Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2012.03.28 18:45 (2012.01.01 - 1970.01.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=490; Lots=0.1; Osn=10; Sig=25; Sig2=48; Xs=8; Xs2=8; Regul=9; LMA1=0.00023; LMA2=0.0005; | ||||
Bars in test | 3050 | Ticks modelled | 1468469 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 807.16 | Gross profit | 1443.58 | Gross loss | -636.42 |
Profit factor | 2.27 | Expected payoff | 19.22 | ||
Absolute drawdown | 8.90 | Maximal drawdown | 445.72 (4.10%) | Relative drawdown | 4.10% (445.72) |
Total trades | 42 | Short positions (won %) | 28 (67.86%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 32 (76.19%) | Loss trades (% of total) | 10 (23.81%) | ||
Largest | profit trade | 109.46 | loss trade | -355.92 | |
Average | profit trade | 45.11 | loss trade | -63.64 | |
Maximum | consecutive wins (profit in money) | 11 (523.42) | consecutive losses (loss in money) | 4 (-119.80) | |
Maximal | consecutive profit (count of wins) | 523.42 (11) | consecutive loss (count of losses) | -400.52 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.01.02 00:00 | sell | 1 | 0.10 | 1.29443 | 0.00000 | 0.00000 | ||
2 | 2012.01.02 07:05 | close | 1 | 0.10 | 1.29283 | 0.00000 | 0.00000 | 16.00 | 10016.00 |
3 | 2012.01.02 07:05 | buy | 2 | 0.20 | 1.29285 | 0.00000 | 0.00000 | ||
4 | 2012.01.02 09:10 | close | 2 | 0.20 | 1.29486 | 0.00000 | 0.00000 | 40.20 | 10056.20 |
5 | 2012.01.02 13:45 | buy | 3 | 0.10 | 1.29424 | 0.00000 | 0.00000 | ||
6 | 2012.01.03 23:00 | close | 3 | 0.10 | 1.30520 | 0.00000 | 0.00000 | 109.46 | 10165.66 |
7 | 2012.01.04 04:15 | sell | 4 | 0.10 | 1.30258 | 0.00000 | 0.00000 | ||
8 | 2012.01.04 09:02 | close | 4 | 0.10 | 1.30510 | 0.00000 | 0.00000 | -25.20 | 10140.46 |
9 | 2012.01.04 11:45 | sell | 5 | 0.10 | 1.30300 | 0.00000 | 0.00000 | ||
10 | 2012.01.04 18:00 | close | 5 | 0.10 | 1.29297 | 0.00000 | 0.00000 | 100.30 | 10240.76 |
11 | 2012.01.05 02:34 | sell | 6 | 0.10 | 1.29220 | 0.00000 | 0.00000 | ||
12 | 2012.01.05 14:45 | close | 6 | 0.10 | 1.28361 | 0.00000 | 0.00000 | 85.90 | 10326.66 |
13 | 2012.01.05 14:45 | sell | 7 | 0.10 | 1.28353 | 0.00000 | 0.00000 | ||
14 | 2012.01.05 16:15 | close | 7 | 0.10 | 1.28094 | 0.00000 | 0.00000 | 25.90 | 10352.56 |
15 | 2012.01.05 16:15 | buy | 8 | 0.20 | 1.28095 | 0.00000 | 0.00000 | ||
16 | 2012.01.05 16:54 | close | 8 | 0.20 | 1.27892 | 0.00000 | 0.00000 | -40.60 | 10311.96 |
17 | 2012.01.06 05:45 | sell | 9 | 0.10 | 1.27816 | 0.00000 | 0.00000 | ||
18 | 2012.01.06 19:00 | close | 9 | 0.10 | 1.27227 | 0.00000 | 0.00000 | 58.90 | 10370.86 |
19 | 2012.01.06 19:00 | sell | 10 | 0.10 | 1.27206 | 0.00000 | 0.00000 | ||
20 | 2012.01.09 03:03 | close | 10 | 0.10 | 1.26893 | 0.00000 | 0.00000 | 31.20 | 10402.06 |
21 | 2012.01.09 03:03 | buy | 11 | 0.20 | 1.26894 | 0.00000 | 0.00000 | ||
22 | 2012.01.09 06:24 | close | 11 | 0.20 | 1.27096 | 0.00000 | 0.00000 | 40.40 | 10442.46 |
23 | 2012.01.09 09:45 | sell | 12 | 0.20 | 1.27652 | 0.00000 | 0.00000 | ||
24 | 2012.01.09 14:00 | close | 12 | 0.20 | 1.27379 | 0.00000 | 0.00000 | 54.60 | 10497.06 |
25 | 2012.01.09 14:30 | buy | 13 | 0.10 | 1.27532 | 0.00000 | 0.00000 | ||
26 | 2012.01.10 10:30 | close | 13 | 0.10 | 1.27942 | 0.00000 | 0.00000 | 40.86 | 10537.92 |
27 | 2012.01.10 17:30 | sell | 14 | 0.10 | 1.27822 | 0.00000 | 0.00000 | ||
28 | 2012.01.11 05:19 | close | 14 | 0.10 | 1.27429 | 0.00000 | 0.00000 | 39.20 | 10577.12 |
29 | 2012.01.11 05:19 | buy | 15 | 0.20 | 1.27430 | 0.00000 | 0.00000 | ||
30 | 2012.01.11 09:12 | close | 15 | 0.20 | 1.27633 | 0.00000 | 0.00000 | 40.60 | 10617.72 |
31 | 2012.01.11 13:46 | sell | 16 | 0.10 | 1.27053 | 0.00000 | 0.00000 | ||
32 | 2012.01.11 18:04 | close | 16 | 0.10 | 1.26819 | 0.00000 | 0.00000 | 23.40 | 10641.12 |
33 | 2012.01.11 18:04 | buy | 17 | 0.20 | 1.26812 | 0.00000 | 0.00000 | ||
34 | 2012.01.11 18:45 | close | 17 | 0.20 | 1.27015 | 0.00000 | 0.00000 | 40.60 | 10681.72 |
35 | 2012.01.12 07:56 | buy | 18 | 0.10 | 1.27169 | 0.00000 | 0.00000 | ||
36 | 2012.01.13 00:30 | close | 18 | 0.10 | 1.28165 | 0.00000 | 0.00000 | 99.46 | 10781.18 |
37 | 2012.01.13 07:20 | sell | 19 | 0.20 | 1.28727 | 0.00000 | 0.00000 | ||
38 | 2012.01.13 09:03 | close | 19 | 0.20 | 1.28456 | 0.00000 | 0.00000 | 54.20 | 10835.38 |
39 | 2012.01.13 12:20 | sell | 20 | 0.10 | 1.28002 | 0.00000 | 0.00000 | ||
40 | 2012.03.12 20:28 | close | 20 | 0.10 | 1.31503 | 0.00000 | 0.00000 | -355.92 | 10479.46 |
41 | 2012.03.12 21:45 | sell | 21 | 0.20 | 1.31549 | 0.00000 | 0.00000 | ||
42 | 2012.03.13 03:12 | close | 21 | 0.20 | 1.31771 | 0.00000 | 0.00000 | -44.60 | 10434.86 |
43 | 2012.03.13 12:45 | sell | 22 | 0.10 | 1.31111 | 0.00000 | 0.00000 | ||
44 | 2012.03.13 19:52 | close | 22 | 0.10 | 1.30619 | 0.00000 | 0.00000 | 49.20 | 10484.06 |
45 | 2012.03.13 20:49 | sell | 23 | 0.10 | 1.30667 | 0.00000 | 0.00000 | ||
46 | 2012.03.14 06:43 | close | 23 | 0.10 | 1.30566 | 0.00000 | 0.00000 | 10.00 | 10494.05 |
47 | 2012.03.14 08:00 | buy | 24 | 0.20 | 1.30446 | 0.00000 | 0.00000 | ||
48 | 2012.03.14 10:02 | close | 24 | 0.20 | 1.30648 | 0.00000 | 0.00000 | 40.40 | 10534.45 |
49 | 2012.03.14 14:45 | sell | 25 | 0.10 | 1.30607 | 0.00000 | 0.00000 | ||
50 | 2012.03.14 20:30 | close | 25 | 0.10 | 1.30233 | 0.00000 | 0.00000 | 37.40 | 10571.85 |
51 | 2012.03.14 20:30 | buy | 26 | 0.20 | 1.30230 | 0.00000 | 0.00000 | ||
52 | 2012.03.15 07:29 | close | 26 | 0.20 | 1.30431 | 0.00000 | 0.00000 | 39.36 | 10611.21 |
53 | 2012.03.16 09:00 | sell | 27 | 0.10 | 1.30769 | 0.00000 | 0.00000 | ||
54 | 2012.03.16 13:32 | close | 27 | 0.10 | 1.31022 | 0.00000 | 0.00000 | -25.30 | 10585.91 |
55 | 2012.03.16 15:45 | sell | 28 | 0.20 | 1.31740 | 0.00000 | 0.00000 | ||
56 | 2012.03.19 09:14 | close | 28 | 0.20 | 1.31468 | 0.00000 | 0.00000 | 54.20 | 10640.11 |
57 | 2012.03.19 09:45 | sell | 29 | 0.10 | 1.31513 | 0.00000 | 0.00000 | ||
58 | 2012.03.19 15:43 | close | 29 | 0.10 | 1.31763 | 0.00000 | 0.00000 | -25.00 | 10615.11 |
59 | 2012.03.19 17:15 | sell | 30 | 0.20 | 1.32449 | 0.00000 | 0.00000 | ||
60 | 2012.03.20 09:10 | close | 30 | 0.20 | 1.32177 | 0.00000 | 0.00000 | 54.20 | 10669.30 |
61 | 2012.03.20 09:30 | sell | 31 | 0.10 | 1.32144 | 0.00000 | 0.00000 | ||
62 | 2012.03.20 14:45 | close | 31 | 0.10 | 1.31915 | 0.00000 | 0.00000 | 22.90 | 10692.20 |
63 | 2012.03.20 14:45 | buy | 32 | 0.20 | 1.31914 | 0.00000 | 0.00000 | ||
64 | 2012.03.20 14:49 | close | 32 | 0.20 | 1.32118 | 0.00000 | 0.00000 | 40.80 | 10733.00 |
65 | 2012.03.21 12:45 | sell | 33 | 0.10 | 1.32412 | 0.00000 | 0.00000 | ||
66 | 2012.03.21 18:30 | close | 33 | 0.10 | 1.31999 | 0.00000 | 0.00000 | 41.30 | 10774.30 |
67 | 2012.03.21 18:30 | buy | 34 | 0.20 | 1.32000 | 0.00000 | 0.00000 | ||
68 | 2012.03.22 01:18 | close | 34 | 0.20 | 1.32202 | 0.00000 | 0.00000 | 39.56 | 10813.86 |
69 | 2012.03.22 11:10 | sell | 35 | 0.10 | 1.31602 | 0.00000 | 0.00000 | ||
70 | 2012.03.22 14:26 | close | 35 | 0.10 | 1.31498 | 0.00000 | 0.00000 | 10.40 | 10824.26 |
71 | 2012.03.22 14:34 | buy | 36 | 0.20 | 1.31587 | 0.00000 | 0.00000 | ||
72 | 2012.03.22 16:34 | close | 36 | 0.20 | 1.31794 | 0.00000 | 0.00000 | 41.40 | 10865.66 |
73 | 2012.03.23 06:38 | buy | 37 | 0.10 | 1.31963 | 0.00000 | 0.00000 | ||
74 | 2012.03.23 13:30 | close | 37 | 0.10 | 1.32474 | 0.00000 | 0.00000 | 51.10 | 10916.76 |
75 | 2012.03.26 06:45 | sell | 38 | 0.10 | 1.32579 | 0.00000 | 0.00000 | ||
76 | 2012.03.26 14:07 | close | 38 | 0.10 | 1.32830 | 0.00000 | 0.00000 | -25.10 | 10891.66 |
77 | 2012.03.26 16:30 | sell | 39 | 0.20 | 1.33293 | 0.00000 | 0.00000 | ||
78 | 2012.03.26 21:35 | close | 39 | 0.20 | 1.33515 | 0.00000 | 0.00000 | -44.40 | 10847.26 |
79 | 2012.03.27 09:30 | sell | 40 | 0.10 | 1.33349 | 0.00000 | 0.00000 | ||
80 | 2012.03.27 11:04 | close | 40 | 0.10 | 1.33600 | 0.00000 | 0.00000 | -25.10 | 10822.16 |
81 | 2012.03.27 14:17 | sell | 41 | 0.10 | 1.33351 | 0.00000 | 0.00000 | ||
82 | 2012.03.28 09:31 | close | 41 | 0.10 | 1.33602 | 0.00000 | 0.00000 | -25.20 | 10796.96 |
83 | 2012.03.28 15:18 | sell | 42 | 0.10 | 1.33159 | 0.00000 | 0.00000 | ||
84 | 2012.03.28 18:53 | close at stop | 42 | 0.10 | 1.33057 | 0.00000 | 0.00000 | 10.20 | 10807.16 |