Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2012.01.27 00:00 - 2013.08.08 13:55 (2012.01.27 - 2013.08.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | start_lot=0.01; TAKEPROFITPIPS=200; STOPLOSSPIPS=60; MAX_ACCOUNT_RISK=25; X________________1="------MARTINGALE------"; X________________1a="(progression=true=double all trades lot/level, progression=false=only losing trades lot double/level)"; MARTINGALE_ACTIVATOR=true; MARTINGALE_LEVELS=5; MARTINGALE_PROGRESSION=true; X________________2="------ORDER SETTINGS------"; TOTAL_BUY_ORDERS=1; TOTAL_SELL_ORDERS=1; MAX_SLIPPAGE=19; X________________3="------PSAR SETTINGS------"; PSAR_STEP=0.005; PSAR_MAX=0.05; X________________4="------MACD SETTINGS------"; FAST_MACD_P=4; SLOW_MACD_P=6; SIGNAL_PERIOD=13; BUY_MACD_TRIGGER=0.0006; SELL_MACD_TRIGGER=-0.0006; | ||||
Bars in test | 114320 | Ticks modelled | 19753846 | Modelling quality | 90.00% |
Mismatched charts errors | 70 | ||||
Initial deposit | 999999999.00 | ||||
Total net profit | -52.26 | Gross profit | 41.97 | Gross loss | -94.24 |
Profit factor | 0.45 | Expected payoff | -1.45 | ||
Absolute drawdown | 52.26 | Maximal drawdown | 62.02 (0.00%) | Relative drawdown | 0.00% (62.02) |
Total trades | 36 | Short positions (won %) | 14 (14.29%) | Long positions (won %) | 22 (4.55%) |
Profit trades (% of total) | 3 (8.33%) | Loss trades (% of total) | 33 (91.67%) | ||
Largest | profit trade | 32.00 | loss trade | -9.60 | |
Average | profit trade | 13.99 | loss trade | -2.86 | |
Maximum | consecutive wins (profit in money) | 1 (32.00) | consecutive losses (loss in money) | 18 (-57.04) | |
Maximal | consecutive profit (count of wins) | 32.00 (1) | consecutive loss (count of losses) | -57.04 (18) | |
Average | consecutive wins | 1 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.04.03 19:45 | sell | 1 | 0.01 | 1.32271 | 0.00000 | 0.00000 | ||
2 | 2012.04.03 19:45 | modify | 1 | 0.01 | 1.32271 | 1.32331 | 1.32071 | ||
3 | 2012.04.03 19:46 | s/l | 1 | 0.01 | 1.32331 | 1.32331 | 1.32071 | -0.60 | 999999998.40 |
4 | 2012.04.03 19:46 | sell | 2 | 0.02 | 1.32311 | 0.00000 | 0.00000 | ||
5 | 2012.04.03 19:46 | modify | 2 | 0.02 | 1.32311 | 1.32371 | 1.32111 | ||
6 | 2012.04.03 19:51 | s/l | 2 | 0.02 | 1.32371 | 1.32371 | 1.32111 | -1.20 | 999999997.20 |
7 | 2012.04.03 19:51 | sell | 3 | 0.04 | 1.32351 | 0.00000 | 0.00000 | ||
8 | 2012.04.03 19:51 | modify | 3 | 0.04 | 1.32351 | 1.32411 | 1.32151 | ||
9 | 2012.04.03 19:59 | t/p | 3 | 0.04 | 1.32151 | 1.32411 | 1.32151 | 8.00 | 1000000005.20 |
10 | 2012.04.03 19:59 | sell | 4 | 0.08 | 1.32130 | 0.00000 | 0.00000 | ||
11 | 2012.04.03 19:59 | modify | 4 | 0.08 | 1.32130 | 1.32190 | 1.31930 | ||
12 | 2012.04.03 20:00 | s/l | 4 | 0.08 | 1.32190 | 1.32190 | 1.31930 | -4.80 | 1000000000.40 |
13 | 2012.04.03 20:00 | sell | 5 | 0.02 | 1.32171 | 0.00000 | 0.00000 | ||
14 | 2012.04.03 20:00 | modify | 5 | 0.02 | 1.32171 | 1.32231 | 1.31971 | ||
15 | 2012.04.03 20:04 | s/l | 5 | 0.02 | 1.32231 | 1.32231 | 1.31971 | -1.20 | 999999999.20 |
16 | 2012.04.03 20:04 | sell | 6 | 0.02 | 1.32211 | 0.00000 | 0.00000 | ||
17 | 2012.04.03 20:04 | modify | 6 | 0.02 | 1.32211 | 1.32271 | 1.32011 | ||
18 | 2012.04.03 20:06 | s/l | 6 | 0.02 | 1.32271 | 1.32271 | 1.32011 | -1.20 | 999999998.00 |
19 | 2012.04.03 20:06 | sell | 7 | 0.04 | 1.32254 | 0.00000 | 0.00000 | ||
20 | 2012.04.03 20:06 | modify | 7 | 0.04 | 1.32254 | 1.32314 | 1.32054 | ||
21 | 2012.04.03 20:06 | s/l | 7 | 0.04 | 1.32314 | 1.32314 | 1.32054 | -2.40 | 999999995.60 |
22 | 2012.04.03 20:06 | sell | 8 | 0.08 | 1.32295 | 0.00000 | 0.00000 | ||
23 | 2012.04.03 20:06 | modify | 8 | 0.08 | 1.32295 | 1.32355 | 1.32095 | ||
24 | 2012.04.03 20:54 | s/l | 8 | 0.08 | 1.32355 | 1.32355 | 1.32095 | -4.80 | 999999990.80 |
25 | 2012.05.06 23:33 | sell | 9 | 0.02 | 1.29659 | 0.00000 | 0.00000 | ||
26 | 2012.05.06 23:33 | modify | 9 | 0.02 | 1.29659 | 1.29719 | 1.29459 | ||
27 | 2012.05.06 23:40 | s/l | 9 | 0.02 | 1.29719 | 1.29719 | 1.29459 | -1.20 | 999999989.60 |
28 | 2012.05.06 23:40 | sell | 10 | 0.04 | 1.29699 | 0.00000 | 0.00000 | ||
29 | 2012.05.06 23:40 | modify | 10 | 0.04 | 1.29699 | 1.29759 | 1.29499 | ||
30 | 2012.05.06 23:41 | s/l | 10 | 0.04 | 1.29759 | 1.29759 | 1.29499 | -2.40 | 999999987.20 |
31 | 2012.05.06 23:41 | sell | 11 | 0.01 | 1.29742 | 0.00000 | 0.00000 | ||
32 | 2012.05.06 23:41 | modify | 11 | 0.01 | 1.29742 | 1.29802 | 1.29542 | ||
33 | 2012.05.06 23:41 | s/l | 11 | 0.01 | 1.29802 | 1.29802 | 1.29542 | -0.60 | 999999986.60 |
34 | 2012.05.06 23:41 | sell | 12 | 0.02 | 1.29782 | 0.00000 | 0.00000 | ||
35 | 2012.05.06 23:41 | modify | 12 | 0.02 | 1.29782 | 1.29842 | 1.29582 | ||
36 | 2012.05.06 23:42 | s/l | 12 | 0.02 | 1.29842 | 1.29842 | 1.29582 | -1.20 | 999999985.40 |
37 | 2012.05.06 23:42 | sell | 13 | 0.16 | 1.29822 | 0.00000 | 0.00000 | ||
38 | 2012.05.06 23:42 | modify | 13 | 0.16 | 1.29822 | 1.29882 | 1.29622 | ||
39 | 2012.05.06 23:59 | s/l | 13 | 0.16 | 1.29882 | 1.29882 | 1.29622 | -9.60 | 999999975.80 |
40 | 2012.05.06 23:59 | sell | 14 | 0.01 | 1.29862 | 0.00000 | 0.00000 | ||
41 | 2012.05.06 23:59 | modify | 14 | 0.01 | 1.29862 | 1.29922 | 1.29662 | ||
42 | 2012.05.07 00:23 | t/p | 14 | 0.01 | 1.29662 | 1.29922 | 1.29662 | 1.97 | 999999977.77 |
43 | 2012.06.01 14:50 | buy | 15 | 0.04 | 1.24163 | 0.00000 | 0.00000 | ||
44 | 2012.06.01 14:50 | modify | 15 | 0.04 | 1.24163 | 1.24103 | 1.24363 | ||
45 | 2012.06.01 14:51 | s/l | 15 | 0.04 | 1.24103 | 1.24103 | 1.24363 | -2.40 | 999999975.37 |
46 | 2012.06.01 14:55 | buy | 16 | 0.02 | 1.24047 | 0.00000 | 0.00000 | ||
47 | 2012.06.01 14:55 | modify | 16 | 0.02 | 1.24047 | 1.23987 | 1.24247 | ||
48 | 2012.06.01 14:56 | s/l | 16 | 0.02 | 1.23987 | 1.23987 | 1.24247 | -1.20 | 999999974.17 |
49 | 2012.06.01 14:56 | buy | 17 | 0.04 | 1.24006 | 0.00000 | 0.00000 | ||
50 | 2012.06.01 14:56 | modify | 17 | 0.04 | 1.24006 | 1.23946 | 1.24206 | ||
51 | 2012.06.01 14:56 | s/l | 17 | 0.04 | 1.23946 | 1.23946 | 1.24206 | -2.40 | 999999971.77 |
52 | 2012.06.01 14:56 | buy | 18 | 0.16 | 1.23966 | 0.00000 | 0.00000 | ||
53 | 2012.06.01 14:56 | modify | 18 | 0.16 | 1.23966 | 1.23906 | 1.24166 | ||
54 | 2012.06.01 15:03 | t/p | 18 | 0.16 | 1.24166 | 1.23906 | 1.24166 | 32.00 | 1000000003.77 |
55 | 2012.06.01 15:03 | buy | 19 | 0.01 | 1.24188 | 0.00000 | 0.00000 | ||
56 | 2012.06.01 15:03 | modify | 19 | 0.01 | 1.24188 | 1.24128 | 1.24388 | ||
57 | 2012.06.01 15:14 | s/l | 19 | 0.01 | 1.24128 | 1.24128 | 1.24388 | -0.60 | 1000000003.17 |
58 | 2012.06.01 15:14 | buy | 20 | 0.16 | 1.24148 | 0.00000 | 0.00000 | ||
59 | 2012.06.01 15:14 | modify | 20 | 0.16 | 1.24148 | 1.24088 | 1.24348 | ||
60 | 2012.06.01 15:17 | s/l | 20 | 0.16 | 1.24088 | 1.24088 | 1.24348 | -9.60 | 999999993.57 |
61 | 2012.06.10 23:15 | buy | 21 | 0.01 | 1.26592 | 0.00000 | 0.00000 | ||
62 | 2012.06.10 23:15 | modify | 21 | 0.01 | 1.26592 | 1.26532 | 1.26792 | ||
63 | 2012.06.10 23:17 | s/l | 21 | 0.01 | 1.26532 | 1.26532 | 1.26792 | -0.60 | 999999992.97 |
64 | 2012.06.10 23:17 | buy | 22 | 0.02 | 1.26550 | 0.00000 | 0.00000 | ||
65 | 2012.06.10 23:17 | modify | 22 | 0.02 | 1.26550 | 1.26490 | 1.26750 | ||
66 | 2012.06.10 23:20 | s/l | 22 | 0.02 | 1.26490 | 1.26490 | 1.26750 | -1.20 | 999999991.77 |
67 | 2012.06.10 23:20 | buy | 23 | 0.01 | 1.26510 | 0.00000 | 0.00000 | ||
68 | 2012.06.10 23:20 | modify | 23 | 0.01 | 1.26510 | 1.26450 | 1.26710 | ||
69 | 2012.06.10 23:23 | s/l | 23 | 0.01 | 1.26450 | 1.26450 | 1.26710 | -0.60 | 999999991.17 |
70 | 2012.06.10 23:23 | buy | 24 | 0.01 | 1.26469 | 0.00000 | 0.00000 | ||
71 | 2012.06.10 23:23 | modify | 24 | 0.01 | 1.26469 | 1.26409 | 1.26669 | ||
72 | 2012.06.10 23:23 | s/l | 24 | 0.01 | 1.26409 | 1.26409 | 1.26669 | -0.60 | 999999990.57 |
73 | 2012.06.10 23:23 | buy | 25 | 0.16 | 1.26428 | 0.00000 | 0.00000 | ||
74 | 2012.06.10 23:23 | modify | 25 | 0.16 | 1.26428 | 1.26368 | 1.26628 | ||
75 | 2012.06.10 23:24 | s/l | 25 | 0.16 | 1.26368 | 1.26368 | 1.26628 | -9.60 | 999999980.97 |
76 | 2012.06.10 23:24 | buy | 26 | 0.04 | 1.26387 | 0.00000 | 0.00000 | ||
77 | 2012.06.10 23:24 | modify | 26 | 0.04 | 1.26387 | 1.26327 | 1.26587 | ||
78 | 2012.06.11 01:02 | s/l | 26 | 0.04 | 1.26327 | 1.26327 | 1.26587 | -2.44 | 999999978.54 |
79 | 2012.06.17 23:55 | buy | 27 | 0.01 | 1.27318 | 0.00000 | 0.00000 | ||
80 | 2012.06.17 23:55 | modify | 27 | 0.01 | 1.27318 | 1.27258 | 1.27518 | ||
81 | 2012.06.17 23:55 | s/l | 27 | 0.01 | 1.27258 | 1.27258 | 1.27518 | -0.60 | 999999977.94 |
82 | 2012.06.17 23:55 | buy | 28 | 0.02 | 1.27278 | 0.00000 | 0.00000 | ||
83 | 2012.06.17 23:55 | modify | 28 | 0.02 | 1.27278 | 1.27218 | 1.27478 | ||
84 | 2012.06.17 23:56 | s/l | 28 | 0.02 | 1.27218 | 1.27218 | 1.27478 | -1.20 | 999999976.74 |
85 | 2012.06.18 00:02 | buy | 29 | 0.02 | 1.27210 | 0.00000 | 0.00000 | ||
86 | 2012.06.18 00:02 | modify | 29 | 0.02 | 1.27210 | 1.27150 | 1.27410 | ||
87 | 2012.06.18 00:15 | s/l | 29 | 0.02 | 1.27150 | 1.27150 | 1.27410 | -1.20 | 999999975.54 |
88 | 2012.06.29 04:15 | buy | 30 | 0.04 | 1.25916 | 0.00000 | 0.00000 | ||
89 | 2012.06.29 04:15 | modify | 30 | 0.04 | 1.25916 | 1.25856 | 1.26116 | ||
90 | 2012.06.29 04:44 | s/l | 30 | 0.04 | 1.25856 | 1.25856 | 1.26116 | -2.40 | 999999973.14 |
91 | 2012.06.29 04:44 | buy | 31 | 0.02 | 1.25875 | 0.00000 | 0.00000 | ||
92 | 2012.06.29 04:44 | modify | 31 | 0.02 | 1.25875 | 1.25815 | 1.26075 | ||
93 | 2012.06.29 04:48 | s/l | 31 | 0.02 | 1.25815 | 1.25815 | 1.26075 | -1.20 | 999999971.94 |
94 | 2012.06.29 04:48 | buy | 32 | 0.04 | 1.25834 | 0.00000 | 0.00000 | ||
95 | 2012.06.29 04:48 | modify | 32 | 0.04 | 1.25834 | 1.25774 | 1.26034 | ||
96 | 2012.06.29 04:48 | s/l | 32 | 0.04 | 1.25774 | 1.25774 | 1.26034 | -2.40 | 999999969.54 |
97 | 2012.06.29 04:48 | buy | 33 | 0.02 | 1.25793 | 0.00000 | 0.00000 | ||
98 | 2012.06.29 04:48 | modify | 33 | 0.02 | 1.25793 | 1.25733 | 1.25993 | ||
99 | 2012.06.29 05:22 | s/l | 33 | 0.02 | 1.25733 | 1.25733 | 1.25993 | -1.20 | 999999968.34 |
100 | 2012.06.29 14:00 | buy | 34 | 0.16 | 1.26809 | 0.00000 | 0.00000 | ||
101 | 2012.06.29 14:00 | modify | 34 | 0.16 | 1.26809 | 1.26749 | 1.27009 | ||
102 | 2012.06.29 14:05 | s/l | 34 | 0.16 | 1.26749 | 1.26749 | 1.27009 | -9.60 | 999999958.74 |
103 | 2012.06.29 14:05 | buy | 35 | 0.16 | 1.26768 | 0.00000 | 0.00000 | ||
104 | 2012.06.29 14:05 | modify | 35 | 0.16 | 1.26768 | 1.26708 | 1.26968 | ||
105 | 2012.06.29 14:09 | s/l | 35 | 0.16 | 1.26708 | 1.26708 | 1.26968 | -9.60 | 999999949.14 |
106 | 2012.06.29 14:09 | buy | 36 | 0.04 | 1.26728 | 0.00000 | 0.00000 | ||
107 | 2012.06.29 14:09 | modify | 36 | 0.04 | 1.26728 | 1.26668 | 1.26928 | ||
108 | 2012.06.29 14:38 | s/l | 36 | 0.04 | 1.26668 | 1.26668 | 1.26928 | -2.40 | 999999946.74 |