Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2014.01.05 23:00 - 2015.03.01 23:00 (2014.01.01 - 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 | 7255 | Ticks modelled | 11247049 | Modelling quality | 55.63% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (22) | ||
Total net profit | -168.90 | Gross profit | 235.81 | Gross loss | -404.70 |
Profit factor | 0.58 | Expected payoff | -11.26 | ||
Absolute drawdown | 210.00 | Maximal drawdown | 249.89 (24.03%) | Relative drawdown | 24.03% (249.89) |
Total trades | 15 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
Largest | profit trade | 76.97 | loss trade | -158.67 | |
Average | profit trade | 29.48 | loss trade | -57.81 | |
Maximum | consecutive wins (profit in money) | 3 (73.95) | consecutive losses (loss in money) | 3 (-102.27) | |
Maximal | consecutive profit (count of wins) | 76.97 (1) | consecutive loss (count of losses) | -158.67 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.10 16:39 | sell limit | 1 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
2 | 2014.01.10 16:39 | buy stop | 2 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
3 | 2014.01.10 16:53 | buy | 2 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
4 | 2014.01.10 17:15 | sell | 1 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
5 | 2014.01.24 10:19 | close | 1 | 0.03 | 0.89597 | 0.00000 | 0.00000 | 25.19 | 1025.19 |
6 | 2014.02.18 14:07 | close | 2 | 0.03 | 0.88811 | 0.00000 | 0.00000 | -52.29 | 972.90 |
7 | 2014.02.20 10:00 | sell stop | 3 | 0.03 | 0.88911 | 0.00000 | 0.00000 | ||
8 | 2014.02.20 10:00 | buy limit | 4 | 0.03 | 0.88911 | 0.00000 | 0.00000 | ||
9 | 2014.02.20 13:45 | sell | 3 | 0.03 | 0.88911 | 0.00000 | 0.00000 | ||
10 | 2014.02.20 13:48 | buy | 4 | 0.03 | 0.88911 | 0.00000 | 0.00000 | ||
11 | 2014.02.28 10:08 | close | 3 | 0.03 | 0.88181 | 0.00000 | 0.00000 | 24.66 | 997.55 |
12 | 2014.03.12 12:39 | close | 4 | 0.03 | 0.87428 | 0.00000 | 0.00000 | -50.89 | 946.66 |
13 | 2014.03.12 13:13 | sell limit | 5 | 0.03 | 0.87642 | 0.00000 | 0.00000 | ||
14 | 2014.03.12 13:13 | buy stop | 6 | 0.03 | 0.87642 | 0.00000 | 0.00000 | ||
15 | 2014.03.13 01:00 | delete | 5 | 0.03 | 0.87642 | 0.00000 | 0.00000 | ||
16 | 2014.03.13 02:00 | delete | 6 | 0.03 | 0.87642 | 0.00000 | 0.00000 | ||
17 | 2014.03.14 14:37 | sell limit | 7 | 0.03 | 0.87299 | 0.00000 | 0.00000 | ||
18 | 2014.03.14 14:37 | buy stop | 8 | 0.03 | 0.87299 | 0.00000 | 0.00000 | ||
19 | 2014.03.14 18:31 | buy | 8 | 0.03 | 0.87299 | 0.00000 | 0.00000 | ||
20 | 2014.03.17 02:00 | delete | 7 | 0.03 | 0.87299 | 0.00000 | 0.00000 | ||
21 | 2014.03.19 18:22 | close | 8 | 0.03 | 0.88008 | 0.00000 | 0.00000 | 24.17 | 970.83 |
22 | 2014.03.19 19:02 | sell stop | 9 | 0.03 | 0.87733 | 0.00000 | 0.00000 | ||
23 | 2014.03.19 19:02 | buy limit | 10 | 0.03 | 0.87733 | 0.00000 | 0.00000 | ||
24 | 2014.03.20 07:00 | delete | 9 | 0.03 | 0.87733 | 0.00000 | 0.00000 | ||
25 | 2014.03.20 08:00 | delete | 10 | 0.03 | 0.87733 | 0.00000 | 0.00000 | ||
26 | 2014.03.25 16:24 | sell stop | 11 | 0.03 | 0.88480 | 0.00000 | 0.00000 | ||
27 | 2014.03.25 16:24 | buy limit | 12 | 0.03 | 0.88480 | 0.00000 | 0.00000 | ||
28 | 2014.03.25 16:39 | sell | 11 | 0.03 | 0.88480 | 0.00000 | 0.00000 | ||
29 | 2014.03.25 16:46 | buy | 12 | 0.03 | 0.88480 | 0.00000 | 0.00000 | ||
30 | 2014.04.10 10:00 | close | 11 | 0.03 | 0.87755 | 0.00000 | 0.00000 | 24.36 | 995.20 |
31 | 2014.04.10 10:00 | sell | 13 | 0.09 | 0.87733 | 0.00000 | 0.00000 | ||
32 | 2014.05.15 07:51 | close | 12 | 0.03 | 0.89236 | 0.00000 | 0.00000 | 25.42 | 1020.62 |
33 | 2014.05.15 07:51 | close | 13 | 0.09 | 0.89283 | 0.00000 | 0.00000 | -158.67 | 861.95 |
34 | 2014.06.11 09:23 | sell stop | 14 | 0.03 | 0.90019 | 0.00000 | 0.00000 | ||
35 | 2014.06.11 09:23 | buy limit | 15 | 0.03 | 0.90019 | 0.00000 | 0.00000 | ||
36 | 2014.06.11 09:25 | sell | 14 | 0.03 | 0.90019 | 0.00000 | 0.00000 | ||
37 | 2014.06.11 09:54 | buy | 15 | 0.03 | 0.90019 | 0.00000 | 0.00000 | ||
38 | 2014.06.19 08:00 | close | 14 | 0.03 | 0.89364 | 0.00000 | 0.00000 | 21.76 | 883.71 |
39 | 2014.06.30 14:57 | close | 15 | 0.03 | 0.88686 | 0.00000 | 0.00000 | -45.09 | 838.62 |
40 | 2014.07.29 17:05 | sell stop | 16 | 0.03 | 0.90644 | 0.00000 | 0.00000 | ||
41 | 2014.07.29 17:05 | buy limit | 17 | 0.03 | 0.90644 | 0.00000 | 0.00000 | ||
42 | 2014.07.30 01:33 | sell | 16 | 0.03 | 0.90644 | 0.00000 | 0.00000 | ||
43 | 2014.07.30 05:00 | delete | 17 | 0.03 | 0.90644 | 0.00000 | 0.00000 | ||
44 | 2014.09.01 02:23 | close | 16 | 0.03 | 0.91955 | 0.00000 | 0.00000 | -43.53 | 795.09 |
45 | 2014.09.08 06:49 | sell stop | 18 | 0.01 | 0.93206 | 0.00000 | 0.00000 | ||
46 | 2014.09.08 06:49 | buy limit | 19 | 0.01 | 0.93206 | 0.00000 | 0.00000 | ||
47 | 2014.09.08 07:08 | sell | 18 | 0.01 | 0.93206 | 0.00000 | 0.00000 | ||
48 | 2014.09.08 07:20 | buy | 19 | 0.01 | 0.93206 | 0.00000 | 0.00000 | ||
49 | 2014.09.24 13:56 | close | 18 | 0.01 | 0.94483 | 0.00000 | 0.00000 | -13.64 | 781.44 |
50 | 2014.09.24 13:56 | close | 19 | 0.01 | 0.94460 | 0.00000 | 0.00000 | 13.28 | 794.72 |
51 | 2014.09.26 13:26 | sell stop | 20 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
52 | 2014.09.26 13:26 | buy limit | 21 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
53 | 2014.09.29 01:00 | delete | 20 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
54 | 2014.09.29 02:00 | delete | 21 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
55 | 2014.12.16 13:47 | sell stop | 22 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
56 | 2014.12.16 13:47 | buy limit | 23 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
57 | 2014.12.16 13:55 | sell | 22 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
58 | 2014.12.16 13:57 | buy | 23 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
59 | 2014.12.17 19:43 | close | 22 | 0.03 | 0.97164 | 0.00000 | 0.00000 | -40.59 | 754.13 |
60 | 2014.12.18 07:32 | close | 23 | 0.03 | 0.98374 | 0.00000 | 0.00000 | 76.97 | 831.10 |
61 | 2015.01.13 12:16 | sell stop | 24 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
62 | 2015.01.13 12:16 | buy limit | 25 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
63 | 2015.01.14 00:00 | delete | 24 | 0.03 | 1.01714 | 0.00000 | 0.00000 | ||
64 | 2015.01.14 01:01 | delete | 25 | 0.03 | 1.01714 | 0.00000 | 0.00000 |