Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.01.05 00:00 - 2009.03.27 22:00 (2009.01.05 - 2009.03.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | periodN=20; periodM=33; pPips=4; magicNumber=4599; method=1; appliedPrice=5; orderSlippage=2; maxOrderAttempts=5; | ||||
Bars in test | 2427 | Ticks modelled | 2203801 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6386.92 | Gross profit | 11231.88 | Gross loss | -17618.80 |
Profit factor | 0.64 | Expected payoff | -159.67 | ||
Absolute drawdown | 7828.16 | Maximal drawdown | 14407.04 (86.90%) | Relative drawdown | 86.90% (14407.04) |
Total trades | 40 | Short positions (won %) | 20 (30.00%) | Long positions (won %) | 20 (10.00%) |
Profit trades (% of total) | 8 (20.00%) | Loss trades (% of total) | 32 (80.00%) | ||
Largest | profit trade | 2571.36 | loss trade | -1749.60 | |
Average | profit trade | 1403.98 | loss trade | -550.59 | |
Maximum | consecutive wins (profit in money) | 2 (4196.36) | consecutive losses (loss in money) | 11 (-8533.40) | |
Maximal | consecutive profit (count of wins) | 4196.36 (2) | consecutive loss (count of losses) | -8533.40 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 14:28 | buy | 1 | 1.00 | 1.36594 | 0.00000 | 0.00000 | ||
2 | 2009.01.09 16:00 | close | 1 | 1.00 | 1.35140 | 0.00000 | 0.00000 | -1450.80 | 8549.20 |
3 | 2009.01.09 16:00 | sell | 2 | 0.90 | 1.35146 | 0.00000 | 0.00000 | ||
4 | 2009.01.16 06:49 | close | 2 | 0.90 | 1.32388 | 0.00000 | 0.00000 | 2473.38 | 11022.58 |
5 | 2009.01.16 06:50 | buy | 3 | 1.10 | 1.32398 | 0.00000 | 0.00000 | ||
6 | 2009.01.19 16:00 | close | 3 | 1.10 | 1.31310 | 0.00000 | 0.00000 | -1195.92 | 9826.66 |
7 | 2009.01.19 16:00 | sell | 4 | 1.00 | 1.31305 | 0.00000 | 0.00000 | ||
8 | 2009.01.22 03:01 | close | 4 | 1.00 | 1.30145 | 0.00000 | 0.00000 | 1153.00 | 10979.66 |
9 | 2009.01.22 03:01 | buy | 5 | 1.10 | 1.30153 | 0.00000 | 0.00000 | ||
10 | 2009.01.23 06:00 | close | 5 | 1.10 | 1.29420 | 0.00000 | 0.00000 | -805.42 | 10174.24 |
11 | 2009.01.23 06:00 | sell | 6 | 1.00 | 1.29414 | 0.00000 | 0.00000 | ||
12 | 2009.01.26 12:00 | close | 6 | 1.00 | 1.29558 | 0.00000 | 0.00000 | -145.40 | 10028.84 |
13 | 2009.01.26 12:00 | buy | 7 | 1.00 | 1.29559 | 0.00000 | 0.00000 | ||
14 | 2009.01.29 02:00 | close | 7 | 1.00 | 1.31180 | 0.00000 | 0.00000 | 1625.00 | 11653.84 |
15 | 2009.01.29 02:00 | sell | 8 | 1.20 | 1.31185 | 0.00000 | 0.00000 | ||
16 | 2009.02.03 05:00 | close | 8 | 1.20 | 1.29038 | 0.00000 | 0.00000 | 2571.36 | 14225.20 |
17 | 2009.02.03 05:00 | buy | 9 | 1.40 | 1.29037 | 0.00000 | 0.00000 | ||
18 | 2009.02.04 18:00 | close | 9 | 1.40 | 1.28540 | 0.00000 | 0.00000 | -694.68 | 13530.52 |
19 | 2009.02.04 18:00 | sell | 10 | 1.40 | 1.28543 | 0.00000 | 0.00000 | ||
20 | 2009.02.06 19:00 | close | 10 | 1.40 | 1.28998 | 0.00000 | 0.00000 | -644.84 | 12885.68 |
21 | 2009.02.06 19:00 | buy | 11 | 1.30 | 1.28996 | 0.00000 | 0.00000 | ||
22 | 2009.02.10 06:00 | close | 11 | 1.30 | 1.28210 | 0.00000 | 0.00000 | -1019.72 | 11865.96 |
23 | 2009.02.10 06:00 | sell | 12 | 1.20 | 1.28200 | 0.00000 | 0.00000 | ||
24 | 2009.02.10 13:00 | close | 12 | 1.20 | 1.29658 | 0.00000 | 0.00000 | -1749.60 | 10116.36 |
25 | 2009.02.10 13:00 | buy | 13 | 1.00 | 1.29670 | 0.00000 | 0.00000 | ||
26 | 2009.02.10 22:00 | close | 13 | 1.00 | 1.28830 | 0.00000 | 0.00000 | -840.00 | 9276.36 |
27 | 2009.02.10 22:00 | sell | 14 | 0.90 | 1.28820 | 0.00000 | 0.00000 | ||
28 | 2009.02.11 12:00 | close | 14 | 0.90 | 1.29468 | 0.00000 | 0.00000 | -584.46 | 8691.90 |
29 | 2009.02.11 12:00 | buy | 15 | 0.90 | 1.29465 | 0.00000 | 0.00000 | ||
30 | 2009.02.11 18:00 | close | 15 | 0.90 | 1.28920 | 0.00000 | 0.00000 | -490.50 | 8201.40 |
31 | 2009.02.11 18:00 | sell | 16 | 0.80 | 1.28919 | 0.00000 | 0.00000 | ||
32 | 2009.02.13 06:00 | close | 16 | 0.80 | 1.29268 | 0.00000 | 0.00000 | -283.68 | 7917.72 |
33 | 2009.02.13 06:00 | buy | 17 | 0.80 | 1.29275 | 0.00000 | 0.00000 | ||
34 | 2009.02.13 14:14 | close | 17 | 0.80 | 1.28200 | 0.00000 | 0.00000 | -860.00 | 7057.72 |
35 | 2009.02.13 14:14 | sell | 18 | 0.70 | 1.28204 | 0.00000 | 0.00000 | ||
36 | 2009.02.13 17:00 | close | 18 | 0.70 | 1.29118 | 0.00000 | 0.00000 | -639.80 | 6417.92 |
37 | 2009.02.13 17:00 | buy | 19 | 0.60 | 1.29111 | 0.00000 | 0.00000 | ||
38 | 2009.02.16 00:00 | close | 19 | 0.60 | 1.27900 | 0.00000 | 0.00000 | -726.12 | 5691.80 |
39 | 2009.02.16 00:00 | sell | 20 | 0.60 | 1.27895 | 0.00000 | 0.00000 | ||
40 | 2009.02.19 12:00 | close | 20 | 0.60 | 1.26658 | 0.00000 | 0.00000 | 738.00 | 6429.80 |
41 | 2009.02.19 12:00 | buy | 21 | 0.60 | 1.26648 | 0.00000 | 0.00000 | ||
42 | 2009.02.20 08:07 | close | 21 | 0.60 | 1.25778 | 0.00000 | 0.00000 | -521.52 | 5908.28 |
43 | 2009.02.20 08:07 | sell | 22 | 0.60 | 1.25766 | 0.00000 | 0.00000 | ||
44 | 2009.02.20 18:00 | close | 22 | 0.60 | 1.26898 | 0.00000 | 0.00000 | -679.20 | 5229.08 |
45 | 2009.02.20 18:00 | buy | 23 | 0.50 | 1.26932 | 0.00000 | 0.00000 | ||
46 | 2009.02.24 01:00 | close | 23 | 0.50 | 1.26710 | 0.00000 | 0.00000 | -110.20 | 5118.88 |
47 | 2009.02.24 01:00 | sell | 24 | 0.50 | 1.26703 | 0.00000 | 0.00000 | ||
48 | 2009.02.24 12:00 | close | 24 | 0.50 | 1.28208 | 0.00000 | 0.00000 | -752.50 | 4366.38 |
49 | 2009.02.24 12:00 | buy | 25 | 0.40 | 1.28217 | 0.00000 | 0.00000 | ||
50 | 2009.02.24 16:01 | close | 25 | 0.40 | 1.27181 | 0.00000 | 0.00000 | -414.40 | 3951.98 |
51 | 2009.02.24 16:01 | sell | 26 | 0.40 | 1.27164 | 0.00000 | 0.00000 | ||
52 | 2009.02.24 18:05 | close | 26 | 0.40 | 1.27646 | 0.00000 | 0.00000 | -192.80 | 3759.18 |
53 | 2009.02.24 18:05 | buy | 27 | 0.40 | 1.27656 | 0.00000 | 0.00000 | ||
54 | 2009.02.25 18:00 | close | 27 | 0.40 | 1.27300 | 0.00000 | 0.00000 | -142.08 | 3617.10 |
55 | 2009.02.25 18:00 | sell | 28 | 0.40 | 1.27293 | 0.00000 | 0.00000 | ||
56 | 2009.03.03 15:00 | close | 28 | 0.40 | 1.26508 | 0.00000 | 0.00000 | 310.64 | 3927.74 |
57 | 2009.03.03 15:00 | buy | 29 | 0.40 | 1.26509 | 0.00000 | 0.00000 | ||
58 | 2009.03.05 14:58 | close | 29 | 0.40 | 1.24982 | 0.00000 | 0.00000 | -609.52 | 3318.22 |
59 | 2009.03.05 14:58 | sell | 30 | 0.30 | 1.24975 | 0.00000 | 0.00000 | ||
60 | 2009.03.06 07:30 | close | 30 | 0.30 | 1.26442 | 0.00000 | 0.00000 | -440.52 | 2877.70 |
61 | 2009.03.06 07:30 | buy | 31 | 0.30 | 1.26465 | 0.00000 | 0.00000 | ||
62 | 2009.03.09 14:00 | close | 31 | 0.30 | 1.25620 | 0.00000 | 0.00000 | -253.26 | 2624.44 |
63 | 2009.03.09 14:00 | sell | 32 | 0.30 | 1.25634 | 0.00000 | 0.00000 | ||
64 | 2009.03.09 17:17 | close | 32 | 0.30 | 1.26538 | 0.00000 | 0.00000 | -271.20 | 2353.24 |
65 | 2009.03.09 17:17 | buy | 33 | 0.20 | 1.26530 | 0.00000 | 0.00000 | ||
66 | 2009.03.09 18:01 | close | 33 | 0.20 | 1.26312 | 0.00000 | 0.00000 | -43.60 | 2309.64 |
67 | 2009.03.09 18:01 | sell | 34 | 0.20 | 1.26305 | 0.00000 | 0.00000 | ||
68 | 2009.03.09 19:00 | close | 34 | 0.20 | 1.26388 | 0.00000 | 0.00000 | -16.60 | 2293.04 |
69 | 2009.03.09 19:00 | buy | 35 | 0.20 | 1.26386 | 0.00000 | 0.00000 | ||
70 | 2009.03.24 12:00 | close | 35 | 0.20 | 1.35430 | 0.00000 | 0.00000 | 1811.20 | 4104.24 |
71 | 2009.03.24 12:00 | sell | 36 | 0.40 | 1.35427 | 0.00000 | 0.00000 | ||
72 | 2009.03.25 21:00 | close | 36 | 0.40 | 1.35988 | 0.00000 | 0.00000 | -224.96 | 3879.28 |
73 | 2009.03.25 21:00 | buy | 37 | 0.40 | 1.35981 | 0.00000 | 0.00000 | ||
74 | 2009.03.26 21:00 | close | 37 | 0.40 | 1.35150 | 0.00000 | 0.00000 | -331.44 | 3547.84 |
75 | 2009.03.26 21:00 | sell | 38 | 0.40 | 1.35144 | 0.00000 | 0.00000 | ||
76 | 2009.03.27 05:01 | close | 38 | 0.40 | 1.35668 | 0.00000 | 0.00000 | -210.16 | 3337.68 |
77 | 2009.03.27 05:01 | buy | 39 | 0.30 | 1.35658 | 0.00000 | 0.00000 | ||
78 | 2009.03.27 10:40 | close | 39 | 0.30 | 1.34745 | 0.00000 | 0.00000 | -273.90 | 3063.78 |
79 | 2009.03.27 10:40 | sell | 40 | 0.30 | 1.34719 | 0.00000 | 0.00000 | ||
80 | 2009.03.27 22:00 | close at stop | 40 | 0.30 | 1.32888 | 0.00000 | 0.00000 | 549.30 | 3613.08 |