Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.12.10 00:00 - 2008.04.04 22:00 (2007.12.10 - 2008.04.07) | ||||
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 | 2947 | Ticks modelled | 900276 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 46154.28 | Gross profit | 63565.08 | Gross loss | -17410.80 |
Profit factor | 3.65 | Expected payoff | 1538.48 | ||
Absolute drawdown | 1484.28 | Maximal drawdown | 14008.86 (31.32%) | Relative drawdown | 31.32% (14008.86) |
Total trades | 30 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 15 (50.00%) | Loss trades (% of total) | 15 (50.00%) | ||
Largest | profit trade | 10547.66 | loss trade | -2284.80 | |
Average | profit trade | 4237.67 | loss trade | -1160.72 | |
Maximum | consecutive wins (profit in money) | 4 (26671.80) | consecutive losses (loss in money) | 3 (-3921.76) | |
Maximal | consecutive profit (count of wins) | 26671.80 (4) | consecutive loss (count of losses) | -3921.76 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.12.11 23:00 | sell | 1 | 1.00 | 1.46550 | 0.00000 | 0.00000 | ||
2 | 2007.12.12 15:00 | close | 1 | 1.00 | 1.47148 | 0.00000 | 0.00000 | -599.40 | 9400.60 |
3 | 2007.12.12 15:00 | buy | 2 | 0.90 | 1.47137 | 0.00000 | 0.00000 | ||
4 | 2007.12.12 17:00 | close | 2 | 0.90 | 1.46770 | 0.00000 | 0.00000 | -330.30 | 9070.30 |
5 | 2007.12.12 17:00 | sell | 3 | 0.90 | 1.46766 | 0.00000 | 0.00000 | ||
6 | 2007.12.21 10:01 | close | 3 | 0.90 | 1.43844 | 0.00000 | 0.00000 | 2615.94 | 11686.24 |
7 | 2007.12.21 10:01 | buy | 4 | 1.20 | 1.43843 | 0.00000 | 0.00000 | ||
8 | 2008.01.07 08:00 | close | 4 | 1.20 | 1.47160 | 0.00000 | 0.00000 | 3994.80 | 15681.04 |
9 | 2008.01.07 08:00 | sell | 5 | 1.60 | 1.47155 | 0.00000 | 0.00000 | ||
10 | 2008.01.08 16:00 | close | 5 | 1.60 | 1.47308 | 0.00000 | 0.00000 | -247.04 | 15434.00 |
11 | 2008.01.08 16:00 | buy | 6 | 1.50 | 1.47322 | 0.00000 | 0.00000 | ||
12 | 2008.01.09 14:00 | close | 6 | 1.50 | 1.46910 | 0.00000 | 0.00000 | -616.80 | 14817.20 |
13 | 2008.01.09 14:00 | sell | 7 | 1.50 | 1.46904 | 0.00000 | 0.00000 | ||
14 | 2008.01.10 17:00 | close | 7 | 1.50 | 1.47348 | 0.00000 | 0.00000 | -672.30 | 14144.90 |
15 | 2008.01.10 17:00 | buy | 8 | 1.40 | 1.47358 | 0.00000 | 0.00000 | ||
16 | 2008.01.15 23:00 | close | 8 | 1.40 | 1.48030 | 0.00000 | 0.00000 | 944.16 | 15089.06 |
17 | 2008.01.15 23:00 | sell | 9 | 1.50 | 1.48040 | 0.00000 | 0.00000 | ||
18 | 2008.01.22 17:00 | close | 9 | 1.50 | 1.46138 | 0.00000 | 0.00000 | 2838.30 | 17927.36 |
19 | 2008.01.22 17:00 | buy | 10 | 1.80 | 1.46142 | 0.00000 | 0.00000 | ||
20 | 2008.01.28 03:00 | close | 10 | 1.80 | 1.46790 | 0.00000 | 0.00000 | 1175.04 | 19102.40 |
21 | 2008.01.28 03:00 | sell | 11 | 1.90 | 1.46780 | 0.00000 | 0.00000 | ||
22 | 2008.01.28 12:00 | close | 11 | 1.90 | 1.47168 | 0.00000 | 0.00000 | -737.20 | 18365.20 |
23 | 2008.01.28 12:00 | buy | 12 | 1.80 | 1.47153 | 0.00000 | 0.00000 | ||
24 | 2008.02.01 21:00 | close | 12 | 1.80 | 1.48020 | 0.00000 | 0.00000 | 1569.24 | 19934.44 |
25 | 2008.02.01 21:00 | sell | 13 | 2.00 | 1.48035 | 0.00000 | 0.00000 | ||
26 | 2008.02.11 08:00 | close | 13 | 2.00 | 1.45588 | 0.00000 | 0.00000 | 4871.60 | 24806.04 |
27 | 2008.02.11 08:00 | buy | 14 | 2.50 | 1.45597 | 0.00000 | 0.00000 | ||
28 | 2008.02.11 17:00 | close | 14 | 2.50 | 1.44940 | 0.00000 | 0.00000 | -1642.50 | 23163.54 |
29 | 2008.02.11 17:00 | sell | 15 | 2.30 | 1.44932 | 0.00000 | 0.00000 | ||
30 | 2008.02.12 08:00 | close | 15 | 2.30 | 1.45488 | 0.00000 | 0.00000 | -1282.02 | 21881.52 |
31 | 2008.02.12 08:00 | buy | 16 | 2.20 | 1.45498 | 0.00000 | 0.00000 | ||
32 | 2008.02.20 14:00 | close | 16 | 2.20 | 1.46450 | 0.00000 | 0.00000 | 2108.48 | 23990.00 |
33 | 2008.02.20 14:00 | sell | 17 | 2.40 | 1.46464 | 0.00000 | 0.00000 | ||
34 | 2008.02.21 01:00 | close | 17 | 2.40 | 1.47228 | 0.00000 | 0.00000 | -1843.68 | 22146.32 |
35 | 2008.02.21 01:00 | buy | 18 | 2.20 | 1.47218 | 0.00000 | 0.00000 | ||
36 | 2008.03.05 09:00 | close | 18 | 2.20 | 1.51792 | 0.00000 | 0.00000 | 10082.16 | 32228.48 |
37 | 2008.03.05 09:00 | sell | 19 | 3.20 | 1.51785 | 0.00000 | 0.00000 | ||
38 | 2008.03.05 15:00 | close | 19 | 3.20 | 1.52338 | 0.00000 | 0.00000 | -1769.60 | 30458.88 |
39 | 2008.03.05 15:00 | buy | 20 | 3.00 | 1.52343 | 0.00000 | 0.00000 | ||
40 | 2008.03.10 18:03 | close | 20 | 3.00 | 1.53300 | 0.00000 | 0.00000 | 2883.00 | 33341.88 |
41 | 2008.03.10 18:03 | sell | 21 | 3.30 | 1.53308 | 0.00000 | 0.00000 | ||
42 | 2008.03.11 10:00 | close | 21 | 3.30 | 1.53738 | 0.00000 | 0.00000 | -1423.62 | 31918.26 |
43 | 2008.03.11 10:00 | buy | 22 | 3.20 | 1.53736 | 0.00000 | 0.00000 | ||
44 | 2008.03.11 18:00 | close | 22 | 3.20 | 1.53350 | 0.00000 | 0.00000 | -1235.20 | 30683.06 |
45 | 2008.03.11 18:00 | sell | 23 | 3.10 | 1.53343 | 0.00000 | 0.00000 | ||
46 | 2008.03.12 08:11 | close | 23 | 3.10 | 1.53749 | 0.00000 | 0.00000 | -1262.94 | 29420.12 |
47 | 2008.03.12 08:11 | buy | 24 | 2.90 | 1.53746 | 0.00000 | 0.00000 | ||
48 | 2008.03.18 22:00 | close | 24 | 2.90 | 1.56270 | 0.00000 | 0.00000 | 7333.52 | 36753.64 |
49 | 2008.03.18 22:00 | sell | 25 | 3.70 | 1.56248 | 0.00000 | 0.00000 | ||
50 | 2008.03.25 03:24 | close | 25 | 3.70 | 1.55028 | 0.00000 | 0.00000 | 4477.74 | 41231.38 |
51 | 2008.03.25 03:24 | buy | 26 | 4.10 | 1.55023 | 0.00000 | 0.00000 | ||
52 | 2008.04.01 02:00 | close | 26 | 4.10 | 1.57590 | 0.00000 | 0.00000 | 10547.66 | 51779.04 |
53 | 2008.04.01 02:00 | sell | 27 | 5.20 | 1.57613 | 0.00000 | 0.00000 | ||
54 | 2008.04.03 01:00 | close | 27 | 5.20 | 1.56778 | 0.00000 | 0.00000 | 4312.88 | 56091.92 |
55 | 2008.04.03 01:00 | buy | 28 | 5.60 | 1.56788 | 0.00000 | 0.00000 | ||
56 | 2008.04.03 05:00 | close | 28 | 5.60 | 1.56380 | 0.00000 | 0.00000 | -2284.80 | 53807.12 |
57 | 2008.04.03 05:00 | sell | 29 | 5.40 | 1.56377 | 0.00000 | 0.00000 | ||
58 | 2008.04.03 22:00 | close | 29 | 5.40 | 1.56648 | 0.00000 | 0.00000 | -1463.40 | 52343.72 |
59 | 2008.04.03 22:00 | buy | 30 | 5.20 | 1.56638 | 0.00000 | 0.00000 | ||
60 | 2008.04.04 22:59 | close at stop | 30 | 5.20 | 1.57370 | 0.00000 | 0.00000 | 3810.56 | 56154.28 |