Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2014.07.01 00:00 - 2015.03.01 23:00 (2014.07.01 - 2015.03.02) | ||||
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; Lots=0.1; LotsDecimals=2; LossesRatio=2; RiskInPercent=2; MaximumLots=0.5; SL_points=180; PT_points=150; | ||||
Bars in test | 5129 | Ticks modelled | 7247290 | Modelling quality | 61.09% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (30) | ||
Total net profit | 39.10 | Gross profit | 403.42 | Gross loss | -364.32 |
Profit factor | 1.11 | Expected payoff | 2.61 | ||
Absolute drawdown | 77.12 | Maximal drawdown | 77.12 (7.71%) | Relative drawdown | 7.71% (77.12) |
Total trades | 15 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
Largest | profit trade | 73.88 | loss trade | -53.44 | |
Average | profit trade | 50.43 | loss trade | -52.05 | |
Maximum | consecutive wins (profit in money) | 2 (75.04) | consecutive losses (loss in money) | 1 (-53.44) | |
Maximal | consecutive profit (count of wins) | 75.04 (2) | consecutive loss (count of losses) | -53.44 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.07.01 17:00 | sell limit | 1 | 0.03 | 0.88667 | 0.00000 | 0.00000 | ||
2 | 2014.07.01 17:00 | buy stop | 2 | 0.03 | 0.88667 | 0.00000 | 0.00000 | ||
3 | 2014.07.01 17:06 | buy | 2 | 0.03 | 0.88667 | 0.00000 | 0.00000 | ||
4 | 2014.07.01 17:47 | sell | 1 | 0.03 | 0.88667 | 0.00000 | 0.00000 | ||
5 | 2014.07.22 12:32 | close | 1 | 0.03 | 0.90202 | 0.00000 | 0.00000 | -51.55 | 948.45 |
6 | 2014.07.22 12:32 | close | 2 | 0.03 | 0.90174 | 0.00000 | 0.00000 | 50.14 | 998.59 |
7 | 2014.07.23 08:00 | sell stop | 3 | 0.03 | 0.90252 | 0.00000 | 0.00000 | ||
8 | 2014.07.23 08:00 | buy limit | 4 | 0.03 | 0.90252 | 0.00000 | 0.00000 | ||
9 | 2014.07.23 08:15 | sell | 3 | 0.03 | 0.90252 | 0.00000 | 0.00000 | ||
10 | 2014.07.23 08:18 | buy | 4 | 0.03 | 0.90252 | 0.00000 | 0.00000 | ||
11 | 2014.08.26 17:37 | close | 3 | 0.03 | 0.91811 | 0.00000 | 0.00000 | -51.75 | 946.84 |
12 | 2014.08.26 17:37 | close | 4 | 0.03 | 0.91782 | 0.00000 | 0.00000 | 50.01 | 996.85 |
13 | 2014.08.27 12:00 | sell limit | 5 | 0.03 | 0.91574 | 0.00000 | 0.00000 | ||
14 | 2014.08.27 12:00 | buy stop | 6 | 0.03 | 0.91574 | 0.00000 | 0.00000 | ||
15 | 2014.08.27 12:02 | buy | 6 | 0.03 | 0.91574 | 0.00000 | 0.00000 | ||
16 | 2014.08.27 12:06 | sell | 5 | 0.03 | 0.91574 | 0.00000 | 0.00000 | ||
17 | 2014.09.04 15:42 | close | 5 | 0.03 | 0.93153 | 0.00000 | 0.00000 | -51.09 | 945.77 |
18 | 2014.09.04 15:42 | close | 6 | 0.03 | 0.93124 | 0.00000 | 0.00000 | 49.93 | 995.70 |
19 | 2014.09.16 16:25 | sell limit | 7 | 0.03 | 0.93284 | 0.00000 | 0.00000 | ||
20 | 2014.09.16 16:25 | buy stop | 8 | 0.03 | 0.93284 | 0.00000 | 0.00000 | ||
21 | 2014.09.16 17:06 | buy | 8 | 0.03 | 0.93284 | 0.00000 | 0.00000 | ||
22 | 2014.09.16 22:21 | sell | 7 | 0.03 | 0.93284 | 0.00000 | 0.00000 | ||
23 | 2014.09.25 06:52 | close | 7 | 0.03 | 0.94891 | 0.00000 | 0.00000 | -51.07 | 944.63 |
24 | 2014.09.25 06:52 | close | 8 | 0.03 | 0.94862 | 0.00000 | 0.00000 | 49.90 | 994.53 |
25 | 2014.09.26 12:41 | sell stop | 9 | 0.03 | 0.94744 | 0.00000 | 0.00000 | ||
26 | 2014.09.26 12:41 | buy limit | 10 | 0.03 | 0.94744 | 0.00000 | 0.00000 | ||
27 | 2014.09.29 00:00 | delete | 9 | 0.03 | 0.94744 | 0.00000 | 0.00000 | ||
28 | 2014.09.29 01:00 | delete | 10 | 0.03 | 0.94744 | 0.00000 | 0.00000 | ||
29 | 2014.09.30 12:01 | sell stop | 11 | 0.03 | 0.95664 | 0.00000 | 0.00000 | ||
30 | 2014.09.30 12:01 | buy limit | 12 | 0.03 | 0.95664 | 0.00000 | 0.00000 | ||
31 | 2014.09.30 13:43 | sell | 11 | 0.03 | 0.95664 | 0.00000 | 0.00000 | ||
32 | 2014.09.30 13:47 | buy | 12 | 0.03 | 0.95664 | 0.00000 | 0.00000 | ||
33 | 2014.10.09 07:43 | close | 11 | 0.03 | 0.94861 | 0.00000 | 0.00000 | 25.14 | 1019.67 |
34 | 2014.10.09 07:43 | sell | 13 | 0.09 | 0.94831 | 0.00000 | 0.00000 | ||
35 | 2014.10.15 13:36 | close | 12 | 0.03 | 0.94033 | 0.00000 | 0.00000 | -52.03 | 967.64 |
36 | 2014.10.15 13:37 | close | 13 | 0.09 | 0.94056 | 0.00000 | 0.00000 | 73.88 | 1041.51 |
37 | 2014.10.15 14:31 | sell limit | 14 | 0.03 | 0.94857 | 0.00000 | 0.00000 | ||
38 | 2014.10.15 14:31 | buy stop | 15 | 0.03 | 0.94857 | 0.00000 | 0.00000 | ||
39 | 2014.10.16 02:00 | delete | 14 | 0.03 | 0.94857 | 0.00000 | 0.00000 | ||
40 | 2014.10.16 03:00 | delete | 15 | 0.03 | 0.94857 | 0.00000 | 0.00000 | ||
41 | 2014.10.17 12:00 | sell limit | 16 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
42 | 2014.10.17 12:00 | buy stop | 17 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
43 | 2014.10.17 12:07 | buy | 17 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
44 | 2014.10.17 12:08 | sell | 16 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
45 | 2014.10.30 07:23 | close | 16 | 0.03 | 0.95872 | 0.00000 | 0.00000 | -53.44 | 988.07 |
46 | 2014.10.30 07:23 | close | 17 | 0.03 | 0.95843 | 0.00000 | 0.00000 | 52.24 | 1040.31 |
47 | 2014.11.14 19:38 | sell limit | 18 | 0.03 | 0.96081 | 0.00000 | 0.00000 | ||
48 | 2014.11.14 19:38 | buy stop | 19 | 0.03 | 0.96081 | 0.00000 | 0.00000 | ||
49 | 2014.11.17 07:00 | delete | 18 | 0.03 | 0.96081 | 0.00000 | 0.00000 | ||
50 | 2014.11.17 08:00 | delete | 19 | 0.03 | 0.96081 | 0.00000 | 0.00000 | ||
51 | 2014.11.19 19:17 | sell limit | 20 | 0.03 | 0.95672 | 0.00000 | 0.00000 | ||
52 | 2014.11.19 19:17 | buy stop | 21 | 0.03 | 0.95672 | 0.00000 | 0.00000 | ||
53 | 2014.11.19 19:27 | buy | 21 | 0.03 | 0.95672 | 0.00000 | 0.00000 | ||
54 | 2014.11.19 19:28 | sell | 20 | 0.03 | 0.95672 | 0.00000 | 0.00000 | ||
55 | 2014.12.03 08:17 | close | 20 | 0.03 | 0.97395 | 0.00000 | 0.00000 | -53.40 | 986.91 |
56 | 2014.12.03 08:17 | close | 21 | 0.03 | 0.97366 | 0.00000 | 0.00000 | 52.19 | 1039.10 |
57 | 2014.12.10 16:37 | sell limit | 22 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
58 | 2014.12.10 16:37 | buy stop | 23 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
59 | 2014.12.11 04:00 | delete | 22 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
60 | 2014.12.11 05:00 | delete | 23 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
61 | 2014.12.16 09:15 | sell limit | 24 | 0.03 | 0.96337 | 0.00000 | 0.00000 | ||
62 | 2014.12.16 09:15 | buy stop | 25 | 0.03 | 0.96337 | 0.00000 | 0.00000 | ||
63 | 2014.12.16 21:00 | delete | 24 | 0.03 | 0.96337 | 0.00000 | 0.00000 | ||
64 | 2014.12.16 22:00 | delete | 25 | 0.03 | 0.96337 | 0.00000 | 0.00000 | ||
65 | 2015.01.13 12:59 | sell stop | 26 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
66 | 2015.01.13 12:59 | buy limit | 27 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
67 | 2015.01.14 00:00 | delete | 26 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
68 | 2015.01.14 01:01 | delete | 27 | 0.03 | 1.01714 | 0.00000 | 0.00000 |