Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.03.30 23:00 (2010.01.01 - 2010.03.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MaxTimeMissed=15; Expire_Time=5; | ||||
Bars in test | 2490 | Ticks modelled | 1650697 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 375.35 | Gross profit | 577.82 | Gross loss | -202.46 |
Profit factor | 2.85 | Expected payoff | 12.94 | ||
Absolute drawdown | 17.26 | Maximal drawdown | 143.09 (1.38%) | Relative drawdown | 1.38% (140.00) |
Total trades | 29 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
Largest | profit trade | 61.00 | loss trade | -76.00 | |
Average | profit trade | 28.89 | loss trade | -22.50 | |
Maximum | consecutive wins (profit in money) | 5 (112.15) | consecutive losses (loss in money) | 3 (-110.09) | |
Maximal | consecutive profit (count of wins) | 137.00 (4) | consecutive loss (count of losses) | -110.09 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | buy | 1 | 0.10 | 1.4377 | 0.0000 | 0.0000 | ||
2 | 2010.01.04 18:00 | close | 1 | 0.10 | 1.4437 | 0.0000 | 0.0000 | 60.00 | 10060.00 |
3 | 2010.01.05 21:00 | sell | 2 | 0.10 | 1.4363 | 0.0000 | 0.0000 | ||
4 | 2010.01.06 02:00 | close | 2 | 0.10 | 1.4364 | 0.0000 | 0.0000 | -1.38 | 10058.63 |
5 | 2010.01.06 19:00 | buy | 3 | 0.10 | 1.4404 | 0.0000 | 0.0000 | ||
6 | 2010.01.07 00:00 | close | 3 | 0.10 | 1.4405 | 0.0000 | 0.0000 | 1.11 | 10059.74 |
7 | 2010.01.07 11:00 | sell | 4 | 0.10 | 1.4363 | 0.0000 | 0.0000 | ||
8 | 2010.01.07 16:00 | close | 4 | 0.10 | 1.4334 | 0.0000 | 0.0000 | 29.00 | 10088.74 |
9 | 2010.01.08 16:00 | buy | 5 | 0.10 | 1.4404 | 0.0000 | 0.0000 | ||
10 | 2010.01.08 20:00 | buy | 6 | 0.10 | 1.4395 | 0.0000 | 0.0000 | ||
11 | 2010.01.08 21:00 | close | 5 | 0.10 | 1.4422 | 0.0000 | 0.0000 | 18.00 | 10106.74 |
12 | 2010.01.11 00:00 | close | 6 | 0.10 | 1.4428 | 0.0000 | 0.0000 | 33.04 | 10139.78 |
13 | 2010.01.13 09:02 | buy | 7 | 0.10 | 1.4513 | 0.0000 | 0.0000 | ||
14 | 2010.01.13 13:00 | buy | 8 | 0.10 | 1.4517 | 0.0000 | 0.0000 | ||
15 | 2010.01.13 14:02 | close | 7 | 0.10 | 1.4544 | 0.0000 | 0.0000 | 31.00 | 10170.78 |
16 | 2010.01.13 18:00 | close | 8 | 0.10 | 1.4507 | 0.0000 | 0.0000 | -10.00 | 10160.78 |
17 | 2010.01.14 15:00 | sell | 9 | 0.10 | 1.4486 | 0.0000 | 0.0000 | ||
18 | 2010.01.14 20:00 | close | 9 | 0.10 | 1.4493 | 0.0000 | 0.0000 | -7.00 | 10153.78 |
19 | 2010.01.19 12:00 | sell | 10 | 0.10 | 1.4354 | 0.0000 | 0.0000 | ||
20 | 2010.01.19 17:00 | close | 10 | 0.10 | 1.4293 | 0.0000 | 0.0000 | 61.00 | 10214.78 |
21 | 2010.01.26 06:00 | sell | 11 | 0.10 | 1.4114 | 0.0000 | 0.0000 | ||
22 | 2010.01.26 11:00 | close | 11 | 0.10 | 1.4086 | 0.0000 | 0.0000 | 28.00 | 10242.78 |
23 | 2010.02.02 06:16 | sell | 12 | 0.10 | 1.3888 | 0.0000 | 0.0000 | ||
24 | 2010.02.02 11:16 | close | 12 | 0.10 | 1.3927 | 0.0000 | 0.0000 | -39.00 | 10203.78 |
25 | 2010.02.03 18:00 | sell | 13 | 0.10 | 1.3912 | 0.0000 | 0.0000 | ||
26 | 2010.02.03 23:00 | close | 13 | 0.10 | 1.3898 | 0.0000 | 0.0000 | 14.00 | 10217.78 |
27 | 2010.02.08 22:02 | sell | 14 | 0.10 | 1.3668 | 0.0000 | 0.0000 | ||
28 | 2010.02.09 03:02 | close | 14 | 0.10 | 1.3660 | 0.0000 | 0.0000 | 7.63 | 10225.40 |
29 | 2010.02.10 18:00 | sell | 15 | 0.10 | 1.3697 | 0.0000 | 0.0000 | ||
30 | 2010.02.10 23:00 | close | 15 | 0.10 | 1.3730 | 0.0000 | 0.0000 | -33.00 | 10192.40 |
31 | 2010.02.11 03:00 | buy | 16 | 0.10 | 1.3770 | 0.0000 | 0.0000 | ||
32 | 2010.02.11 08:00 | close | 16 | 0.10 | 1.3783 | 0.0000 | 0.0000 | 13.00 | 10205.40 |
33 | 2010.02.11 16:00 | sell | 17 | 0.10 | 1.3697 | 0.0000 | 0.0000 | ||
34 | 2010.02.11 21:00 | close | 17 | 0.10 | 1.3679 | 0.0000 | 0.0000 | 18.00 | 10223.40 |
35 | 2010.02.17 18:00 | sell | 18 | 0.10 | 1.3654 | 0.0000 | 0.0000 | ||
36 | 2010.02.17 23:00 | close | 18 | 0.10 | 1.3607 | 0.0000 | 0.0000 | 47.00 | 10270.40 |
37 | 2010.02.23 15:00 | sell | 19 | 0.10 | 1.3580 | 0.0000 | 0.0000 | ||
38 | 2010.02.23 20:00 | close | 19 | 0.10 | 1.3521 | 0.0000 | 0.0000 | 59.00 | 10329.40 |
39 | 2010.02.24 18:00 | buy | 20 | 0.10 | 1.3608 | 0.0000 | 0.0000 | ||
40 | 2010.02.24 20:01 | sell | 21 | 0.10 | 1.3536 | 0.0000 | 0.0000 | ||
41 | 2010.02.24 23:00 | close | 20 | 0.10 | 1.3532 | 0.0000 | 0.0000 | -76.00 | 10253.40 |
42 | 2010.02.25 01:01 | close | 21 | 0.10 | 1.3539 | 0.0000 | 0.0000 | -4.13 | 10249.28 |
43 | 2010.02.25 21:00 | buy | 22 | 0.10 | 1.3566 | 0.0000 | 0.0000 | ||
44 | 2010.02.26 02:00 | close | 22 | 0.10 | 1.3536 | 0.0000 | 0.0000 | -29.96 | 10219.32 |
45 | 2010.03.01 14:00 | sell | 23 | 0.10 | 1.3541 | 0.0000 | 0.0000 | ||
46 | 2010.03.01 19:00 | close | 23 | 0.10 | 1.3518 | 0.0000 | 0.0000 | 23.00 | 10242.32 |
47 | 2010.03.02 20:00 | buy | 24 | 0.10 | 1.3595 | 0.0000 | 0.0000 | ||
48 | 2010.03.03 01:00 | close | 24 | 0.10 | 1.3606 | 0.0000 | 0.0000 | 11.04 | 10253.35 |
49 | 2010.03.04 18:00 | sell | 25 | 0.10 | 1.3606 | 0.0000 | 0.0000 | ||
50 | 2010.03.04 23:00 | close | 25 | 0.10 | 1.3591 | 0.0000 | 0.0000 | 15.00 | 10268.35 |
51 | 2010.03.09 02:00 | sell | 26 | 0.10 | 1.3618 | 0.0000 | 0.0000 | ||
52 | 2010.03.09 07:00 | close | 26 | 0.10 | 1.3620 | 0.0000 | 0.0000 | -2.00 | 10266.35 |
53 | 2010.03.10 16:00 | buy | 27 | 0.10 | 1.3617 | 0.0000 | 0.0000 | ||
54 | 2010.03.10 21:00 | close | 27 | 0.10 | 1.3641 | 0.0000 | 0.0000 | 24.00 | 10290.35 |
55 | 2010.03.18 04:00 | sell | 28 | 0.10 | 1.3723 | 0.0000 | 0.0000 | ||
56 | 2010.03.18 09:00 | close | 28 | 0.10 | 1.3674 | 0.0000 | 0.0000 | 49.00 | 10339.35 |
57 | 2010.03.23 10:00 | sell | 29 | 0.10 | 1.3519 | 0.0000 | 0.0000 | ||
58 | 2010.03.23 15:00 | close | 29 | 0.10 | 1.3483 | 0.0000 | 0.0000 | 36.00 | 10375.35 |