Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2006.02.01 00:00 - 2007.02.27 12:45 (2006.02.01 - 2007.02.28) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | DeMarker_Period=15; demarker_delta=0.2; Bollinger_Period=14; bollinger_delta=5; MinADX=40; TakeProfit=60; StopLossATR=11; TimePeriod=5; Slippage=3; UseFixedLots=false; FixedLotSize=1; VAR=0.1; | ||||
Bars in test | 79241 | Ticks modelled | 1346836 | Modelling quality | 90.00% |
Initial deposit | 1000.00 | ||||
Total net profit | 5321.06 | Gross profit | 5321.06 | Gross loss | 0.00 |
Profit factor | Expected payoff | 143.81 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
Total trades | 37 | Short positions (won %) | 16 (100.00%) | Long positions (won %) | 21 (100.00%) |
Profit trades (% of total) | 37 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 741.00 | loss trade | 0.00 | |
Average | profit trade | 143.81 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 37 (5321.06) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 5321.06 (37) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 37 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.02.28 09:40 | buy | 1 | 0.30 | 1.1862 | 1.1531 | 1.1919 | ||
2 | 2006.02.28 12:26 | close | 1 | 0.30 | 1.1883 | 1.1531 | 1.1919 | 63.00 | 1063.00 |
3 | 2006.03.16 18:35 | buy | 2 | 0.30 | 1.2186 | 1.1836 | 1.2243 | ||
4 | 2006.03.17 18:21 | close | 2 | 0.30 | 1.2191 | 1.1836 | 1.2243 | 12.54 | 1075.54 |
5 | 2006.03.20 22:07 | buy | 3 | 0.30 | 1.2174 | 1.1822 | 1.2231 | ||
6 | 2006.04.04 14:20 | t/p | 3 | 0.30 | 1.2231 | 1.1822 | 1.2231 | 134.10 | 1209.64 |
7 | 2006.04.05 20:05 | buy | 4 | 0.30 | 1.2301 | 1.1908 | 1.2358 | ||
8 | 2006.04.06 11:59 | close | 4 | 0.30 | 1.2317 | 1.1908 | 1.2358 | 40.62 | 1250.26 |
9 | 2006.04.07 16:05 | sell | 5 | 0.30 | 1.2132 | 1.2540 | 1.2075 | ||
10 | 2006.04.07 17:32 | close | 5 | 0.30 | 1.2125 | 1.2540 | 1.2075 | 21.00 | 1271.26 |
11 | 2006.04.19 18:30 | buy | 6 | 0.30 | 1.2375 | 1.1963 | 1.2432 | ||
12 | 2006.04.19 20:55 | close | 6 | 0.30 | 1.2385 | 1.1963 | 1.2432 | 30.00 | 1301.26 |
13 | 2006.05.05 06:40 | buy | 7 | 0.30 | 1.2701 | 1.2281 | 1.2758 | ||
14 | 2006.05.05 14:31 | t/p | 7 | 0.30 | 1.2758 | 1.2281 | 1.2758 | 171.00 | 1472.26 |
15 | 2006.05.15 18:09 | sell | 8 | 0.30 | 1.2817 | 1.3294 | 1.2760 | ||
16 | 2006.05.15 19:00 | close | 8 | 0.30 | 1.2810 | 1.3294 | 1.2760 | 21.00 | 1493.26 |
17 | 2006.05.16 20:30 | buy | 9 | 0.30 | 1.2858 | 1.2374 | 1.2915 | ||
18 | 2006.05.17 06:34 | close | 9 | 0.30 | 1.2871 | 1.2374 | 1.2915 | 36.54 | 1529.80 |
19 | 2006.05.17 20:00 | sell | 10 | 0.30 | 1.2717 | 1.3214 | 1.2660 | ||
20 | 2006.05.19 17:22 | close | 10 | 0.30 | 1.2712 | 1.3214 | 1.2660 | 19.80 | 1549.60 |
21 | 2006.05.19 18:06 | buy | 11 | 0.30 | 1.2748 | 1.2232 | 1.2805 | ||
22 | 2006.05.19 20:20 | close | 11 | 0.30 | 1.2762 | 1.2232 | 1.2805 | 42.00 | 1591.60 |
23 | 2006.05.22 08:00 | sell | 12 | 0.30 | 1.2717 | 1.3242 | 1.2660 | ||
24 | 2006.05.22 09:11 | close | 12 | 0.30 | 1.2716 | 1.3242 | 1.2660 | 3.00 | 1594.60 |
25 | 2006.05.22 10:00 | buy | 13 | 0.30 | 1.2746 | 1.2221 | 1.2803 | ||
26 | 2006.05.22 11:05 | close | 13 | 0.30 | 1.2750 | 1.2221 | 1.2803 | 12.00 | 1606.60 |
27 | 2006.05.22 20:20 | buy | 14 | 0.30 | 1.2877 | 1.2349 | 1.2934 | ||
28 | 2006.05.30 17:05 | close | 14 | 0.30 | 1.2884 | 1.2349 | 1.2934 | 1.32 | 1607.92 |
29 | 2006.06.05 13:10 | sell | 15 | 0.30 | 1.2953 | 1.3486 | 1.2896 | ||
30 | 2006.06.05 15:22 | close | 15 | 0.30 | 1.2941 | 1.3486 | 1.2896 | 36.00 | 1643.92 |
31 | 2006.06.05 22:28 | sell | 16 | 0.30 | 1.2906 | 1.3439 | 1.2849 | ||
32 | 2006.06.06 00:05 | close | 16 | 0.30 | 1.2905 | 1.3439 | 1.2849 | 4.20 | 1648.12 |
33 | 2006.06.06 00:08 | sell | 17 | 0.30 | 1.2898 | 1.3435 | 1.2841 | ||
34 | 2006.06.06 03:20 | close | 17 | 0.30 | 1.2896 | 1.3435 | 1.2841 | 6.00 | 1654.12 |
35 | 2006.06.26 09:05 | buy | 18 | 0.40 | 1.2532 | 1.2119 | 1.2589 | ||
36 | 2006.06.26 10:41 | close | 18 | 0.40 | 1.2567 | 1.2119 | 1.2589 | 140.00 | 1794.12 |
37 | 2006.07.17 10:15 | sell | 19 | 0.50 | 1.2592 | 1.2950 | 1.2535 | ||
38 | 2006.07.17 11:38 | t/p | 19 | 0.50 | 1.2535 | 1.2950 | 1.2535 | 285.00 | 2079.12 |
39 | 2006.09.07 08:00 | sell | 20 | 0.60 | 1.2813 | 1.3157 | 1.2756 | ||
40 | 2006.09.07 10:33 | close | 20 | 0.60 | 1.2806 | 1.3157 | 1.2756 | 42.00 | 2121.12 |
41 | 2006.09.13 14:20 | sell | 21 | 0.60 | 1.2670 | 1.3020 | 1.2613 | ||
42 | 2006.09.15 16:23 | close | 21 | 0.60 | 1.2649 | 1.3020 | 1.2613 | 135.60 | 2256.72 |
43 | 2006.10.02 12:30 | buy | 22 | 0.70 | 1.2708 | 1.2388 | 1.2765 | ||
44 | 2006.10.02 17:40 | close | 22 | 0.70 | 1.2747 | 1.2388 | 1.2765 | 273.00 | 2529.72 |
45 | 2006.10.04 12:50 | sell | 23 | 0.80 | 1.2670 | 1.2983 | 1.2613 | ||
46 | 2006.10.06 14:56 | t/p | 23 | 0.80 | 1.2613 | 1.2983 | 1.2613 | 468.80 | 2998.52 |
47 | 2006.10.24 17:25 | buy | 24 | 1.10 | 1.2565 | 1.2294 | 1.2622 | ||
48 | 2006.10.24 19:47 | close | 24 | 1.10 | 1.2569 | 1.2294 | 1.2622 | 44.00 | 3042.52 |
49 | 2006.10.27 13:16 | buy | 25 | 1.10 | 1.2688 | 1.2414 | 1.2745 | ||
50 | 2006.10.27 15:13 | t/p | 25 | 1.10 | 1.2745 | 1.2414 | 1.2745 | 627.00 | 3669.52 |
51 | 2006.10.31 03:45 | buy | 26 | 1.30 | 1.2724 | 1.2443 | 1.2781 | ||
52 | 2006.10.31 16:35 | t/p | 26 | 1.30 | 1.2781 | 1.2443 | 1.2781 | 741.00 | 4410.52 |
53 | 2006.11.01 08:50 | sell | 27 | 1.60 | 1.2747 | 1.3021 | 1.2690 | ||
54 | 2006.11.02 02:30 | close | 27 | 1.60 | 1.2746 | 1.3021 | 1.2690 | 35.20 | 4445.72 |
55 | 2006.11.09 16:01 | buy | 28 | 1.60 | 1.2792 | 1.2514 | 1.2849 | ||
56 | 2006.11.09 16:50 | close | 28 | 1.60 | 1.2794 | 1.2514 | 1.2849 | 32.00 | 4477.72 |
57 | 2006.11.20 11:25 | buy | 29 | 1.50 | 1.2851 | 1.2554 | 1.2908 | ||
58 | 2006.11.22 04:07 | close | 29 | 1.50 | 1.2855 | 1.2554 | 1.2908 | 35.40 | 4513.12 |
59 | 2006.11.29 09:05 | sell | 30 | 1.40 | 1.3171 | 1.3492 | 1.3114 | ||
60 | 2006.11.29 10:33 | close | 30 | 1.40 | 1.3168 | 1.3492 | 1.3114 | 42.00 | 4555.12 |
61 | 2006.11.30 08:05 | buy | 31 | 1.40 | 1.3187 | 1.2863 | 1.3244 | ||
62 | 2006.11.30 10:30 | close | 31 | 1.40 | 1.3190 | 1.2863 | 1.3244 | 42.00 | 4597.12 |
63 | 2006.12.01 11:17 | sell | 32 | 1.40 | 1.3222 | 1.3549 | 1.3165 | ||
64 | 2006.12.08 21:05 | close | 32 | 1.40 | 1.3204 | 1.3549 | 1.3165 | 291.20 | 4888.32 |
65 | 2006.12.14 07:30 | buy | 33 | 1.20 | 1.3221 | 1.2816 | 1.3278 | ||
66 | 2006.12.14 09:25 | close | 33 | 1.20 | 1.3233 | 1.2816 | 1.3278 | 144.00 | 5032.32 |
67 | 2006.12.15 16:00 | sell | 34 | 1.20 | 1.3118 | 1.3536 | 1.3061 | ||
68 | 2006.12.15 17:20 | close | 34 | 1.20 | 1.3095 | 1.3536 | 1.3061 | 276.00 | 5308.32 |
69 | 2006.12.22 08:35 | buy | 35 | 1.30 | 1.3209 | 1.2802 | 1.3266 | ||
70 | 2007.01.02 08:47 | t/p | 35 | 1.30 | 1.3266 | 1.2802 | 1.3266 | 645.06 | 5953.38 |
71 | 2007.01.03 16:20 | sell | 36 | 1.50 | 1.3182 | 1.3577 | 1.3125 | ||
72 | 2007.01.03 18:07 | close | 36 | 1.50 | 1.3174 | 1.3577 | 1.3125 | 120.00 | 6073.38 |
73 | 2007.01.09 04:25 | buy | 37 | 1.60 | 1.3045 | 1.2668 | 1.3102 | ||
74 | 2007.02.14 11:13 | close | 37 | 1.60 | 1.3090 | 1.2668 | 1.3102 | 247.68 | 6321.06 |