Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2008.01.02 09:00 - 2008.03.28 21:00 (2008.01.01 - 2008.03.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Magic=12347; Slippage=30; Lots=1; FastPeriod=20; SlowPeriod=33; Hysteresis=4; | ||||
Bars in test | 2491 | Ticks modelled | 731225 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12746.00 | Gross profit | 18740.20 | Gross loss | -5994.20 |
Profit factor | 3.13 | Expected payoff | 579.36 | ||
Absolute drawdown | 980.80 | Maximal drawdown | 4358.60 (19.57%) | Relative drawdown | 23.79% (3387.20) |
Total trades | 22 | Short positions (won %) | 11 (27.27%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 4600.80 | loss trade | -848.00 | |
Average | profit trade | 1703.65 | loss trade | -544.93 | |
Maximum | consecutive wins (profit in money) | 3 (5758.00) | consecutive losses (loss in money) | 3 (-2143.80) | |
Maximal | consecutive profit (count of wins) | 5758.00 (3) | consecutive loss (count of losses) | -2143.80 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.07 08:00 | sell | 1 | 1.00 | 1.47160 | 0.00000 | 0.00000 | ||
2 | 2008.01.08 18:02 | close | 1 | 1.00 | 1.47214 | 0.00000 | 0.00000 | -55.40 | 9944.60 |
3 | 2008.01.08 18:02 | buy | 2 | 1.00 | 1.47214 | 0.00000 | 0.00000 | ||
4 | 2008.01.09 14:00 | close | 2 | 1.00 | 1.46910 | 0.00000 | 0.00000 | -303.20 | 9641.40 |
5 | 2008.01.09 14:00 | sell | 3 | 1.00 | 1.46910 | 0.00000 | 0.00000 | ||
6 | 2008.01.10 17:00 | close | 3 | 1.00 | 1.47348 | 0.00000 | 0.00000 | -442.20 | 9199.20 |
7 | 2008.01.10 17:00 | buy | 4 | 1.00 | 1.47348 | 0.00000 | 0.00000 | ||
8 | 2008.01.15 23:00 | close | 4 | 1.00 | 1.48030 | 0.00000 | 0.00000 | 684.40 | 9883.60 |
9 | 2008.01.15 23:00 | sell | 5 | 1.00 | 1.48030 | 0.00000 | 0.00000 | ||
10 | 2008.01.22 18:00 | close | 5 | 1.00 | 1.46078 | 0.00000 | 0.00000 | 1942.20 | 11825.80 |
11 | 2008.01.22 18:00 | buy | 6 | 1.00 | 1.46078 | 0.00000 | 0.00000 | ||
12 | 2008.01.28 03:00 | close | 6 | 1.00 | 1.46790 | 0.00000 | 0.00000 | 716.80 | 12542.60 |
13 | 2008.01.28 03:00 | sell | 7 | 1.00 | 1.46790 | 0.00000 | 0.00000 | ||
14 | 2008.01.28 13:00 | close | 7 | 1.00 | 1.47268 | 0.00000 | 0.00000 | -478.00 | 12064.60 |
15 | 2008.01.28 13:00 | buy | 8 | 1.00 | 1.47268 | 0.00000 | 0.00000 | ||
16 | 2008.02.01 21:00 | close | 8 | 1.00 | 1.48020 | 0.00000 | 0.00000 | 756.80 | 12821.40 |
17 | 2008.02.01 21:00 | sell | 9 | 1.00 | 1.48020 | 0.00000 | 0.00000 | ||
18 | 2008.02.11 08:00 | close | 9 | 1.00 | 1.45588 | 0.00000 | 0.00000 | 2420.80 | 15242.20 |
19 | 2008.02.11 08:00 | buy | 10 | 1.00 | 1.45588 | 0.00000 | 0.00000 | ||
20 | 2008.02.11 17:00 | close | 10 | 1.00 | 1.44940 | 0.00000 | 0.00000 | -648.00 | 14594.20 |
21 | 2008.02.11 17:00 | sell | 11 | 1.00 | 1.44940 | 0.00000 | 0.00000 | ||
22 | 2008.02.12 14:04 | close | 11 | 1.00 | 1.45502 | 0.00000 | 0.00000 | -563.40 | 14030.80 |
23 | 2008.02.12 14:04 | buy | 12 | 1.00 | 1.45502 | 0.00000 | 0.00000 | ||
24 | 2008.02.20 14:00 | close | 12 | 1.00 | 1.46450 | 0.00000 | 0.00000 | 954.40 | 14985.20 |
25 | 2008.02.20 14:00 | sell | 13 | 1.00 | 1.46450 | 0.00000 | 0.00000 | ||
26 | 2008.02.21 02:00 | close | 13 | 1.00 | 1.47148 | 0.00000 | 0.00000 | -702.20 | 14283.00 |
27 | 2008.02.21 02:00 | buy | 14 | 1.00 | 1.47148 | 0.00000 | 0.00000 | ||
28 | 2008.03.05 09:03 | close | 14 | 1.00 | 1.51740 | 0.00000 | 0.00000 | 4600.80 | 18883.80 |
29 | 2008.03.05 09:03 | sell | 15 | 1.00 | 1.51740 | 0.00000 | 0.00000 | ||
30 | 2008.03.05 16:00 | close | 15 | 1.00 | 1.52398 | 0.00000 | 0.00000 | -658.00 | 18225.80 |
31 | 2008.03.05 16:00 | buy | 16 | 1.00 | 1.52398 | 0.00000 | 0.00000 | ||
32 | 2008.03.10 18:03 | close | 16 | 1.00 | 1.53300 | 0.00000 | 0.00000 | 906.00 | 19131.80 |
33 | 2008.03.10 18:03 | sell | 17 | 1.00 | 1.53300 | 0.00000 | 0.00000 | ||
34 | 2008.03.11 10:32 | close | 17 | 1.00 | 1.54108 | 0.00000 | 0.00000 | -809.40 | 18322.40 |
35 | 2008.03.11 10:32 | buy | 18 | 1.00 | 1.54108 | 0.00000 | 0.00000 | ||
36 | 2008.03.11 18:45 | close | 18 | 1.00 | 1.53260 | 0.00000 | 0.00000 | -848.00 | 17474.40 |
37 | 2008.03.11 18:45 | sell | 19 | 1.00 | 1.53260 | 0.00000 | 0.00000 | ||
38 | 2008.03.12 09:00 | close | 19 | 1.00 | 1.53745 | 0.00000 | 0.00000 | -486.40 | 16988.00 |
39 | 2008.03.12 09:00 | buy | 20 | 1.00 | 1.53745 | 0.00000 | 0.00000 | ||
40 | 2008.03.18 22:00 | close | 20 | 1.00 | 1.56270 | 0.00000 | 0.00000 | 2529.80 | 19517.80 |
41 | 2008.03.18 22:00 | sell | 21 | 1.00 | 1.56270 | 0.00000 | 0.00000 | ||
42 | 2008.03.25 04:00 | close | 21 | 1.00 | 1.55488 | 0.00000 | 0.00000 | 772.20 | 20290.00 |
43 | 2008.03.25 04:00 | buy | 22 | 1.00 | 1.55488 | 0.00000 | 0.00000 | ||
44 | 2008.03.28 21:59 | close at stop | 22 | 1.00 | 1.57940 | 0.00000 | 0.00000 | 2456.00 | 22746.00 |