Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2015.09.01 00:00 - 2016.02.29 23:45 (2015.09.01 - 2016.03.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | SL=345; TP=55; lev=85; TSProfitOnly=true; TStop_Buy=400; TStop_Sell=50; TrailingStep=50; | ||||
Bars in test | 13255 | Ticks modelled | 839460 | Modelling quality | 90.00% |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | Spread | Current (3) | ||
Total net profit | 1598.19 | Gross profit | 1598.19 | Gross loss | -0.00 |
Profit factor | Expected payoff | 51.55 | |||
Absolute drawdown | 236.52 | Maximal drawdown | 351.73 (3.15%) | Relative drawdown | 3.15% (351.73) |
Total trades | 31 | Short positions (won %) | 16 (100.00%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 31 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 52.00 | loss trade | -0.00 | |
Average | profit trade | 51.55 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 31 (1598.19) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 1598.19 (31) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 31 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.09.01 10:44 | buy | 1 | 1.00 | 1.1323 | 1.0975 | 1.1375 | ||
2 | 2015.09.17 21:00 | t/p | 1 | 1.00 | 1.1375 | 1.0975 | 1.1375 | 49.66 | 10049.66 |
3 | 2015.09.17 21:03 | buy | 2 | 1.00 | 1.1397 | 1.1049 | 1.1449 | ||
4 | 2015.09.18 11:37 | t/p | 2 | 1.00 | 1.1449 | 1.1049 | 1.1449 | 51.87 | 10101.53 |
5 | 2015.09.18 22:20 | sell | 3 | 1.00 | 1.1316 | 1.1664 | 1.1264 | ||
6 | 2015.09.21 14:30 | t/p | 3 | 1.00 | 1.1264 | 1.1664 | 1.1264 | 51.99 | 10153.52 |
7 | 2015.09.21 17:36 | sell | 4 | 1.00 | 1.1209 | 1.1557 | 1.1157 | ||
8 | 2015.09.22 09:27 | modify | 4 | 1.00 | 1.1209 | 1.1209 | 1.1157 | ||
9 | 2015.09.22 09:31 | t/p | 4 | 1.00 | 1.1157 | 1.1209 | 1.1157 | 51.99 | 10205.51 |
10 | 2015.09.24 17:49 | buy | 5 | 1.00 | 1.1291 | 1.0943 | 1.1343 | ||
11 | 2015.10.09 10:49 | t/p | 5 | 1.00 | 1.1343 | 1.0943 | 1.1343 | 50.05 | 10255.56 |
12 | 2015.10.15 15:44 | sell | 6 | 1.00 | 1.1377 | 1.1725 | 1.1325 | ||
13 | 2015.10.19 12:38 | modify | 6 | 1.00 | 1.1377 | 1.1376 | 1.1325 | ||
14 | 2015.10.19 12:58 | t/p | 6 | 1.00 | 1.1325 | 1.1376 | 1.1325 | 51.98 | 10307.54 |
15 | 2015.10.22 15:29 | sell | 7 | 1.00 | 1.1248 | 1.1596 | 1.1196 | ||
16 | 2015.10.22 15:50 | modify | 7 | 1.00 | 1.1248 | 1.1248 | 1.1196 | ||
17 | 2015.10.22 15:50 | t/p | 7 | 1.00 | 1.1196 | 1.1248 | 1.1196 | 52.00 | 10359.54 |
18 | 2015.10.22 15:50 | sell | 8 | 1.00 | 1.1193 | 1.1541 | 1.1141 | ||
19 | 2015.10.22 18:52 | modify | 8 | 1.00 | 1.1193 | 1.1192 | 1.1141 | ||
20 | 2015.10.22 18:52 | t/p | 8 | 1.00 | 1.1141 | 1.1192 | 1.1141 | 52.00 | 10411.54 |
21 | 2015.10.22 18:52 | sell | 9 | 1.00 | 1.1138 | 1.1486 | 1.1086 | ||
22 | 2015.10.23 00:39 | modify | 9 | 1.00 | 1.1138 | 1.1137 | 1.1086 | ||
23 | 2015.10.23 00:39 | t/p | 9 | 1.00 | 1.1086 | 1.1137 | 1.1086 | 51.99 | 10463.53 |
24 | 2015.10.23 00:39 | sell | 10 | 1.00 | 1.1083 | 1.1431 | 1.1031 | ||
25 | 2015.10.23 15:39 | modify | 10 | 1.00 | 1.1083 | 1.1083 | 1.1031 | ||
26 | 2015.10.23 15:39 | t/p | 10 | 1.00 | 1.1031 | 1.1083 | 1.1031 | 52.00 | 10515.53 |
27 | 2015.10.23 17:03 | sell | 11 | 1.00 | 1.1016 | 1.1364 | 1.0964 | ||
28 | 2015.10.28 21:07 | modify | 11 | 1.00 | 1.1016 | 1.1015 | 1.0964 | ||
29 | 2015.10.28 21:07 | t/p | 11 | 1.00 | 1.0964 | 1.1015 | 1.0964 | 51.97 | 10567.50 |
30 | 2015.10.28 21:07 | sell | 12 | 1.00 | 1.0961 | 1.1309 | 1.0909 | ||
31 | 2015.10.28 21:41 | modify | 12 | 1.00 | 1.0961 | 1.0961 | 1.0909 | ||
32 | 2015.10.28 21:48 | t/p | 12 | 1.00 | 1.0909 | 1.0961 | 1.0909 | 52.00 | 10619.50 |
33 | 2015.10.28 21:48 | sell | 13 | 1.00 | 1.0906 | 1.1254 | 1.0854 | ||
34 | 2015.11.04 17:41 | modify | 13 | 1.00 | 1.0906 | 1.0906 | 1.0854 | ||
35 | 2015.11.04 17:47 | t/p | 13 | 1.00 | 1.0854 | 1.0906 | 1.0854 | 51.93 | 10671.43 |
36 | 2015.11.04 17:47 | sell | 14 | 1.00 | 1.0851 | 1.1199 | 1.0799 | ||
37 | 2015.11.06 15:30 | t/p | 14 | 1.00 | 1.0799 | 1.1199 | 1.0799 | 51.96 | 10723.39 |
38 | 2015.11.06 15:30 | sell | 15 | 1.00 | 1.0788 | 1.1136 | 1.0736 | ||
39 | 2015.11.06 15:31 | modify | 15 | 1.00 | 1.0788 | 1.0787 | 1.0736 | ||
40 | 2015.11.06 15:31 | t/p | 15 | 1.00 | 1.0736 | 1.0787 | 1.0736 | 52.00 | 10775.39 |
41 | 2015.11.06 15:31 | sell | 16 | 1.00 | 1.0733 | 1.1081 | 1.0681 | ||
42 | 2015.11.10 16:34 | t/p | 16 | 1.00 | 1.0681 | 1.1081 | 1.0681 | 51.98 | 10827.37 |
43 | 2015.12.03 14:39 | buy | 17 | 1.00 | 1.0679 | 1.0331 | 1.0731 | ||
44 | 2015.12.03 15:07 | t/p | 17 | 1.00 | 1.0731 | 1.0331 | 1.0731 | 52.00 | 10879.37 |
45 | 2015.12.03 15:07 | buy | 18 | 1.00 | 1.0734 | 1.0386 | 1.0786 | ||
46 | 2015.12.03 15:37 | t/p | 18 | 1.00 | 1.0786 | 1.0386 | 1.0786 | 52.00 | 10931.37 |
47 | 2015.12.03 15:37 | buy | 19 | 1.00 | 1.0789 | 1.0441 | 1.0841 | ||
48 | 2015.12.03 15:39 | t/p | 19 | 1.00 | 1.0841 | 1.0441 | 1.0841 | 52.00 | 10983.37 |
49 | 2015.12.03 15:39 | buy | 20 | 1.00 | 1.0844 | 1.0496 | 1.0896 | ||
50 | 2015.12.03 18:34 | t/p | 20 | 1.00 | 1.0896 | 1.0496 | 1.0896 | 52.00 | 11035.37 |
51 | 2015.12.03 18:34 | buy | 21 | 1.00 | 1.0899 | 1.0551 | 1.0951 | ||
52 | 2015.12.03 21:24 | t/p | 21 | 1.00 | 1.0951 | 1.0551 | 1.0951 | 52.00 | 11087.37 |
53 | 2015.12.03 21:24 | buy | 22 | 1.00 | 1.0954 | 1.0606 | 1.1006 | ||
54 | 2015.12.09 20:00 | t/p | 22 | 1.00 | 1.1006 | 1.0606 | 1.1006 | 51.48 | 11138.85 |
55 | 2015.12.09 20:05 | buy | 23 | 1.00 | 1.1014 | 1.0666 | 1.1066 | ||
56 | 2016.02.03 17:30 | t/p | 23 | 1.00 | 1.1066 | 1.0666 | 1.1066 | 44.72 | 11183.57 |
57 | 2016.02.03 17:30 | buy | 24 | 1.00 | 1.1069 | 1.0721 | 1.1121 | ||
58 | 2016.02.03 20:42 | t/p | 24 | 1.00 | 1.1121 | 1.0721 | 1.1121 | 52.00 | 11235.57 |
59 | 2016.02.03 20:42 | buy | 25 | 1.00 | 1.1125 | 1.0777 | 1.1177 | ||
60 | 2016.02.04 12:41 | t/p | 25 | 1.00 | 1.1177 | 1.0777 | 1.1177 | 51.61 | 11287.18 |
61 | 2016.02.04 12:41 | buy | 26 | 1.00 | 1.1180 | 1.0832 | 1.1232 | ||
62 | 2016.02.04 15:32 | t/p | 26 | 1.00 | 1.1232 | 1.0832 | 1.1232 | 52.00 | 11339.18 |
63 | 2016.02.04 15:32 | buy | 27 | 1.00 | 1.1235 | 1.0887 | 1.1287 | ||
64 | 2016.02.09 15:48 | t/p | 27 | 1.00 | 1.1287 | 1.0887 | 1.1287 | 51.61 | 11390.79 |
65 | 2016.02.09 15:48 | buy | 28 | 1.00 | 1.1290 | 1.0942 | 1.1342 | ||
66 | 2016.02.11 10:38 | t/p | 28 | 1.00 | 1.1342 | 1.0942 | 1.1342 | 51.48 | 11442.27 |
67 | 2016.02.15 17:16 | sell | 29 | 1.00 | 1.1129 | 1.1477 | 1.1077 | ||
68 | 2016.02.18 16:19 | modify | 29 | 1.00 | 1.1129 | 1.1128 | 1.1077 | ||
69 | 2016.02.18 16:21 | t/p | 29 | 1.00 | 1.1077 | 1.1128 | 1.1077 | 51.95 | 11494.22 |
70 | 2016.02.22 14:30 | sell | 30 | 1.00 | 1.1019 | 1.1367 | 1.0967 | ||
71 | 2016.02.24 13:39 | modify | 30 | 1.00 | 1.1019 | 1.1019 | 1.0967 | ||
72 | 2016.02.24 13:40 | t/p | 30 | 1.00 | 1.0967 | 1.1019 | 1.0967 | 51.98 | 11546.20 |
73 | 2016.02.26 17:00 | sell | 31 | 1.00 | 1.0944 | 1.1292 | 1.0892 | ||
74 | 2016.02.29 13:16 | modify | 31 | 1.00 | 1.0944 | 1.0944 | 1.0892 | ||
75 | 2016.02.29 13:16 | t/p | 31 | 1.00 | 1.0892 | 1.0944 | 1.0892 | 51.99 | 11598.19 |