Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2011.01.04 00:00 - 2011.01.07 22:55 (2011.01.04 - 2011.01.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S1="---------------- Entry Settings"; Step=0.015; Maximum=0.25; TrendCCIPeriod=16; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=5; 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=true; | ||||
Bars in test | 2141 | Ticks modelled | 274710 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 201.31 | Gross profit | 213.40 | Gross loss | -12.09 |
Profit factor | 17.65 | Expected payoff | 13.42 | ||
Absolute drawdown | 63.00 | Maximal drawdown | 88.00 (8.59%) | Relative drawdown | 8.59% (88.00) |
Total trades | 15 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
Largest | profit trade | 93.90 | loss trade | -7.00 | |
Average | profit trade | 16.42 | loss trade | -6.04 | |
Maximum | consecutive wins (profit in money) | 7 (140.10) | consecutive losses (loss in money) | 1 (-7.00) | |
Maximal | consecutive profit (count of wins) | 140.10 (7) | consecutive loss (count of losses) | -7.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.04 00:45 | sell | 1 | 0.10 | 1.3353 | 0.0000 | 0.0000 | ||
2 | 2011.01.04 03:00 | sell | 2 | 0.10 | 1.3342 | 0.0000 | 0.0000 | ||
3 | 2011.01.04 06:30 | sell | 3 | 0.10 | 1.3355 | 0.0000 | 0.0000 | ||
4 | 2011.01.04 07:00 | close | 3 | 0.10 | 1.3349 | 0.0000 | 0.0000 | 6.00 | 1006.00 |
5 | 2011.01.04 07:00 | close | 2 | 0.10 | 1.3349 | 0.0000 | 0.0000 | -7.00 | 999.00 |
6 | 2011.01.04 07:00 | close | 1 | 0.10 | 1.3349 | 0.0000 | 0.0000 | 4.00 | 1003.00 |
7 | 2011.01.04 07:55 | sell | 4 | 0.10 | 1.33421 | 0.0000 | 0.0000 | ||
8 | 2011.01.04 09:05 | close | 4 | 0.10 | 1.3339 | 0.0000 | 0.0000 | 3.10 | 1006.10 |
9 | 2011.01.04 13:15 | sell | 5 | 0.10 | 1.33949 | 0.0000 | 0.0000 | ||
10 | 2011.01.04 17:25 | sell | 6 | 0.10 | 1.3317 | 0.0000 | 0.0000 | ||
11 | 2011.01.04 18:10 | close | 6 | 0.10 | 1.3301 | 0.0000 | 0.0000 | 16.00 | 1022.10 |
12 | 2011.01.04 18:10 | close | 5 | 0.10 | 1.3301 | 0.0000 | 0.0000 | 93.90 | 1116.00 |
13 | 2011.01.04 19:00 | sell | 7 | 0.10 | 1.3314 | 0.0000 | 0.0000 | ||
14 | 2011.01.04 20:25 | close | 7 | 0.10 | 1.3314 | 0.0000 | 0.0000 | 0.00 | 1116.00 |
15 | 2011.01.05 07:45 | sell | 8 | 0.10 | 1.32811 | 0.0000 | 0.0000 | ||
16 | 2011.01.05 08:05 | close | 8 | 0.10 | 1.3264 | 0.0000 | 0.0000 | 17.10 | 1133.10 |
17 | 2011.01.05 10:10 | sell | 9 | 0.10 | 1.3266 | 0.0000 | 0.0000 | ||
18 | 2011.01.05 11:15 | close | 9 | 0.10 | 1.3260 | 0.0000 | 0.0000 | 6.00 | 1139.10 |
19 | 2011.01.05 17:20 | sell | 10 | 0.10 | 1.31509 | 0.0000 | 0.0000 | ||
20 | 2011.01.06 01:55 | close | 10 | 0.10 | 1.3155 | 0.0000 | 0.0000 | -5.09 | 1134.01 |
21 | 2011.01.06 08:15 | sell | 11 | 0.10 | 1.3151 | 0.0000 | 0.0000 | ||
22 | 2011.01.06 08:45 | close | 11 | 0.10 | 1.3125 | 0.0000 | 0.0000 | 26.00 | 1160.01 |
23 | 2011.01.06 13:00 | sell | 12 | 0.10 | 1.3104 | 0.0000 | 0.0000 | ||
24 | 2011.01.06 13:55 | close | 12 | 0.10 | 1.3098 | 0.0000 | 0.0000 | 6.00 | 1166.01 |
25 | 2011.01.07 10:20 | sell | 13 | 0.10 | 1.2988 | 0.0000 | 0.0000 | ||
26 | 2011.01.07 12:00 | close | 13 | 0.10 | 1.2980 | 0.0000 | 0.0000 | 8.00 | 1174.01 |
27 | 2011.01.07 14:35 | sell | 14 | 0.10 | 1.2972 | 0.0000 | 0.0000 | ||
28 | 2011.01.07 14:45 | close | 14 | 0.10 | 1.2953 | 0.0000 | 0.0000 | 19.00 | 1193.01 |
29 | 2011.01.07 22:45 | sell | 15 | 0.10 | 1.2916 | 0.0000 | 0.0000 | ||
30 | 2011.01.07 22:59 | close at stop | 15 | 0.10 | 1.29077 | 0.0000 | 0.0000 | 8.30 | 1201.31 |