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 | Risk_Percentage=2; | ||||
Bars in test | 2490 | Ticks modelled | 1650697 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 545.87 | Gross profit | 2442.98 | Gross loss | -1897.11 |
Profit factor | 1.29 | Expected payoff | 12.41 | ||
Absolute drawdown | 237.30 | Maximal drawdown | 811.30 (7.25%) | Relative drawdown | 7.25% (811.30) |
Total trades | 44 | Short positions (won %) | 28 (46.43%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 23 (52.27%) | Loss trades (% of total) | 21 (47.73%) | ||
Largest | profit trade | 345.20 | loss trade | -110.75 | |
Average | profit trade | 106.22 | loss trade | -90.34 | |
Maximum | consecutive wins (profit in money) | 6 (930.10) | consecutive losses (loss in money) | 5 (-397.96) | |
Maximal | consecutive profit (count of wins) | 930.10 (6) | consecutive loss (count of losses) | -436.95 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | 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 13:00 | buy | 2 | 0.10 | 1.4376 | 0.0000 | 0.0000 | ||
3 | 2010.01.05 09:00 | close | 2 | 0.10 | 1.4477 | 0.0000 | 0.0000 | 101.04 | 10101.04 |
4 | 2010.01.05 20:07 | close | 1 | 0.10 | 1.4377 | 0.0000 | 0.0000 | 0.04 | 10101.08 |
5 | 2010.01.05 21:00 | sell | 3 | 0.14 | 1.4363 | 0.0000 | 0.0000 | ||
6 | 2010.01.05 21:00 | sell | 4 | 0.14 | 1.4362 | 0.0000 | 0.0000 | ||
7 | 2010.01.06 09:08 | close | 4 | 0.14 | 1.4289 | 0.0000 | 0.0000 | 101.68 | 10202.75 |
8 | 2010.01.06 11:06 | close | 3 | 0.14 | 1.4363 | 0.0000 | 0.0000 | -0.53 | 10202.23 |
9 | 2010.01.06 19:00 | buy | 5 | 0.16 | 1.4404 | 0.0000 | 0.0000 | ||
10 | 2010.01.06 19:00 | buy | 6 | 0.16 | 1.4403 | 0.0000 | 0.0000 | ||
11 | 2010.01.07 12:15 | close | 6 | 0.16 | 1.4342 | 0.0000 | 0.0000 | -97.42 | 10104.81 |
12 | 2010.01.07 12:15 | close | 5 | 0.16 | 1.4342 | 0.0000 | 0.0000 | -99.02 | 10005.79 |
13 | 2010.01.08 16:00 | buy | 7 | 0.10 | 1.4404 | 0.0000 | 0.0000 | ||
14 | 2010.01.08 16:00 | buy | 8 | 0.10 | 1.4405 | 0.0000 | 0.0000 | ||
15 | 2010.01.08 17:11 | close | 8 | 0.10 | 1.4304 | 0.0000 | 0.0000 | -101.00 | 9904.79 |
16 | 2010.01.08 17:11 | close | 7 | 0.10 | 1.4304 | 0.0000 | 0.0000 | -100.00 | 9804.79 |
17 | 2010.01.08 20:00 | buy | 9 | 0.10 | 1.4395 | 0.0000 | 0.0000 | ||
18 | 2010.01.08 20:00 | buy | 10 | 0.10 | 1.4394 | 0.0000 | 0.0000 | ||
19 | 2010.01.11 02:40 | close | 10 | 0.10 | 1.4493 | 0.0000 | 0.0000 | 99.04 | 9903.83 |
20 | 2010.01.12 17:00 | close | 9 | 0.10 | 1.4508 | 0.0000 | 0.0000 | 113.08 | 10016.90 |
21 | 2010.01.13 09:02 | buy | 11 | 0.20 | 1.4513 | 0.0000 | 0.0000 | ||
22 | 2010.01.13 09:02 | buy | 12 | 0.21 | 1.4512 | 0.0000 | 0.0000 | ||
23 | 2010.01.13 10:11 | close | 12 | 0.21 | 1.4464 | 0.0000 | 0.0000 | -100.80 | 9916.10 |
24 | 2010.01.13 10:11 | close | 11 | 0.20 | 1.4464 | 0.0000 | 0.0000 | -98.00 | 9818.10 |
25 | 2010.01.13 13:00 | buy | 13 | 0.18 | 1.4517 | 0.0000 | 0.0000 | ||
26 | 2010.01.13 13:00 | buy | 14 | 0.18 | 1.4515 | 0.0000 | 0.0000 | ||
27 | 2010.01.13 14:08 | close | 14 | 0.18 | 1.4571 | 0.0000 | 0.0000 | 100.80 | 9918.90 |
28 | 2010.01.13 17:13 | close | 13 | 0.18 | 1.4517 | 0.0000 | 0.0000 | 0.00 | 9918.90 |
29 | 2010.01.14 15:00 | sell | 15 | 0.22 | 1.4486 | 0.0000 | 0.0000 | ||
30 | 2010.01.14 15:00 | sell | 16 | 0.22 | 1.4485 | 0.0000 | 0.0000 | ||
31 | 2010.01.15 03:54 | close | 16 | 0.22 | 1.4440 | 0.0000 | 0.0000 | 98.17 | 10017.08 |
32 | 2010.01.19 12:00 | close | 15 | 0.22 | 1.4356 | 0.0000 | 0.0000 | 283.52 | 10300.60 |
33 | 2010.01.26 06:00 | sell | 17 | 0.16 | 1.4114 | 0.0000 | 0.0000 | ||
34 | 2010.01.26 06:00 | sell | 18 | 0.16 | 1.4113 | 0.0000 | 0.0000 | ||
35 | 2010.01.26 17:34 | close | 18 | 0.16 | 1.4049 | 0.0000 | 0.0000 | 102.40 | 10403.00 |
36 | 2010.02.01 18:00 | close | 17 | 0.16 | 1.3896 | 0.0000 | 0.0000 | 345.20 | 10748.20 |
37 | 2010.02.02 06:16 | sell | 19 | 0.26 | 1.3888 | 0.0000 | 0.0000 | ||
38 | 2010.02.02 06:16 | sell | 20 | 0.27 | 1.3889 | 0.0000 | 0.0000 | ||
39 | 2010.02.02 06:56 | close | 20 | 0.27 | 1.3929 | 0.0000 | 0.0000 | -108.00 | 10640.20 |
40 | 2010.02.02 06:56 | close | 19 | 0.26 | 1.3929 | 0.0000 | 0.0000 | -106.60 | 10533.60 |
41 | 2010.02.03 18:00 | sell | 21 | 0.11 | 1.3912 | 0.0000 | 0.0000 | ||
42 | 2010.02.03 18:00 | sell | 22 | 0.11 | 1.3913 | 0.0000 | 0.0000 | ||
43 | 2010.02.04 16:01 | close | 22 | 0.11 | 1.3815 | 0.0000 | 0.0000 | 106.56 | 10640.17 |
44 | 2010.02.08 21:00 | close | 21 | 0.11 | 1.3679 | 0.0000 | 0.0000 | 254.24 | 10894.40 |
45 | 2010.02.08 22:02 | sell | 23 | 0.26 | 1.3668 | 0.0000 | 0.0000 | ||
46 | 2010.02.08 22:02 | sell | 24 | 0.25 | 1.3667 | 0.0000 | 0.0000 | ||
47 | 2010.02.09 07:23 | close | 24 | 0.25 | 1.3710 | 0.0000 | 0.0000 | -108.44 | 10785.97 |
48 | 2010.02.09 07:23 | close | 23 | 0.26 | 1.3710 | 0.0000 | 0.0000 | -110.18 | 10675.79 |
49 | 2010.02.10 18:00 | sell | 25 | 0.11 | 1.3697 | 0.0000 | 0.0000 | ||
50 | 2010.02.10 18:00 | sell | 26 | 0.11 | 1.3696 | 0.0000 | 0.0000 | ||
51 | 2010.02.11 04:55 | close | 26 | 0.11 | 1.3791 | 0.0000 | 0.0000 | -105.74 | 10570.05 |
52 | 2010.02.11 04:55 | close | 25 | 0.11 | 1.3791 | 0.0000 | 0.0000 | -104.64 | 10465.42 |
53 | 2010.02.11 16:00 | sell | 27 | 0.15 | 1.3697 | 0.0000 | 0.0000 | ||
54 | 2010.02.11 16:00 | sell | 28 | 0.15 | 1.3696 | 0.0000 | 0.0000 | ||
55 | 2010.02.11 17:43 | close | 28 | 0.15 | 1.3626 | 0.0000 | 0.0000 | 105.00 | 10570.42 |
56 | 2010.02.11 23:47 | close | 27 | 0.15 | 1.3697 | 0.0000 | 0.0000 | 0.00 | 10570.42 |
57 | 2010.02.17 18:00 | sell | 29 | 0.12 | 1.3654 | 0.0000 | 0.0000 | ||
58 | 2010.02.17 18:00 | sell | 30 | 0.12 | 1.3653 | 0.0000 | 0.0000 | ||
59 | 2010.02.18 02:39 | close | 30 | 0.12 | 1.3564 | 0.0000 | 0.0000 | 105.45 | 10675.87 |
60 | 2010.02.18 16:42 | close | 29 | 0.12 | 1.3654 | 0.0000 | 0.0000 | -1.35 | 10674.52 |
61 | 2010.02.23 15:00 | sell | 31 | 0.10 | 1.3580 | 0.0000 | 0.0000 | ||
62 | 2010.02.23 15:00 | sell | 32 | 0.10 | 1.3581 | 0.0000 | 0.0000 | ||
63 | 2010.02.25 06:01 | close | 32 | 0.10 | 1.3472 | 0.0000 | 0.0000 | 107.50 | 10782.02 |
64 | 2010.02.25 19:00 | close | 31 | 0.10 | 1.3476 | 0.0000 | 0.0000 | 102.50 | 10884.52 |
65 | 2010.02.25 21:00 | buy | 33 | 0.10 | 1.3566 | 0.0000 | 0.0000 | ||
66 | 2010.02.25 21:00 | buy | 34 | 0.10 | 1.3567 | 0.0000 | 0.0000 | ||
67 | 2010.02.26 18:41 | close | 34 | 0.10 | 1.3676 | 0.0000 | 0.0000 | 109.04 | 10993.56 |
68 | 2010.03.01 13:37 | close | 33 | 0.10 | 1.3566 | 0.0000 | 0.0000 | 0.08 | 10993.63 |
69 | 2010.03.01 14:00 | sell | 35 | 0.10 | 1.3541 | 0.0000 | 0.0000 | ||
70 | 2010.03.01 14:00 | sell | 36 | 0.10 | 1.3540 | 0.0000 | 0.0000 | ||
71 | 2010.03.03 02:40 | close | 36 | 0.10 | 1.3650 | 0.0000 | 0.0000 | -110.75 | 10882.88 |
72 | 2010.03.03 02:40 | close | 35 | 0.10 | 1.3650 | 0.0000 | 0.0000 | -109.75 | 10773.13 |
73 | 2010.03.04 18:00 | sell | 37 | 0.13 | 1.3606 | 0.0000 | 0.0000 | ||
74 | 2010.03.04 18:00 | sell | 38 | 0.13 | 1.3605 | 0.0000 | 0.0000 | ||
75 | 2010.03.08 04:03 | close | 38 | 0.13 | 1.3688 | 0.0000 | 0.0000 | -108.88 | 10664.26 |
76 | 2010.03.08 04:03 | close | 37 | 0.13 | 1.3688 | 0.0000 | 0.0000 | -107.57 | 10556.68 |
77 | 2010.03.09 02:00 | sell | 39 | 0.47 | 1.3618 | 0.0000 | 0.0000 | ||
78 | 2010.03.09 02:00 | sell | 40 | 0.45 | 1.3617 | 0.0000 | 0.0000 | ||
79 | 2010.03.09 10:53 | close | 40 | 0.45 | 1.3594 | 0.0000 | 0.0000 | 103.50 | 10660.18 |
80 | 2010.03.10 13:46 | close | 39 | 0.47 | 1.3618 | 0.0000 | 0.0000 | -1.76 | 10658.42 |
81 | 2010.03.10 16:00 | buy | 41 | 0.25 | 1.3617 | 0.0000 | 0.0000 | ||
82 | 2010.03.10 16:00 | buy | 42 | 0.24 | 1.3618 | 0.0000 | 0.0000 | ||
83 | 2010.03.10 17:59 | close | 42 | 0.24 | 1.3661 | 0.0000 | 0.0000 | 103.20 | 10761.62 |
84 | 2010.03.18 18:17 | close | 41 | 0.25 | 1.3617 | 0.0000 | 0.0000 | 0.95 | 10762.57 |
85 | 2010.03.23 10:00 | sell | 43 | 0.26 | 1.3519 | 0.0000 | 0.0000 | ||
86 | 2010.03.23 10:00 | sell | 44 | 0.25 | 1.3518 | 0.0000 | 0.0000 | ||
87 | 2010.03.23 17:52 | close | 44 | 0.25 | 1.3561 | 0.0000 | 0.0000 | -107.50 | 10655.07 |
88 | 2010.03.23 17:52 | close | 43 | 0.26 | 1.3561 | 0.0000 | 0.0000 | -109.20 | 10545.87 |