Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2008.01.02 10:00 - 2008.02.26 22:00 (2008.01.01 - 2008.02.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; MovingPeriod1=21; MovingPeriod2=21; MovingShift1=1; MovingShift2=0; BuyTP=55; SellTP=55; BuySL=70; SellSL=45; LotsWayChoice=1; LotsPercent=70; LotsDeltaDepo=500; LotsDepoForOne=500; LotsMax=1000; | ||||
Bars in test | 1942 | Ticks modelled | 290364 | Modelling quality | 90.00% |
Mismatched charts errors | 48 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 250161.58 | Gross profit | 292329.58 | Gross loss | -42168.00 |
Profit factor | 6.93 | Expected payoff | 10423.40 | ||
Absolute drawdown | 5237.96 | Maximal drawdown | 69986.40 (44.86%) | Relative drawdown | 76.50% (15502.96) |
Total trades | 24 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 19 (79.17%) | Loss trades (% of total) | 5 (20.83%) | ||
Largest | profit trade | 71753.60 | loss trade | -14544.00 | |
Average | profit trade | 15385.77 | loss trade | -8433.60 | |
Maximum | consecutive wins (profit in money) | 9 (245912.44) | consecutive losses (loss in money) | 1 (-14544.00) | |
Maximal | consecutive profit (count of wins) | 245912.44 (9) | consecutive loss (count of losses) | -14544.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.03 00:00 | buy | 1 | 7.00 | 1.4716 | 1.4644 | 1.4771 | ||
2 | 2008.01.03 14:00 | t/p | 1 | 7.00 | 1.4771 | 1.4644 | 1.4771 | 3850.00 | 13850.00 |
3 | 2008.01.04 01:01 | buy | 2 | 9.70 | 1.4745 | 1.4673 | 1.4800 | ||
4 | 2008.01.04 15:32 | t/p | 2 | 9.70 | 1.4800 | 1.4673 | 1.4800 | 5335.00 | 19185.00 |
5 | 2008.01.04 20:00 | buy | 3 | 13.50 | 1.4765 | 1.4693 | 1.4820 | ||
6 | 2008.01.07 09:44 | s/l | 3 | 13.50 | 1.4693 | 1.4693 | 1.4820 | -9801.00 | 9384.00 |
7 | 2008.01.07 15:00 | sell | 4 | 6.60 | 1.4708 | 1.4755 | 1.4653 | ||
8 | 2008.01.09 17:47 | t/p | 4 | 6.60 | 1.4653 | 1.4755 | 1.4653 | 3659.04 | 13043.04 |
9 | 2008.01.10 01:00 | sell | 5 | 9.20 | 1.4657 | 1.4704 | 1.4602 | ||
10 | 2008.01.10 16:23 | s/l | 5 | 9.20 | 1.4704 | 1.4704 | 1.4602 | -4324.00 | 8719.04 |
11 | 2008.01.14 06:02 | buy | 6 | 6.20 | 1.4809 | 1.4737 | 1.4864 | ||
12 | 2008.01.14 08:08 | t/p | 6 | 6.20 | 1.4864 | 1.4737 | 1.4864 | 3410.00 | 12129.04 |
13 | 2008.01.15 08:01 | buy | 7 | 8.50 | 1.4873 | 1.4801 | 1.4928 | ||
14 | 2008.01.15 23:07 | s/l | 7 | 8.50 | 1.4801 | 1.4801 | 1.4928 | -6120.00 | 6009.04 |
15 | 2008.01.16 05:00 | sell | 8 | 4.30 | 1.4831 | 1.4878 | 1.4776 | ||
16 | 2008.01.16 12:44 | t/p | 8 | 4.30 | 1.4776 | 1.4878 | 1.4776 | 2365.00 | 8374.04 |
17 | 2008.01.16 17:00 | sell | 9 | 5.90 | 1.4810 | 1.4857 | 1.4755 | ||
18 | 2008.01.16 17:46 | t/p | 9 | 5.90 | 1.4755 | 1.4857 | 1.4755 | 3245.00 | 11619.04 |
19 | 2008.01.16 17:46 | sell | 10 | 8.20 | 1.4752 | 1.4799 | 1.4697 | ||
20 | 2008.01.16 17:52 | t/p | 10 | 8.20 | 1.4697 | 1.4799 | 1.4697 | 4510.00 | 16129.04 |
21 | 2008.01.16 17:52 | sell | 11 | 11.30 | 1.4694 | 1.4741 | 1.4639 | ||
22 | 2008.01.16 18:11 | t/p | 11 | 11.30 | 1.4639 | 1.4741 | 1.4639 | 6215.00 | 22344.04 |
23 | 2008.01.18 00:00 | sell | 12 | 15.70 | 1.4633 | 1.4680 | 1.4578 | ||
24 | 2008.01.18 15:16 | s/l | 12 | 15.70 | 1.4680 | 1.4680 | 1.4578 | -7379.00 | 14965.04 |
25 | 2008.01.18 18:00 | sell | 13 | 10.50 | 1.4624 | 1.4671 | 1.4569 | ||
26 | 2008.01.21 02:06 | t/p | 13 | 10.50 | 1.4569 | 1.4671 | 1.4569 | 5798.10 | 20763.14 |
27 | 2008.01.21 02:06 | sell | 14 | 14.60 | 1.4564 | 1.4611 | 1.4509 | ||
28 | 2008.01.21 10:42 | t/p | 14 | 14.60 | 1.4509 | 1.4611 | 1.4509 | 8030.00 | 28793.14 |
29 | 2008.01.23 01:15 | buy | 15 | 20.20 | 1.4655 | 1.4583 | 1.4710 | ||
30 | 2008.01.23 10:14 | s/l | 15 | 20.20 | 1.4583 | 1.4583 | 1.4710 | -14544.00 | 14249.14 |
31 | 2008.01.23 22:30 | buy | 16 | 10.00 | 1.4631 | 1.4559 | 1.4686 | ||
32 | 2008.01.24 14:05 | t/p | 16 | 10.00 | 1.4686 | 1.4559 | 1.4686 | 5320.00 | 19569.14 |
33 | 2008.01.24 14:05 | buy | 17 | 13.70 | 1.4688 | 1.4616 | 1.4743 | ||
34 | 2008.01.24 20:14 | t/p | 17 | 13.70 | 1.4743 | 1.4616 | 1.4743 | 7535.00 | 27104.14 |
35 | 2008.01.28 21:00 | buy | 18 | 19.00 | 1.4784 | 1.4712 | 1.4839 | ||
36 | 2008.01.30 21:15 | t/p | 18 | 19.00 | 1.4839 | 1.4712 | 1.4839 | 10222.00 | 37326.14 |
37 | 2008.01.31 01:30 | buy | 19 | 26.20 | 1.4841 | 1.4769 | 1.4896 | ||
38 | 2008.01.31 08:11 | t/p | 19 | 26.20 | 1.4896 | 1.4769 | 1.4896 | 14410.00 | 51736.14 |
39 | 2008.02.01 01:17 | buy | 20 | 36.30 | 1.4859 | 1.4787 | 1.4914 | ||
40 | 2008.02.01 15:29 | t/p | 20 | 36.30 | 1.4914 | 1.4787 | 1.4914 | 19965.00 | 71701.14 |
41 | 2008.02.04 12:00 | sell | 21 | 50.20 | 1.4808 | 1.4855 | 1.4753 | ||
42 | 2008.02.05 11:03 | t/p | 21 | 50.20 | 1.4753 | 1.4855 | 1.4753 | 27720.44 | 99421.58 |
43 | 2008.02.07 10:05 | sell | 22 | 69.60 | 1.4606 | 1.4653 | 1.4551 | ||
44 | 2008.02.07 15:39 | t/p | 22 | 69.60 | 1.4551 | 1.4653 | 1.4551 | 38280.00 | 137701.58 |
45 | 2008.02.12 20:00 | buy | 23 | 96.40 | 1.4584 | 1.4512 | 1.4639 | ||
46 | 2008.02.14 15:21 | t/p | 23 | 96.40 | 1.4639 | 1.4512 | 1.4639 | 50706.40 | 188407.98 |
47 | 2008.02.14 18:30 | buy | 24 | 131.90 | 1.4633 | 1.4561 | 1.4688 | ||
48 | 2008.02.15 11:46 | t/p | 24 | 131.90 | 1.4688 | 1.4561 | 1.4688 | 71753.60 | 260161.58 |