Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2017.01.02 00:00 - 2017.01.31 23:59 (2017.01.01 - 2017.02.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | maperiod=14; signal_bar=1; | ||||
Bars in test | 1530 | Ticks modelled | 2057 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (19) | ||
Total net profit | -1011.78 | Gross profit | 2740.44 | Gross loss | -3752.22 |
Profit factor | 0.73 | Expected payoff | -16.32 | ||
Absolute drawdown | 1097.58 | Maximal drawdown | 2406.75 (21.28%) | Relative drawdown | 21.28% (2406.75) |
Total trades | 62 | Short positions (won %) | 31 (29.03%) | Long positions (won %) | 31 (29.03%) |
Profit trades (% of total) | 18 (29.03%) | Loss trades (% of total) | 44 (70.97%) | ||
Largest | profit trade | 515.96 | loss trade | -423.00 | |
Average | profit trade | 152.25 | loss trade | -85.28 | |
Maximum | consecutive wins (profit in money) | 2 (144.66) | consecutive losses (loss in money) | 8 (-716.19) | |
Maximal | consecutive profit (count of wins) | 515.96 (1) | consecutive loss (count of losses) | -716.19 (8) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.02 00:00 | sell | 1 | 1.00 | 1.05100 | 0.00000 | 0.00000 | ||
2 | 2017.01.03 03:00 | close | 1 | 1.00 | 1.04679 | 0.00000 | 0.00000 | 419.96 | 10419.96 |
3 | 2017.01.03 03:00 | buy | 2 | 0.05 | 1.04679 | 0.00000 | 0.00000 | ||
4 | 2017.01.03 10:00 | close | 2 | 0.05 | 1.04597 | 0.00000 | 0.00000 | -4.10 | 10415.86 |
5 | 2017.01.03 10:00 | sell | 3 | 1.00 | 1.04597 | 0.00000 | 0.00000 | ||
6 | 2017.01.03 20:00 | close | 3 | 1.00 | 1.04285 | 0.00000 | 0.00000 | 312.00 | 10727.86 |
7 | 2017.01.03 20:00 | buy | 4 | 0.05 | 1.04285 | 0.00000 | 0.00000 | ||
8 | 2017.01.03 22:00 | close | 4 | 0.05 | 1.04102 | 0.00000 | 0.00000 | -9.15 | 10718.71 |
9 | 2017.01.03 22:00 | sell | 5 | 1.00 | 1.04102 | 0.00000 | 0.00000 | ||
10 | 2017.01.04 02:00 | close | 5 | 1.00 | 1.04190 | 0.00000 | 0.00000 | -89.04 | 10629.67 |
11 | 2017.01.04 02:00 | buy | 6 | 0.05 | 1.04190 | 0.00000 | 0.00000 | ||
12 | 2017.01.04 03:00 | close | 6 | 0.05 | 1.03942 | 0.00000 | 0.00000 | -12.40 | 10617.27 |
13 | 2017.01.04 03:00 | sell | 7 | 1.00 | 1.03942 | 0.00000 | 0.00000 | ||
14 | 2017.01.04 06:00 | close | 7 | 1.00 | 1.04069 | 0.00000 | 0.00000 | -127.00 | 10490.27 |
15 | 2017.01.04 06:00 | buy | 8 | 0.05 | 1.04069 | 0.00000 | 0.00000 | ||
16 | 2017.01.05 11:00 | close | 8 | 0.05 | 1.05149 | 0.00000 | 0.00000 | 54.05 | 10544.32 |
17 | 2017.01.05 11:00 | sell | 9 | 1.00 | 1.05149 | 0.00000 | 0.00000 | ||
18 | 2017.01.05 16:00 | close | 9 | 1.00 | 1.05319 | 0.00000 | 0.00000 | -170.00 | 10374.32 |
19 | 2017.01.05 16:00 | buy | 10 | 0.05 | 1.05319 | 0.00000 | 0.00000 | ||
20 | 2017.01.06 05:00 | close | 10 | 0.05 | 1.05869 | 0.00000 | 0.00000 | 27.52 | 10401.84 |
21 | 2017.01.06 05:00 | sell | 11 | 1.00 | 1.05869 | 0.00000 | 0.00000 | ||
22 | 2017.01.06 11:00 | close | 11 | 1.00 | 1.05951 | 0.00000 | 0.00000 | -82.00 | 10319.84 |
23 | 2017.01.06 11:00 | buy | 12 | 0.05 | 1.05951 | 0.00000 | 0.00000 | ||
24 | 2017.01.06 14:00 | close | 12 | 0.05 | 1.05857 | 0.00000 | 0.00000 | -4.70 | 10315.14 |
25 | 2017.01.06 14:00 | sell | 13 | 1.00 | 1.05857 | 0.00000 | 0.00000 | ||
26 | 2017.01.09 09:00 | close | 13 | 1.00 | 1.05340 | 0.00000 | 0.00000 | 515.96 | 10831.10 |
27 | 2017.01.09 09:00 | buy | 14 | 0.05 | 1.05340 | 0.00000 | 0.00000 | ||
28 | 2017.01.09 12:00 | close | 14 | 0.05 | 1.05237 | 0.00000 | 0.00000 | -5.15 | 10825.95 |
29 | 2017.01.09 12:00 | sell | 15 | 1.00 | 1.05237 | 0.00000 | 0.00000 | ||
30 | 2017.01.09 16:00 | close | 15 | 1.00 | 1.05360 | 0.00000 | 0.00000 | -123.00 | 10702.95 |
31 | 2017.01.09 16:00 | buy | 16 | 0.05 | 1.05360 | 0.00000 | 0.00000 | ||
32 | 2017.01.10 13:00 | close | 16 | 0.05 | 1.05910 | 0.00000 | 0.00000 | 27.52 | 10730.46 |
33 | 2017.01.10 13:00 | sell | 17 | 1.00 | 1.05910 | 0.00000 | 0.00000 | ||
34 | 2017.01.10 17:00 | close | 17 | 1.00 | 1.05969 | 0.00000 | 0.00000 | -59.00 | 10671.46 |
35 | 2017.01.10 17:00 | buy | 18 | 0.05 | 1.05969 | 0.00000 | 0.00000 | ||
36 | 2017.01.10 19:00 | close | 18 | 0.05 | 1.05715 | 0.00000 | 0.00000 | -12.70 | 10658.76 |
37 | 2017.01.10 19:00 | sell | 19 | 1.00 | 1.05715 | 0.00000 | 0.00000 | ||
38 | 2017.01.11 09:00 | close | 19 | 1.00 | 1.05640 | 0.00000 | 0.00000 | 73.96 | 10732.72 |
39 | 2017.01.11 09:00 | buy | 20 | 0.05 | 1.05640 | 0.00000 | 0.00000 | ||
40 | 2017.01.11 12:00 | close | 20 | 0.05 | 1.05349 | 0.00000 | 0.00000 | -14.55 | 10718.17 |
41 | 2017.01.11 12:00 | sell | 21 | 1.00 | 1.05349 | 0.00000 | 0.00000 | ||
42 | 2017.01.11 20:00 | close | 21 | 1.00 | 1.05601 | 0.00000 | 0.00000 | -252.00 | 10466.17 |
43 | 2017.01.11 20:00 | buy | 22 | 0.05 | 1.05601 | 0.00000 | 0.00000 | ||
44 | 2017.01.12 21:00 | close | 22 | 0.05 | 1.06414 | 0.00000 | 0.00000 | 40.70 | 10506.87 |
45 | 2017.01.12 21:00 | sell | 23 | 1.00 | 1.06414 | 0.00000 | 0.00000 | ||
46 | 2017.01.13 09:00 | close | 23 | 1.00 | 1.06309 | 0.00000 | 0.00000 | 103.96 | 10610.83 |
47 | 2017.01.13 09:00 | buy | 24 | 0.05 | 1.06309 | 0.00000 | 0.00000 | ||
48 | 2017.01.13 17:00 | close | 24 | 0.05 | 1.06043 | 0.00000 | 0.00000 | -13.30 | 10597.53 |
49 | 2017.01.13 17:00 | sell | 25 | 1.00 | 1.06043 | 0.00000 | 0.00000 | ||
50 | 2017.01.13 20:00 | close | 25 | 1.00 | 1.06389 | 0.00000 | 0.00000 | -346.00 | 10251.53 |
51 | 2017.01.13 20:00 | buy | 26 | 0.05 | 1.06389 | 0.00000 | 0.00000 | ||
52 | 2017.01.16 01:00 | close | 26 | 0.05 | 1.06222 | 0.00000 | 0.00000 | -8.33 | 10243.20 |
53 | 2017.01.16 01:00 | sell | 27 | 1.00 | 1.06222 | 0.00000 | 0.00000 | ||
54 | 2017.01.16 17:00 | close | 27 | 1.00 | 1.06081 | 0.00000 | 0.00000 | 141.00 | 10384.20 |
55 | 2017.01.16 17:00 | buy | 28 | 0.05 | 1.06081 | 0.00000 | 0.00000 | ||
56 | 2017.01.16 21:00 | close | 28 | 0.05 | 1.05984 | 0.00000 | 0.00000 | -4.85 | 10379.35 |
57 | 2017.01.16 21:00 | sell | 29 | 1.00 | 1.05984 | 0.00000 | 0.00000 | ||
58 | 2017.01.17 02:00 | close | 29 | 1.00 | 1.06038 | 0.00000 | 0.00000 | -55.04 | 10324.31 |
59 | 2017.01.17 02:00 | buy | 30 | 0.05 | 1.06038 | 0.00000 | 0.00000 | ||
60 | 2017.01.18 02:00 | close | 30 | 0.05 | 1.06961 | 0.00000 | 0.00000 | 46.17 | 10370.47 |
61 | 2017.01.18 02:00 | sell | 31 | 1.00 | 1.06961 | 0.00000 | 0.00000 | ||
62 | 2017.01.18 18:00 | close | 31 | 1.00 | 1.06967 | 0.00000 | 0.00000 | -6.00 | 10364.47 |
63 | 2017.01.18 18:00 | buy | 32 | 0.05 | 1.06967 | 0.00000 | 0.00000 | ||
64 | 2017.01.18 20:00 | close | 32 | 0.05 | 1.06826 | 0.00000 | 0.00000 | -7.05 | 10357.42 |
65 | 2017.01.18 20:00 | sell | 33 | 1.00 | 1.06826 | 0.00000 | 0.00000 | ||
66 | 2017.01.19 10:00 | close | 33 | 1.00 | 1.06435 | 0.00000 | 0.00000 | 387.88 | 10745.30 |
67 | 2017.01.19 10:00 | buy | 34 | 0.05 | 1.06435 | 0.00000 | 0.00000 | ||
68 | 2017.01.19 16:00 | close | 34 | 0.05 | 1.06189 | 0.00000 | 0.00000 | -12.30 | 10733.00 |
69 | 2017.01.19 16:00 | sell | 35 | 1.00 | 1.06189 | 0.00000 | 0.00000 | ||
70 | 2017.01.19 22:00 | close | 35 | 1.00 | 1.06612 | 0.00000 | 0.00000 | -423.00 | 10310.00 |
71 | 2017.01.19 22:00 | buy | 36 | 0.05 | 1.06612 | 0.00000 | 0.00000 | ||
72 | 2017.01.20 11:00 | close | 36 | 0.05 | 1.06629 | 0.00000 | 0.00000 | 0.87 | 10310.87 |
73 | 2017.01.20 11:00 | sell | 37 | 1.00 | 1.06629 | 0.00000 | 0.00000 | ||
74 | 2017.01.20 18:00 | close | 37 | 1.00 | 1.06803 | 0.00000 | 0.00000 | -174.00 | 10136.87 |
75 | 2017.01.20 18:00 | buy | 38 | 0.05 | 1.06803 | 0.00000 | 0.00000 | ||
76 | 2017.01.23 12:00 | close | 38 | 0.05 | 1.07260 | 0.00000 | 0.00000 | 22.87 | 10159.74 |
77 | 2017.01.23 12:00 | sell | 39 | 1.00 | 1.07260 | 0.00000 | 0.00000 | ||
78 | 2017.01.23 13:00 | close | 39 | 1.00 | 1.07396 | 0.00000 | 0.00000 | -136.00 | 10023.74 |
79 | 2017.01.23 13:00 | buy | 40 | 0.05 | 1.07396 | 0.00000 | 0.00000 | ||
80 | 2017.01.23 14:00 | close | 40 | 0.05 | 1.07290 | 0.00000 | 0.00000 | -5.30 | 10018.44 |
81 | 2017.01.23 14:00 | sell | 41 | 1.00 | 1.07290 | 0.00000 | 0.00000 | ||
82 | 2017.01.23 18:00 | close | 41 | 1.00 | 1.07493 | 0.00000 | 0.00000 | -203.00 | 9815.44 |
83 | 2017.01.23 18:00 | buy | 42 | 0.05 | 1.07493 | 0.00000 | 0.00000 | ||
84 | 2017.01.23 20:00 | close | 42 | 0.05 | 1.07266 | 0.00000 | 0.00000 | -11.35 | 9804.09 |
85 | 2017.01.23 20:00 | sell | 43 | 0.90 | 1.07266 | 0.00000 | 0.00000 | ||
86 | 2017.01.23 22:00 | close | 43 | 0.90 | 1.07474 | 0.00000 | 0.00000 | -187.20 | 9616.89 |
87 | 2017.01.23 22:00 | buy | 44 | 0.05 | 1.07474 | 0.00000 | 0.00000 | ||
88 | 2017.01.24 07:00 | close | 44 | 0.05 | 1.07508 | 0.00000 | 0.00000 | 1.72 | 9618.60 |
89 | 2017.01.24 07:00 | sell | 45 | 0.90 | 1.07508 | 0.00000 | 0.00000 | ||
90 | 2017.01.24 17:00 | close | 45 | 0.90 | 1.07625 | 0.00000 | 0.00000 | -105.30 | 9513.30 |
91 | 2017.01.24 17:00 | buy | 46 | 0.05 | 1.07625 | 0.00000 | 0.00000 | ||
92 | 2017.01.24 21:00 | close | 46 | 0.05 | 1.07342 | 0.00000 | 0.00000 | -14.15 | 9499.15 |
93 | 2017.01.24 21:00 | sell | 47 | 0.90 | 1.07342 | 0.00000 | 0.00000 | ||
94 | 2017.01.25 12:00 | close | 47 | 0.90 | 1.07513 | 0.00000 | 0.00000 | -154.84 | 9344.32 |
95 | 2017.01.25 12:00 | buy | 48 | 0.05 | 1.07513 | 0.00000 | 0.00000 | ||
96 | 2017.01.25 17:00 | close | 48 | 0.05 | 1.07265 | 0.00000 | 0.00000 | -12.40 | 9331.92 |
97 | 2017.01.25 17:00 | sell | 49 | 0.90 | 1.07265 | 0.00000 | 0.00000 | ||
98 | 2017.01.25 19:00 | close | 49 | 0.90 | 1.07443 | 0.00000 | 0.00000 | -160.20 | 9171.72 |
99 | 2017.01.25 19:00 | buy | 50 | 0.05 | 1.07443 | 0.00000 | 0.00000 | ||
100 | 2017.01.25 21:00 | close | 50 | 0.05 | 1.07257 | 0.00000 | 0.00000 | -9.30 | 9162.42 |
101 | 2017.01.25 21:00 | sell | 51 | 0.90 | 1.07257 | 0.00000 | 0.00000 | ||
102 | 2017.01.25 23:00 | close | 51 | 0.90 | 1.07539 | 0.00000 | 0.00000 | -253.80 | 8908.62 |
103 | 2017.01.25 23:00 | buy | 52 | 0.05 | 1.07539 | 0.00000 | 0.00000 | ||
104 | 2017.01.26 09:00 | close | 52 | 0.05 | 1.07414 | 0.00000 | 0.00000 | -6.20 | 8902.42 |
105 | 2017.01.26 09:00 | sell | 53 | 0.80 | 1.07414 | 0.00000 | 0.00000 | ||
106 | 2017.01.27 11:00 | close | 53 | 0.80 | 1.06824 | 0.00000 | 0.00000 | 471.17 | 9373.59 |
107 | 2017.01.27 11:00 | buy | 54 | 0.05 | 1.06824 | 0.00000 | 0.00000 | ||
108 | 2017.01.27 15:00 | close | 54 | 0.05 | 1.06744 | 0.00000 | 0.00000 | -4.00 | 9369.59 |
109 | 2017.01.27 15:00 | sell | 55 | 0.90 | 1.06744 | 0.00000 | 0.00000 | ||
110 | 2017.01.27 16:00 | close | 55 | 0.90 | 1.07000 | 0.00000 | 0.00000 | -230.40 | 9139.19 |
111 | 2017.01.27 16:00 | buy | 56 | 0.05 | 1.07000 | 0.00000 | 0.00000 | ||
112 | 2017.01.27 20:00 | close | 56 | 0.05 | 1.06823 | 0.00000 | 0.00000 | -8.85 | 9130.34 |
113 | 2017.01.27 20:00 | sell | 57 | 0.90 | 1.06823 | 0.00000 | 0.00000 | ||
114 | 2017.01.27 22:00 | close | 57 | 0.90 | 1.07005 | 0.00000 | 0.00000 | -163.80 | 8966.54 |
115 | 2017.01.27 22:00 | buy | 58 | 0.05 | 1.07005 | 0.00000 | 0.00000 | ||
116 | 2017.01.30 10:00 | close | 58 | 0.05 | 1.07003 | 0.00000 | 0.00000 | -0.08 | 8966.45 |
117 | 2017.01.30 10:00 | sell | 59 | 0.80 | 1.07003 | 0.00000 | 0.00000 | ||
118 | 2017.01.30 20:00 | close | 59 | 0.80 | 1.06947 | 0.00000 | 0.00000 | 44.80 | 9011.25 |
119 | 2017.01.30 20:00 | buy | 60 | 0.05 | 1.06947 | 0.00000 | 0.00000 | ||
120 | 2017.01.31 09:00 | close | 60 | 0.05 | 1.06923 | 0.00000 | 0.00000 | -1.18 | 9010.07 |
121 | 2017.01.31 09:00 | sell | 61 | 0.90 | 1.06923 | 0.00000 | 0.00000 | ||
122 | 2017.01.31 11:00 | close | 61 | 0.90 | 1.07001 | 0.00000 | 0.00000 | -70.20 | 8939.87 |
123 | 2017.01.31 11:00 | buy | 62 | 0.05 | 1.07001 | 0.00000 | 0.00000 | ||
124 | 2017.01.31 23:59 | close at stop | 62 | 0.05 | 1.07968 | 0.00000 | 0.00000 | 48.35 | 8988.22 |