Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2007.01.02 00:00 - 2008.03.19 20:00 (2007.01.01 - 2008.03.20) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Remark1="== Main Settings =="; MagicNumber=0; SignalMail=false; EachTickMode=false; SingleLot=0.5; Slippage=5; UseStopLoss=true; StopLoss=100; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; MoveStopOnce=true; MoveStopWhenPrice=50; MoveStopTo=0; Remark2="== OzFx Manager v3 Settings =="; iStopLoss=100; iTPIncrement=50; | ||||
Bars in test | 2885 | Ticks modelled | 1688112 | Modelling quality | 89.95% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 22213.85 | Gross profit | 35111.65 | Gross loss | -12897.80 |
Profit factor | 2.72 | Expected payoff | 427.19 | ||
Absolute drawdown | 3561.05 | Maximal drawdown | 6167.55 (24.62%) | Relative drawdown | 39.37% (4181.05) |
Total trades | 52 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 30 (80.00%) |
Profit trades (% of total) | 38 (73.08%) | Loss trades (% of total) | 14 (26.92%) | ||
Largest | profit trade | 5412.00 | loss trade | -2058.80 | |
Average | profit trade | 923.99 | loss trade | -921.27 | |
Maximum | consecutive wins (profit in money) | 10 (9123.55) | consecutive losses (loss in money) | 3 (-2621.35) | |
Maximal | consecutive profit (count of wins) | 9123.55 (10) | consecutive loss (count of losses) | -2621.35 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.17 08:00 | sell | 1 | 2.00 | 1.2929 | 1.3029 | 0.0000 | ||
2 | 2007.01.23 13:58 | s/l | 1 | 2.00 | 1.3029 | 1.3029 | 0.0000 | -2058.80 | 7941.20 |
3 | 2007.01.24 16:00 | sell | 2 | 2.00 | 1.2988 | 1.3088 | 0.0000 | ||
4 | 2007.01.25 21:13 | modify | 2 | 2.00 | 1.2988 | 1.2988 | 0.0000 | ||
5 | 2007.01.26 15:30 | close | 2 | 0.50 | 1.2889 | 1.2988 | 0.0000 | 485.20 | 8426.40 |
6 | 2007.01.26 15:30 | sell | 3 | 1.50 | 1.2988 | 1.2988 | 0.0000 | ||
7 | 2007.01.31 17:18 | s/l | 3 | 1.50 | 1.2988 | 1.2988 | 0.0000 | -51.45 | 8374.95 |
8 | 2007.01.31 20:00 | buy | 4 | 2.00 | 1.3009 | 1.2909 | 0.0000 | ||
9 | 2007.02.14 17:00 | close | 4 | 0.50 | 1.3109 | 1.2909 | 0.0000 | 514.00 | 8888.95 |
10 | 2007.02.14 17:00 | buy | 5 | 1.50 | 1.3009 | 1.2909 | 0.0000 | ||
11 | 2007.02.15 16:08 | close | 5 | 0.50 | 1.3159 | 1.2909 | 0.0000 | 767.00 | 9655.95 |
12 | 2007.02.15 16:08 | buy | 6 | 1.00 | 1.3009 | 1.2909 | 0.0000 | ||
13 | 2007.02.27 10:18 | close | 6 | 0.50 | 1.3210 | 1.2909 | 0.0000 | 1032.00 | 10687.95 |
14 | 2007.02.27 10:18 | buy | 7 | 0.50 | 1.3009 | 1.2909 | 0.0000 | ||
15 | 2007.03.30 16:00 | close | 7 | 0.50 | 1.3313 | 1.2909 | 0.0000 | 1580.00 | 12267.95 |
16 | 2007.04.02 01:00 | buy | 8 | 2.00 | 1.3377 | 1.3277 | 0.0000 | ||
17 | 2007.04.06 20:01 | close | 8 | 2.00 | 1.3370 | 1.3277 | 0.0000 | -116.00 | 12151.95 |
18 | 2007.04.10 08:01 | buy | 9 | 2.00 | 1.3420 | 1.3320 | 0.0000 | ||
19 | 2007.04.13 04:23 | close | 9 | 0.50 | 1.3520 | 1.3320 | 0.0000 | 505.00 | 12656.95 |
20 | 2007.04.13 04:23 | buy | 10 | 1.50 | 1.3420 | 1.3320 | 0.0000 | ||
21 | 2007.04.16 01:10 | close | 10 | 0.50 | 1.3571 | 1.3320 | 0.0000 | 761.00 | 13417.95 |
22 | 2007.04.16 01:10 | buy | 11 | 1.00 | 1.3420 | 1.3320 | 0.0000 | ||
23 | 2007.04.20 01:05 | close | 11 | 0.50 | 1.3620 | 1.3320 | 0.0000 | 1012.00 | 14429.95 |
24 | 2007.04.20 01:05 | buy | 12 | 0.50 | 1.3420 | 1.3320 | 0.0000 | ||
25 | 2007.05.04 00:01 | close | 12 | 0.50 | 1.3551 | 1.3320 | 0.0000 | 681.00 | 15110.95 |
26 | 2007.05.10 08:01 | sell | 13 | 2.00 | 1.3536 | 1.3636 | 0.0000 | ||
27 | 2007.05.10 19:57 | modify | 13 | 2.00 | 1.3536 | 1.3536 | 0.0000 | ||
28 | 2007.05.14 01:48 | s/l | 13 | 2.00 | 1.3536 | 1.3536 | 0.0000 | -19.60 | 15091.35 |
29 | 2007.05.16 20:00 | sell | 14 | 2.00 | 1.3512 | 1.3612 | 0.0000 | ||
30 | 2007.05.21 13:34 | modify | 14 | 2.00 | 1.3512 | 1.3512 | 0.0000 | ||
31 | 2007.05.25 04:05 | close | 14 | 0.50 | 1.3414 | 1.3512 | 0.0000 | 463.05 | 15554.40 |
32 | 2007.05.25 04:05 | sell | 15 | 1.50 | 1.3512 | 1.3512 | 0.0000 | ||
33 | 2007.05.29 15:07 | s/l | 15 | 1.50 | 1.3512 | 1.3512 | 0.0000 | -95.55 | 15458.85 |
34 | 2007.05.29 16:00 | buy | 16 | 2.00 | 1.3508 | 1.3408 | 0.0000 | ||
35 | 2007.05.30 14:52 | s/l | 16 | 2.00 | 1.3408 | 1.3408 | 0.0000 | -1996.00 | 13462.85 |
36 | 2007.06.01 16:00 | sell | 17 | 2.00 | 1.3423 | 1.3523 | 0.0000 | ||
37 | 2007.06.04 12:01 | close | 17 | 2.00 | 1.3449 | 1.3523 | 0.0000 | -529.80 | 12933.05 |
38 | 2007.06.28 08:00 | buy | 18 | 2.00 | 1.3462 | 1.3362 | 0.0000 | ||
39 | 2007.07.02 10:38 | close | 18 | 0.50 | 1.3565 | 1.3362 | 0.0000 | 517.00 | 13450.05 |
40 | 2007.07.02 10:38 | buy | 19 | 1.50 | 1.3462 | 1.3362 | 0.0000 | ||
41 | 2007.07.02 17:20 | close | 19 | 0.50 | 1.3613 | 1.3362 | 0.0000 | 757.00 | 14207.05 |
42 | 2007.07.02 17:20 | buy | 20 | 1.00 | 1.3462 | 1.3362 | 0.0000 | ||
43 | 2007.07.10 13:02 | close | 20 | 0.50 | 1.3662 | 1.3362 | 0.0000 | 1010.00 | 15217.05 |
44 | 2007.07.10 13:02 | buy | 21 | 0.50 | 1.3462 | 1.3362 | 0.0000 | ||
45 | 2007.08.01 08:00 | close | 21 | 0.50 | 1.3654 | 1.3362 | 0.0000 | 992.00 | 16209.05 |
46 | 2007.08.09 00:00 | buy | 22 | 2.00 | 1.3798 | 1.3698 | 0.0000 | ||
47 | 2007.08.09 15:41 | s/l | 22 | 2.00 | 1.3698 | 1.3698 | 0.0000 | -2000.00 | 14209.05 |
48 | 2007.08.09 16:00 | sell | 23 | 2.00 | 1.3664 | 1.3764 | 0.0000 | ||
49 | 2007.08.13 17:54 | modify | 23 | 2.00 | 1.3664 | 1.3664 | 0.0000 | ||
50 | 2007.08.14 11:03 | close | 23 | 0.50 | 1.3564 | 1.3664 | 0.0000 | 492.65 | 14701.70 |
51 | 2007.08.14 11:03 | sell | 24 | 1.50 | 1.3664 | 1.3664 | 0.0000 | ||
52 | 2007.08.15 07:15 | close | 24 | 0.50 | 1.3516 | 1.3664 | 0.0000 | 730.20 | 15431.90 |
53 | 2007.08.15 07:15 | sell | 25 | 1.00 | 1.3664 | 1.3664 | 0.0000 | ||
54 | 2007.08.15 15:54 | close | 25 | 0.50 | 1.3465 | 1.3664 | 0.0000 | 985.20 | 16417.10 |
55 | 2007.08.15 15:54 | sell | 26 | 0.50 | 1.3664 | 1.3664 | 0.0000 | ||
56 | 2007.08.24 16:00 | close | 26 | 0.50 | 1.3633 | 1.3664 | 0.0000 | 118.25 | 16535.35 |
57 | 2007.09.20 12:00 | buy | 27 | 2.00 | 1.4045 | 1.3945 | 0.0000 | ||
58 | 2007.09.25 17:00 | close | 27 | 0.50 | 1.4146 | 1.3945 | 0.0000 | 508.00 | 17043.35 |
59 | 2007.09.25 17:00 | buy | 28 | 1.50 | 1.4045 | 1.3945 | 0.0000 | ||
60 | 2007.09.28 14:40 | close | 28 | 0.50 | 1.4196 | 1.3945 | 0.0000 | 763.00 | 17806.35 |
61 | 2007.09.28 14:40 | buy | 29 | 1.00 | 1.4045 | 1.3945 | 0.0000 | ||
62 | 2007.09.28 20:20 | close | 29 | 0.50 | 1.4246 | 1.3945 | 0.0000 | 1013.00 | 18819.35 |
63 | 2007.09.28 20:20 | buy | 30 | 0.50 | 1.4045 | 1.3945 | 0.0000 | ||
64 | 2007.11.29 20:00 | close | 30 | 0.50 | 1.4761 | 1.3945 | 0.0000 | 3650.00 | 22469.35 |
65 | 2007.12.05 20:00 | sell | 31 | 2.00 | 1.4666 | 1.4766 | 0.0000 | ||
66 | 2007.12.05 21:18 | modify | 31 | 2.00 | 1.4666 | 1.4666 | 0.0000 | ||
67 | 2007.12.06 09:47 | close | 31 | 0.50 | 1.4567 | 1.4666 | 0.0000 | 487.65 | 22957.00 |
68 | 2007.12.06 09:47 | sell | 32 | 1.50 | 1.4666 | 1.4666 | 0.0000 | ||
69 | 2007.12.07 00:00 | close | 32 | 1.50 | 1.4639 | 1.4666 | 0.0000 | 375.60 | 23332.60 |
70 | 2007.12.12 20:00 | buy | 33 | 2.00 | 1.4685 | 1.4585 | 0.0000 | ||
71 | 2007.12.13 17:48 | s/l | 33 | 2.00 | 1.4585 | 1.4585 | 0.0000 | -1988.00 | 21344.60 |
72 | 2007.12.13 20:00 | sell | 34 | 2.00 | 1.4611 | 1.4711 | 0.0000 | ||
73 | 2007.12.14 11:45 | modify | 34 | 2.00 | 1.4611 | 1.4611 | 0.0000 | ||
74 | 2007.12.14 13:22 | close | 34 | 0.50 | 1.4512 | 1.4611 | 0.0000 | 492.55 | 21837.15 |
75 | 2007.12.14 13:22 | sell | 35 | 1.50 | 1.4611 | 1.4611 | 0.0000 | ||
76 | 2007.12.14 16:36 | close | 35 | 0.50 | 1.4462 | 1.4611 | 0.0000 | 742.55 | 22579.70 |
77 | 2007.12.14 16:36 | sell | 36 | 1.00 | 1.4611 | 1.4611 | 0.0000 | ||
78 | 2007.12.14 21:09 | close | 36 | 0.50 | 1.4412 | 1.4611 | 0.0000 | 992.55 | 23572.25 |
79 | 2007.12.14 21:09 | sell | 37 | 0.50 | 1.4611 | 1.4611 | 0.0000 | ||
80 | 2007.12.27 19:04 | s/l | 37 | 0.50 | 1.4611 | 1.4611 | 0.0000 | -34.30 | 23537.95 |
81 | 2008.01.09 16:00 | sell | 38 | 2.00 | 1.4684 | 1.4784 | 0.0000 | ||
82 | 2008.01.10 19:29 | s/l | 38 | 2.00 | 1.4784 | 1.4784 | 0.0000 | -2029.40 | 21508.55 |
83 | 2008.01.10 20:00 | buy | 39 | 2.00 | 1.4804 | 1.4704 | 0.0000 | ||
84 | 2008.01.14 12:09 | close | 39 | 0.50 | 1.4905 | 1.4704 | 0.0000 | 507.00 | 22015.55 |
85 | 2008.01.14 12:09 | buy | 40 | 1.50 | 1.4804 | 1.4704 | 0.0000 | ||
86 | 2008.01.16 17:52 | s/l | 40 | 1.50 | 1.4704 | 1.4704 | 0.0000 | -1488.00 | 20527.55 |
87 | 2008.01.18 12:00 | sell | 41 | 2.00 | 1.4613 | 1.4713 | 0.0000 | ||
88 | 2008.01.21 02:15 | modify | 41 | 2.00 | 1.4613 | 1.4613 | 0.0000 | ||
89 | 2008.01.21 10:27 | close | 41 | 0.50 | 1.4515 | 1.4613 | 0.0000 | 487.55 | 21015.10 |
90 | 2008.01.21 10:27 | sell | 42 | 1.50 | 1.4613 | 1.4613 | 0.0000 | ||
91 | 2008.01.21 13:11 | close | 42 | 0.50 | 1.4464 | 1.4613 | 0.0000 | 742.55 | 21757.65 |
92 | 2008.01.21 13:11 | sell | 43 | 1.00 | 1.4613 | 1.4613 | 0.0000 | ||
93 | 2008.01.22 01:17 | close | 43 | 0.50 | 1.4415 | 1.4613 | 0.0000 | 985.10 | 22742.75 |
94 | 2008.01.22 01:17 | sell | 44 | 0.50 | 1.4613 | 1.4613 | 0.0000 | ||
95 | 2008.01.22 17:28 | s/l | 44 | 0.50 | 1.4613 | 1.4613 | 0.0000 | -4.90 | 22737.85 |
96 | 2008.01.24 08:01 | buy | 45 | 2.00 | 1.4622 | 1.4522 | 0.0000 | ||
97 | 2008.01.24 16:33 | close | 45 | 0.50 | 1.4722 | 1.4522 | 0.0000 | 500.00 | 23237.85 |
98 | 2008.01.24 16:33 | buy | 46 | 1.50 | 1.4622 | 1.4522 | 0.0000 | ||
99 | 2008.01.24 21:06 | close | 46 | 0.50 | 1.4772 | 1.4522 | 0.0000 | 750.00 | 23987.85 |
100 | 2008.01.24 21:06 | buy | 47 | 1.00 | 1.4622 | 1.4522 | 0.0000 | ||
101 | 2008.01.30 21:15 | close | 47 | 0.50 | 1.4827 | 1.4522 | 0.0000 | 1029.00 | 25016.85 |
102 | 2008.01.30 21:15 | buy | 48 | 0.50 | 1.4622 | 1.4522 | 0.0000 | ||
103 | 2008.02.07 15:40 | s/l | 48 | 0.50 | 1.4522 | 1.4522 | 0.0000 | -486.00 | 24530.85 |
104 | 2008.02.14 08:00 | buy | 49 | 2.00 | 1.4567 | 1.4467 | 0.0000 | ||
105 | 2008.02.15 11:46 | close | 49 | 0.50 | 1.4668 | 1.4467 | 0.0000 | 506.00 | 25036.85 |
106 | 2008.02.15 11:46 | buy | 50 | 1.50 | 1.4567 | 1.4467 | 0.0000 | ||
107 | 2008.02.19 08:47 | close | 50 | 0.50 | 1.4718 | 1.4467 | 0.0000 | 758.00 | 25794.85 |
108 | 2008.02.19 08:47 | buy | 51 | 1.00 | 1.4567 | 1.4467 | 0.0000 | ||
109 | 2008.02.21 17:40 | close | 51 | 0.50 | 1.4767 | 1.4467 | 0.0000 | 1007.00 | 26801.85 |
110 | 2008.02.21 17:40 | buy | 52 | 0.50 | 1.4567 | 1.4467 | 0.0000 | ||
111 | 2008.03.19 23:59 | close at stop | 52 | 0.50 | 1.5643 | 1.4467 | 0.0000 | 5412.00 | 32213.85 |