Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 2000.01.03 00:00 - 2009.06.12 00:00 (2000.01.01 - 2009.06.13) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Magic=12348; Slippage=30; Lots=0.1; LongPeriod=55; ShortPeriod=20; | ||||
Bars in test | 3469 | Ticks modelled | 21721141 | Modelling quality | n/a |
Mismatched charts errors | 20103 | ||||
Initial deposit | 500.00 | ||||
Total net profit | 3021.91 | Gross profit | 8016.85 | Gross loss | -4994.94 |
Profit factor | 1.60 | Expected payoff | 73.71 | ||
Absolute drawdown | 288.05 | Maximal drawdown | 2083.86 (39.06%) | Relative drawdown | 74.01% (603.69) |
Total trades | 41 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 23 (52.17%) |
Profit trades (% of total) | 19 (46.34%) | Loss trades (% of total) | 22 (53.66%) | ||
Largest | profit trade | 858.80 | loss trade | -861.00 | |
Average | profit trade | 421.94 | loss trade | -227.04 | |
Maximum | consecutive wins (profit in money) | 2 (1268.41) | consecutive losses (loss in money) | 3 (-800.00) | |
Maximal | consecutive profit (count of wins) | 1268.41 (2) | consecutive loss (count of losses) | -1312.78 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2000.01.27 13:36 | sell | 1 | 0.10 | 0.99847 | 0.00000 | 0.00000 | ||
2 | 2000.02.22 16:53 | close | 1 | 0.10 | 1.00623 | 0.00000 | 0.00000 | -80.72 | 419.28 |
3 | 2000.02.28 04:26 | sell | 2 | 0.10 | 0.96646 | 0.00000 | 0.00000 | ||
4 | 2000.05.26 16:43 | close | 2 | 0.10 | 0.92014 | 0.00000 | 0.00000 | 451.50 | 870.78 |
5 | 2000.09.06 02:13 | sell | 3 | 0.10 | 0.87170 | 0.00000 | 0.00000 | ||
6 | 2000.12.01 00:52 | close | 3 | 0.10 | 0.88018 | 0.00000 | 0.00000 | -96.24 | 774.54 |
7 | 2000.12.20 00:52 | buy | 4 | 0.10 | 0.90878 | 0.00000 | 0.00000 | ||
8 | 2001.02.15 02:11 | close | 4 | 0.10 | 0.90590 | 0.00000 | 0.00000 | -22.90 | 751.64 |
9 | 2001.03.15 00:37 | sell | 5 | 0.10 | 0.89820 | 0.00000 | 0.00000 | ||
10 | 2001.07.18 16:31 | close | 5 | 0.10 | 0.86687 | 0.00000 | 0.00000 | 297.31 | 1048.95 |
11 | 2001.08.02 03:19 | buy | 6 | 0.10 | 0.88398 | 0.00000 | 0.00000 | ||
12 | 2001.09.06 09:20 | close | 6 | 0.10 | 0.88370 | 0.00000 | 0.00000 | 0.70 | 1049.65 |
13 | 2001.09.14 14:34 | buy | 7 | 0.10 | 0.92468 | 0.00000 | 0.00000 | ||
14 | 2001.10.11 12:56 | close | 7 | 0.10 | 0.90566 | 0.00000 | 0.00000 | -187.50 | 862.15 |
15 | 2001.11.13 14:40 | sell | 8 | 0.10 | 0.88190 | 0.00000 | 0.00000 | ||
16 | 2001.12.12 19:57 | close | 8 | 0.10 | 0.89898 | 0.00000 | 0.00000 | -174.57 | 687.58 |
17 | 2002.01.25 10:55 | sell | 9 | 0.10 | 0.87300 | 0.00000 | 0.00000 | ||
18 | 2002.03.07 09:00 | close | 9 | 0.10 | 0.88089 | 0.00000 | 0.00000 | -84.23 | 603.35 |
19 | 2002.04.17 10:03 | buy | 10 | 0.10 | 0.88753 | 0.00000 | 0.00000 | ||
20 | 2002.08.06 09:58 | close | 10 | 0.10 | 0.97230 | 0.00000 | 0.00000 | 858.80 | 1462.15 |
21 | 2002.09.17 10:50 | sell | 11 | 0.10 | 0.96196 | 0.00000 | 0.00000 | ||
22 | 2002.10.10 10:53 | close | 11 | 0.10 | 0.99208 | 0.00000 | 0.00000 | -304.45 | 1157.70 |
23 | 2002.11.05 09:13 | buy | 12 | 0.10 | 1.00114 | 0.00000 | 0.00000 | ||
24 | 2002.11.23 11:22 | close | 12 | 0.10 | 0.98835 | 0.00000 | 0.00000 | -126.00 | 1031.70 |
25 | 2002.12.12 15:51 | buy | 13 | 0.10 | 1.01848 | 0.00000 | 0.00000 | ||
26 | 2003.03.17 16:50 | close | 13 | 0.10 | 1.06868 | 0.00000 | 0.00000 | 511.30 | 1543.00 |
27 | 2003.04.30 01:42 | buy | 14 | 0.10 | 1.10939 | 0.00000 | 0.00000 | ||
28 | 2003.06.19 04:11 | close | 14 | 0.10 | 1.16250 | 0.00000 | 0.00000 | 536.30 | 2079.30 |
29 | 2003.07.16 01:54 | sell | 15 | 0.10 | 1.11508 | 0.00000 | 0.00000 | ||
30 | 2003.09.12 15:48 | close | 15 | 0.10 | 1.12778 | 0.00000 | 0.00000 | -134.80 | 1944.50 |
31 | 2003.09.29 17:01 | buy | 16 | 0.10 | 1.15592 | 0.00000 | 0.00000 | ||
32 | 2003.11.03 16:12 | close | 16 | 0.10 | 1.15410 | 0.00000 | 0.00000 | -14.70 | 1929.80 |
33 | 2003.11.18 16:09 | buy | 17 | 0.10 | 1.18670 | 0.00000 | 0.00000 | ||
34 | 2004.02.27 11:06 | close | 17 | 0.10 | 1.23790 | 0.00000 | 0.00000 | 522.30 | 2452.10 |
35 | 2004.03.02 17:00 | sell | 18 | 0.10 | 1.22932 | 0.00000 | 0.00000 | ||
36 | 2004.05.27 14:25 | close | 18 | 0.10 | 1.21875 | 0.00000 | 0.00000 | 94.26 | 2546.36 |
37 | 2004.07.07 07:54 | buy | 19 | 0.10 | 1.23577 | 0.00000 | 0.00000 | ||
38 | 2004.07.27 16:19 | close | 19 | 0.10 | 1.20610 | 0.00000 | 0.00000 | -294.70 | 2251.66 |
39 | 2004.10.15 14:41 | buy | 20 | 0.10 | 1.24496 | 0.00000 | 0.00000 | ||
40 | 2005.01.07 16:08 | close | 20 | 0.10 | 1.31518 | 0.00000 | 0.00000 | 710.60 | 2962.26 |
41 | 2005.02.04 14:52 | sell | 21 | 0.10 | 1.29170 | 0.00000 | 0.00000 | ||
42 | 2005.02.22 04:18 | close | 21 | 0.10 | 1.31278 | 0.00000 | 0.00000 | -212.88 | 2749.38 |
43 | 2005.05.12 08:56 | sell | 22 | 0.10 | 1.27637 | 0.00000 | 0.00000 | ||
44 | 2005.08.03 11:02 | close | 22 | 0.10 | 1.22618 | 0.00000 | 0.00000 | 491.37 | 3240.75 |
45 | 2005.09.01 14:27 | buy | 23 | 0.10 | 1.24938 | 0.00000 | 0.00000 | ||
46 | 2005.09.19 00:08 | close | 23 | 0.10 | 1.21570 | 0.00000 | 0.00000 | -335.20 | 2905.55 |
47 | 2005.10.03 03:07 | sell | 24 | 0.10 | 1.19497 | 0.00000 | 0.00000 | ||
48 | 2005.12.12 13:52 | close | 24 | 0.10 | 1.19031 | 0.00000 | 0.00000 | 37.50 | 2943.05 |
49 | 2006.01.06 14:52 | buy | 25 | 0.10 | 1.21738 | 0.00000 | 0.00000 | ||
50 | 2006.02.03 14:59 | close | 25 | 0.10 | 1.20048 | 0.00000 | 0.00000 | -166.20 | 2776.85 |
51 | 2006.04.06 10:59 | buy | 26 | 0.10 | 1.23237 | 0.00000 | 0.00000 | ||
52 | 2006.06.08 14:33 | close | 26 | 0.10 | 1.26895 | 0.00000 | 0.00000 | 372.10 | 3148.95 |
53 | 2006.07.18 16:47 | sell | 27 | 0.10 | 1.24769 | 0.00000 | 0.00000 | ||
54 | 2006.08.04 14:31 | close | 27 | 0.10 | 1.28365 | 0.00000 | 0.00000 | -362.07 | 2786.88 |
55 | 2006.08.21 16:01 | buy | 28 | 0.10 | 1.29351 | 0.00000 | 0.00000 | ||
56 | 2006.09.08 14:37 | close | 28 | 0.10 | 1.26947 | 0.00000 | 0.00000 | -238.40 | 2548.48 |
57 | 2006.10.10 11:05 | sell | 29 | 0.10 | 1.25560 | 0.00000 | 0.00000 | ||
58 | 2006.10.31 16:08 | close | 29 | 0.10 | 1.27528 | 0.00000 | 0.00000 | -199.53 | 2348.95 |
59 | 2006.11.10 09:54 | buy | 30 | 0.10 | 1.28804 | 0.00000 | 0.00000 | ||
60 | 2007.01.05 14:30 | close | 30 | 0.10 | 1.30508 | 0.00000 | 0.00000 | 176.00 | 2524.95 |
61 | 2007.03.16 02:12 | buy | 31 | 0.10 | 1.32980 | 0.00000 | 0.00000 | ||
62 | 2007.05.10 18:58 | close | 31 | 0.10 | 1.34800 | 0.00000 | 0.00000 | 187.50 | 2712.45 |
63 | 2007.06.13 02:37 | sell | 32 | 0.10 | 1.32860 | 0.00000 | 0.00000 | ||
64 | 2007.07.02 09:36 | close | 32 | 0.10 | 1.35558 | 0.00000 | 0.00000 | -272.27 | 2440.18 |
65 | 2007.07.10 15:15 | buy | 33 | 0.10 | 1.36863 | 0.00000 | 0.00000 | ||
66 | 2007.08.13 16:56 | close | 33 | 0.10 | 1.36070 | 0.00000 | 0.00000 | -75.90 | 2364.28 |
67 | 2007.09.12 07:21 | buy | 34 | 0.10 | 1.38576 | 0.00000 | 0.00000 | ||
68 | 2007.12.14 12:22 | close | 34 | 0.10 | 1.45240 | 0.00000 | 0.00000 | 675.90 | 3040.18 |
69 | 2008.02.26 20:34 | buy | 35 | 0.10 | 1.49541 | 0.00000 | 0.00000 | ||
70 | 2008.05.01 10:44 | close | 35 | 0.10 | 1.55136 | 0.00000 | 0.00000 | 566.20 | 3606.38 |
71 | 2008.07.11 15:29 | buy | 36 | 0.10 | 1.59108 | 0.00000 | 0.00000 | ||
72 | 2008.07.29 16:12 | close | 36 | 0.10 | 1.56103 | 0.00000 | 0.00000 | -298.90 | 3307.48 |
73 | 2008.08.08 02:02 | sell | 37 | 0.10 | 1.53010 | 0.00000 | 0.00000 | ||
74 | 2008.09.22 20:46 | close | 37 | 0.10 | 1.48129 | 0.00000 | 0.00000 | 482.51 | 3789.99 |
75 | 2008.10.02 09:26 | sell | 38 | 0.10 | 1.38798 | 0.00000 | 0.00000 | ||
76 | 2008.12.11 06:27 | close | 38 | 0.10 | 1.30848 | 0.00000 | 0.00000 | 785.90 | 4575.89 |
77 | 2008.12.17 05:50 | buy | 39 | 0.10 | 1.41518 | 0.00000 | 0.00000 | ||
78 | 2009.01.13 06:42 | close | 39 | 0.10 | 1.32881 | 0.00000 | 0.00000 | -861.00 | 3714.89 |
79 | 2009.02.18 15:49 | sell | 40 | 0.10 | 1.25479 | 0.00000 | 0.00000 | ||
80 | 2009.03.16 11:02 | close | 40 | 0.10 | 1.29963 | 0.00000 | 0.00000 | -451.78 | 3263.11 |
81 | 2009.05.20 15:43 | buy | 41 | 0.10 | 1.37395 | 0.00000 | 0.00000 | ||
82 | 2009.06.12 13:54 | close at stop | 41 | 0.10 | 1.39958 | 0.00000 | 0.00000 | 258.80 | 3521.91 |