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 | Magic=12347; Slippage=30; Lots=1; FastPeriod=20; SlowPeriod=33; Hysteresis=4; | ||||
Bars in test | 2427 | Ticks modelled | 2203801 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9950.60 | Gross profit | 8629.00 | Gross loss | -18579.60 |
Profit factor | 0.46 | Expected payoff | -382.72 | ||
Absolute drawdown | 9950.60 | Maximal drawdown | 14989.40 (99.67%) | Relative drawdown | 99.67% (14989.40) |
Total trades | 26 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 13 (7.69%) |
Profit trades (% of total) | 5 (19.23%) | Loss trades (% of total) | 21 (80.77%) | ||
Largest | profit trade | 2535.20 | loss trade | -2402.80 | |
Average | profit trade | 1725.80 | loss trade | -884.74 | |
Maximum | consecutive wins (profit in money) | 2 (3763.80) | consecutive losses (loss in money) | 11 (-8341.40) | |
Maximal | consecutive profit (count of wins) | 3763.80 (2) | consecutive loss (count of losses) | -8341.40 (11) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 14:38 | buy | 1 | 1.00 | 1.37249 | 0.00000 | 0.00000 | ||
2 | 2009.01.09 16:31 | close | 1 | 1.00 | 1.34843 | 0.00000 | 0.00000 | -2402.80 | 7597.20 |
3 | 2009.01.09 16:31 | sell | 2 | 1.00 | 1.34843 | 0.00000 | 0.00000 | ||
4 | 2009.01.16 07:00 | close | 2 | 1.00 | 1.32298 | 0.00000 | 0.00000 | 2535.20 | 10132.40 |
5 | 2009.01.16 07:00 | buy | 3 | 1.00 | 1.32298 | 0.00000 | 0.00000 | ||
6 | 2009.01.19 16:00 | close | 3 | 1.00 | 1.31310 | 0.00000 | 0.00000 | -987.20 | 9145.20 |
7 | 2009.01.19 16:00 | sell | 4 | 1.00 | 1.31310 | 0.00000 | 0.00000 | ||
8 | 2009.01.22 04:00 | close | 4 | 1.00 | 1.30208 | 0.00000 | 0.00000 | 1095.00 | 10240.20 |
9 | 2009.01.22 04:00 | buy | 5 | 1.00 | 1.30208 | 0.00000 | 0.00000 | ||
10 | 2009.01.23 06:00 | close | 5 | 1.00 | 1.29420 | 0.00000 | 0.00000 | -787.20 | 9453.00 |
11 | 2009.01.23 06:00 | sell | 6 | 1.00 | 1.29420 | 0.00000 | 0.00000 | ||
12 | 2009.01.26 13:00 | close | 6 | 1.00 | 1.29558 | 0.00000 | 0.00000 | -139.40 | 9313.60 |
13 | 2009.01.26 13:00 | buy | 7 | 1.00 | 1.29558 | 0.00000 | 0.00000 | ||
14 | 2009.01.29 02:00 | close | 7 | 1.00 | 1.31180 | 0.00000 | 0.00000 | 1626.00 | 10939.60 |
15 | 2009.01.29 02:00 | sell | 8 | 1.00 | 1.31180 | 0.00000 | 0.00000 | ||
16 | 2009.02.03 05:00 | close | 8 | 1.00 | 1.29038 | 0.00000 | 0.00000 | 2137.80 | 13077.40 |
17 | 2009.02.03 05:00 | buy | 9 | 1.00 | 1.29038 | 0.00000 | 0.00000 | ||
18 | 2009.02.04 18:00 | close | 9 | 1.00 | 1.28540 | 0.00000 | 0.00000 | -497.20 | 12580.20 |
19 | 2009.02.04 18:00 | sell | 10 | 1.00 | 1.28540 | 0.00000 | 0.00000 | ||
20 | 2009.02.06 19:00 | close | 10 | 1.00 | 1.28998 | 0.00000 | 0.00000 | -463.60 | 12116.60 |
21 | 2009.02.06 19:00 | buy | 11 | 1.00 | 1.28998 | 0.00000 | 0.00000 | ||
22 | 2009.02.10 06:00 | close | 11 | 1.00 | 1.28210 | 0.00000 | 0.00000 | -786.40 | 11330.20 |
23 | 2009.02.10 06:00 | sell | 12 | 1.00 | 1.28210 | 0.00000 | 0.00000 | ||
24 | 2009.02.10 13:22 | close | 12 | 1.00 | 1.29928 | 0.00000 | 0.00000 | -1718.00 | 9612.20 |
25 | 2009.02.10 13:22 | buy | 13 | 1.00 | 1.29928 | 0.00000 | 0.00000 | ||
26 | 2009.02.10 22:00 | close | 13 | 1.00 | 1.28830 | 0.00000 | 0.00000 | -1098.00 | 8514.20 |
27 | 2009.02.10 22:00 | sell | 14 | 1.00 | 1.28830 | 0.00000 | 0.00000 | ||
28 | 2009.02.11 13:00 | close | 14 | 1.00 | 1.29395 | 0.00000 | 0.00000 | -566.40 | 7947.80 |
29 | 2009.02.11 13:00 | buy | 15 | 1.00 | 1.29395 | 0.00000 | 0.00000 | ||
30 | 2009.02.11 18:00 | close | 15 | 1.00 | 1.28920 | 0.00000 | 0.00000 | -475.00 | 7472.80 |
31 | 2009.02.11 18:00 | sell | 16 | 1.00 | 1.28920 | 0.00000 | 0.00000 | ||
32 | 2009.02.13 07:00 | close | 16 | 1.00 | 1.29258 | 0.00000 | 0.00000 | -343.60 | 7129.20 |
33 | 2009.02.13 07:00 | buy | 17 | 1.00 | 1.29258 | 0.00000 | 0.00000 | ||
34 | 2009.02.13 15:00 | close | 17 | 1.00 | 1.28370 | 0.00000 | 0.00000 | -888.00 | 6241.20 |
35 | 2009.02.13 15:00 | sell | 18 | 1.00 | 1.28370 | 0.00000 | 0.00000 | ||
36 | 2009.02.13 19:01 | close | 18 | 1.00 | 1.28888 | 0.00000 | 0.00000 | -518.00 | 5723.20 |
37 | 2009.02.13 19:01 | buy | 19 | 1.00 | 1.28888 | 0.00000 | 0.00000 | ||
38 | 2009.02.16 00:00 | close | 19 | 1.00 | 1.27900 | 0.00000 | 0.00000 | -987.20 | 4736.00 |
39 | 2009.02.16 00:00 | sell | 20 | 1.00 | 1.27900 | 0.00000 | 0.00000 | ||
40 | 2009.02.19 12:00 | close | 20 | 1.00 | 1.26658 | 0.00000 | 0.00000 | 1235.00 | 5971.00 |
41 | 2009.02.19 12:00 | buy | 21 | 1.00 | 1.26658 | 0.00000 | 0.00000 | ||
42 | 2009.02.20 08:08 | close | 21 | 1.00 | 1.25700 | 0.00000 | 0.00000 | -957.20 | 5013.80 |
43 | 2009.02.20 08:08 | sell | 22 | 1.00 | 1.25700 | 0.00000 | 0.00000 | ||
44 | 2009.02.20 18:00 | close | 22 | 1.00 | 1.26966 | 0.00000 | 0.00000 | -1266.00 | 3747.80 |
45 | 2009.02.20 18:00 | buy | 23 | 1.00 | 1.26966 | 0.00000 | 0.00000 | ||
46 | 2009.02.24 01:00 | close | 23 | 1.00 | 1.26710 | 0.00000 | 0.00000 | -254.40 | 3493.40 |
47 | 2009.02.24 01:00 | sell | 24 | 1.00 | 1.26710 | 0.00000 | 0.00000 | ||
48 | 2009.02.24 12:00 | close | 24 | 1.00 | 1.28208 | 0.00000 | 0.00000 | -1498.00 | 1995.40 |
49 | 2009.02.24 12:00 | buy | 25 | 1.00 | 1.28208 | 0.00000 | 0.00000 | ||
50 | 2009.02.24 16:01 | close | 25 | 1.00 | 1.27130 | 0.00000 | 0.00000 | -1078.00 | 917.40 |
51 | 2009.02.24 16:01 | sell | 26 | 1.00 | 1.27130 | 0.00000 | 0.00000 | ||
52 | 2009.02.24 18:52 | close at stop | 26 | 1.00 | 1.27998 | 0.00000 | 0.00000 | -868.00 | 49.40 |