Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | Daily (D1) 2010.05.03 00:00 - 2012.05.10 00:00 (2010.05.01 - 2012.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | LotsToTrade=0.1; risk=1; | ||||
Bars in test | 1451 | Ticks modelled | 22156169 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1599.32 | Gross profit | 5829.84 | Gross loss | -4230.52 |
Profit factor | 1.38 | Expected payoff | 28.56 | ||
Absolute drawdown | 598.15 | Maximal drawdown | 807.97 (6.51%) | Relative drawdown | 7.15% (723.90) |
Total trades | 56 | Short positions (won %) | 27 (29.63%) | Long positions (won %) | 29 (34.48%) |
Profit trades (% of total) | 18 (32.14%) | Loss trades (% of total) | 38 (67.86%) | ||
Largest | profit trade | 362.37 | loss trade | -128.94 | |
Average | profit trade | 323.88 | loss trade | -111.33 | |
Maximum | consecutive wins (profit in money) | 4 (1187.47) | consecutive losses (loss in money) | 7 (-687.11) | |
Maximal | consecutive profit (count of wins) | 1187.47 (4) | consecutive loss (count of losses) | -716.52 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 06:00 | buy | 1 | 0.25 | 0.83608 | 0.83208 | 0.84808 | ||
2 | 2010.06.01 09:40 | s/l | 1 | 0.25 | 0.83208 | 0.83208 | 0.84808 | -100.00 | 9900.00 |
3 | 2010.06.01 09:40 | buy | 2 | 0.25 | 0.83223 | 0.82823 | 0.84423 | ||
4 | 2010.06.01 10:50 | s/l | 2 | 0.25 | 0.82823 | 0.82823 | 0.84423 | -100.00 | 9800.00 |
5 | 2010.06.01 10:50 | buy | 3 | 0.25 | 0.82839 | 0.82439 | 0.84039 | ||
6 | 2010.06.01 16:22 | t/p | 3 | 0.25 | 0.84039 | 0.82439 | 0.84039 | 300.00 | 10100.00 |
7 | 2010.07.01 06:00 | sell | 4 | 0.25 | 0.83264 | 0.83664 | 0.82064 | ||
8 | 2010.07.01 06:27 | s/l | 4 | 0.25 | 0.83664 | 0.83664 | 0.82064 | -100.00 | 10000.00 |
9 | 2010.07.01 06:27 | sell | 5 | 0.25 | 0.83648 | 0.84048 | 0.82448 | ||
10 | 2010.07.01 12:21 | s/l | 5 | 0.25 | 0.84048 | 0.84048 | 0.82448 | -100.00 | 9900.00 |
11 | 2010.07.01 12:21 | sell | 6 | 0.25 | 0.84036 | 0.84436 | 0.82836 | ||
12 | 2010.07.01 21:48 | s/l | 6 | 0.25 | 0.84436 | 0.84436 | 0.82836 | -100.00 | 9800.00 |
13 | 2010.07.09 06:00 | buy | 7 | 0.25 | 0.87739 | 0.87339 | 0.88939 | ||
14 | 2010.07.09 10:57 | s/l | 7 | 0.25 | 0.87339 | 0.87339 | 0.88939 | -100.00 | 9700.00 |
15 | 2010.07.09 10:57 | buy | 8 | 0.24 | 0.87354 | 0.86954 | 0.88554 | ||
16 | 2010.07.13 08:15 | s/l | 8 | 0.24 | 0.86954 | 0.86954 | 0.88554 | -92.21 | 9607.79 |
17 | 2010.08.12 06:00 | sell | 9 | 0.24 | 0.89505 | 0.89905 | 0.88305 | ||
18 | 2010.08.12 07:57 | s/l | 9 | 0.24 | 0.89905 | 0.89905 | 0.88305 | -96.00 | 9511.79 |
19 | 2010.08.12 07:57 | sell | 10 | 0.24 | 0.89890 | 0.90290 | 0.88690 | ||
20 | 2010.08.13 08:00 | s/l | 10 | 0.24 | 0.90290 | 0.90290 | 0.88690 | -98.90 | 9412.89 |
21 | 2010.09.02 06:00 | buy | 11 | 0.24 | 0.90603 | 0.90203 | 0.91803 | ||
22 | 2010.09.06 16:43 | t/p | 11 | 0.24 | 0.91803 | 0.90203 | 0.91803 | 291.79 | 9704.68 |
23 | 2010.10.19 06:00 | sell | 12 | 0.24 | 0.98645 | 0.99045 | 0.97445 | ||
24 | 2010.10.19 15:10 | t/p | 12 | 0.24 | 0.97445 | 0.99045 | 0.97445 | 288.00 | 9992.68 |
25 | 2010.11.04 06:00 | buy | 13 | 0.25 | 1.00581 | 1.00181 | 1.01781 | ||
26 | 2010.11.05 08:38 | t/p | 13 | 0.25 | 1.01781 | 1.00181 | 1.01781 | 301.98 | 10294.65 |
27 | 2010.11.12 06:00 | sell | 14 | 0.26 | 0.99331 | 0.99731 | 0.98131 | ||
28 | 2010.11.16 08:01 | t/p | 14 | 0.26 | 0.98131 | 0.99731 | 0.98131 | 305.71 | 10600.36 |
29 | 2010.12.07 06:00 | buy | 15 | 0.27 | 0.99043 | 0.98643 | 1.00243 | ||
30 | 2010.12.07 20:29 | s/l | 15 | 0.27 | 0.98643 | 0.98643 | 1.00243 | -108.00 | 10492.36 |
31 | 2011.01.06 06:00 | sell | 16 | 0.26 | 0.99661 | 1.00061 | 0.98461 | ||
32 | 2011.01.11 04:16 | t/p | 16 | 0.26 | 0.98461 | 1.00061 | 0.98461 | 302.56 | 10794.92 |
33 | 2011.01.27 06:00 | buy | 17 | 0.27 | 0.99636 | 0.99236 | 1.00836 | ||
34 | 2011.01.27 08:54 | s/l | 17 | 0.27 | 0.99236 | 0.99236 | 1.00836 | -108.00 | 10686.92 |
35 | 2011.01.27 08:54 | buy | 18 | 0.27 | 0.99250 | 0.98850 | 1.00450 | ||
36 | 2011.01.27 09:15 | s/l | 18 | 0.27 | 0.98850 | 0.98850 | 1.00450 | -108.00 | 10578.92 |
37 | 2011.01.27 09:15 | buy | 19 | 0.26 | 0.98863 | 0.98463 | 1.00063 | ||
38 | 2011.02.01 04:05 | t/p | 19 | 0.26 | 1.00063 | 0.98463 | 1.00063 | 318.16 | 10897.09 |
39 | 2011.02.01 06:00 | buy | 20 | 0.27 | 1.00364 | 0.99964 | 1.01564 | ||
40 | 2011.02.03 21:35 | t/p | 20 | 0.27 | 1.01564 | 0.99964 | 1.01564 | 332.53 | 11229.62 |
41 | 2011.02.14 06:00 | sell | 21 | 0.28 | 1.00394 | 1.00794 | 0.99194 | ||
42 | 2011.02.17 16:32 | s/l | 21 | 0.28 | 1.00794 | 1.00794 | 0.99194 | -128.94 | 11100.68 |
43 | 2011.02.28 06:00 | buy | 22 | 0.28 | 1.01637 | 1.01237 | 1.02837 | ||
44 | 2011.03.01 20:41 | s/l | 22 | 0.28 | 1.01237 | 1.01237 | 1.02837 | -109.79 | 10990.89 |
45 | 2011.03.09 06:00 | sell | 23 | 0.27 | 1.00662 | 1.01062 | 0.99462 | ||
46 | 2011.03.09 12:20 | s/l | 23 | 0.27 | 1.01062 | 1.01062 | 0.99462 | -108.00 | 10882.89 |
47 | 2011.03.09 12:20 | sell | 24 | 0.27 | 1.01047 | 1.01447 | 0.99847 | ||
48 | 2011.03.11 08:10 | t/p | 24 | 0.27 | 0.99847 | 1.01447 | 0.99847 | 310.93 | 11193.82 |
49 | 2011.03.24 06:00 | buy | 25 | 0.28 | 1.01288 | 1.00888 | 1.02488 | ||
50 | 2011.03.25 08:55 | t/p | 25 | 0.28 | 1.02488 | 1.00888 | 1.02488 | 338.21 | 11532.03 |
51 | 2011.04.20 06:00 | sell | 26 | 0.29 | 1.05836 | 1.06236 | 1.04636 | ||
52 | 2011.04.20 10:13 | s/l | 26 | 0.29 | 1.06236 | 1.06236 | 1.04636 | -116.00 | 11416.03 |
53 | 2011.04.20 10:13 | sell | 27 | 0.29 | 1.06220 | 1.06620 | 1.05020 | ||
54 | 2011.04.20 11:40 | s/l | 27 | 0.29 | 1.06620 | 1.06620 | 1.05020 | -116.00 | 11300.03 |
55 | 2011.04.20 11:40 | sell | 28 | 0.28 | 1.06604 | 1.07004 | 1.05404 | ||
56 | 2011.04.20 22:52 | s/l | 28 | 0.28 | 1.07004 | 1.07004 | 1.05404 | -112.00 | 11188.03 |
57 | 2011.04.21 06:00 | buy | 29 | 0.28 | 1.07468 | 1.07068 | 1.08668 | ||
58 | 2011.04.25 16:13 | s/l | 29 | 0.28 | 1.07068 | 1.07068 | 1.08668 | -107.58 | 11080.46 |
59 | 2011.05.05 06:00 | sell | 30 | 0.28 | 1.07254 | 1.07654 | 1.06054 | ||
60 | 2011.05.05 17:09 | t/p | 30 | 0.28 | 1.06054 | 1.07654 | 1.06054 | 336.00 | 11416.46 |
61 | 2011.06.03 06:00 | buy | 31 | 0.29 | 1.06784 | 1.06384 | 1.07984 | ||
62 | 2011.06.03 14:30 | s/l | 31 | 0.29 | 1.06384 | 1.06384 | 1.07984 | -116.00 | 11300.46 |
63 | 2011.06.03 14:30 | buy | 32 | 0.28 | 1.06362 | 1.05962 | 1.07562 | ||
64 | 2011.06.03 14:47 | s/l | 32 | 0.28 | 1.05962 | 1.05962 | 1.07562 | -112.00 | 11188.46 |
65 | 2011.06.03 14:47 | buy | 33 | 0.28 | 1.05972 | 1.05572 | 1.07172 | ||
66 | 2011.06.03 18:21 | t/p | 33 | 0.28 | 1.07172 | 1.05572 | 1.07172 | 336.00 | 11524.46 |
67 | 2011.06.10 06:00 | sell | 34 | 0.29 | 1.06074 | 1.06474 | 1.04874 | ||
68 | 2011.06.14 05:45 | s/l | 34 | 0.29 | 1.06474 | 1.06474 | 1.04874 | -123.02 | 11401.44 |
69 | 2011.07.01 06:00 | buy | 35 | 0.29 | 1.06975 | 1.06575 | 1.08175 | ||
70 | 2011.07.06 13:15 | s/l | 35 | 0.29 | 1.06575 | 1.06575 | 1.08175 | -109.13 | 11292.31 |
71 | 2011.07.18 06:00 | sell | 36 | 0.28 | 1.05967 | 1.06367 | 1.04767 | ||
72 | 2011.07.19 01:31 | s/l | 36 | 0.28 | 1.06367 | 1.06367 | 1.04767 | -115.39 | 11176.93 |
73 | 2011.07.22 06:00 | buy | 37 | 0.28 | 1.08403 | 1.08003 | 1.09603 | ||
74 | 2011.07.25 09:21 | s/l | 37 | 0.28 | 1.08003 | 1.08003 | 1.09603 | -109.79 | 11067.14 |
75 | 2011.08.04 06:00 | sell | 38 | 0.28 | 1.06997 | 1.07397 | 1.05797 | ||
76 | 2011.08.04 11:49 | t/p | 38 | 0.28 | 1.05797 | 1.07397 | 1.05797 | 336.00 | 11403.14 |
77 | 2011.08.04 11:49 | sell | 39 | 0.29 | 1.05779 | 1.06179 | 1.04579 | ||
78 | 2011.08.04 15:02 | s/l | 39 | 0.29 | 1.06179 | 1.06179 | 1.04579 | -116.00 | 11287.14 |
79 | 2011.08.19 06:00 | buy | 40 | 0.28 | 1.03627 | 1.03227 | 1.04827 | ||
80 | 2011.08.19 09:46 | s/l | 40 | 0.28 | 1.03227 | 1.03227 | 1.04827 | -112.00 | 11175.14 |
81 | 2011.08.19 09:46 | buy | 41 | 0.28 | 1.03243 | 1.02843 | 1.04443 | ||
82 | 2011.08.19 14:02 | t/p | 41 | 0.28 | 1.04443 | 1.02843 | 1.04443 | 336.00 | 11511.14 |
83 | 2011.08.19 14:02 | buy | 42 | 0.29 | 1.04460 | 1.04060 | 1.05660 | ||
84 | 2011.08.19 20:06 | s/l | 42 | 0.29 | 1.04060 | 1.04060 | 1.05660 | -116.00 | 11395.14 |
85 | 2011.09.12 06:00 | sell | 43 | 0.28 | 1.03758 | 1.04158 | 1.02558 | ||
86 | 2011.09.14 05:06 | t/p | 43 | 0.28 | 1.02558 | 1.04158 | 1.02558 | 329.22 | 11724.36 |
87 | 2011.10.10 06:00 | buy | 44 | 0.29 | 0.98223 | 0.97823 | 0.99423 | ||
88 | 2011.10.10 12:09 | t/p | 44 | 0.29 | 0.99423 | 0.97823 | 0.99423 | 348.00 | 12072.36 |
89 | 2011.10.10 12:09 | buy | 45 | 0.30 | 0.99439 | 0.99039 | 1.00639 | ||
90 | 2011.10.12 03:14 | s/l | 45 | 0.30 | 0.99039 | 0.99039 | 1.00639 | -115.26 | 11957.10 |
91 | 2011.11.04 06:00 | sell | 46 | 0.30 | 1.03717 | 1.04117 | 1.02517 | ||
92 | 2011.11.04 14:30 | s/l | 46 | 0.30 | 1.04117 | 1.04117 | 1.02517 | -120.00 | 11837.10 |
93 | 2011.11.04 14:30 | sell | 47 | 0.30 | 1.04111 | 1.04511 | 1.02911 | ||
94 | 2011.11.07 09:55 | t/p | 47 | 0.30 | 1.02911 | 1.04511 | 1.02911 | 356.37 | 12193.47 |
95 | 2011.12.01 06:00 | buy | 48 | 0.30 | 1.02551 | 1.02151 | 1.03751 | ||
96 | 2011.12.01 07:46 | s/l | 48 | 0.30 | 1.02151 | 1.02151 | 1.03751 | -120.00 | 12073.47 |
97 | 2011.12.01 07:46 | buy | 49 | 0.30 | 1.02167 | 1.01767 | 1.03367 | ||
98 | 2011.12.01 09:06 | s/l | 49 | 0.30 | 1.01767 | 1.01767 | 1.03367 | -120.00 | 11953.47 |
99 | 2011.12.01 09:06 | buy | 50 | 0.30 | 1.01783 | 1.01383 | 1.02983 | ||
100 | 2011.12.02 14:20 | t/p | 50 | 0.30 | 1.02983 | 1.01383 | 1.02983 | 362.37 | 12315.84 |
101 | 2011.12.15 06:00 | sell | 51 | 0.31 | 0.98921 | 0.99321 | 0.97721 | ||
102 | 2011.12.15 09:32 | s/l | 51 | 0.31 | 0.99321 | 0.99321 | 0.97721 | -124.00 | 12191.84 |
103 | 2011.12.15 09:32 | sell | 52 | 0.30 | 0.99307 | 0.99707 | 0.98107 | ||
104 | 2011.12.15 14:31 | s/l | 52 | 0.30 | 0.99707 | 0.99707 | 0.98107 | -120.00 | 12071.84 |
105 | 2011.12.15 14:31 | sell | 53 | 0.30 | 0.99691 | 1.00091 | 0.98491 | ||
106 | 2011.12.16 08:20 | s/l | 53 | 0.30 | 1.00091 | 1.00091 | 0.98491 | -123.63 | 11948.21 |
107 | 2011.12.23 06:00 | buy | 54 | 0.30 | 1.01697 | 1.01297 | 1.02897 | ||
108 | 2011.12.28 16:17 | s/l | 54 | 0.30 | 1.01297 | 1.01297 | 1.02897 | -112.89 | 11835.32 |
109 | 2012.05.07 06:00 | sell | 55 | 0.30 | 1.01379 | 1.01779 | 1.00179 | ||
110 | 2012.05.07 12:23 | s/l | 55 | 0.30 | 1.01779 | 1.01779 | 1.00179 | -120.00 | 11715.32 |
111 | 2012.05.07 12:23 | sell | 56 | 0.29 | 1.01764 | 1.02164 | 1.00564 | ||
112 | 2012.05.07 19:33 | s/l | 56 | 0.29 | 1.02164 | 1.02164 | 1.00564 | -116.00 | 11599.32 |