 | 1.36201 | 1.3769 | 0.0000 | ||
19 | 2011.02.02 02:00 | modify | 1 | 0.10 | 1.36201 | 1.3772 | 0.0000 | ||
20 | 2011.02.02 03:00 | modify | 1 | 0.10 | 1.36201 | 1.3776 | 0.0000 | ||
21 | 2011.02.02 04:00 | modify | 1 | 0.10 | 1.36201 | 1.3780 | 0.0000 | ||
22 | 2011.02.02 05:00 | modify | 1 | 0.10 | 1.36201 | 1.3788 | 0.0000 | ||
23 | 2011.02.02 06:00 | modify | 1 | 0.10 | 1.36201 | 1.3794 | 0.0000 | ||
24 | 2011.02.02 13:08 | s/l | 1 | 0.10 | 1.3794 | 1.3794 | 0.0000 | 173.94 | 1173.94 |
25 | 2011.02.03 12:00 | sell | 2 | 0.10 | 1.37781 | 0.0000 | 0.0000 | ||
26 | 2011.02.03 12:00 | modify | 2 | 0.10 | 1.37781 | 1.3833 | 0.0000 | ||
27 | 2011.02.03 13:00 | modify | 2 | 0.10 | 1.37781 | 1.3832 | 0.0000 | ||
28 | 2011.02.03 14:00 | modify | 2 | 0.10 | 1.37781 | 1.3819 | 0.0000 | ||
29 | 2011.02.03 15:00 | modify | 2 | 0.10 | 1.37781 | 1.3818 | 0.0000 | ||
30 | 2011.02.03 16:00 | modify | 2 | 0.10 | 1.37781 | 1.3730 | 0.0000 | ||
31 | 2011.02.03 17:00 | modify | 2 | 0.10 | 1.37781 | 1.3693 | 0.0000 | ||
32 | 2011.02.03 21:00 | modify | 2 | 0.10 | 1.37781 | 1.3691 | 0.0000 | ||
33 | 2011.02.03 22:00 | modify | 2 | 0.10 | 1.37781 | 1.3690 | 0.0000 | ||
34 | 2011.02.03 23:00 | modify | 2 | 0.10 | 1.37781 | 1.3685 | 0.0000 | ||
35 | 2011.02.04 00:00 | modify | 2 | 0.10 | 1.37781 | 1.3682 | 0.0000 | ||
36 | 2011.02.04 01:00 | modify | 2 | 0.10 | 1.37781 | 1.3674 | 0.0000 | ||
37 | 2011.02.04 10:00 | buy | 3 | 0.10 | 1.36348 | 0.0000 | 0.0000 | ||
38 | 2011.02.04 10:00 | modify | 3 | 0.10 | 1.36348 | 1.3573 | 0.0000 | ||
39 | 2011.02.04 11:00 | modify | 3 | 0.10 | 1.36348 | 1.3585 | 0.0000 | ||
40 | 2011.02.04 14:30 | s/l | 2 | 0.10 | 1.3674 | 1.3674 | 0.0000 | 103.77 | 1277.71 |
41 | 2011.02.04 14:39 | s/l | 3 | 0.10 | 1.3585 | 1.3585 | 0.0000 | -49.80 | 1227.91 |
42 | 2011.02.04 15:00 | sell | 4 | 0.10 | 1.35815 | 0.0000 | 0.0000 | ||
43 | 2011.02.04 15:00 | modify | 4 | 0.10 | 1.35815 | 1.3723 | 0.0000 | ||
44 | 2011.02.04 16:00 | modify | 4 | 0.10 | 1.35815 | 1.3657 | 0.0000 | ||
45 | 2011.02.04 17:00 | modify | 4 | 0.10 | 1.35815 | 1.3615 | 0.0000 | ||
46 | 2011.02.07 03:14 | s/l | 4 | 0.10 | 1.3615 | 1.3615 | 0.0000 | -33.83 | 1194.08 |
47 | 2011.02.07 13:00 | sell | 5 | 0.10 | 1.35419 | 0.0000 | 0.0000 | ||
48 | 2011.02.07 13:00 | modify | 5 | 0.10 | 1.35419 | 1.3622 | 0.0000 | ||
49 | 2011.02.07 14:00 | modify | 5 | 0.10 | 1.35419 | 1.3612 | 0.0000 | ||
50 | 2011.02.07 16:00 | modify | 5 | 0.10 | 1.35419 | 1.3580 | 0.0000 | ||
51 | 2011.02.07 20:00 | s/l | 5 | 0.10 | 1.3580 | 1.3580 | 0.0000 | -38.10 | 1155.98 |
52 | 2011.02.07 21:00 | buy | 6 | 0.10 | 1.35883 | 0.0000 | 0.0000 | ||
53 | 2011.02.07 21:00 | modify | 6 | 0.10 | 1.35883 | 1.3523 | 0.0000 | ||
54 | 2011.02.07 22:00 | modify | 6 | 0.10 | 1.35883 | 1.3533 | 0.0000 | ||
55 | 2011.02.07 23:00 | modify | 6 | 0.10 | 1.35883 | 1.3534 | 0.0000 | ||
56 | 2011.02.08 04:00 | modify | 6 | 0.10 | 1.35883 | 1.3537 | 0.0000 | ||
57 | 2011.02.08 05:00 | modify | 6 | 0.10 | 1.35883 | 1.3561 | 0.0000 | ||
58 | 2011.02.08 06:00 | modify | 6 | 0.10 | 1.35883 | 1.3567 | 0.0000 | ||
59 | 2011.02.08 07:00 | modify | 6 | 0.10 | 1.35883 | 1.3570 | 0.0000 | ||
60 | 2011.02.08 08:00 | modify | 6 | 0.10 | 1.35883 | 1.3574 | 0.0000 | ||
61 | 2011.02.08 09:00 | modify | 6 | 0.10 | 1.35883 | 1.3581 | 0.0000 | ||
62 | 2011.02.08 14:00 | modify | 6 | 0.10 | 1.35883 | 1.3587 | 0.0000 | ||
63 | 2011.02.08 18:00 | modify | 6 | 0.10 | 1.35883 | 1.3602 | 0.0000 | ||
64 | 2011.02.08 19:00 | modify | 6 | 0.10 | 1.35883 | 1.3610 | 0.0000 | ||
65 | 2011.02.09 17:00 | modify | 6 | 0.10 | 1.35883 | 1.3641 | 0.0000 | ||
66 | 2011.02.09 20:00 | modify | 6 | 0.10 | 1.35883 | 1.3655 | 0.0000 | ||
67 | 2011.02.09 21:00 | modify | 6 | 0.10 | 1.35883 | 1.3666 | 0.0000 | ||
68 | 2011.02.09 23:00 | modify | 6 | 0.10 | 1.35883 | 1.3677 | 0.0000 | ||
69 | 2011.02.10 08:22 | s/l | 6 | 0.10 | 1.3677 | 1.3677 | 0.0000 | 88.79 | 1244.77 |
70 | 2011.02.11 02:00 | buy | 7 | 0.10 | 1.36193 | 0.0000 | 0.0000 | ||
71 | 2011.02.11 02:00 | modify | 7 | 0.10 | 1.36193 | 1.3557 | 0.0000 | ||
72 | 2011.02.11 07:02 | s/l | 7 | 0.10 | 1.3557 | 1.3557 | 0.0000 | -62.30 | 1182.47 |
73 | 2011.02.14 20:00 | buy | 8 | 0.10 | 1.34799 | 0.0000 | 0.0000 | ||
74 | 2011.02.14 20:00 | modify | 8 | 0.10 | 1.34799 | 1.3426 | 0.0000 | ||
75 | 2011.02.14 22:00 | modify | 8 | 0.10 | 1.34799 | 1.3428 | 0.0000 | ||
76 | 2011.02.14 23:00 | modify | 8 | 0.10 | 1.34799 | 1.3434 | 0.0000 | ||
77 | 2011.02.15 03:00 | modify | 8 | 0.10 | 1.34799 | 1.3449 | 0.0000 | ||
78 | 2011.02.15 04:00 | modify | 8 | 0.10 | 1.34799 | 1.3457 | 0.0000 | ||
79 | 2011.02.15 05:00 | modify | 8 | 0.10 | 1.34799 | 1.3463 | 0.0000 | ||
80 | 2011.02.15 08:54 | s/l | 8 | 0.10 | 1.3463 | 1.3463 | 0.0000 | -16.88 | 1165.58 |
81 | 2011.02.15 11:00 | buy | 9 | 0.10 | 1.3510 | 0.0000 | 0.0000 | ||
82 | 2011.02.15 11:00 | modify | 9 | 0.10 | 1.3510 | 1.3459 | 0.0000 | ||
83 | 2011.02.15 13:00 | modify | 9 | 0.10 | 1.3510 | 1.3473 | 0.0000 | ||
84 | 2011.02.16 04:00 | modify | 9 | 0.10 | 1.3510 | 1.3474 | 0.0000 | ||
85 | 2011.02.16 05:00 | modify | 9 | 0.10 | 1.3510 | 1.3477 | 0.0000 | ||
86 | 2011.02.16 09:00 | modify | 9 | 0.10 | 1.3510 | 1.3492 | 0.0000 | ||
87 | 2011.02.16 10:00 | modify | 9 | 0.10 | 1.3510 | 1.3495 | 0.0000 | ||
88 | 2011.02.16 14:30 | s/l | 9 | 0.10 | 1.3495 | 1.3495 | 0.0000 | -14.98 | 1150.60 |
89 | 2011.02.22 02:00 | sell | 10 | 0.10 | 1.36334 | 0.0000 | 0.0000 | ||
90 | 2011.02.22 02:00 | modify | 10 | 0.10 | 1.36334 | 1.3725 | 0.0000 | ||
91 | 2011.02.22 03:00 | modify | 10 | 0.10 | 1.36334 | 1.3682 | 0.0000 | ||
92 | 2011.02.22 04:00 | modify | 10 | 0.10 | 1.36334 | 1.3658 | 0.0000 | ||
93 | 2011.02.22 05:00 | modify | 10 | 0.10 | 1.36334 | 1.3646 | 0.0000 | ||
94 | 2011.02.22 06:00 | modify | 10 | 0.10 | 1.36334 | 1.3636 | 0.0000 | ||
95 | 2011.02.22 10:00 | modify | 10 | 0.10 | 1.36334 | 1.3609 | 0.0000 | ||
96 | 2011.02.22 11:31 | s/l | 10 | 0.10 | 1.3609 | 1.3609 | 0.0000 | 24.40 | 1175.00 |
97 | 2011.02.22 12:00 | buy | 11 | 0.10 | 1.36411 | 0.0000 | 0.0000 | ||
98 | 2011.02.22 12:00 | modify | 11 | 0.10 | 1.36411 | 1.3506 | 0.0000 | ||
99 | 2011.02.22 13:00 | modify | 11 | 0.10 | 1.36411 | 1.3580 | 0.0000 | ||
100 | 2011.02.22 14:00 | modify | 11 | 0.10 | 1.36411 | 1.3612 | 0.0000 | ||
101 | 2011.02.22 17:00 | modify | 11 | 0.10 | 1.36411 | 1.3620 | 0.0000 | ||
102 | 2011.02.23 02:00 | modify | 11 | 0.10 | 1.36411 | 1.3623 | 0.0000 | ||
103 | 2011.02.23 03:00 | modify | 11 | 0.10 | 1.36411 | 1.3632 | 0.0000 | ||
104 | 2011.02.23 04:00 | modify | 11 | 0.10 | 1.36411 | 1.3639 | 0.0000 | ||
105 | 2011.02.23 06:00 | modify | 11 | 0.10 | 1.36411 | 1.3640 | 0.0000 | ||
106 | 2011.02.23 09:00 | modify | 11 | 0.10 | 1.36411 | 1.3663 | 0.0000 | ||
107 | 2011.02.23 14:00 | modify | 11 | 0.10 | 1.36411 | 1.3676 | 0.0000 | ||
108 | 2011.02.23 17:00 | modify | 11 | 0.10 | 1.36411 | 1.3684 | 0.0000 | ||
109 | 2011.02.23 18:00 | modify | 11 | 0.10 | 1.36411 | 1.3703 | 0.0000 | ||
110 | 2011.02.24 02:00 | modify | 11 | 0.10 | 1.36411 | 1.3705 | 0.0000 | ||
111 | 2011.02.24 03:00 | modify | 11 | 0.10 | 1.36411 | 1.3715 | 0.0000 | ||
112 | 2011.02.24 04:00 | modify | 11 | 0.10 | 1.36411 | 1.3719 | 0.0000 | ||
113 | 2011.02.24 07:00 | modify | 11 | 0.10 | 1.36411 | 1.3722 | 0.0000 | ||
114 | 2011.02.24 08:43 | s/l | 11 | 0.10 | 1.3722 | 1.3722 | 0.0000 | 80.97 | 1255.97 |
115 | 2011.02.24 09:00 | sell | 12 | 0.10 | 1.37064 | 0.0000 | 0.0000 | ||
116 | 2011.02.24 09:00 | modify | 12 | 0.10 | 1.37064 | 1.3795 | 0.0000 | ||
117 | 2011.02.24 10:33 | s/l | 12 | 0.10 | 1.3795 | 1.3795 | 0.0000 | -88.60 | 1167.37 |
118 | 2011.02.24 11:00 | buy | 13 | 0.10 | 1.37896 | 0.0000 | 0.0000 | ||
119 | 2011.02.24 11:00 | modify | 13 | 0.10 | 1.37896 | 1.3706 | 0.0000 | ||
120 | 2011.02.24 12:00 | modify | 13 | 0.10 | 1.37896 | 1.3724 | 0.0000 | ||
121 | 2011.02.24 19:00 | modify | 13 | 0.10 | 1.37896 | 1.3733 | 0.0000 | ||
122 | 2011.02.24 20:00 | modify | 13 | 0.10 | 1.37896 | 1.3738 | 0.0000 | ||
123 | 2011.02.24 22:00 | modify | 13 | 0.10 | 1.37896 | 1.3746 | 0.0000 | ||
124 | 2011.02.24 23:00 | modify | 13 | 0.10 | 1.37896 | 1.3747 | 0.0000 | ||
125 | 2011.02.25 00:00 | modify | 13 | 0.10 | 1.37896 | 1.3750 | 0.0000 | ||
126 | 2011.02.25 01:00 | modify | 13 | 0.10 | 1.37896 | 1.3754 | 0.0000 | ||
127 | 2011.02.25 02:00 | modify | 13 | 0.10 | 1.37896 | 1.3760 | 0.0000 | ||
128 | 2011.02.25 03:00 | modify | 13 | 0.10 | 1.37896 | 1.3761 | 0.0000 | ||
129 | 2011.02.25 04:00 | modify | 13 | 0.10 | 1.37896 | 1.3772 | 0.0000 | ||
130 | 2011.02.25 14:03 | s/l | 13 | 0.10 | 1.3772 | 1.3772 | 0.0000 | -17.58 | 1149.79 |