Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2014.04.01 00:00 - 2015.03.01 23:00 (2014.04.01 - 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 | 6689 | Ticks modelled | 8869118 | Modelling quality | 58.05% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (32) | ||
Total net profit | 1097.78 | Gross profit | 1447.41 | Gross loss | -349.63 |
Profit factor | 4.14 | Expected payoff | 78.41 | ||
Absolute drawdown | 150.75 | Maximal drawdown | 186.65 (18.02%) | Relative drawdown | 18.02% (186.65) |
Total trades | 14 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 1250.23 | loss trade | -165.56 | |
Average | profit trade | 160.82 | loss trade | -69.93 | |
Maximum | consecutive wins (profit in money) | 3 (78.04) | consecutive losses (loss in money) | 2 (-212.70) | |
Maximal | consecutive profit (count of wins) | 1250.23 (1) | consecutive loss (count of losses) | -212.70 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.01 08:00 | sell limit | 1 | 0.03 | 0.88383 | 0.00000 | 0.00000 | ||
2 | 2014.04.01 08:00 | buy stop | 2 | 0.03 | 0.88383 | 0.00000 | 0.00000 | ||
3 | 2014.04.01 08:12 | buy | 2 | 0.03 | 0.88383 | 0.00000 | 0.00000 | ||
4 | 2014.04.01 20:00 | delete | 1 | 0.03 | 0.88383 | 0.00000 | 0.00000 | ||
5 | 2014.04.03 17:01 | close | 2 | 0.03 | 0.89141 | 0.00000 | 0.00000 | 25.51 | 1025.51 |
6 | 2014.04.14 09:00 | sell stop | 3 | 0.03 | 0.87787 | 0.00000 | 0.00000 | ||
7 | 2014.04.14 09:00 | buy limit | 4 | 0.03 | 0.87787 | 0.00000 | 0.00000 | ||
8 | 2014.04.14 21:00 | delete | 3 | 0.03 | 0.87787 | 0.00000 | 0.00000 | ||
9 | 2014.04.14 22:00 | delete | 4 | 0.03 | 0.87787 | 0.00000 | 0.00000 | ||
10 | 2014.04.16 15:00 | sell stop | 5 | 0.03 | 0.88043 | 0.00000 | 0.00000 | ||
11 | 2014.04.16 15:00 | buy limit | 6 | 0.03 | 0.88043 | 0.00000 | 0.00000 | ||
12 | 2014.04.16 16:18 | sell | 5 | 0.03 | 0.88043 | 0.00000 | 0.00000 | ||
13 | 2014.04.17 02:12 | buy | 6 | 0.03 | 0.88043 | 0.00000 | 0.00000 | ||
14 | 2014.05.06 12:13 | close | 5 | 0.03 | 0.87281 | 0.00000 | 0.00000 | 25.72 | 1051.23 |
15 | 2014.05.06 12:13 | sell | 7 | 0.09 | 0.87249 | 0.00000 | 0.00000 | ||
16 | 2014.05.13 10:06 | close | 6 | 0.03 | 0.88837 | 0.00000 | 0.00000 | 26.81 | 1078.04 |
17 | 2014.05.13 10:06 | close | 7 | 0.09 | 0.88879 | 0.00000 | 0.00000 | -165.56 | 912.48 |
18 | 2014.05.13 11:00 | sell stop | 8 | 0.03 | 0.88822 | 0.00000 | 0.00000 | ||
19 | 2014.05.13 11:00 | buy limit | 9 | 0.03 | 0.88822 | 0.00000 | 0.00000 | ||
20 | 2014.05.13 13:28 | sell | 8 | 0.03 | 0.88822 | 0.00000 | 0.00000 | ||
21 | 2014.05.13 23:00 | delete | 9 | 0.03 | 0.88822 | 0.00000 | 0.00000 | ||
22 | 2014.06.05 12:32 | close | 8 | 0.03 | 0.90222 | 0.00000 | 0.00000 | -47.14 | 865.33 |
23 | 2014.06.05 13:00 | sell stop | 10 | 0.01 | 0.89836 | 0.00000 | 0.00000 | ||
24 | 2014.06.05 13:00 | buy limit | 11 | 0.01 | 0.89836 | 0.00000 | 0.00000 | ||
25 | 2014.06.05 13:41 | sell | 10 | 0.01 | 0.89836 | 0.00000 | 0.00000 | ||
26 | 2014.06.05 13:50 | buy | 11 | 0.01 | 0.89836 | 0.00000 | 0.00000 | ||
27 | 2014.06.19 14:46 | close | 10 | 0.01 | 0.89180 | 0.00000 | 0.00000 | 7.25 | 872.58 |
28 | 2014.07.25 16:07 | close | 11 | 0.01 | 0.90508 | 0.00000 | 0.00000 | 7.42 | 880.00 |
29 | 2014.07.25 16:07 | buy | 12 | 0.03 | 0.90540 | 0.00000 | 0.00000 | ||
30 | 2014.08.20 18:03 | close | 12 | 0.03 | 0.91223 | 0.00000 | 0.00000 | 22.46 | 902.46 |
31 | 2014.08.20 19:00 | sell stop | 13 | 0.03 | 0.91173 | 0.00000 | 0.00000 | ||
32 | 2014.08.20 19:00 | buy limit | 14 | 0.03 | 0.91173 | 0.00000 | 0.00000 | ||
33 | 2014.08.21 07:00 | delete | 13 | 0.03 | 0.91173 | 0.00000 | 0.00000 | ||
34 | 2014.08.21 08:00 | delete | 14 | 0.03 | 0.91173 | 0.00000 | 0.00000 | ||
35 | 2014.09.08 19:03 | sell stop | 15 | 0.03 | 0.93354 | 0.00000 | 0.00000 | ||
36 | 2014.09.08 19:03 | buy limit | 16 | 0.03 | 0.93354 | 0.00000 | 0.00000 | ||
37 | 2014.09.09 07:00 | delete | 15 | 0.03 | 0.93354 | 0.00000 | 0.00000 | ||
38 | 2014.09.09 08:00 | delete | 16 | 0.03 | 0.93354 | 0.00000 | 0.00000 | ||
39 | 2014.09.26 13:05 | sell stop | 17 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
40 | 2014.09.26 13:05 | buy limit | 18 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
41 | 2014.09.26 13:05 | sell | 17 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
42 | 2014.09.29 01:00 | delete | 18 | 0.03 | 0.94818 | 0.00000 | 0.00000 | ||
43 | 2014.10.03 12:31 | close | 17 | 0.03 | 0.96296 | 0.00000 | 0.00000 | -46.22 | 856.25 |
44 | 2014.10.03 12:54 | sell stop | 19 | 0.03 | 0.95755 | 0.00000 | 0.00000 | ||
45 | 2014.10.03 12:54 | buy limit | 20 | 0.03 | 0.95755 | 0.00000 | 0.00000 | ||
46 | 2014.10.06 00:00 | delete | 19 | 0.03 | 0.95755 | 0.00000 | 0.00000 | ||
47 | 2014.10.06 01:00 | delete | 20 | 0.03 | 0.95755 | 0.00000 | 0.00000 | ||
48 | 2014.10.17 12:53 | sell stop | 21 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
49 | 2014.10.17 12:53 | buy limit | 22 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
50 | 2014.10.20 00:00 | delete | 21 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
51 | 2014.10.20 01:00 | delete | 22 | 0.03 | 0.94174 | 0.00000 | 0.00000 | ||
52 | 2014.12.10 16:46 | sell limit | 23 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
53 | 2014.12.10 16:46 | buy stop | 24 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
54 | 2014.12.11 04:00 | delete | 23 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
55 | 2014.12.11 05:00 | delete | 24 | 0.03 | 0.96949 | 0.00000 | 0.00000 | ||
56 | 2014.12.16 13:49 | sell stop | 25 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
57 | 2014.12.16 13:49 | buy limit | 26 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
58 | 2014.12.16 13:55 | sell | 25 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
59 | 2014.12.16 13:57 | buy | 26 | 0.03 | 0.95850 | 0.00000 | 0.00000 | ||
60 | 2014.12.17 19:48 | close | 25 | 0.03 | 0.97266 | 0.00000 | 0.00000 | -43.69 | 812.55 |
61 | 2014.12.18 08:05 | close | 26 | 0.03 | 0.97801 | 0.00000 | 0.00000 | 59.85 | 872.40 |
62 | 2015.01.07 16:12 | sell stop | 27 | 0.03 | 1.01604 | 0.00000 | 0.00000 | ||
63 | 2015.01.07 16:12 | buy limit | 28 | 0.03 | 1.01604 | 0.00000 | 0.00000 | ||
64 | 2015.01.07 16:16 | sell | 27 | 0.03 | 1.01604 | 0.00000 | 0.00000 | ||
65 | 2015.01.07 16:47 | buy | 28 | 0.03 | 1.01604 | 0.00000 | 0.00000 | ||
66 | 2015.01.15 09:30 | close | 27 | 0.03 | 1.00851 | 0.00000 | 0.00000 | 22.16 | 894.57 |
67 | 2015.01.15 09:30 | sell | 29 | 0.09 | 1.00819 | 0.00000 | 0.00000 | ||
68 | 2015.01.15 09:30 | close | 28 | 0.03 | 1.00036 | 0.00000 | 0.00000 | -47.02 | 847.55 |
69 | 2015.01.15 10:26 | close | 29 | 0.09 | 0.88522 | 0.00000 | 0.00000 | 1250.23 | 2097.78 |