Symbol | CHFJPYpro (Swiss Franc vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2014.10.07 05:00 - 2015.01.28 23:00 (2014.01.01 - 2015.01.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Period_ATR=81; Period_ema=4; MaxSlippage=3; CustomComment="Some comment"; MagicNumber=12345; HandleSLPTByEA=true; UseMoneyManagement=true; UseLotsManagement=true; TradeAgainstTendencyInitial=false; Lots=0.1; LotsDecimals=2; LossesRatio=5; RiskInPercent=2; MaximumLots=0.5; maxLosses001Initial=7; minProfit001Initial=9; orderLots=0; SL_points=180; PT_points=150; | ||||
Bars in test | 2015 | Ticks modelled | 4323969 | Modelling quality | 70.43% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (48) | ||
Total net profit | 75.86 | Gross profit | 258.23 | Gross loss | -182.38 |
Profit factor | 1.42 | Expected payoff | 2.30 | ||
Absolute drawdown | 11.55 | Maximal drawdown | 74.44 (7.00%) | Relative drawdown | 7.00% (74.44) |
Total trades | 33 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 15 (46.67%) |
Profit trades (% of total) | 18 (54.55%) | Loss trades (% of total) | 15 (45.45%) | ||
Largest | profit trade | 69.29 | loss trade | -38.07 | |
Average | profit trade | 14.35 | loss trade | -12.16 | |
Maximum | consecutive wins (profit in money) | 5 (116.69) | consecutive losses (loss in money) | 3 (-51.62) | |
Maximal | consecutive profit (count of wins) | 116.69 (5) | consecutive loss (count of losses) | -65.70 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.10.07 06:00 | sell limit | 1 | 0.01 | 113.255 | 0.000 | 0.000 | ||
2 | 2014.10.08 04:00 | delete | 1 | 0.01 | 113.255 | 0.000 | 0.000 | ||
3 | 2014.10.08 16:00 | buy limit | 2 | 0.01 | 113.165 | 0.000 | 0.000 | ||
4 | 2014.10.09 14:00 | delete | 2 | 0.01 | 113.165 | 0.000 | 0.000 | ||
5 | 2014.10.09 17:00 | sell limit | 3 | 0.01 | 113.189 | 0.000 | 0.000 | ||
6 | 2014.10.10 15:00 | delete | 3 | 0.01 | 113.189 | 0.000 | 0.000 | ||
7 | 2014.10.10 15:01 | sell limit | 4 | 0.01 | 112.720 | 0.000 | 0.000 | ||
8 | 2014.10.10 16:31 | sell | 4 | 0.01 | 112.720 | 0.000 | 0.000 | ||
9 | 2014.10.16 10:02 | close | 4 | 0.01 | 111.660 | 0.000 | 0.000 | 9.02 | 1009.02 |
10 | 2014.10.16 10:03 | sell limit | 5 | 0.01 | 112.207 | 0.000 | 0.000 | ||
11 | 2014.10.16 14:23 | sell | 5 | 0.01 | 112.207 | 0.000 | 0.000 | ||
12 | 2014.10.17 19:52 | close | 5 | 0.01 | 113.031 | 0.000 | 0.000 | -7.00 | 1002.02 |
13 | 2014.10.17 19:52 | buy | 6 | 0.01 | 113.031 | 0.000 | 0.000 | ||
14 | 2014.10.20 04:00 | close | 6 | 0.01 | 113.408 | 0.000 | 0.000 | 3.19 | 1005.21 |
15 | 2014.10.20 04:00 | buy limit | 7 | 0.01 | 113.292 | 0.000 | 0.000 | ||
16 | 2014.10.20 06:51 | buy | 7 | 0.01 | 113.292 | 0.000 | 0.000 | ||
17 | 2014.10.21 10:00 | close | 7 | 0.01 | 112.933 | 0.000 | 0.000 | -3.06 | 1002.15 |
18 | 2014.10.21 10:00 | sell | 8 | 0.02 | 112.933 | 0.000 | 0.000 | ||
19 | 2014.10.21 10:01 | sell limit | 9 | 0.01 | 113.080 | 0.000 | 0.000 | ||
20 | 2014.10.22 08:00 | delete | 9 | 0.01 | 113.080 | 0.000 | 0.000 | ||
21 | 2014.10.22 09:00 | close | 8 | 0.02 | 112.427 | 0.000 | 0.000 | 8.60 | 1010.75 |
22 | 2014.10.22 09:00 | sell limit | 10 | 0.01 | 112.576 | 0.000 | 0.000 | ||
23 | 2014.10.22 10:28 | sell | 10 | 0.01 | 112.576 | 0.000 | 0.000 | ||
24 | 2014.10.23 14:52 | close | 10 | 0.01 | 113.400 | 0.000 | 0.000 | -7.00 | 1003.75 |
25 | 2014.10.23 14:52 | buy | 11 | 0.03 | 113.400 | 0.000 | 0.000 | ||
26 | 2014.10.23 14:53 | buy limit | 12 | 0.01 | 113.035 | 0.000 | 0.000 | ||
27 | 2014.10.24 12:00 | delete | 12 | 0.01 | 113.035 | 0.000 | 0.000 | ||
28 | 2014.10.24 13:00 | buy limit | 13 | 0.01 | 113.446 | 0.000 | 0.000 | ||
29 | 2014.10.27 09:45 | buy | 13 | 0.01 | 113.446 | 0.000 | 0.000 | ||
30 | 2014.10.31 04:42 | close | 13 | 0.01 | 114.511 | 0.000 | 0.000 | 9.00 | 1012.75 |
31 | 2014.10.31 04:52 | close | 11 | 0.03 | 115.048 | 0.000 | 0.000 | 41.82 | 1054.57 |
32 | 2014.10.31 05:00 | buy limit | 14 | 0.01 | 114.574 | 0.000 | 0.000 | ||
33 | 2014.11.03 04:00 | delete | 14 | 0.01 | 114.574 | 0.000 | 0.000 | ||
34 | 2014.11.03 11:00 | buy limit | 15 | 0.01 | 117.126 | 0.000 | 0.000 | ||
35 | 2014.11.04 09:00 | delete | 15 | 0.01 | 117.126 | 0.000 | 0.000 | ||
36 | 2014.11.04 16:00 | buy limit | 16 | 0.01 | 117.972 | 0.000 | 0.000 | ||
37 | 2014.11.05 14:00 | delete | 16 | 0.01 | 117.972 | 0.000 | 0.000 | ||
38 | 2014.11.06 02:00 | buy limit | 17 | 0.01 | 119.005 | 0.000 | 0.000 | ||
39 | 2014.11.06 04:13 | buy | 17 | 0.01 | 119.005 | 0.000 | 0.000 | ||
40 | 2014.11.10 07:46 | close | 17 | 0.01 | 118.181 | 0.000 | 0.000 | -7.02 | 1047.55 |
41 | 2014.11.10 07:46 | sell | 18 | 0.01 | 118.181 | 0.000 | 0.000 | ||
42 | 2014.11.11 04:00 | close | 18 | 0.01 | 118.819 | 0.000 | 0.000 | -5.42 | 1042.13 |
43 | 2014.11.11 04:00 | buy limit | 19 | 0.01 | 118.666 | 0.000 | 0.000 | ||
44 | 2014.11.12 02:00 | delete | 19 | 0.01 | 118.666 | 0.000 | 0.000 | ||
45 | 2014.11.13 04:00 | buy limit | 20 | 0.01 | 119.635 | 0.000 | 0.000 | ||
46 | 2014.11.14 02:00 | delete | 20 | 0.01 | 119.635 | 0.000 | 0.000 | ||
47 | 2014.11.14 09:00 | buy limit | 21 | 0.01 | 120.429 | 0.000 | 0.000 | ||
48 | 2014.11.17 07:00 | delete | 21 | 0.01 | 120.429 | 0.000 | 0.000 | ||
49 | 2014.11.18 08:00 | buy limit | 22 | 0.01 | 121.152 | 0.000 | 0.000 | ||
50 | 2014.11.19 06:00 | delete | 22 | 0.01 | 121.152 | 0.000 | 0.000 | ||
51 | 2014.11.19 09:00 | buy limit | 23 | 0.01 | 122.421 | 0.000 | 0.000 | ||
52 | 2014.11.20 07:00 | delete | 23 | 0.01 | 122.421 | 0.000 | 0.000 | ||
53 | 2014.11.21 08:00 | sell limit | 24 | 0.01 | 122.847 | 0.000 | 0.000 | ||
54 | 2014.11.24 06:00 | delete | 24 | 0.01 | 122.847 | 0.000 | 0.000 | ||
55 | 2014.11.24 15:00 | buy limit | 25 | 0.01 | 122.130 | 0.000 | 0.000 | ||
56 | 2014.11.25 00:47 | buy | 25 | 0.01 | 122.130 | 0.000 | 0.000 | ||
57 | 2014.12.04 13:52 | close | 25 | 0.01 | 123.189 | 0.000 | 0.000 | 8.92 | 1051.05 |
58 | 2014.12.04 14:00 | buy limit | 26 | 0.01 | 122.950 | 0.000 | 0.000 | ||
59 | 2014.12.05 12:00 | delete | 26 | 0.01 | 122.950 | 0.000 | 0.000 | ||
60 | 2014.12.05 12:01 | buy limit | 27 | 0.01 | 123.810 | 0.000 | 0.000 | ||
61 | 2014.12.05 13:29 | buy | 27 | 0.01 | 123.810 | 0.000 | 0.000 | ||
62 | 2014.12.09 04:00 | close | 27 | 0.01 | 122.985 | 0.000 | 0.000 | -7.03 | 1044.02 |
63 | 2014.12.09 04:00 | sell | 28 | 0.01 | 122.985 | 0.000 | 0.000 | ||
64 | 2014.12.09 04:01 | sell limit | 29 | 0.01 | 123.402 | 0.000 | 0.000 | ||
65 | 2014.12.10 02:00 | delete | 29 | 0.01 | 123.402 | 0.000 | 0.000 | ||
66 | 2014.12.10 05:00 | close | 28 | 0.01 | 122.606 | 0.000 | 0.000 | 3.22 | 1047.24 |
67 | 2014.12.10 05:00 | sell limit | 30 | 0.01 | 122.812 | 0.000 | 0.000 | ||
68 | 2014.12.10 05:53 | sell | 30 | 0.01 | 122.812 | 0.000 | 0.000 | ||
69 | 2014.12.16 04:00 | close | 30 | 0.01 | 121.750 | 0.000 | 0.000 | 9.04 | 1056.28 |
70 | 2014.12.16 09:00 | sell limit | 31 | 0.01 | 121.517 | 0.000 | 0.000 | ||
71 | 2014.12.16 10:06 | sell | 31 | 0.01 | 121.517 | 0.000 | 0.000 | ||
72 | 2014.12.16 16:00 | close | 31 | 0.01 | 121.954 | 0.000 | 0.000 | -3.72 | 1052.56 |
73 | 2014.12.16 16:00 | buy | 32 | 0.01 | 121.954 | 0.000 | 0.000 | ||
74 | 2014.12.17 16:00 | close | 32 | 0.01 | 121.111 | 0.000 | 0.000 | -7.17 | 1045.39 |
75 | 2014.12.17 16:00 | sell limit | 33 | 0.01 | 121.341 | 0.000 | 0.000 | ||
76 | 2014.12.17 16:23 | sell | 33 | 0.01 | 121.341 | 0.000 | 0.000 | ||
77 | 2014.12.22 04:00 | close | 33 | 0.01 | 121.619 | 0.000 | 0.000 | -2.36 | 1043.03 |
78 | 2014.12.22 04:00 | buy | 34 | 0.02 | 121.619 | 0.000 | 0.000 | ||
79 | 2014.12.22 08:00 | buy limit | 35 | 0.01 | 121.706 | 0.000 | 0.000 | ||
80 | 2014.12.22 09:08 | close | 34 | 0.02 | 122.177 | 0.000 | 0.000 | 9.49 | 1052.52 |
81 | 2014.12.23 06:00 | delete | 35 | 0.01 | 121.706 | 0.000 | 0.000 | ||
82 | 2014.12.24 05:00 | sell limit | 36 | 0.01 | 121.921 | 0.000 | 0.000 | ||
83 | 2014.12.24 06:31 | sell | 36 | 0.01 | 121.921 | 0.000 | 0.000 | ||
84 | 2014.12.29 10:00 | close | 36 | 0.01 | 122.233 | 0.000 | 0.000 | -2.66 | 1049.87 |
85 | 2014.12.29 10:00 | buy | 37 | 0.03 | 122.233 | 0.000 | 0.000 | ||
86 | 2014.12.29 10:01 | buy limit | 38 | 0.01 | 122.039 | 0.000 | 0.000 | ||
87 | 2014.12.29 18:03 | buy | 38 | 0.01 | 122.039 | 0.000 | 0.000 | ||
88 | 2014.12.30 17:00 | close | 38 | 0.01 | 120.757 | 0.000 | 0.000 | -10.90 | 1038.97 |
89 | 2014.12.30 17:00 | sell | 39 | 0.04 | 120.757 | 0.000 | 0.000 | ||
90 | 2014.12.30 23:00 | close | 37 | 0.03 | 120.741 | 0.000 | 0.000 | -38.07 | 1000.90 |
91 | 2015.01.05 15:00 | close | 39 | 0.04 | 118.719 | 0.000 | 0.000 | 69.29 | 1070.19 |
92 | 2015.01.05 15:00 | sell limit | 40 | 0.01 | 118.895 | 0.000 | 0.000 | ||
93 | 2015.01.05 20:47 | sell | 40 | 0.01 | 118.895 | 0.000 | 0.000 | ||
94 | 2015.01.06 18:23 | close | 40 | 0.01 | 117.394 | 0.000 | 0.000 | 12.76 | 1082.95 |
95 | 2015.01.09 15:00 | sell limit | 41 | 0.01 | 117.133 | 0.000 | 0.000 | ||
96 | 2015.01.09 15:14 | sell | 41 | 0.01 | 117.133 | 0.000 | 0.000 | ||
97 | 2015.01.13 13:46 | close | 41 | 0.01 | 116.072 | 0.000 | 0.000 | 9.01 | 1091.97 |
98 | 2015.01.13 17:00 | sell limit | 42 | 0.01 | 116.088 | 0.000 | 0.000 | ||
99 | 2015.01.14 15:00 | delete | 42 | 0.01 | 116.088 | 0.000 | 0.000 | ||
100 | 2015.01.15 10:17 | buy limit | 43 | 0.01 | 116.323 | 0.000 | 0.000 | ||
101 | 2015.01.16 08:00 | delete | 43 | 0.01 | 116.323 | 0.000 | 0.000 | ||
102 | 2015.01.20 10:00 | buy limit | 44 | 0.01 | 134.772 | 0.000 | 0.000 | ||
103 | 2015.01.21 06:54 | buy | 44 | 0.01 | 134.772 | 0.000 | 0.000 | ||
104 | 2015.01.21 10:06 | close | 44 | 0.01 | 136.273 | 0.000 | 0.000 | 12.76 | 1104.73 |
105 | 2015.01.21 14:00 | buy limit | 45 | 0.01 | 136.162 | 0.000 | 0.000 | ||
106 | 2015.01.21 15:42 | buy | 45 | 0.01 | 136.162 | 0.000 | 0.000 | ||
107 | 2015.01.22 06:02 | close | 45 | 0.01 | 137.678 | 0.000 | 0.000 | 12.86 | 1117.59 |
108 | 2015.01.22 13:00 | buy limit | 46 | 0.01 | 137.496 | 0.000 | 0.000 | ||
109 | 2015.01.22 13:13 | buy | 46 | 0.01 | 137.496 | 0.000 | 0.000 | ||
110 | 2015.01.22 15:42 | close | 46 | 0.01 | 135.696 | 0.000 | 0.000 | -15.30 | 1102.29 |
111 | 2015.01.22 15:42 | sell | 47 | 0.01 | 135.696 | 0.000 | 0.000 | ||
112 | 2015.01.22 17:00 | sell limit | 48 | 0.01 | 136.118 | 0.000 | 0.000 | ||
113 | 2015.01.22 22:32 | sell | 48 | 0.01 | 136.118 | 0.000 | 0.000 | ||
114 | 2015.01.23 12:01 | close | 48 | 0.01 | 134.616 | 0.000 | 0.000 | 12.76 | 1115.05 |
115 | 2015.01.23 12:02 | close | 47 | 0.01 | 134.579 | 0.000 | 0.000 | 9.49 | 1124.54 |
116 | 2015.01.23 12:02 | sell limit | 49 | 0.01 | 135.266 | 0.000 | 0.000 | ||
117 | 2015.01.23 14:05 | sell | 49 | 0.01 | 135.266 | 0.000 | 0.000 | ||
118 | 2015.01.23 18:20 | close | 49 | 0.01 | 133.761 | 0.000 | 0.000 | 12.79 | 1137.33 |
119 | 2015.01.26 11:00 | sell limit | 50 | 0.02 | 133.319 | 0.000 | 0.000 | ||
120 | 2015.01.27 09:00 | delete | 50 | 0.02 | 133.319 | 0.000 | 0.000 | ||
121 | 2015.01.27 09:01 | sell limit | 51 | 0.02 | 130.200 | 0.000 | 0.000 | ||
122 | 2015.01.27 09:35 | sell | 51 | 0.02 | 130.200 | 0.000 | 0.000 | ||
123 | 2015.01.27 10:43 | close | 51 | 0.02 | 132.015 | 0.000 | 0.000 | -30.85 | 1106.48 |
124 | 2015.01.27 10:43 | buy | 52 | 0.02 | 132.015 | 0.000 | 0.000 | ||
125 | 2015.01.28 17:00 | close | 52 | 0.02 | 129.966 | 0.000 | 0.000 | -34.85 | 1071.64 |
126 | 2015.01.28 17:00 | sell limit | 53 | 0.01 | 130.153 | 0.000 | 0.000 | ||
127 | 2015.01.28 17:18 | sell | 53 | 0.01 | 130.153 | 0.000 | 0.000 | ||
128 | 2015.01.28 23:59 | close at stop | 53 | 0.01 | 129.657 | 0.000 | 0.000 | 4.22 | 1075.86 |