Symbol | EURUSD- (Euro vs US Dollar) | ||||
Period | Daily (D1) 2011.01.03 00:00 - 2012.05.04 00:00 (2011.01.01 - 2012.05.05) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | bBuy=true; bSell=true; bTSPP=true; bStopForce=true; dSLFactor=1.5; dTSFactor=1.3; dTPFactor=2; dPPFactor=1.3; bDebug=false; bPause=false; bShowStatus=true; bShowOC=true; bShowStops=true; bShowFractals=false; bCloseAll=false; nSFFactor=4; nSlippage=3; nRiskPercent=5; nMaxOpenTrades=1; dLotsToTrade=0.2; nPPTimes=2; nFont=12; sFont="Courier New"; | ||||
Bars in test | 1351 | Ticks modelled | 22616437 | Modelling quality | n/a |
Mismatched charts errors | 133 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2158.74 | Gross profit | 3651.54 | Gross loss | -1492.79 |
Profit factor | 2.45 | Expected payoff | 61.68 | ||
Absolute drawdown | 84.60 | Maximal drawdown | 1081.00 (8.52%) | Relative drawdown | 8.52% (1081.00) |
Total trades | 35 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 18 (51.43%) | Loss trades (% of total) | 17 (48.57%) | ||
Largest | profit trade | 391.48 | loss trade | -296.52 | |
Average | profit trade | 202.86 | loss trade | -87.81 | |
Maximum | consecutive wins (profit in money) | 4 (668.83) | consecutive losses (loss in money) | 4 (-750.33) | |
Maximal | consecutive profit (count of wins) | 846.45 (3) | consecutive loss (count of losses) | -750.33 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.04 11:44 | sell | 1 | 0.20 | 1.33918 | 1.35817 | 1.31385 | ||
2 | 2011.01.05 13:14 | close | 1 | 0.10 | 1.32271 | 1.35817 | 1.31385 | 163.56 | 10163.56 |
3 | 2011.01.05 13:14 | sell | 2 | 0.10 | 1.33918 | 1.35817 | 1.31385 | ||
4 | 2011.01.05 16:18 | close | 2 | 0.10 | 1.31434 | 1.35817 | 1.31385 | 247.26 | 10410.82 |
5 | 2011.01.31 14:33 | sell | 3 | 0.20 | 1.36842 | 1.39169 | 1.33740 | ||
6 | 2011.02.10 00:00 | close | 3 | 0.20 | 1.37318 | 1.39169 | 1.33740 | -100.61 | 10310.21 |
7 | 2011.02.22 09:19 | buy | 4 | 0.20 | 1.35527 | 1.33646 | 1.38035 | ||
8 | 2011.02.23 08:44 | close | 4 | 0.10 | 1.37157 | 1.33646 | 1.38035 | 161.81 | 10472.02 |
9 | 2011.02.23 08:44 | buy | 5 | 0.10 | 1.35527 | 1.33646 | 1.38035 | ||
10 | 2011.02.24 11:49 | close | 5 | 0.10 | 1.37985 | 1.33646 | 1.38035 | 244.06 | 10716.08 |
11 | 2011.03.14 00:44 | sell | 6 | 0.20 | 1.39687 | 1.41549 | 1.37204 | ||
12 | 2011.03.18 00:44 | close | 6 | 0.20 | 1.40194 | 1.41549 | 1.37204 | -105.10 | 10610.97 |
13 | 2011.03.24 17:32 | sell | 7 | 0.20 | 1.41674 | 1.43548 | 1.39175 | ||
14 | 2011.03.31 09:44 | close | 7 | 0.20 | 1.41679 | 1.43548 | 1.39175 | -4.99 | 10605.99 |
15 | 2011.05.04 10:36 | sell | 8 | 0.20 | 1.48630 | 1.50756 | 1.45796 | ||
16 | 2011.05.05 15:54 | close | 8 | 0.10 | 1.46787 | 1.50756 | 1.45796 | 182.87 | 10788.86 |
17 | 2011.05.05 15:54 | sell | 9 | 0.10 | 1.48630 | 1.50756 | 1.45796 | ||
18 | 2011.05.05 18:54 | close | 9 | 0.10 | 1.45845 | 1.50756 | 1.45796 | 277.07 | 11065.93 |
19 | 2011.05.20 17:01 | buy | 10 | 0.20 | 1.41799 | 1.38983 | 1.45554 | ||
20 | 2011.05.24 17:01 | close | 10 | 0.20 | 1.41014 | 1.38983 | 1.45554 | -159.74 | 10906.19 |
21 | 2011.06.23 14:02 | buy | 11 | 0.20 | 1.42125 | 1.39781 | 1.45250 | ||
22 | 2011.06.27 14:07 | close | 11 | 0.20 | 1.42120 | 1.39781 | 1.45250 | -3.74 | 10902.45 |
23 | 2011.08.04 15:44 | buy | 12 | 0.20 | 1.41680 | 1.39295 | 1.44861 | ||
24 | 2011.08.08 00:00 | close | 12 | 0.10 | 1.43798 | 1.39295 | 1.44861 | 210.43 | 11112.87 |
25 | 2011.08.08 00:00 | buy | 13 | 0.10 | 1.41680 | 1.39295 | 1.44861 | ||
26 | 2011.08.11 00:32 | close | 13 | 0.10 | 1.41674 | 1.39295 | 1.44861 | -2.90 | 11109.97 |
27 | 2011.08.15 09:25 | sell | 14 | 0.20 | 1.43241 | 1.46292 | 1.39173 | ||
28 | 2011.08.19 15:03 | close | 14 | 0.20 | 1.43967 | 1.46292 | 1.39173 | -148.90 | 10961.07 |
29 | 2011.10.19 09:11 | sell | 15 | 0.20 | 1.38329 | 1.41191 | 1.34513 | ||
30 | 2011.10.25 00:00 | close | 15 | 0.20 | 1.39289 | 1.41191 | 1.34513 | -195.70 | 10765.36 |
31 | 2011.11.11 11:57 | sell | 16 | 0.20 | 1.37342 | 1.40333 | 1.33354 | ||
32 | 2011.11.16 14:25 | close | 16 | 0.10 | 1.34749 | 1.40333 | 1.33354 | 257.87 | 11023.24 |
33 | 2011.11.16 14:25 | sell | 17 | 0.10 | 1.37342 | 1.40333 | 1.33354 | ||
34 | 2011.11.23 15:35 | close | 17 | 0.10 | 1.33403 | 1.40333 | 1.33354 | 391.48 | 11414.72 |
35 | 2011.11.30 05:49 | buy | 18 | 0.20 | 1.32637 | 1.30352 | 1.35684 | ||
36 | 2011.11.30 14:35 | close | 18 | 0.10 | 1.34618 | 1.30352 | 1.35684 | 197.10 | 11611.82 |
37 | 2011.11.30 14:35 | buy | 19 | 0.10 | 1.32637 | 1.30352 | 1.35684 | ||
38 | 2011.12.12 11:28 | close | 19 | 0.10 | 1.32632 | 1.30352 | 1.35684 | -3.73 | 11608.09 |
39 | 2011.12.19 15:22 | buy | 20 | 0.20 | 1.29915 | 1.27674 | 1.32902 | ||
40 | 2011.12.21 00:00 | modify | 20 | 0.20 | 1.29915 | 1.27831 | 1.32902 | ||
41 | 2011.12.21 01:29 | close | 20 | 0.10 | 1.31555 | 1.27831 | 1.32902 | 162.63 | 11770.71 |
42 | 2011.12.21 01:29 | buy | 21 | 0.10 | 1.29915 | 1.27831 | 1.32902 | ||
43 | 2011.12.26 00:00 | modify | 21 | 0.10 | 1.29915 | 1.28248 | 1.32902 | ||
44 | 2011.12.28 11:24 | close | 21 | 0.10 | 1.29910 | 1.28248 | 1.32902 | -3.17 | 11767.54 |
45 | 2012.01.03 07:02 | sell | 22 | 0.20 | 1.29655 | 1.31086 | 1.27747 | ||
46 | 2012.01.05 11:46 | close | 22 | 0.10 | 1.28414 | 1.31086 | 1.27747 | 122.53 | 11890.07 |
47 | 2012.01.05 11:46 | sell | 23 | 0.10 | 1.29655 | 1.31086 | 1.27747 | ||
48 | 2012.01.05 15:46 | close | 23 | 0.10 | 1.27797 | 1.31086 | 1.27747 | 184.23 | 12074.30 |
49 | 2012.01.13 11:33 | buy | 24 | 0.20 | 1.27369 | 1.25681 | 1.29619 | ||
50 | 2012.01.19 07:28 | close | 24 | 0.10 | 1.28832 | 1.25681 | 1.29619 | 144.18 | 12218.49 |
51 | 2012.01.19 07:28 | buy | 25 | 0.10 | 1.27369 | 1.25681 | 1.29619 | ||
52 | 2012.01.19 15:24 | close | 25 | 0.10 | 1.29569 | 1.25681 | 1.29619 | 217.88 | 12436.37 |
53 | 2012.02.01 11:44 | sell | 26 | 0.20 | 1.31570 | 1.33730 | 1.28690 | ||
54 | 2012.02.07 07:38 | close | 26 | 0.20 | 1.31575 | 1.33730 | 1.28690 | -4.70 | 12431.67 |
55 | 2012.02.10 15:58 | buy | 27 | 0.20 | 1.31565 | 1.29468 | 1.34361 | ||
56 | 2012.02.14 15:58 | close | 27 | 0.20 | 1.30810 | 1.29468 | 1.34361 | -153.74 | 12277.92 |
57 | 2012.03.09 11:18 | buy | 28 | 0.20 | 1.31855 | 1.30163 | 1.34111 | ||
58 | 2012.03.14 14:26 | close | 28 | 0.20 | 1.30388 | 1.30163 | 1.34111 | -296.52 | 11981.41 |
59 | 2012.03.15 15:40 | sell | 29 | 0.20 | 1.31117 | 1.32846 | 1.28811 | ||
60 | 2012.03.19 15:40 | close | 29 | 0.20 | 1.32581 | 1.32846 | 1.28811 | -295.37 | 11686.04 |
61 | 2012.03.30 11:17 | sell | 30 | 0.20 | 1.33431 | 1.35053 | 1.31268 | ||
62 | 2012.04.04 07:31 | close | 30 | 0.10 | 1.32025 | 1.35053 | 1.31268 | 139.17 | 11825.21 |
63 | 2012.04.04 07:31 | sell | 31 | 0.10 | 1.33431 | 1.35053 | 1.31268 | ||
64 | 2012.04.04 15:11 | close | 31 | 0.10 | 1.31318 | 1.35053 | 1.31268 | 209.87 | 12035.09 |
65 | 2012.04.13 14:39 | buy | 32 | 0.20 | 1.31100 | 1.29509 | 1.33221 | ||
66 | 2012.04.18 05:42 | close | 32 | 0.20 | 1.31095 | 1.29509 | 1.33221 | -4.12 | 12030.97 |
67 | 2012.04.19 11:23 | sell | 33 | 0.20 | 1.31476 | 1.33079 | 1.29339 | ||
68 | 2012.04.23 11:23 | close | 33 | 0.20 | 1.31495 | 1.33079 | 1.29339 | -6.37 | 12024.60 |
69 | 2012.04.23 13:51 | buy | 34 | 0.20 | 1.31385 | 1.29774 | 1.33534 | ||
70 | 2012.05.01 16:56 | close | 34 | 0.10 | 1.32785 | 1.29774 | 1.33534 | 137.51 | 12162.12 |
71 | 2012.05.01 16:56 | buy | 35 | 0.10 | 1.31385 | 1.29774 | 1.33534 | ||
72 | 2012.05.02 12:25 | close | 35 | 0.10 | 1.31378 | 1.29774 | 1.33534 | -3.37 | 12158.74 |