Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2010.01.07 00:00 - 2010.08.27 20:00 (2010.01.07 - 2010.09.08) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Key=1; StartTime=0; EndTime=23; lot=0.1; Trail=true; CB=true; BUY=true; slb=50; tpb=10; SELL=true; sls=130; tps=10; Filters="------------Extra Filters"; fi=true; bk=1; bt=6; br=3; bu=5; be=4; bo=5; qbc=1; qbg=1; k=6; t=6; r=6; u=3; e=3; o=3; qc=1; qg=1; Range=false; MinimumBars=15; MaximumPipRange=70; mod_vol=false; vlm=1000; mod_vsa=false; cs=2; ap=2; mod_cciD1=false; ccid1p=15; Mod_TP=false; sn1=100; sn2=100; sn3=100; sn4=100; snp2=10; second=false; xb2=100; yb2=100; xs2=100; ys2=100; p2=5; mn=552; | ||||
Bars in test | 2002 | Ticks modelled | 6549990 | Modelling quality | 66.10% |
Mismatched charts errors | 8 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 3345.60 | Gross profit | 5047.68 | Gross loss | -1702.08 |
Profit factor | 2.97 | Expected payoff | 45.21 | ||
Absolute drawdown | 33.00 | Maximal drawdown | 367.66 (16.00%) | Relative drawdown | 16.00% (367.66) |
Total trades | 74 | Short positions (won %) | 51 (72.55%) | Long positions (won %) | 23 (60.87%) |
Profit trades (% of total) | 51 (68.92%) | Loss trades (% of total) | 23 (31.08%) | ||
Largest | profit trade | 217.35 | loss trade | -130.80 | |
Average | profit trade | 98.97 | loss trade | -74.00 | |
Maximum | consecutive wins (profit in money) | 12 (1176.95) | consecutive losses (loss in money) | 3 (-196.62) | |
Maximal | consecutive profit (count of wins) | 1176.95 (12) | consecutive loss (count of losses) | -260.80 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 08:00 | sell | 1 | 0.10 | 1.43678 | 1.44978 | 1.42678 | ||
2 | 2010.01.08 14:10 | t/p | 1 | 0.10 | 1.42678 | 1.44978 | 1.42678 | 99.84 | 1099.84 |
3 | 2010.01.12 12:00 | buy | 2 | 0.10 | 1.45065 | 1.44565 | 1.46065 | ||
4 | 2010.01.13 02:22 | s/l | 2 | 0.10 | 1.44565 | 1.44565 | 1.46065 | -50.05 | 1049.79 |
5 | 2010.01.15 00:00 | sell | 3 | 0.10 | 1.44982 | 1.46282 | 1.43982 | ||
6 | 2010.01.15 09:06 | t/p | 3 | 0.10 | 1.43982 | 1.46282 | 1.43982 | 100.00 | 1149.79 |
7 | 2010.01.15 12:00 | sell | 4 | 0.10 | 1.43851 | 1.45151 | 1.42851 | ||
8 | 2010.01.19 13:23 | t/p | 4 | 0.10 | 1.42851 | 1.45151 | 1.42851 | 99.68 | 1249.47 |
9 | 2010.01.19 16:00 | sell | 5 | 0.10 | 1.42917 | 1.44217 | 1.41917 | ||
10 | 2010.01.20 02:21 | t/p | 5 | 0.10 | 1.41917 | 1.44217 | 1.41917 | 99.84 | 1349.31 |
11 | 2010.01.20 12:00 | sell | 6 | 0.10 | 1.41774 | 1.43074 | 1.40774 | ||
12 | 2010.01.21 03:08 | t/p | 6 | 0.10 | 1.40774 | 1.43074 | 1.40774 | 99.52 | 1448.83 |
13 | 2010.01.21 04:00 | sell | 7 | 0.10 | 1.40810 | 1.42110 | 1.39810 | ||
14 | 2010.01.28 02:48 | t/p | 7 | 0.10 | 1.39810 | 1.42110 | 1.39810 | 98.88 | 1547.71 |
15 | 2010.02.04 00:00 | sell | 8 | 0.10 | 1.38897 | 1.40197 | 1.37897 | ||
16 | 2010.02.04 16:11 | t/p | 8 | 0.10 | 1.37897 | 1.40197 | 1.37897 | 100.00 | 1647.71 |
17 | 2010.02.04 20:00 | sell | 9 | 0.10 | 1.37566 | 1.38866 | 1.36566 | ||
18 | 2010.02.05 09:26 | t/p | 9 | 0.10 | 1.36566 | 1.38866 | 1.36566 | 99.84 | 1747.55 |
19 | 2010.02.11 16:00 | sell | 10 | 0.10 | 1.36518 | 1.37818 | 1.35518 | ||
20 | 2010.02.12 11:30 | t/p | 10 | 0.10 | 1.35518 | 1.37818 | 1.35518 | 99.84 | 1847.39 |
21 | 2010.02.12 16:00 | buy | 11 | 0.10 | 1.36194 | 1.35694 | 1.37194 | ||
22 | 2010.02.16 17:17 | t/p | 11 | 0.10 | 1.37194 | 1.35694 | 1.37194 | 99.90 | 1947.29 |
23 | 2010.02.17 16:00 | sell | 12 | 0.10 | 1.36968 | 1.38268 | 1.35968 | ||
24 | 2010.02.17 20:02 | t/p | 12 | 0.10 | 1.35968 | 1.38268 | 1.35968 | 100.00 | 2047.29 |
25 | 2010.02.18 00:00 | sell | 13 | 0.10 | 1.35984 | 1.37284 | 1.34984 | ||
26 | 2010.02.18 22:37 | t/p | 13 | 0.10 | 1.34984 | 1.37284 | 1.34984 | 100.00 | 2147.29 |
27 | 2010.02.19 16:00 | buy | 14 | 0.10 | 1.35073 | 1.34573 | 1.36073 | ||
28 | 2010.02.19 20:00 | modify | 14 | 0.10 | 1.35073 | 1.35340 | 0.00000 | ||
29 | 2010.02.22 20:00 | close | 14 | 0.10 | 1.35868 | 1.35340 | 0.00000 | 79.45 | 2226.74 |
30 | 2010.02.22 20:00 | sell | 15 | 0.10 | 1.35868 | 1.37168 | 1.34868 | ||
31 | 2010.02.23 00:00 | buy | 16 | 0.10 | 1.36031 | 1.35531 | 1.37031 | ||
32 | 2010.02.23 00:00 | close | 15 | 0.10 | 1.36031 | 1.37168 | 1.34868 | -16.46 | 2210.28 |
33 | 2010.02.23 12:53 | s/l | 16 | 0.10 | 1.35531 | 1.35531 | 1.37031 | -50.00 | 2160.28 |
34 | 2010.02.25 04:00 | sell | 17 | 0.10 | 1.34821 | 1.36121 | 1.33821 | ||
35 | 2010.02.26 10:40 | s/l | 17 | 0.10 | 1.36121 | 1.36121 | 1.33821 | -130.16 | 2030.12 |
36 | 2010.02.26 16:00 | sell | 18 | 0.10 | 1.35852 | 1.37152 | 1.34852 | ||
37 | 2010.03.01 16:27 | t/p | 18 | 0.10 | 1.34852 | 1.37152 | 1.34852 | 99.84 | 2129.96 |
38 | 2010.03.02 20:00 | buy | 19 | 0.10 | 1.36159 | 1.35659 | 1.37159 | ||
39 | 2010.03.03 17:07 | t/p | 19 | 0.10 | 1.37159 | 1.35659 | 1.37159 | 99.95 | 2229.91 |
40 | 2010.03.09 12:00 | sell | 20 | 0.10 | 1.35698 | 1.36998 | 1.34698 | ||
41 | 2010.03.10 00:00 | buy | 21 | 0.10 | 1.36030 | 1.35530 | 1.37030 | ||
42 | 2010.03.10 00:00 | close | 20 | 0.10 | 1.36030 | 1.36998 | 1.34698 | -33.36 | 2196.55 |
43 | 2010.03.10 08:58 | s/l | 21 | 0.10 | 1.35530 | 1.35530 | 1.37030 | -50.00 | 2146.55 |
44 | 2010.03.12 08:00 | buy | 22 | 0.10 | 1.37081 | 1.36581 | 1.38081 | ||
45 | 2010.03.15 16:15 | s/l | 22 | 0.10 | 1.36581 | 1.36581 | 1.38081 | -50.05 | 2096.50 |
46 | 2010.03.18 08:00 | sell | 23 | 0.10 | 1.36824 | 1.38124 | 1.35824 | ||
47 | 2010.03.19 09:55 | t/p | 23 | 0.10 | 1.35824 | 1.38124 | 1.35824 | 99.84 | 2196.34 |
48 | 2010.03.23 20:00 | sell | 24 | 0.10 | 1.34868 | 1.36168 | 1.33868 | ||
49 | 2010.03.24 09:42 | t/p | 24 | 0.10 | 1.33868 | 1.36168 | 1.33868 | 99.84 | 2296.18 |
50 | 2010.03.24 12:00 | sell | 25 | 0.10 | 1.33582 | 1.34882 | 1.32582 | ||
51 | 2010.03.29 09:38 | s/l | 25 | 0.10 | 1.34882 | 1.34882 | 1.32582 | -130.80 | 2165.38 |
52 | 2010.04.02 16:00 | sell | 26 | 0.10 | 1.34878 | 1.36178 | 1.33878 | ||
53 | 2010.04.06 14:22 | t/p | 26 | 0.10 | 1.33878 | 1.36178 | 1.33878 | 99.68 | 2265.06 |
54 | 2010.04.12 12:00 | sell | 27 | 0.10 | 1.35928 | 1.37228 | 1.34928 | ||
55 | 2010.04.16 15:15 | t/p | 27 | 0.10 | 1.34928 | 1.37228 | 1.34928 | 99.04 | 2364.10 |
56 | 2010.04.19 04:00 | sell | 28 | 0.10 | 1.34638 | 1.35938 | 1.33638 | ||
57 | 2010.04.21 13:32 | t/p | 28 | 0.10 | 1.33638 | 1.35938 | 1.33638 | 99.68 | 2463.78 |
58 | 2010.04.22 16:00 | sell | 29 | 0.10 | 1.32862 | 1.34162 | 1.31862 | ||
59 | 2010.04.26 23:22 | s/l | 29 | 0.10 | 1.34162 | 1.34162 | 1.31862 | -130.32 | 2333.46 |
60 | 2010.04.27 16:00 | sell | 30 | 0.10 | 1.33004 | 1.34304 | 1.32004 | ||
61 | 2010.04.27 21:31 | t/p | 30 | 0.10 | 1.32004 | 1.34304 | 1.32004 | 100.00 | 2433.46 |
62 | 2010.04.29 08:00 | buy | 31 | 0.10 | 1.32271 | 1.31771 | 1.33271 | ||
63 | 2010.04.30 11:48 | t/p | 31 | 0.10 | 1.33271 | 1.31771 | 1.33271 | 99.95 | 2533.41 |
64 | 2010.05.04 08:00 | sell | 32 | 0.10 | 1.31789 | 1.33089 | 1.30789 | ||
65 | 2010.05.04 14:21 | t/p | 32 | 0.10 | 1.30789 | 1.33089 | 1.30789 | 100.00 | 2633.41 |
66 | 2010.05.04 16:00 | sell | 33 | 0.10 | 1.30515 | 1.31815 | 1.29515 | ||
67 | 2010.05.05 03:00 | t/p | 33 | 0.10 | 1.29515 | 1.31815 | 1.29515 | 99.84 | 2733.25 |
68 | 2010.05.06 20:00 | sell | 34 | 0.10 | 1.26724 | 1.28024 | 1.25724 | ||
69 | 2010.05.06 20:46 | t/p | 34 | 0.10 | 1.25724 | 1.28024 | 1.25724 | 100.00 | 2833.25 |
70 | 2010.05.07 20:00 | buy | 35 | 0.10 | 1.27342 | 1.26842 | 1.28342 | ||
71 | 2010.05.10 00:00 | t/p | 35 | 0.10 | 1.28342 | 1.26842 | 1.28342 | 99.95 | 2933.20 |
72 | 2010.05.10 16:00 | sell | 36 | 0.10 | 1.28798 | 1.30098 | 1.27798 | ||
73 | 2010.05.10 19:07 | t/p | 36 | 0.10 | 1.27798 | 1.30098 | 1.27798 | 100.00 | 3033.20 |
74 | 2010.05.10 20:00 | sell | 37 | 0.10 | 1.27983 | 1.29283 | 1.26983 | ||
75 | 2010.05.11 08:22 | t/p | 37 | 0.10 | 1.26983 | 1.29283 | 1.26983 | 99.84 | 3133.04 |
76 | 2010.05.14 20:00 | sell | 38 | 0.10 | 1.23936 | 1.25236 | 1.22936 | ||
77 | 2010.05.17 04:17 | t/p | 38 | 0.10 | 1.22936 | 1.25236 | 1.22936 | 99.84 | 3232.88 |
78 | 2010.05.18 20:00 | sell | 39 | 0.10 | 1.22628 | 1.23928 | 1.21628 | ||
79 | 2010.05.18 21:02 | t/p | 39 | 0.10 | 1.21628 | 1.23928 | 1.21628 | 100.00 | 3332.88 |
80 | 2010.05.19 00:00 | sell | 40 | 0.10 | 1.21726 | 1.23026 | 1.20726 | ||
81 | 2010.05.19 14:47 | s/l | 40 | 0.10 | 1.23026 | 1.23026 | 1.20726 | -130.00 | 3202.88 |
82 | 2010.05.20 00:00 | buy | 41 | 0.10 | 1.24248 | 1.23748 | 1.25248 | ||
83 | 2010.05.20 02:04 | s/l | 41 | 0.10 | 1.23748 | 1.23748 | 1.25248 | -50.00 | 3152.88 |
84 | 2010.05.24 16:00 | sell | 42 | 0.10 | 1.23652 | 1.24952 | 1.22652 | ||
85 | 2010.05.25 09:32 | t/p | 42 | 0.10 | 1.22652 | 1.24952 | 1.22652 | 99.84 | 3252.72 |
86 | 2010.05.25 16:00 | buy | 43 | 0.10 | 1.22354 | 1.21854 | 1.23354 | ||
87 | 2010.05.25 20:48 | t/p | 43 | 0.10 | 1.23354 | 1.21854 | 1.23354 | 100.00 | 3352.72 |
88 | 2010.05.26 16:00 | sell | 44 | 0.10 | 1.22715 | 1.24015 | 1.21715 | ||
89 | 2010.05.26 22:27 | t/p | 44 | 0.10 | 1.21715 | 1.24015 | 1.21715 | 100.00 | 3452.72 |
90 | 2010.05.28 16:00 | sell | 45 | 0.10 | 1.23570 | 1.24870 | 1.22570 | ||
91 | 2010.06.01 02:41 | t/p | 45 | 0.10 | 1.22570 | 1.24870 | 1.22570 | 99.68 | 3552.40 |
92 | 2010.06.02 16:00 | sell | 46 | 0.10 | 1.21942 | 1.23242 | 1.20942 | ||
93 | 2010.06.03 08:00 | buy | 47 | 0.10 | 1.23186 | 1.22686 | 1.24186 | ||
94 | 2010.06.03 08:00 | close | 46 | 0.10 | 1.23186 | 1.23242 | 1.20942 | -124.88 | 3427.52 |
95 | 2010.06.03 11:20 | s/l | 47 | 0.10 | 1.22686 | 1.22686 | 1.24186 | -50.00 | 3377.52 |
96 | 2010.06.03 20:00 | sell | 48 | 0.10 | 1.21683 | 1.22983 | 1.20683 | ||
97 | 2010.06.04 13:39 | t/p | 48 | 0.10 | 1.20683 | 1.22983 | 1.20683 | 99.84 | 3477.36 |
98 | 2010.06.07 00:00 | sell | 49 | 0.10 | 1.19496 | 1.20796 | 1.18496 | ||
99 | 2010.06.07 08:00 | buy | 50 | 0.10 | 1.19212 | 1.18712 | 1.20212 | ||
100 | 2010.06.07 08:00 | close | 49 | 0.10 | 1.19212 | 1.20796 | 1.18496 | 28.40 | 3505.76 |
101 | 2010.06.09 14:38 | t/p | 50 | 0.10 | 1.20212 | 1.18712 | 1.20212 | 99.90 | 3605.66 |
102 | 2010.06.21 12:00 | sell | 51 | 0.10 | 1.23921 | 1.25221 | 1.22921 | ||
103 | 2010.06.22 04:18 | t/p | 51 | 0.10 | 1.22921 | 1.25221 | 1.22921 | 99.84 | 3705.50 |
104 | 2010.07.01 16:00 | buy | 52 | 0.10 | 1.24235 | 1.23735 | 1.25235 | ||
105 | 2010.07.01 21:47 | t/p | 52 | 0.10 | 1.25235 | 1.23735 | 1.25235 | 100.00 | 3805.50 |
106 | 2010.07.02 08:00 | sell | 53 | 0.10 | 1.24910 | 1.26210 | 1.23910 | ||
107 | 2010.07.06 16:03 | s/l | 53 | 0.10 | 1.26210 | 1.26210 | 1.23910 | -130.32 | 3675.18 |
108 | 2010.07.07 08:00 | sell | 54 | 0.10 | 1.25827 | 1.27127 | 1.24827 | ||
109 | 2010.07.08 22:03 | s/l | 54 | 0.10 | 1.27127 | 1.27127 | 1.24827 | -130.48 | 3544.70 |
110 | 2010.07.13 20:00 | buy | 55 | 0.10 | 1.27092 | 1.26592 | 1.28092 | ||
111 | 2010.07.15 12:00 | modify | 55 | 0.10 | 1.27092 | 1.27434 | 0.00000 | ||
112 | 2010.07.15 16:00 | modify | 55 | 0.10 | 1.27092 | 1.28260 | 0.00000 | ||
113 | 2010.07.16 12:00 | modify | 55 | 0.10 | 1.27092 | 1.29268 | 0.00000 | ||
114 | 2010.07.16 16:06 | s/l | 55 | 0.10 | 1.29268 | 1.29268 | 0.00000 | 217.35 | 3762.05 |
115 | 2010.07.19 08:00 | buy | 56 | 0.10 | 1.29077 | 1.28577 | 1.30077 | ||
116 | 2010.07.20 08:00 | modify | 56 | 0.10 | 1.29077 | 1.29374 | 0.00000 | ||
117 | 2010.07.20 11:41 | s/l | 56 | 0.10 | 1.29374 | 1.29374 | 0.00000 | 29.65 | 3791.70 |
118 | 2010.07.21 00:01 | sell | 57 | 0.10 | 1.28907 | 1.30207 | 1.27907 | ||
119 | 2010.07.21 20:05 | t/p | 57 | 0.10 | 1.27907 | 1.30207 | 1.27907 | 100.00 | 3891.70 |
120 | 2010.07.22 00:00 | sell | 58 | 0.10 | 1.27529 | 1.28829 | 1.26529 | ||
121 | 2010.07.22 12:00 | buy | 59 | 0.10 | 1.28306 | 1.27806 | 1.29306 | ||
122 | 2010.07.22 12:00 | close | 58 | 0.10 | 1.28306 | 1.28829 | 1.26529 | -77.70 | 3814.00 |
123 | 2010.07.22 16:15 | t/p | 59 | 0.10 | 1.29306 | 1.27806 | 1.29306 | 100.00 | 3914.00 |
124 | 2010.07.27 12:00 | sell | 60 | 0.10 | 1.29828 | 1.31128 | 1.28828 | ||
125 | 2010.07.30 16:00 | buy | 61 | 0.10 | 1.30207 | 1.29707 | 1.31207 | ||
126 | 2010.07.30 16:00 | close | 60 | 0.10 | 1.30207 | 1.31128 | 1.28828 | -38.70 | 3875.30 |
127 | 2010.08.02 15:04 | t/p | 61 | 0.10 | 1.31207 | 1.29707 | 1.31207 | 99.95 | 3975.25 |
128 | 2010.08.05 12:00 | buy | 62 | 0.10 | 1.32145 | 1.31645 | 1.33145 | ||
129 | 2010.08.05 15:34 | s/l | 62 | 0.10 | 1.31645 | 1.31645 | 1.33145 | -50.00 | 3925.25 |
130 | 2010.08.06 16:00 | buy | 63 | 0.10 | 1.33176 | 1.32676 | 1.34176 | ||
131 | 2010.08.06 18:45 | s/l | 63 | 0.10 | 1.32676 | 1.32676 | 1.34176 | -50.00 | 3875.25 |
132 | 2010.08.06 20:00 | sell | 64 | 0.10 | 1.32833 | 1.34133 | 1.31833 | ||
133 | 2010.08.10 03:37 | t/p | 64 | 0.10 | 1.31833 | 1.34133 | 1.31833 | 99.68 | 3974.93 |
134 | 2010.08.10 04:00 | sell | 65 | 0.10 | 1.31911 | 1.33211 | 1.30911 | ||
135 | 2010.08.10 16:01 | t/p | 65 | 0.10 | 1.30911 | 1.33211 | 1.30911 | 100.00 | 4074.93 |
136 | 2010.08.10 20:00 | buy | 66 | 0.10 | 1.31042 | 1.30542 | 1.32042 | ||
137 | 2010.08.10 20:23 | t/p | 66 | 0.10 | 1.32042 | 1.30542 | 1.32042 | 100.00 | 4174.93 |
138 | 2010.08.11 16:00 | sell | 67 | 0.10 | 1.29668 | 1.30968 | 1.28668 | ||
139 | 2010.08.11 19:27 | t/p | 67 | 0.10 | 1.28668 | 1.30968 | 1.28668 | 100.00 | 4274.93 |
140 | 2010.08.11 20:00 | sell | 68 | 0.10 | 1.28646 | 1.29946 | 1.27646 | ||
141 | 2010.08.12 08:00 | buy | 69 | 0.10 | 1.29172 | 1.28672 | 1.30172 | ||
142 | 2010.08.12 08:00 | close | 68 | 0.10 | 1.29172 | 1.29946 | 1.27646 | -53.08 | 4221.85 |
143 | 2010.08.12 10:46 | s/l | 69 | 0.10 | 1.28672 | 1.28672 | 1.30172 | -50.00 | 4171.85 |
144 | 2010.08.13 20:00 | sell | 70 | 0.10 | 1.27756 | 1.29056 | 1.26756 | ||
145 | 2010.08.16 12:00 | buy | 71 | 0.10 | 1.28074 | 1.27574 | 1.29074 | ||
146 | 2010.08.16 12:00 | close | 70 | 0.10 | 1.28074 | 1.29056 | 1.26756 | -31.96 | 4139.89 |
147 | 2010.08.17 11:09 | t/p | 71 | 0.10 | 1.29074 | 1.27574 | 1.29074 | 99.95 | 4239.84 |
148 | 2010.08.18 16:00 | sell | 72 | 0.10 | 1.28814 | 1.30114 | 1.27814 | ||
149 | 2010.08.19 09:36 | t/p | 72 | 0.10 | 1.27814 | 1.30114 | 1.27814 | 99.52 | 4339.36 |
150 | 2010.08.20 08:00 | sell | 73 | 0.10 | 1.27975 | 1.29275 | 1.26975 | ||
151 | 2010.08.20 12:24 | t/p | 73 | 0.10 | 1.26975 | 1.29275 | 1.26975 | 100.00 | 4439.36 |
152 | 2010.08.23 20:00 | sell | 74 | 0.10 | 1.26713 | 1.28013 | 1.25713 | ||
153 | 2010.08.27 22:59 | close at stop | 74 | 0.10 | 1.27641 | 1.28013 | 1.25713 | -93.76 | 4345.60 |