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Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2013.07.12 00:00 - 2014.07.11 22:55 (2013.07.12 - 2014.07.12) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; pawn=16; micro=-3; quart=1; rose=3; prose=5; adrose=1; unadrose=0.1; unrose=0.1; unprose=0.1; range=3; silence=3; hsilence=2; loss=2; prof=1; totb=5; tots=5; koef=0.25; hkoef=0.125; okstop=0; preser=2; | ||||
Bars in test | 72996 | Ticks modelled | 1210918 | Modelling quality | n/a |
Mismatched charts errors | 7396 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 255.20 | Gross profit | 255.20 | Gross loss | -0.00 |
Profit factor | Expected payoff | 12.15 | |||
Absolute drawdown | 250.05 | Maximal drawdown | 294.98 (2.94%) | Relative drawdown | 2.94% (294.98) |
Total trades | 21 | Short positions (won %) | 21 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 21 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 35.00 | loss trade | -0.00 | |
Average | profit trade | 12.15 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 21 (255.20) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 255.20 (21) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 21 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.08.07 21:31 | sell | 1 | 0.10 | 1.3339 | 0.0000 | 1.3287 | ||
2 | 2013.08.08 04:06 | close | 1 | 0.10 | 1.3333 | 0.0000 | 1.3287 | 5.36 | 10005.36 |
3 | 2013.08.20 11:50 | sell | 2 | 0.10 | 1.3396 | 0.0000 | 1.3361 | ||
4 | 2013.08.20 14:19 | sell | 3 | 0.10 | 1.3404 | 0.0000 | 1.3361 | ||
5 | 2013.08.21 09:37 | close | 3 | 0.10 | 1.3389 | 0.0000 | 1.3361 | 14.79 | 10020.15 |
6 | 2013.08.21 09:38 | close | 2 | 0.10 | 1.3392 | 0.0000 | 1.3361 | 3.79 | 10023.94 |
7 | 2013.10.02 15:27 | sell | 4 | 0.10 | 1.3601 | 0.0000 | 1.3561 | ||
8 | 2013.10.02 19:04 | close | 4 | 0.10 | 1.3584 | 0.0000 | 1.3561 | 17.00 | 10040.94 |
9 | 2013.10.17 09:26 | sell | 5 | 0.10 | 1.3596 | 0.0000 | 1.3539 | ||
10 | 2013.10.18 08:41 | sell | 6 | 0.10 | 1.3686 | 0.0000 | 1.3661 | ||
11 | 2013.10.21 02:33 | close | 6 | 0.10 | 1.3674 | 0.0000 | 1.3661 | 11.79 | 10052.72 |
12 | 2013.10.22 16:27 | sell | 7 | 0.10 | 1.3772 | 0.0000 | 1.3733 | ||
13 | 2013.10.29 09:59 | close | 7 | 0.10 | 1.3763 | 0.0000 | 1.3733 | 7.51 | 10060.23 |
14 | 2013.10.31 16:57 | close | 5 | 0.10 | 1.3591 | 0.0000 | 1.3539 | 2.02 | 10062.25 |
15 | 2013.11.29 04:35 | sell | 8 | 0.10 | 1.3617 | 0.0000 | 1.3591 | ||
16 | 2013.11.29 05:40 | close | 8 | 0.10 | 1.3613 | 0.0000 | 1.3591 | 4.00 | 10066.25 |
17 | 2013.12.06 16:52 | sell | 9 | 0.10 | 1.3691 | 0.0000 | 1.3665 | ||
18 | 2013.12.10 15:30 | sell | 10 | 0.10 | 1.3769 | 0.0000 | 1.3746 | ||
19 | 2013.12.11 03:52 | close | 10 | 0.10 | 1.3751 | 0.0000 | 1.3746 | 17.79 | 10084.04 |
20 | 2013.12.11 15:09 | sell | 11 | 0.10 | 1.3785 | 0.0000 | 1.3759 | ||
21 | 2013.12.12 10:51 | close | 11 | 0.10 | 1.3767 | 0.0000 | 1.3759 | 17.36 | 10101.40 |
22 | 2013.12.16 12:36 | sell | 12 | 0.10 | 1.3785 | 0.0000 | 1.3759 | ||
23 | 2013.12.16 14:58 | close | 12 | 0.10 | 1.3772 | 0.0000 | 1.3759 | 13.00 | 10114.40 |
24 | 2013.12.17 08:28 | sell | 13 | 0.10 | 1.3776 | 0.0000 | 1.3764 | ||
25 | 2013.12.17 10:41 | t/p | 13 | 0.10 | 1.3764 | 0.0000 | 1.3764 | 12.00 | 10126.40 |
26 | 2013.12.18 21:48 | close | 9 | 0.10 | 1.3682 | 0.0000 | 1.3665 | 6.87 | 10133.27 |
27 | 2013.12.27 07:03 | sell | 14 | 0.10 | 1.3741 | 0.0000 | 1.3681 | ||
28 | 2013.12.27 12:04 | sell | 15 | 0.10 | 1.3815 | 0.0000 | 1.3704 | ||
29 | 2013.12.27 15:53 | close | 15 | 0.10 | 1.3790 | 0.0000 | 1.3704 | 25.00 | 10158.27 |
30 | 2013.12.27 20:23 | close | 14 | 0.10 | 1.3739 | 0.0000 | 1.3681 | 2.00 | 10160.27 |
31 | 2014.01.23 21:00 | sell | 16 | 0.10 | 1.3695 | 0.0000 | 1.3621 | ||
32 | 2014.01.24 01:47 | close | 16 | 0.10 | 1.3689 | 0.0000 | 1.3621 | 5.79 | 10166.05 |
33 | 2014.02.18 12:10 | sell | 17 | 0.10 | 1.3726 | 0.0000 | 1.3702 | ||
34 | 2014.02.20 08:58 | close | 17 | 0.10 | 1.3711 | 0.0000 | 1.3702 | 14.15 | 10180.20 |
35 | 2014.03.07 11:31 | sell | 18 | 0.10 | 1.3881 | 0.0000 | 1.3861 | ||
36 | 2014.03.07 14:43 | t/p | 18 | 0.10 | 1.3861 | 0.0000 | 1.3861 | 20.00 | 10200.20 |
37 | 2014.03.12 18:06 | sell | 19 | 0.10 | 1.3911 | 0.0000 | 1.3880 | ||
38 | 2014.03.12 19:02 | close | 19 | 0.10 | 1.3903 | 0.0000 | 1.3880 | 8.00 | 10208.20 |
39 | 2014.03.13 06:04 | sell | 20 | 0.10 | 1.3943 | 0.0000 | 1.3895 | ||
40 | 2014.03.13 11:00 | sell | 21 | 0.10 | 1.3963 | 0.0000 | 1.3928 | ||
41 | 2014.03.13 15:48 | t/p | 21 | 0.10 | 1.3928 | 0.0000 | 1.3928 | 35.00 | 10243.20 |
42 | 2014.03.13 15:49 | close | 20 | 0.10 | 1.3931 | 0.0000 | 1.3895 | 12.00 | 10255.20 |
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