Symbol | XAGUSD (US Dollar) | ||||
Period | 1 Hour (H1) 2011.01.28 00:00 - 2011.02.24 22:00 (2011.01.28 - 2011.02.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | S1="---------------- Entry Settings"; Step=0.06; Maximum=0.6; TrendCCIPeriod=33; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=500; 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 | 1461 | Ticks modelled | 514078 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 1538.21 | Gross profit | 2083.45 | Gross loss | -545.24 |
Profit factor | 3.82 | Expected payoff | 96.14 | ||
Absolute drawdown | 346.95 | Maximal drawdown | 1536.00 (47.13%) | Relative drawdown | 47.13% (1536.00) |
Total trades | 16 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
Largest | profit trade | 383.13 | loss trade | -108.73 | |
Average | profit trade | 208.34 | loss trade | -90.87 | |
Maximum | consecutive wins (profit in money) | 9 (1946.62) | consecutive losses (loss in money) | 5 (-505.51) | |
Maximal | consecutive profit (count of wins) | 1946.62 (9) | consecutive loss (count of losses) | -505.51 (5) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.28 15:00 | buy | 1 | 0.10 | 26.85 | 21.85 | 0.00 | ||
2 | 2011.02.01 19:00 | buy | 2 | 0.10 | 28.63 | 23.63 | 0.00 | ||
3 | 2011.02.02 18:00 | sell | 3 | 0.10 | 28.24 | 33.24 | 0.00 | ||
4 | 2011.02.02 18:00 | close | 2 | 0.10 | 28.24 | 23.63 | 0.00 | -39.73 | 960.27 |
5 | 2011.02.02 18:00 | close | 1 | 0.10 | 28.24 | 21.85 | 0.00 | 136.82 | 1097.10 |
6 | 2011.02.03 09:00 | sell | 4 | 0.10 | 28.28 | 33.28 | 0.00 | ||
7 | 2011.02.03 14:00 | sell | 5 | 0.10 | 28.22 | 33.22 | 0.00 | ||
8 | 2011.02.03 17:00 | sell | 6 | 0.10 | 28.17 | 33.17 | 0.00 | ||
9 | 2011.02.07 03:00 | buy | 7 | 0.10 | 29.26 | 24.26 | 0.00 | ||
10 | 2011.02.07 03:00 | close | 6 | 0.10 | 29.26 | 33.17 | 0.00 | -108.73 | 988.37 |
11 | 2011.02.07 03:00 | close | 5 | 0.10 | 29.26 | 33.22 | 0.00 | -103.73 | 884.64 |
12 | 2011.02.07 03:00 | close | 4 | 0.10 | 29.26 | 33.28 | 0.00 | -97.73 | 786.91 |
13 | 2011.02.07 03:00 | close | 3 | 0.10 | 29.26 | 33.24 | 0.00 | -101.33 | 685.59 |
14 | 2011.02.08 08:00 | buy | 8 | 0.10 | 29.47 | 24.47 | 0.00 | ||
15 | 2011.02.08 15:00 | buy | 9 | 0.10 | 29.71 | 24.71 | 0.00 | ||
16 | 2011.02.15 11:00 | buy | 10 | 0.10 | 30.76 | 25.76 | 0.00 | ||
17 | 2011.02.17 15:00 | buy | 11 | 0.10 | 30.83 | 25.83 | 0.00 | ||
18 | 2011.02.18 08:00 | buy | 12 | 0.10 | 31.73 | 26.73 | 0.00 | ||
19 | 2011.02.18 17:00 | buy | 13 | 0.10 | 32.35 | 27.35 | 0.00 | ||
20 | 2011.02.22 01:00 | buy | 14 | 0.10 | 34.14 | 29.14 | 0.00 | ||
21 | 2011.02.22 17:00 | sell | 15 | 0.10 | 33.20 | 38.20 | 0.00 | ||
22 | 2011.02.22 17:00 | close | 14 | 0.10 | 33.20 | 29.14 | 0.00 | -94.00 | 591.59 |
23 | 2011.02.22 17:00 | close | 13 | 0.10 | 33.20 | 27.35 | 0.00 | 83.55 | 675.13 |
24 | 2011.02.22 17:00 | close | 12 | 0.10 | 33.20 | 26.73 | 0.00 | 145.55 | 820.68 |
25 | 2011.02.22 17:00 | close | 11 | 0.10 | 33.20 | 25.83 | 0.00 | 234.82 | 1055.51 |
26 | 2011.02.22 17:00 | close | 10 | 0.10 | 33.20 | 25.76 | 0.00 | 238.93 | 1294.43 |
27 | 2011.02.22 17:00 | close | 9 | 0.10 | 33.20 | 24.71 | 0.00 | 338.85 | 1633.28 |
28 | 2011.02.22 17:00 | close | 8 | 0.10 | 33.20 | 24.47 | 0.00 | 362.85 | 1996.13 |
29 | 2011.02.22 17:00 | close | 7 | 0.10 | 33.20 | 24.26 | 0.00 | 383.13 | 2379.26 |
30 | 2011.02.23 06:00 | sell | 16 | 0.10 | 32.78 | 37.78 | 0.00 | ||
31 | 2011.02.24 22:59 | close at stop | 16 | 0.10 | 32.20 | 37.78 | 0.00 | 58.41 | 2437.67 |
32 | 2011.02.24 22:59 | close at stop | 15 | 0.10 | 32.20 | 38.20 | 0.00 | 100.54 | 2538.20 |