Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2000.01.02 23:00 - 2011.08.05 19:00 (2000.01.01 - 2011.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Magic=41951; EcnBroker=true; TakeProfit=50; Lots=0.01; InitialStop=0; TrailingStop=20; MaxTrades=10; Pips=20; slippage=5; SecureProfit=5; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; bar=1; mm=false; risk=0.1; lotincrease=1.63; SpreadProtection=true; PipTolerance=5; OsMA_is="OsMa Settings"; FastEMA=12; SlowEMA=26; SignalSMA=9; OsMatf=0; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=0; Cogtf2=0; T3VhfPeriods_is="VHF Settings"; VHF_Period1=14; T3Period1=5; T3Price1=0; T3Hot1=0.7; T3Original1=true; VHF_Period2=7; T3Period2=5; T3Price2=0; T3Hot2=0.7; T3Original2=true; _smi="Smi Settings"; Length=13; Smooth1=25; Smooth2=2; Signal=5; SmiPrice=0; | ||||
Bars in test | 70994 | Ticks modelled | 55055320 | Modelling quality | 90.00% |
Mismatched charts errors | 75 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2616.23 | Gross profit | 210.45 | Gross loss | -2826.68 |
Profit factor | 0.07 | Expected payoff | -74.75 | ||
Absolute drawdown | 2616.23 | Maximal drawdown | 2825.52 (27.68%) | Relative drawdown | 27.68% (2825.52) |
Total trades | 35 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 26 (53.85%) |
Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
Largest | profit trade | 39.66 | loss trade | -793.06 | |
Average | profit trade | 10.02 | loss trade | -201.91 | |
Maximum | consecutive wins (profit in money) | 9 (96.00) | consecutive losses (loss in money) | 11 (-2818.26) | |
Maximal | consecutive profit (count of wins) | 96.00 (9) | consecutive loss (count of losses) | -2818.26 (11) | |
Average | consecutive wins | 7 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2000.01.06 07:00 | buy | 1 | 0.01 | 1.03705 | 0.00000 | 0.00000 | ||
2 | 2000.01.06 07:00 | modify | 1 | 0.01 | 1.03705 | 0.00000 | 1.04205 | ||
3 | 2000.01.06 07:13 | buy | 2 | 0.02 | 1.03505 | 0.00000 | 0.00000 | ||
4 | 2000.01.06 07:13 | modify | 2 | 0.02 | 1.03505 | 0.00000 | 1.04005 | ||
5 | 2000.01.06 08:24 | buy | 3 | 0.03 | 1.03305 | 0.00000 | 0.00000 | ||
6 | 2000.01.06 08:24 | modify | 3 | 0.03 | 1.03305 | 0.00000 | 1.03805 | ||
7 | 2000.01.06 11:36 | t/p | 3 | 0.03 | 1.03805 | 0.00000 | 1.03805 | 15.00 | 10015.00 |
8 | 2000.01.06 11:36 | close | 2 | 0.02 | 1.03830 | 0.00000 | 1.04005 | 6.50 | 10021.50 |
9 | 2000.01.06 11:36 | close | 1 | 0.01 | 1.03805 | 0.00000 | 1.04205 | 1.00 | 10022.50 |
10 | 2000.01.07 19:01 | buy | 4 | 0.01 | 1.02885 | 0.00000 | 0.00000 | ||
11 | 2000.01.07 19:01 | modify | 4 | 0.01 | 1.02885 | 0.00000 | 1.03385 | ||
12 | 2000.01.10 07:21 | buy | 5 | 0.02 | 1.02675 | 0.00000 | 0.00000 | ||
13 | 2000.01.10 07:21 | modify | 5 | 0.02 | 1.02675 | 0.00000 | 1.03175 | ||
14 | 2000.01.10 10:03 | buy | 6 | 0.03 | 1.02460 | 0.00000 | 0.00000 | ||
15 | 2000.01.10 10:03 | modify | 6 | 0.03 | 1.02460 | 0.00000 | 1.02960 | ||
16 | 2000.01.10 11:59 | buy | 7 | 0.05 | 1.02245 | 0.00000 | 0.00000 | ||
17 | 2000.01.10 11:59 | modify | 7 | 0.05 | 1.02245 | 0.00000 | 1.02745 | ||
18 | 2000.01.10 18:36 | t/p | 7 | 0.05 | 1.02745 | 0.00000 | 1.02745 | 25.00 | 10047.50 |
19 | 2000.01.10 18:36 | close | 6 | 0.03 | 1.02750 | 0.00000 | 1.02960 | 8.70 | 10056.20 |
20 | 2000.01.10 18:37 | close | 5 | 0.02 | 1.02730 | 0.00000 | 1.03175 | 1.10 | 10057.30 |
21 | 2000.01.10 18:38 | close | 4 | 0.01 | 1.02720 | 0.00000 | 1.03385 | -1.63 | 10055.67 |
22 | 2000.01.12 14:00 | sell | 8 | 0.01 | 1.03040 | 0.00000 | 0.00000 | ||
23 | 2000.01.12 14:00 | modify | 8 | 0.01 | 1.03040 | 0.00000 | 1.02540 | ||
24 | 2000.01.13 13:33 | t/p | 8 | 0.01 | 1.02540 | 0.00000 | 1.02540 | 4.87 | 10060.54 |
25 | 2000.01.18 06:00 | buy | 9 | 0.01 | 1.01135 | 0.00000 | 0.00000 | ||
26 | 2000.01.18 06:00 | modify | 9 | 0.01 | 1.01135 | 0.00000 | 1.01635 | ||
27 | 2000.01.18 10:19 | buy | 10 | 0.02 | 1.00925 | 0.00000 | 0.00000 | ||
28 | 2000.01.18 10:19 | modify | 10 | 0.02 | 1.00925 | 0.00000 | 1.01425 | ||
29 | 2000.01.18 22:30 | t/p | 10 | 0.02 | 1.01425 | 0.00000 | 1.01425 | 10.00 | 10070.54 |
30 | 2000.01.18 22:30 | close | 9 | 0.01 | 1.01430 | 0.00000 | 1.01635 | 2.95 | 10073.49 |
31 | 2000.01.19 12:00 | sell | 11 | 0.01 | 1.01000 | 0.00000 | 0.00000 | ||
32 | 2000.01.19 12:00 | modify | 11 | 0.01 | 1.01000 | 0.00000 | 1.00500 | ||
33 | 2000.01.19 16:53 | sell | 12 | 0.02 | 1.01210 | 0.00000 | 0.00000 | ||
34 | 2000.01.19 16:53 | modify | 12 | 0.02 | 1.01210 | 0.00000 | 1.00710 | ||
35 | 2000.01.20 08:39 | sell | 13 | 0.03 | 1.01418 | 0.00000 | 0.00000 | ||
36 | 2000.01.20 08:39 | modify | 13 | 0.03 | 1.01418 | 0.00000 | 1.00918 | ||
37 | 2000.01.20 09:39 | t/p | 13 | 0.03 | 1.00918 | 0.00000 | 1.00918 | 15.00 | 10088.49 |
38 | 2000.01.20 09:39 | close | 12 | 0.02 | 1.00885 | 0.00000 | 1.00710 | 6.25 | 10094.74 |
39 | 2000.01.20 09:39 | close | 11 | 0.01 | 1.00907 | 0.00000 | 1.00500 | 0.80 | 10095.55 |
40 | 2000.01.20 10:00 | sell | 14 | 0.01 | 1.00970 | 0.00000 | 0.00000 | ||
41 | 2000.01.20 10:00 | modify | 14 | 0.01 | 1.00970 | 0.00000 | 1.00470 | ||
42 | 2000.01.20 16:43 | sell | 15 | 0.02 | 1.01183 | 0.00000 | 0.00000 | ||
43 | 2000.01.20 16:43 | modify | 15 | 0.02 | 1.01183 | 0.00000 | 1.00683 | ||
44 | 2000.01.20 16:44 | sell | 16 | 0.03 | 1.01386 | 0.00000 | 0.00000 | ||
45 | 2000.01.20 16:44 | modify | 16 | 0.03 | 1.01386 | 0.00000 | 1.00886 | ||
46 | 2000.01.20 17:41 | sell | 17 | 0.05 | 1.01619 | 0.00000 | 0.00000 | ||
47 | 2000.01.20 17:41 | modify | 17 | 0.05 | 1.01619 | 0.00000 | 1.01119 | ||
48 | 2000.01.20 18:11 | sell | 18 | 0.08 | 1.01820 | 0.00000 | 0.00000 | ||
49 | 2000.01.20 18:11 | modify | 18 | 0.08 | 1.01820 | 0.00000 | 1.01320 | ||
50 | 2000.01.21 11:51 | t/p | 18 | 0.08 | 1.01320 | 0.00000 | 1.01320 | 39.66 | 10135.21 |
51 | 2000.01.21 11:51 | close | 17 | 0.05 | 1.01315 | 0.00000 | 1.01119 | 14.99 | 10150.20 |
52 | 2000.01.21 11:51 | close | 16 | 0.03 | 1.01333 | 0.00000 | 1.00886 | 1.46 | 10151.67 |
53 | 2000.01.21 11:52 | close | 15 | 0.02 | 1.01345 | 0.00000 | 1.00683 | -3.32 | 10148.34 |
54 | 2000.01.21 11:52 | close | 14 | 0.01 | 1.01312 | 0.00000 | 1.00470 | -3.46 | 10144.88 |
55 | 2000.01.24 11:00 | buy | 19 | 0.01 | 1.00525 | 0.00000 | 0.00000 | ||
56 | 2000.01.24 11:00 | modify | 19 | 0.01 | 1.00525 | 0.00000 | 1.01025 | ||
57 | 2000.01.24 13:06 | buy | 20 | 0.02 | 1.00325 | 0.00000 | 0.00000 | ||
58 | 2000.01.24 13:06 | modify | 20 | 0.02 | 1.00325 | 0.00000 | 1.00825 | ||
59 | 2000.01.24 13:42 | buy | 21 | 0.03 | 1.00095 | 0.00000 | 0.00000 | ||
60 | 2000.01.24 13:42 | modify | 21 | 0.03 | 1.00095 | 0.00000 | 1.00595 | ||
61 | 2000.01.24 20:29 | t/p | 21 | 0.03 | 1.00595 | 0.00000 | 1.00595 | 15.00 | 10159.88 |
62 | 2000.01.24 20:29 | close | 20 | 0.02 | 1.00600 | 0.00000 | 1.00825 | 5.50 | 10165.38 |
63 | 2000.01.24 20:29 | close | 19 | 0.01 | 1.00580 | 0.00000 | 1.01025 | 0.55 | 10165.93 |
64 | 2000.01.25 00:00 | buy | 22 | 0.01 | 1.00695 | 0.00000 | 0.00000 | ||
65 | 2000.01.25 00:00 | modify | 22 | 0.01 | 1.00695 | 0.00000 | 1.01195 | ||
66 | 2000.01.25 09:00 | buy | 23 | 0.02 | 1.00480 | 0.00000 | 0.00000 | ||
67 | 2000.01.25 09:00 | modify | 23 | 0.02 | 1.00480 | 0.00000 | 1.00980 | ||
68 | 2000.01.25 11:04 | buy | 24 | 0.03 | 1.00277 | 0.00000 | 0.00000 | ||
69 | 2000.01.25 11:04 | modify | 24 | 0.03 | 1.00277 | 0.00000 | 1.00777 | ||
70 | 2000.01.25 13:09 | buy | 25 | 0.05 | 1.00075 | 0.00000 | 0.00000 | ||
71 | 2000.01.25 13:09 | modify | 25 | 0.05 | 1.00075 | 0.00000 | 1.00575 | ||
72 | 2000.01.25 15:51 | t/p | 25 | 0.05 | 1.00575 | 0.00000 | 1.00575 | 25.00 | 10190.93 |
73 | 2000.01.25 15:51 | close | 24 | 0.03 | 1.00585 | 0.00000 | 1.00777 | 9.24 | 10200.17 |
74 | 2000.01.25 15:51 | close | 23 | 0.02 | 1.00573 | 0.00000 | 1.00980 | 1.86 | 10202.03 |
75 | 2000.01.25 15:52 | close | 22 | 0.01 | 1.00620 | 0.00000 | 1.01195 | -0.75 | 10201.28 |
76 | 2000.01.26 21:01 | buy | 26 | 0.01 | 1.00185 | 0.00000 | 0.00000 | ||
77 | 2000.01.26 21:01 | modify | 26 | 0.01 | 1.00185 | 0.00000 | 1.00685 | ||
78 | 2000.01.26 23:31 | buy | 27 | 0.02 | 0.99965 | 0.00000 | 0.00000 | ||
79 | 2000.01.26 23:31 | modify | 27 | 0.02 | 0.99965 | 0.00000 | 1.00465 | ||
80 | 2000.01.27 12:37 | buy | 28 | 0.03 | 0.99755 | 0.00000 | 0.00000 | ||
81 | 2000.01.27 12:37 | modify | 28 | 0.03 | 0.99755 | 0.00000 | 1.00255 | ||
82 | 2000.01.27 13:25 | buy | 29 | 0.05 | 0.99525 | 0.00000 | 0.00000 | ||
83 | 2000.01.27 13:25 | modify | 29 | 0.05 | 0.99525 | 0.00000 | 1.00025 | ||
84 | 2000.01.27 13:46 | buy | 30 | 0.08 | 0.99325 | 0.00000 | 0.00000 | ||
85 | 2000.01.27 13:46 | modify | 30 | 0.08 | 0.99325 | 0.00000 | 0.99825 | ||
86 | 2000.01.27 14:28 | buy | 31 | 0.13 | 0.99095 | 0.00000 | 0.00000 | ||
87 | 2000.01.27 14:28 | modify | 31 | 0.13 | 0.99095 | 0.00000 | 0.99595 | ||
88 | 2000.01.27 15:37 | buy | 32 | 0.21 | 0.98855 | 0.00000 | 0.00000 | ||
89 | 2000.01.27 15:37 | modify | 32 | 0.21 | 0.98855 | 0.00000 | 0.99355 | ||
90 | 2000.01.28 07:49 | buy | 33 | 0.34 | 0.98635 | 0.00000 | 0.00000 | ||
91 | 2000.01.28 07:49 | modify | 33 | 0.34 | 0.98635 | 0.00000 | 0.99135 | ||
92 | 2000.01.28 07:55 | buy | 34 | 0.55 | 0.98421 | 0.00000 | 0.00000 | ||
93 | 2000.01.28 07:55 | modify | 34 | 0.55 | 0.98421 | 0.00000 | 0.98921 | ||
94 | 2000.01.28 15:06 | buy | 35 | 0.90 | 0.98205 | 0.00000 | 0.00000 | ||
95 | 2000.01.28 15:06 | modify | 35 | 0.90 | 0.98205 | 0.00000 | 0.98705 | ||
96 | 2000.01.31 17:55 | close at stop | 35 | 0.90 | 0.97322 | 0.00000 | 0.98705 | -793.06 | 9408.22 |
97 | 2000.01.31 17:55 | close at stop | 34 | 0.55 | 0.97322 | 0.00000 | 0.98921 | -603.45 | 8804.77 |
98 | 2000.01.31 17:55 | close at stop | 33 | 0.34 | 0.97322 | 0.00000 | 0.99135 | -445.80 | 8358.97 |
99 | 2000.01.31 17:55 | close at stop | 32 | 0.21 | 0.97322 | 0.00000 | 0.99355 | -321.17 | 8037.80 |
100 | 2000.01.31 17:55 | close at stop | 31 | 0.13 | 0.97322 | 0.00000 | 0.99595 | -230.02 | 7807.78 |
101 | 2000.01.31 17:55 | close at stop | 30 | 0.08 | 0.97322 | 0.00000 | 0.99825 | -159.95 | 7647.84 |
102 | 2000.01.31 17:55 | close at stop | 29 | 0.05 | 0.97322 | 0.00000 | 1.00025 | -109.97 | 7537.87 |
103 | 2000.01.31 17:55 | close at stop | 28 | 0.03 | 0.97322 | 0.00000 | 1.00255 | -72.88 | 7464.99 |
104 | 2000.01.31 17:55 | close at stop | 27 | 0.02 | 0.97322 | 0.00000 | 1.00465 | -52.68 | 7412.31 |
105 | 2000.01.31 17:55 | close at stop | 26 | 0.01 | 0.97322 | 0.00000 | 1.00685 | -28.54 | 7383.77 |