Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2019.01.02 06:00 - 2019.02.26 16:59 (2019.01.01 - 2020.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
Bars in test | 1948 | Ticks modelled | 2895 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 20.14 | Gross profit | 686.44 | Gross loss | -666.30 |
Profit factor | 1.03 | Expected payoff | 0.46 | ||
Absolute drawdown | 185.85 | Maximal drawdown | 432.15 (4.22%) | Relative drawdown | 4.22% (432.15) |
Total trades | 44 | Short positions (won %) | 35 (22.86%) | Long positions (won %) | 9 (33.33%) |
Profit trades (% of total) | 11 (25.00%) | Loss trades (% of total) | 33 (75.00%) | ||
Largest | profit trade | 191.90 | loss trade | -67.80 | |
Average | profit trade | 62.40 | loss trade | -20.19 | |
Maximum | consecutive wins (profit in money) | 3 (187.30) | consecutive losses (loss in money) | 8 (-190.45) | |
Maximal | consecutive profit (count of wins) | 229.07 (2) | consecutive loss (count of losses) | -190.45 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.01.02 12:00 | sell | 1 | 0.20 | 1.14338 | 0.00000 | 0.00000 | ||
2 | 2019.01.03 06:00 | close | 1 | 0.20 | 1.13654 | 0.00000 | 0.00000 | 140.70 | 10140.70 |
3 | 2019.01.03 14:00 | sell | 2 | 0.20 | 1.13412 | 0.00000 | 0.00000 | ||
4 | 2019.01.03 16:00 | close | 2 | 0.20 | 1.13660 | 0.00000 | 0.00000 | -49.60 | 10091.10 |
5 | 2019.01.04 08:00 | sell | 3 | 0.20 | 1.13897 | 0.00000 | 0.00000 | ||
6 | 2019.01.04 10:00 | close | 3 | 0.20 | 1.14083 | 0.00000 | 0.00000 | -37.20 | 10053.90 |
7 | 2019.01.04 16:00 | sell | 4 | 0.10 | 1.13709 | 0.00000 | 0.00000 | ||
8 | 2019.01.04 18:00 | close | 4 | 0.10 | 1.14110 | 0.00000 | 0.00000 | -40.10 | 10013.80 |
9 | 2019.01.07 00:00 | sell | 5 | 0.10 | 1.13951 | 0.00000 | 0.00000 | ||
10 | 2019.01.07 01:00 | close | 5 | 0.10 | 1.14053 | 0.00000 | 0.00000 | -10.20 | 10003.60 |
11 | 2019.01.08 04:00 | sell | 6 | 0.10 | 1.14479 | 0.00000 | 0.00000 | ||
12 | 2019.01.08 14:00 | close | 6 | 0.10 | 1.14662 | 0.00000 | 0.00000 | -18.30 | 9985.30 |
13 | 2019.01.08 15:00 | sell | 7 | 0.10 | 1.14494 | 0.00000 | 0.00000 | ||
14 | 2019.01.08 20:00 | close | 7 | 0.10 | 1.14549 | 0.00000 | 0.00000 | -5.50 | 9979.80 |
15 | 2019.01.08 21:00 | sell | 8 | 0.10 | 1.14406 | 0.00000 | 0.00000 | ||
16 | 2019.01.09 02:00 | close | 8 | 0.10 | 1.14583 | 0.00000 | 0.00000 | -17.05 | 9962.75 |
17 | 2019.01.09 15:00 | sell | 9 | 0.10 | 1.14502 | 0.00000 | 0.00000 | ||
18 | 2019.01.09 16:00 | close | 9 | 0.10 | 1.14627 | 0.00000 | 0.00000 | -12.50 | 9950.25 |
19 | 2019.01.10 10:00 | sell | 10 | 0.10 | 1.15406 | 0.00000 | 0.00000 | ||
20 | 2019.01.11 04:00 | close | 10 | 0.10 | 1.15184 | 0.00000 | 0.00000 | 22.85 | 9973.10 |
21 | 2019.01.11 17:00 | sell | 11 | 0.20 | 1.14694 | 0.00000 | 0.00000 | ||
22 | 2019.01.14 14:00 | close | 11 | 0.20 | 1.14710 | 0.00000 | 0.00000 | -1.90 | 9971.20 |
23 | 2019.01.14 15:00 | sell | 12 | 0.20 | 1.14677 | 0.00000 | 0.00000 | ||
24 | 2019.01.14 19:00 | close | 12 | 0.20 | 1.14797 | 0.00000 | 0.00000 | -24.00 | 9947.20 |
25 | 2019.01.14 21:00 | sell | 13 | 0.10 | 1.14693 | 0.00000 | 0.00000 | ||
26 | 2019.01.15 02:00 | close | 13 | 0.10 | 1.14730 | 0.00000 | 0.00000 | -3.05 | 9944.15 |
27 | 2019.01.15 10:00 | sell | 14 | 0.10 | 1.14700 | 0.00000 | 0.00000 | ||
28 | 2019.01.16 11:00 | close | 14 | 0.10 | 1.14227 | 0.00000 | 0.00000 | 47.95 | 9992.10 |
29 | 2019.01.16 13:00 | sell | 15 | 0.20 | 1.13995 | 0.00000 | 0.00000 | ||
30 | 2019.01.16 19:00 | close | 15 | 0.20 | 1.14082 | 0.00000 | 0.00000 | -17.40 | 9974.70 |
31 | 2019.01.16 20:00 | sell | 16 | 0.20 | 1.13990 | 0.00000 | 0.00000 | ||
32 | 2019.01.16 21:00 | close | 16 | 0.20 | 1.14078 | 0.00000 | 0.00000 | -17.60 | 9957.10 |
33 | 2019.01.16 22:00 | sell | 17 | 0.10 | 1.13974 | 0.00000 | 0.00000 | ||
34 | 2019.01.17 02:00 | close | 17 | 0.10 | 1.14001 | 0.00000 | 0.00000 | -0.75 | 9956.35 |
35 | 2019.01.17 03:00 | sell | 18 | 0.10 | 1.13977 | 0.00000 | 0.00000 | ||
36 | 2019.01.17 13:00 | close | 18 | 0.10 | 1.14008 | 0.00000 | 0.00000 | -3.10 | 9953.25 |
37 | 2019.01.17 17:00 | sell | 19 | 0.10 | 1.13866 | 0.00000 | 0.00000 | ||
38 | 2019.01.18 02:00 | close | 19 | 0.10 | 1.13926 | 0.00000 | 0.00000 | -5.35 | 9947.90 |
39 | 2019.01.18 17:00 | sell | 20 | 0.10 | 1.13735 | 0.00000 | 0.00000 | ||
40 | 2019.01.22 20:00 | close | 20 | 0.10 | 1.13699 | 0.00000 | 0.00000 | 4.90 | 9952.80 |
41 | 2019.01.22 23:00 | sell | 21 | 0.20 | 1.13523 | 0.00000 | 0.00000 | ||
42 | 2019.01.23 00:00 | close | 21 | 0.20 | 1.13604 | 0.00000 | 0.00000 | -14.90 | 9937.90 |
43 | 2019.01.23 11:00 | sell | 22 | 0.20 | 1.13617 | 0.00000 | 0.00000 | ||
44 | 2019.01.23 14:00 | close | 22 | 0.20 | 1.13658 | 0.00000 | 0.00000 | -8.20 | 9929.70 |
45 | 2019.01.23 16:00 | sell | 23 | 0.10 | 1.13541 | 0.00000 | 0.00000 | ||
46 | 2019.01.23 18:00 | close | 23 | 0.10 | 1.13802 | 0.00000 | 0.00000 | -26.10 | 9903.60 |
47 | 2019.01.24 09:00 | sell | 24 | 0.10 | 1.13801 | 0.00000 | 0.00000 | ||
48 | 2019.01.28 13:00 | close | 24 | 0.10 | 1.14149 | 0.00000 | 0.00000 | -33.50 | 9870.10 |
49 | 2019.01.28 14:00 | sell | 25 | 0.10 | 1.14065 | 0.00000 | 0.00000 | ||
50 | 2019.01.29 05:00 | close | 25 | 0.10 | 1.14313 | 0.00000 | 0.00000 | -24.15 | 9845.95 |
51 | 2019.01.29 15:00 | sell | 26 | 0.10 | 1.14243 | 0.00000 | 0.00000 | ||
52 | 2019.01.29 23:00 | close | 26 | 0.10 | 1.14337 | 0.00000 | 0.00000 | -9.40 | 9836.55 |
53 | 2019.01.30 01:00 | buy | 27 | 0.10 | 1.14359 | 0.00000 | 0.00000 | ||
54 | 2019.01.31 17:00 | close | 27 | 0.10 | 1.14770 | 0.00000 | 0.00000 | 37.17 | 9873.72 |
55 | 2019.02.04 15:00 | sell | 28 | 0.20 | 1.14470 | 0.00000 | 0.00000 | ||
56 | 2019.02.07 21:00 | close | 28 | 0.20 | 1.13543 | 0.00000 | 0.00000 | 191.90 | 10065.62 |
57 | 2019.02.07 23:00 | sell | 29 | 0.20 | 1.13420 | 0.00000 | 0.00000 | ||
58 | 2019.02.08 15:00 | close | 29 | 0.20 | 1.13482 | 0.00000 | 0.00000 | -11.10 | 10054.52 |
59 | 2019.02.08 17:00 | sell | 30 | 0.20 | 1.13375 | 0.00000 | 0.00000 | ||
60 | 2019.02.11 09:00 | close | 30 | 0.20 | 1.13280 | 0.00000 | 0.00000 | 20.30 | 10074.82 |
61 | 2019.02.11 10:00 | sell | 31 | 0.20 | 1.13208 | 0.00000 | 0.00000 | ||
62 | 2019.02.12 13:00 | close | 31 | 0.20 | 1.12869 | 0.00000 | 0.00000 | 69.10 | 10143.92 |
63 | 2019.02.13 10:00 | sell | 32 | 0.20 | 1.13193 | 0.00000 | 0.00000 | ||
64 | 2019.02.14 13:00 | close | 32 | 0.20 | 1.12723 | 0.00000 | 0.00000 | 97.90 | 10241.82 |
65 | 2019.02.14 14:00 | sell | 33 | 0.20 | 1.12690 | 0.00000 | 0.00000 | ||
66 | 2019.02.14 16:00 | close | 33 | 0.20 | 1.13029 | 0.00000 | 0.00000 | -67.80 | 10174.02 |
67 | 2019.02.15 05:00 | buy | 34 | 0.20 | 1.12888 | 0.00000 | 0.00000 | ||
68 | 2019.02.18 18:00 | close | 34 | 0.20 | 1.13068 | 0.00000 | 0.00000 | 33.38 | 10207.40 |
69 | 2019.02.19 11:00 | buy | 35 | 0.20 | 1.13225 | 0.00000 | 0.00000 | ||
70 | 2019.02.19 12:00 | close | 35 | 0.20 | 1.13028 | 0.00000 | 0.00000 | -39.40 | 10168.00 |
71 | 2019.02.19 13:00 | buy | 36 | 0.20 | 1.13076 | 0.00000 | 0.00000 | ||
72 | 2019.02.19 14:00 | close | 36 | 0.20 | 1.12825 | 0.00000 | 0.00000 | -50.20 | 10117.80 |
73 | 2019.02.19 17:00 | buy | 37 | 0.10 | 1.13203 | 0.00000 | 0.00000 | ||
74 | 2019.02.20 13:00 | close | 37 | 0.10 | 1.13419 | 0.00000 | 0.00000 | 20.29 | 10138.09 |
75 | 2019.02.20 18:00 | buy | 38 | 0.20 | 1.13498 | 0.00000 | 0.00000 | ||
76 | 2019.02.20 23:00 | close | 38 | 0.20 | 1.13394 | 0.00000 | 0.00000 | -20.80 | 10117.29 |
77 | 2019.02.21 06:00 | buy | 39 | 0.20 | 1.13488 | 0.00000 | 0.00000 | ||
78 | 2019.02.21 08:00 | close | 39 | 0.20 | 1.13358 | 0.00000 | 0.00000 | -26.00 | 10091.29 |
79 | 2019.02.21 11:00 | buy | 40 | 0.10 | 1.13564 | 0.00000 | 0.00000 | ||
80 | 2019.02.21 12:00 | close | 40 | 0.10 | 1.13270 | 0.00000 | 0.00000 | -29.40 | 10061.89 |
81 | 2019.02.21 13:00 | buy | 41 | 0.10 | 1.13451 | 0.00000 | 0.00000 | ||
82 | 2019.02.21 19:00 | close | 41 | 0.10 | 1.13379 | 0.00000 | 0.00000 | -7.20 | 10054.69 |
83 | 2019.02.22 22:00 | sell | 42 | 0.10 | 1.13368 | 0.00000 | 0.00000 | ||
84 | 2019.02.25 02:00 | close | 42 | 0.10 | 1.13428 | 0.00000 | 0.00000 | -5.35 | 10049.34 |
85 | 2019.02.25 18:00 | sell | 43 | 0.10 | 1.13459 | 0.00000 | 0.00000 | ||
86 | 2019.02.25 21:00 | close | 43 | 0.10 | 1.13563 | 0.00000 | 0.00000 | -10.40 | 10038.94 |
87 | 2019.02.26 09:00 | sell | 44 | 0.10 | 1.13492 | 0.00000 | 0.00000 | ||
88 | 2019.02.26 12:00 | close | 44 | 0.10 | 1.13680 | 0.00000 | 0.00000 | -18.80 | 10020.14 |