Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2000.01.02 23:01 - 2011.08.05 19:59 (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=30; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=240; Cogtf2=30; 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 | 4014280 | Ticks modelled | 55502013 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2657.36 | Gross profit | 130.37 | Gross loss | -2787.72 |
Profit factor | 0.05 | Expected payoff | -98.42 | ||
Absolute drawdown | 2657.36 | Maximal drawdown | 3039.20 (29.27%) | Relative drawdown | 29.27% (3039.20) |
Total trades | 27 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 26 (53.85%) |
Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
Largest | profit trade | 40.00 | loss trade | -776.03 | |
Average | profit trade | 8.69 | loss trade | -232.31 | |
Maximum | consecutive wins (profit in money) | 13 (120.35) | consecutive losses (loss in money) | 10 (-2782.20) | |
Maximal | consecutive profit (count of wins) | 120.35 (13) | consecutive loss (count of losses) | -2782.20 (10) | |
Average | consecutive wins | 8 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2000.01.02 23:27 | buy | 1 | 0.01 | 1.00825 | 0.00000 | 0.00000 | ||
2 | 2000.01.02 23:27 | modify | 1 | 0.01 | 1.00825 | 0.00000 | 1.01325 | ||
3 | 2000.01.03 00:07 | t/p | 1 | 0.01 | 1.01325 | 0.00000 | 1.01325 | 5.02 | 10005.02 |
4 | 2000.01.03 11:21 | buy | 2 | 0.01 | 1.01155 | 0.00000 | 0.00000 | ||
5 | 2000.01.03 11:21 | modify | 2 | 0.01 | 1.01155 | 0.00000 | 1.01655 | ||
6 | 2000.01.03 11:38 | buy | 3 | 0.02 | 1.00955 | 0.00000 | 0.00000 | ||
7 | 2000.01.03 11:38 | modify | 3 | 0.02 | 1.00955 | 0.00000 | 1.01455 | ||
8 | 2000.01.03 14:12 | buy | 4 | 0.03 | 1.00755 | 0.00000 | 0.00000 | ||
9 | 2000.01.03 14:12 | modify | 4 | 0.03 | 1.00755 | 0.00000 | 1.01255 | ||
10 | 2000.01.03 15:50 | t/p | 4 | 0.03 | 1.01255 | 0.00000 | 1.01255 | 15.00 | 10020.02 |
11 | 2000.01.03 15:50 | close | 3 | 0.02 | 1.01283 | 0.00000 | 1.01455 | 6.56 | 10026.58 |
12 | 2000.01.03 15:50 | close | 2 | 0.01 | 1.01316 | 0.00000 | 1.01655 | 1.61 | 10028.19 |
13 | 2000.01.04 06:13 | buy | 5 | 0.01 | 1.02555 | 0.00000 | 0.00000 | ||
14 | 2000.01.04 06:13 | modify | 5 | 0.01 | 1.02555 | 0.00000 | 1.03055 | ||
15 | 2000.01.04 06:41 | buy | 6 | 0.02 | 1.02345 | 0.00000 | 0.00000 | ||
16 | 2000.01.04 06:41 | modify | 6 | 0.02 | 1.02345 | 0.00000 | 1.02845 | ||
17 | 2000.01.04 11:25 | t/p | 6 | 0.02 | 1.02845 | 0.00000 | 1.02845 | 10.00 | 10038.19 |
18 | 2000.01.04 11:25 | close | 5 | 0.01 | 1.02860 | 0.00000 | 1.03055 | 3.05 | 10041.24 |
19 | 2000.01.04 20:02 | buy | 7 | 0.01 | 1.03005 | 0.00000 | 0.00000 | ||
20 | 2000.01.04 20:02 | modify | 7 | 0.01 | 1.03005 | 0.00000 | 1.03505 | ||
21 | 2000.01.05 07:24 | t/p | 7 | 0.01 | 1.03505 | 0.00000 | 1.03505 | 5.02 | 10046.26 |
22 | 2000.01.05 18:47 | buy | 8 | 0.01 | 1.03315 | 0.00000 | 0.00000 | ||
23 | 2000.01.05 18:47 | modify | 8 | 0.01 | 1.03315 | 0.00000 | 1.03815 | ||
24 | 2000.01.05 19:38 | buy | 9 | 0.02 | 1.03105 | 0.00000 | 0.00000 | ||
25 | 2000.01.05 19:38 | modify | 9 | 0.02 | 1.03105 | 0.00000 | 1.03605 | ||
26 | 2000.01.06 05:39 | t/p | 9 | 0.02 | 1.03605 | 0.00000 | 1.03605 | 10.11 | 10056.37 |
27 | 2000.01.06 05:39 | close | 8 | 0.01 | 1.03610 | 0.00000 | 1.03815 | 3.00 | 10059.37 |
28 | 2000.01.06 15:28 | sell | 10 | 0.01 | 1.03580 | 0.00000 | 0.00000 | ||
29 | 2000.01.06 15:28 | modify | 10 | 0.01 | 1.03580 | 0.00000 | 1.03080 | ||
30 | 2000.01.06 17:31 | t/p | 10 | 0.01 | 1.03080 | 0.00000 | 1.03080 | 5.00 | 10064.37 |
31 | 2000.01.06 19:21 | buy | 11 | 0.01 | 1.02995 | 0.00000 | 0.00000 | ||
32 | 2000.01.06 19:21 | modify | 11 | 0.01 | 1.02995 | 0.00000 | 1.03495 | ||
33 | 2000.01.07 11:28 | buy | 12 | 0.02 | 1.02795 | 0.00000 | 0.00000 | ||
34 | 2000.01.07 11:28 | modify | 12 | 0.02 | 1.02795 | 0.00000 | 1.03295 | ||
35 | 2000.01.10 09:54 | buy | 13 | 0.03 | 1.02590 | 0.00000 | 0.00000 | ||
36 | 2000.01.10 09:54 | modify | 13 | 0.03 | 1.02590 | 0.00000 | 1.03090 | ||
37 | 2000.01.10 10:30 | buy | 14 | 0.05 | 1.02375 | 0.00000 | 0.00000 | ||
38 | 2000.01.10 10:30 | modify | 14 | 0.05 | 1.02375 | 0.00000 | 1.02875 | ||
39 | 2000.01.10 12:21 | buy | 15 | 0.08 | 1.02155 | 0.00000 | 0.00000 | ||
40 | 2000.01.10 12:21 | modify | 15 | 0.08 | 1.02155 | 0.00000 | 1.02655 | ||
41 | 2000.01.10 16:00 | t/p | 15 | 0.08 | 1.02655 | 0.00000 | 1.02655 | 40.00 | 10104.37 |
42 | 2000.01.10 16:00 | close | 14 | 0.05 | 1.02658 | 0.00000 | 1.02875 | 14.15 | 10118.52 |
43 | 2000.01.10 16:00 | close | 13 | 0.03 | 1.02651 | 0.00000 | 1.03090 | 1.83 | 10120.35 |
44 | 2000.01.10 16:00 | close | 12 | 0.02 | 1.02680 | 0.00000 | 1.03295 | -2.26 | 10118.09 |
45 | 2000.01.10 16:00 | close | 11 | 0.01 | 1.02665 | 0.00000 | 1.03495 | -3.26 | 10114.82 |
46 | 2000.01.11 02:19 | buy | 16 | 0.01 | 1.02645 | 0.00000 | 0.00000 | ||
47 | 2000.01.11 02:19 | modify | 16 | 0.01 | 1.02645 | 0.00000 | 1.03145 | ||
48 | 2000.01.11 10:38 | t/p | 16 | 0.01 | 1.03145 | 0.00000 | 1.03145 | 5.00 | 10119.82 |
49 | 2000.01.11 15:12 | buy | 17 | 0.01 | 1.02935 | 0.00000 | 0.00000 | ||
50 | 2000.01.11 15:12 | modify | 17 | 0.01 | 1.02935 | 0.00000 | 1.03435 | ||
51 | 2000.01.12 05:35 | t/p | 17 | 0.01 | 1.03435 | 0.00000 | 1.03435 | 5.02 | 10124.84 |
52 | 2000.01.12 06:27 | buy | 18 | 0.01 | 1.03395 | 0.00000 | 0.00000 | ||
53 | 2000.01.12 06:27 | modify | 18 | 0.01 | 1.03395 | 0.00000 | 1.03895 | ||
54 | 2000.01.12 11:01 | buy | 19 | 0.02 | 1.03195 | 0.00000 | 0.00000 | ||
55 | 2000.01.12 11:01 | modify | 19 | 0.02 | 1.03195 | 0.00000 | 1.03695 | ||
56 | 2000.01.12 11:31 | buy | 20 | 0.03 | 1.02995 | 0.00000 | 0.00000 | ||
57 | 2000.01.12 11:31 | modify | 20 | 0.03 | 1.02995 | 0.00000 | 1.03495 | ||
58 | 2000.01.12 14:37 | buy | 21 | 0.05 | 1.02795 | 0.00000 | 0.00000 | ||
59 | 2000.01.12 14:37 | modify | 21 | 0.05 | 1.02795 | 0.00000 | 1.03295 | ||
60 | 2000.01.13 13:32 | buy | 22 | 0.08 | 1.02575 | 0.00000 | 0.00000 | ||
61 | 2000.01.13 13:32 | modify | 22 | 0.08 | 1.02575 | 0.00000 | 1.03075 | ||
62 | 2000.01.14 00:51 | buy | 23 | 0.13 | 1.02375 | 0.00000 | 0.00000 | ||
63 | 2000.01.14 00:51 | modify | 23 | 0.13 | 1.02375 | 0.00000 | 1.02875 | ||
64 | 2000.01.14 12:43 | buy | 24 | 0.21 | 1.02175 | 0.00000 | 0.00000 | ||
65 | 2000.01.14 12:43 | modify | 24 | 0.21 | 1.02175 | 0.00000 | 1.02675 | ||
66 | 2000.01.14 13:32 | buy | 25 | 0.34 | 1.01935 | 0.00000 | 0.00000 | ||
67 | 2000.01.14 13:32 | modify | 25 | 0.34 | 1.01935 | 0.00000 | 1.02435 | ||
68 | 2000.01.14 15:16 | buy | 26 | 0.55 | 1.01725 | 0.00000 | 0.00000 | ||
69 | 2000.01.14 15:16 | modify | 26 | 0.55 | 1.01725 | 0.00000 | 1.02225 | ||
70 | 2000.01.14 15:22 | buy | 27 | 0.90 | 1.01495 | 0.00000 | 0.00000 | ||
71 | 2000.01.14 15:22 | modify | 27 | 0.90 | 1.01495 | 0.00000 | 1.01995 | ||
72 | 2000.01.21 14:43 | close at stop | 27 | 0.90 | 1.00620 | 0.00000 | 1.01995 | -776.03 | 9348.81 |
73 | 2000.01.21 14:43 | close at stop | 26 | 0.55 | 1.00620 | 0.00000 | 1.02225 | -600.74 | 8748.06 |
74 | 2000.01.21 14:43 | close at stop | 25 | 0.34 | 1.00620 | 0.00000 | 1.02435 | -442.77 | 8305.30 |
75 | 2000.01.21 14:43 | close at stop | 24 | 0.21 | 1.00620 | 0.00000 | 1.02675 | -323.87 | 7981.42 |
76 | 2000.01.21 14:43 | close at stop | 23 | 0.13 | 1.00620 | 0.00000 | 1.02875 | -226.49 | 7754.93 |
77 | 2000.01.21 14:43 | close at stop | 22 | 0.08 | 1.00620 | 0.00000 | 1.03075 | -155.24 | 7599.69 |
78 | 2000.01.21 14:43 | close at stop | 21 | 0.05 | 1.00620 | 0.00000 | 1.03295 | -107.75 | 7491.94 |
79 | 2000.01.21 14:43 | close at stop | 20 | 0.03 | 1.00620 | 0.00000 | 1.03495 | -70.65 | 7421.29 |
80 | 2000.01.21 14:43 | close at stop | 19 | 0.02 | 1.00620 | 0.00000 | 1.03695 | -51.10 | 7370.19 |
81 | 2000.01.21 14:43 | close at stop | 18 | 0.01 | 1.00620 | 0.00000 | 1.03895 | -27.55 | 7342.64 |