Symbol | NZDJPYpro (New Zealand Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2014.10.07 06:00 - 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 | 4235100 | Modelling quality | 50.72% |
Mismatched charts errors | 9 | ||||
Initial deposit | 1000.00 | Spread | Current (34) | ||
Total net profit | 111.49 | Gross profit | 234.05 | Gross loss | -122.56 |
Profit factor | 1.91 | Expected payoff | 2.48 | ||
Absolute drawdown | 59.81 | Maximal drawdown | 60.03 (6.00%) | Relative drawdown | 6.00% (60.03) |
Total trades | 45 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 24 (66.67%) |
Profit trades (% of total) | 27 (60.00%) | Loss trades (% of total) | 18 (40.00%) | ||
Largest | profit trade | 20.47 | loss trade | -19.46 | |
Average | profit trade | 8.67 | loss trade | -6.81 | |
Maximum | consecutive wins (profit in money) | 5 (44.19) | consecutive losses (loss in money) | 4 (-37.09) | |
Maximal | consecutive profit (count of wins) | 44.19 (5) | consecutive loss (count of losses) | -37.09 (4) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.10.07 16:00 | sell limit | 1 | 0.01 | 84.917 | 0.000 | 0.000 | ||
2 | 2014.10.08 14:00 | delete | 1 | 0.01 | 84.917 | 0.000 | 0.000 | ||
3 | 2014.10.08 19:00 | buy limit | 2 | 0.01 | 84.940 | 0.000 | 0.000 | ||
4 | 2014.10.09 15:53 | buy | 2 | 0.01 | 84.940 | 0.000 | 0.000 | ||
5 | 2014.10.10 19:47 | close | 2 | 0.01 | 84.116 | 0.000 | 0.000 | -6.95 | 993.05 |
6 | 2014.10.10 19:47 | sell | 3 | 0.01 | 84.116 | 0.000 | 0.000 | ||
7 | 2014.10.12 22:00 | sell limit | 4 | 0.01 | 84.089 | 0.000 | 0.000 | ||
8 | 2014.10.13 01:13 | sell | 4 | 0.01 | 84.089 | 0.000 | 0.000 | ||
9 | 2014.10.13 08:33 | close | 3 | 0.01 | 84.529 | 0.000 | 0.000 | -3.60 | 989.45 |
10 | 2014.10.14 02:37 | close | 4 | 0.01 | 84.913 | 0.000 | 0.000 | -7.09 | 982.37 |
11 | 2014.10.14 02:37 | buy | 5 | 0.03 | 84.913 | 0.000 | 0.000 | ||
12 | 2014.10.14 02:38 | buy limit | 6 | 0.01 | 84.475 | 0.000 | 0.000 | ||
13 | 2014.10.14 06:18 | buy | 6 | 0.01 | 84.475 | 0.000 | 0.000 | ||
14 | 2014.10.15 16:00 | close | 5 | 0.03 | 84.143 | 0.000 | 0.000 | -19.46 | 962.91 |
15 | 2014.10.16 05:00 | close | 6 | 0.01 | 84.788 | 0.000 | 0.000 | 2.90 | 965.80 |
16 | 2014.10.16 10:00 | sell limit | 7 | 0.01 | 83.952 | 0.000 | 0.000 | ||
17 | 2014.10.16 13:43 | sell | 7 | 0.01 | 83.952 | 0.000 | 0.000 | ||
18 | 2014.10.17 12:50 | close | 7 | 0.01 | 84.775 | 0.000 | 0.000 | -7.09 | 958.72 |
19 | 2014.10.17 12:50 | buy | 8 | 0.01 | 84.775 | 0.000 | 0.000 | ||
20 | 2014.10.19 22:00 | buy limit | 9 | 0.01 | 84.701 | 0.000 | 0.000 | ||
21 | 2014.10.20 20:00 | delete | 9 | 0.01 | 84.701 | 0.000 | 0.000 | ||
22 | 2014.10.22 19:00 | close | 8 | 0.01 | 85.070 | 0.000 | 0.000 | 2.69 | 961.41 |
23 | 2014.10.22 19:00 | sell limit | 10 | 0.01 | 85.126 | 0.000 | 0.000 | ||
24 | 2014.10.23 17:00 | delete | 10 | 0.01 | 85.126 | 0.000 | 0.000 | ||
25 | 2014.10.24 14:00 | buy limit | 11 | 0.01 | 84.861 | 0.000 | 0.000 | ||
26 | 2014.10.24 14:27 | buy | 11 | 0.01 | 84.861 | 0.000 | 0.000 | ||
27 | 2014.10.29 13:18 | close | 11 | 0.01 | 85.921 | 0.000 | 0.000 | 9.19 | 970.60 |
28 | 2014.10.29 14:00 | buy limit | 12 | 0.01 | 85.886 | 0.000 | 0.000 | ||
29 | 2014.10.29 17:35 | buy | 12 | 0.01 | 85.886 | 0.000 | 0.000 | ||
30 | 2014.10.31 05:00 | close | 12 | 0.01 | 86.346 | 0.000 | 0.000 | 4.15 | 974.74 |
31 | 2014.10.31 05:01 | buy limit | 13 | 0.01 | 85.938 | 0.000 | 0.000 | ||
32 | 2014.11.03 04:00 | delete | 13 | 0.01 | 85.938 | 0.000 | 0.000 | ||
33 | 2014.11.03 11:00 | buy limit | 14 | 0.01 | 87.811 | 0.000 | 0.000 | ||
34 | 2014.11.03 15:08 | buy | 14 | 0.01 | 87.811 | 0.000 | 0.000 | ||
35 | 2014.11.04 22:53 | close | 14 | 0.01 | 88.870 | 0.000 | 0.000 | 9.07 | 983.81 |
36 | 2014.11.04 22:54 | buy limit | 15 | 0.01 | 88.461 | 0.000 | 0.000 | ||
37 | 2014.11.05 10:14 | buy | 15 | 0.01 | 88.461 | 0.000 | 0.000 | ||
38 | 2014.11.05 21:00 | close | 15 | 0.01 | 88.744 | 0.000 | 0.000 | 2.40 | 986.21 |
39 | 2014.11.06 01:00 | sell limit | 16 | 0.01 | 88.296 | 0.000 | 0.000 | ||
40 | 2014.11.06 01:30 | sell | 16 | 0.01 | 88.296 | 0.000 | 0.000 | ||
41 | 2014.11.10 09:12 | close | 16 | 0.01 | 89.120 | 0.000 | 0.000 | -7.17 | 979.04 |
42 | 2014.11.10 09:12 | buy | 17 | 0.01 | 89.120 | 0.000 | 0.000 | ||
43 | 2014.11.10 15:00 | buy limit | 18 | 0.01 | 89.063 | 0.000 | 0.000 | ||
44 | 2014.11.10 15:48 | buy | 18 | 0.01 | 89.063 | 0.000 | 0.000 | ||
45 | 2014.11.11 15:33 | close | 18 | 0.01 | 90.123 | 0.000 | 0.000 | 9.07 | 988.11 |
46 | 2014.11.12 15:01 | close | 17 | 0.01 | 90.766 | 0.000 | 0.000 | 14.12 | 1002.23 |
47 | 2014.11.12 16:00 | buy limit | 19 | 0.01 | 90.737 | 0.000 | 0.000 | ||
48 | 2014.11.13 02:33 | buy | 19 | 0.01 | 90.737 | 0.000 | 0.000 | ||
49 | 2014.11.14 15:38 | close | 19 | 0.01 | 91.797 | 0.000 | 0.000 | 9.07 | 1011.30 |
50 | 2014.11.14 16:00 | buy limit | 20 | 0.01 | 91.669 | 0.000 | 0.000 | ||
51 | 2014.11.17 14:00 | delete | 20 | 0.01 | 91.669 | 0.000 | 0.000 | ||
52 | 2014.11.18 01:00 | buy limit | 21 | 0.01 | 92.407 | 0.000 | 0.000 | ||
53 | 2014.11.18 23:00 | delete | 21 | 0.01 | 92.407 | 0.000 | 0.000 | ||
54 | 2014.11.19 21:00 | buy limit | 22 | 0.01 | 92.627 | 0.000 | 0.000 | ||
55 | 2014.11.19 21:47 | buy | 22 | 0.01 | 92.627 | 0.000 | 0.000 | ||
56 | 2014.11.21 18:00 | close | 22 | 0.01 | 92.893 | 0.000 | 0.000 | 2.51 | 1013.81 |
57 | 2014.11.25 01:00 | sell limit | 23 | 0.01 | 92.903 | 0.000 | 0.000 | ||
58 | 2014.11.25 23:00 | delete | 23 | 0.01 | 92.903 | 0.000 | 0.000 | ||
59 | 2014.11.26 15:00 | buy limit | 24 | 0.01 | 92.321 | 0.000 | 0.000 | ||
60 | 2014.11.27 13:00 | delete | 24 | 0.01 | 92.321 | 0.000 | 0.000 | ||
61 | 2014.11.28 11:00 | buy limit | 25 | 0.01 | 92.751 | 0.000 | 0.000 | ||
62 | 2014.11.30 23:22 | buy | 25 | 0.01 | 92.751 | 0.000 | 0.000 | ||
63 | 2014.12.05 15:07 | close | 25 | 0.01 | 93.811 | 0.000 | 0.000 | 9.43 | 1023.23 |
64 | 2014.12.05 15:08 | buy limit | 26 | 0.01 | 93.637 | 0.000 | 0.000 | ||
65 | 2014.12.05 16:45 | buy | 26 | 0.01 | 93.637 | 0.000 | 0.000 | ||
66 | 2014.12.08 00:00 | close | 26 | 0.01 | 93.331 | 0.000 | 0.000 | -2.54 | 1020.69 |
67 | 2014.12.08 00:00 | sell | 27 | 0.01 | 93.331 | 0.000 | 0.000 | ||
68 | 2014.12.08 04:00 | close | 27 | 0.01 | 92.942 | 0.000 | 0.000 | 3.31 | 1024.00 |
69 | 2014.12.08 04:00 | sell limit | 28 | 0.01 | 93.078 | 0.000 | 0.000 | ||
70 | 2014.12.09 02:00 | delete | 28 | 0.01 | 93.078 | 0.000 | 0.000 | ||
71 | 2014.12.09 02:01 | sell limit | 29 | 0.01 | 92.258 | 0.000 | 0.000 | ||
72 | 2014.12.10 00:00 | delete | 29 | 0.01 | 92.258 | 0.000 | 0.000 | ||
73 | 2014.12.10 05:00 | sell limit | 30 | 0.01 | 91.646 | 0.000 | 0.000 | ||
74 | 2014.12.10 05:32 | sell | 30 | 0.01 | 91.646 | 0.000 | 0.000 | ||
75 | 2014.12.11 06:22 | close | 30 | 0.01 | 92.469 | 0.000 | 0.000 | -7.26 | 1016.75 |
76 | 2014.12.11 06:22 | buy | 31 | 0.02 | 92.469 | 0.000 | 0.000 | ||
77 | 2014.12.11 16:00 | close | 31 | 0.02 | 93.094 | 0.000 | 0.000 | 10.63 | 1027.38 |
78 | 2014.12.11 16:00 | buy limit | 32 | 0.01 | 92.894 | 0.000 | 0.000 | ||
79 | 2014.12.11 21:01 | buy | 32 | 0.01 | 92.894 | 0.000 | 0.000 | ||
80 | 2014.12.14 22:06 | close | 32 | 0.01 | 92.067 | 0.000 | 0.000 | -6.97 | 1020.41 |
81 | 2014.12.14 22:06 | sell | 33 | 0.03 | 92.067 | 0.000 | 0.000 | ||
82 | 2014.12.15 00:00 | close | 33 | 0.03 | 91.651 | 0.000 | 0.000 | 10.35 | 1030.76 |
83 | 2014.12.15 00:00 | sell limit | 34 | 0.01 | 91.911 | 0.000 | 0.000 | ||
84 | 2014.12.15 00:42 | sell | 34 | 0.01 | 91.911 | 0.000 | 0.000 | ||
85 | 2014.12.16 05:28 | close | 34 | 0.01 | 90.852 | 0.000 | 0.000 | 8.92 | 1039.68 |
86 | 2014.12.16 09:00 | sell limit | 35 | 0.01 | 90.710 | 0.000 | 0.000 | ||
87 | 2014.12.16 10:05 | sell | 35 | 0.01 | 90.710 | 0.000 | 0.000 | ||
88 | 2014.12.17 20:00 | close | 35 | 0.01 | 91.186 | 0.000 | 0.000 | -4.14 | 1035.55 |
89 | 2014.12.17 20:00 | buy | 36 | 0.01 | 91.186 | 0.000 | 0.000 | ||
90 | 2014.12.17 20:01 | buy limit | 37 | 0.01 | 90.953 | 0.000 | 0.000 | ||
91 | 2014.12.18 13:46 | close | 36 | 0.01 | 92.139 | 0.000 | 0.000 | 8.29 | 1043.83 |
92 | 2014.12.18 18:00 | delete | 37 | 0.01 | 90.953 | 0.000 | 0.000 | ||
93 | 2014.12.19 04:00 | buy limit | 38 | 0.01 | 92.576 | 0.000 | 0.000 | ||
94 | 2014.12.19 16:17 | buy | 38 | 0.01 | 92.576 | 0.000 | 0.000 | ||
95 | 2014.12.22 01:00 | close | 38 | 0.01 | 92.258 | 0.000 | 0.000 | -2.64 | 1041.19 |
96 | 2014.12.22 01:00 | sell | 39 | 0.02 | 92.258 | 0.000 | 0.000 | ||
97 | 2014.12.22 10:00 | close | 39 | 0.02 | 93.046 | 0.000 | 0.000 | -13.40 | 1027.79 |
98 | 2014.12.22 10:00 | buy limit | 40 | 0.01 | 92.755 | 0.000 | 0.000 | ||
99 | 2014.12.22 15:56 | buy | 40 | 0.01 | 92.755 | 0.000 | 0.000 | ||
100 | 2014.12.29 12:33 | close | 40 | 0.01 | 93.815 | 0.000 | 0.000 | 9.43 | 1037.22 |
101 | 2014.12.30 09:00 | sell limit | 41 | 0.01 | 93.550 | 0.000 | 0.000 | ||
102 | 2014.12.30 09:03 | sell | 41 | 0.01 | 93.550 | 0.000 | 0.000 | ||
103 | 2015.01.04 22:03 | close | 41 | 0.01 | 92.486 | 0.000 | 0.000 | 8.61 | 1045.83 |
104 | 2015.01.05 00:00 | sell limit | 42 | 0.01 | 92.439 | 0.000 | 0.000 | ||
105 | 2015.01.05 22:00 | delete | 42 | 0.01 | 92.439 | 0.000 | 0.000 | ||
106 | 2015.01.05 23:00 | sell limit | 43 | 0.01 | 91.868 | 0.000 | 0.000 | ||
107 | 2015.01.05 23:37 | sell | 43 | 0.01 | 91.868 | 0.000 | 0.000 | ||
108 | 2015.01.07 02:00 | close | 43 | 0.01 | 92.352 | 0.000 | 0.000 | -4.28 | 1041.55 |
109 | 2015.01.07 02:00 | buy | 44 | 0.01 | 92.352 | 0.000 | 0.000 | ||
110 | 2015.01.07 18:00 | close | 44 | 0.01 | 92.621 | 0.000 | 0.000 | 2.29 | 1043.84 |
111 | 2015.01.07 18:00 | buy limit | 45 | 0.01 | 92.418 | 0.000 | 0.000 | ||
112 | 2015.01.08 16:00 | delete | 45 | 0.01 | 92.418 | 0.000 | 0.000 | ||
113 | 2015.01.09 01:00 | buy limit | 46 | 0.01 | 93.558 | 0.000 | 0.000 | ||
114 | 2015.01.09 01:18 | buy | 46 | 0.01 | 93.558 | 0.000 | 0.000 | ||
115 | 2015.01.11 23:27 | close | 46 | 0.01 | 92.732 | 0.000 | 0.000 | -7.02 | 1036.82 |
116 | 2015.01.11 23:27 | sell | 47 | 0.02 | 92.732 | 0.000 | 0.000 | ||
117 | 2015.01.12 10:00 | sell limit | 48 | 0.01 | 92.617 | 0.000 | 0.000 | ||
118 | 2015.01.12 10:17 | sell | 48 | 0.01 | 92.617 | 0.000 | 0.000 | ||
119 | 2015.01.13 13:36 | close | 48 | 0.01 | 91.557 | 0.000 | 0.000 | 8.92 | 1045.74 |
120 | 2015.01.13 14:00 | close | 47 | 0.02 | 91.508 | 0.000 | 0.000 | 20.47 | 1066.21 |
121 | 2015.01.13 14:00 | sell limit | 49 | 0.01 | 91.687 | 0.000 | 0.000 | ||
122 | 2015.01.13 14:09 | sell | 49 | 0.01 | 91.687 | 0.000 | 0.000 | ||
123 | 2015.01.14 06:28 | close | 49 | 0.01 | 90.184 | 0.000 | 0.000 | 12.69 | 1078.90 |
124 | 2015.01.14 07:00 | sell limit | 50 | 0.01 | 90.277 | 0.000 | 0.000 | ||
125 | 2015.01.14 07:13 | sell | 50 | 0.01 | 90.277 | 0.000 | 0.000 | ||
126 | 2015.01.15 06:03 | close | 50 | 0.01 | 91.101 | 0.000 | 0.000 | -7.26 | 1071.65 |
127 | 2015.01.15 06:03 | buy | 51 | 0.01 | 91.101 | 0.000 | 0.000 | ||
128 | 2015.01.15 13:00 | close | 51 | 0.01 | 91.815 | 0.000 | 0.000 | 6.07 | 1077.72 |
129 | 2015.01.15 13:00 | buy limit | 52 | 0.01 | 91.205 | 0.000 | 0.000 | ||
130 | 2015.01.15 14:44 | buy | 52 | 0.01 | 91.205 | 0.000 | 0.000 | ||
131 | 2015.01.21 01:34 | close | 52 | 0.01 | 90.379 | 0.000 | 0.000 | -6.78 | 1070.93 |
132 | 2015.01.21 01:34 | sell | 53 | 0.02 | 90.379 | 0.000 | 0.000 | ||
133 | 2015.01.21 01:35 | sell limit | 54 | 0.01 | 90.649 | 0.000 | 0.000 | ||
134 | 2015.01.21 02:09 | sell | 54 | 0.01 | 90.649 | 0.000 | 0.000 | ||
135 | 2015.01.21 16:19 | close | 54 | 0.01 | 89.148 | 0.000 | 0.000 | 12.76 | 1083.69 |
136 | 2015.01.21 17:00 | close | 53 | 0.02 | 89.305 | 0.000 | 0.000 | 18.26 | 1101.95 |
137 | 2015.01.21 17:00 | sell limit | 55 | 0.01 | 89.694 | 0.000 | 0.000 | ||
138 | 2015.01.22 15:00 | delete | 55 | 0.01 | 89.694 | 0.000 | 0.000 | ||
139 | 2015.01.22 15:01 | sell limit | 56 | 0.01 | 88.785 | 0.000 | 0.000 | ||
140 | 2015.01.22 15:38 | sell | 56 | 0.01 | 88.785 | 0.000 | 0.000 | ||
141 | 2015.01.23 21:13 | close | 56 | 0.01 | 87.723 | 0.000 | 0.000 | 8.94 | 1110.90 |
142 | 2015.01.25 23:00 | sell limit | 57 | 0.01 | 87.582 | 0.000 | 0.000 | ||
143 | 2015.01.26 01:56 | sell | 57 | 0.01 | 87.582 | 0.000 | 0.000 | ||
144 | 2015.01.27 09:00 | close | 57 | 0.01 | 88.007 | 0.000 | 0.000 | -3.71 | 1107.19 |
145 | 2015.01.27 09:00 | buy | 58 | 0.01 | 88.007 | 0.000 | 0.000 | ||
146 | 2015.01.27 14:00 | close | 58 | 0.01 | 87.393 | 0.000 | 0.000 | -5.22 | 1101.97 |
147 | 2015.01.27 14:00 | sell limit | 59 | 0.01 | 87.586 | 0.000 | 0.000 | ||
148 | 2015.01.27 14:09 | sell | 59 | 0.01 | 87.586 | 0.000 | 0.000 | ||
149 | 2015.01.28 20:26 | close | 59 | 0.01 | 86.457 | 0.000 | 0.000 | 9.51 | 1111.49 |
150 | 2015.01.28 20:27 | sell limit | 60 | 0.01 | 87.681 | 0.000 | 0.000 |