Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2009.04.21 09:17 - 2009.05.18 23:59 (2009.01.19 - 2009.05.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 27865 | Ticks modelled | 1062211 | Modelling quality | 24.91% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4.35 | Gross profit | 5.22 | Gross loss | -9.57 |
Profit factor | 0.55 | Expected payoff | -0.17 | ||
Absolute drawdown | 4.35 | Maximal drawdown | 8.99 (0.09%) | Relative drawdown | 0.09% (8.99) |
Total trades | 25 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 14 (28.57%) |
Profit trades (% of total) | 5 (20.00%) | Loss trades (% of total) | 20 (80.00%) | ||
Largest | profit trade | 2.14 | loss trade | -1.43 | |
Average | profit trade | 1.04 | loss trade | -0.48 | |
Maximum | consecutive wins (profit in money) | 3 (2.82) | consecutive losses (loss in money) | 9 (-3.44) | |
Maximal | consecutive profit (count of wins) | 2.82 (3) | consecutive loss (count of losses) | -5.57 (8) | |
Average | consecutive wins | 2 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.04.21 17:23 | sell | 1 | 0.01 | 1.29709 | 1.34709 | 1.25709 | ||
2 | 2009.04.21 17:27 | close | 1 | 0.01 | 1.29675 | 1.34709 | 1.25709 | 0.34 | 10000.34 |
3 | 2009.04.22 15:11 | buy | 2 | 0.01 | 1.29322 | 1.24322 | 1.33322 | ||
4 | 2009.04.22 15:16 | close | 2 | 0.01 | 1.29356 | 1.24322 | 1.33322 | 0.34 | 10000.68 |
5 | 2009.04.22 15:16 | buy | 3 | 0.01 | 1.29410 | 1.24410 | 1.33410 | ||
6 | 2009.04.22 15:23 | close | 3 | 0.01 | 1.29624 | 1.24410 | 1.33410 | 2.14 | 10002.82 |
7 | 2009.04.23 08:25 | sell | 4 | 0.01 | 1.30337 | 1.35337 | 1.26337 | ||
8 | 2009.04.23 08:28 | close | 4 | 0.01 | 1.30361 | 1.35337 | 1.26337 | -0.24 | 10002.58 |
9 | 2009.04.23 18:03 | buy | 5 | 0.01 | 1.30578 | 1.25578 | 1.34578 | ||
10 | 2009.04.23 18:07 | close | 5 | 0.01 | 1.30576 | 1.25578 | 1.34578 | -0.02 | 10002.56 |
11 | 2009.04.24 10:10 | sell | 6 | 0.01 | 1.32264 | 1.37264 | 1.28264 | ||
12 | 2009.04.24 10:13 | close | 6 | 0.01 | 1.32294 | 1.37264 | 1.28264 | -0.30 | 10002.26 |
13 | 2009.04.24 14:46 | buy | 7 | 0.01 | 1.32239 | 1.27239 | 1.36239 | ||
14 | 2009.04.24 14:57 | close | 7 | 0.01 | 1.32434 | 1.27239 | 1.36239 | 1.95 | 10004.21 |
15 | 2009.04.24 16:19 | buy | 8 | 0.01 | 1.32632 | 1.27632 | 1.36632 | ||
16 | 2009.04.24 16:21 | close | 8 | 0.01 | 1.32573 | 1.27632 | 1.36632 | -0.59 | 10003.62 |
17 | 2009.04.28 18:38 | sell | 9 | 0.01 | 1.30812 | 1.35812 | 1.26812 | ||
18 | 2009.04.28 18:41 | close | 9 | 0.01 | 1.30886 | 1.35812 | 1.26812 | -0.74 | 10002.88 |
19 | 2009.04.28 19:08 | sell | 10 | 0.01 | 1.30997 | 1.35997 | 1.26997 | ||
20 | 2009.04.28 19:10 | close | 10 | 0.01 | 1.31059 | 1.35997 | 1.26997 | -0.62 | 10002.26 |
21 | 2009.04.29 07:38 | sell | 11 | 0.01 | 1.32010 | 1.37010 | 1.28010 | ||
22 | 2009.04.29 07:39 | close | 11 | 0.01 | 1.32086 | 1.37010 | 1.28010 | -0.76 | 10001.50 |
23 | 2009.04.29 11:09 | sell | 12 | 0.01 | 1.32134 | 1.37134 | 1.28134 | ||
24 | 2009.04.29 11:11 | close | 12 | 0.01 | 1.32155 | 1.37134 | 1.28134 | -0.21 | 10001.29 |
25 | 2009.04.29 13:52 | sell | 13 | 0.01 | 1.32666 | 1.37666 | 1.28666 | ||
26 | 2009.04.29 13:55 | close | 13 | 0.01 | 1.32724 | 1.37666 | 1.28666 | -0.58 | 10000.71 |
27 | 2009.04.29 17:39 | sell | 14 | 0.01 | 1.33108 | 1.38108 | 1.29108 | ||
28 | 2009.04.29 17:42 | close | 14 | 0.01 | 1.33189 | 1.38108 | 1.29108 | -0.81 | 9999.90 |
29 | 2009.04.29 20:26 | buy | 15 | 0.01 | 1.32855 | 1.27855 | 1.36855 | ||
30 | 2009.04.29 20:26 | close | 15 | 0.01 | 1.32729 | 1.27855 | 1.36855 | -1.26 | 9998.64 |
31 | 2009.04.29 21:33 | buy | 16 | 0.01 | 1.32629 | 1.27629 | 1.36629 | ||
32 | 2009.04.29 21:37 | close | 16 | 0.01 | 1.32674 | 1.27629 | 1.36629 | 0.45 | 9999.09 |
33 | 2009.04.30 17:50 | buy | 17 | 0.01 | 1.32420 | 1.27420 | 1.36420 | ||
34 | 2009.04.30 17:50 | close | 17 | 0.01 | 1.32393 | 1.27420 | 1.36420 | -0.27 | 9998.82 |
35 | 2009.04.30 17:50 | buy | 18 | 0.01 | 1.32414 | 1.27414 | 1.36414 | ||
36 | 2009.04.30 17:50 | close | 18 | 0.01 | 1.32399 | 1.27414 | 1.36414 | -0.15 | 9998.67 |
37 | 2009.04.30 17:50 | buy | 19 | 0.01 | 1.32419 | 1.27419 | 1.36419 | ||
38 | 2009.04.30 17:50 | close | 19 | 0.01 | 1.32404 | 1.27419 | 1.36419 | -0.15 | 9998.52 |
39 | 2009.04.30 17:50 | buy | 20 | 0.01 | 1.32425 | 1.27425 | 1.36425 | ||
40 | 2009.04.30 17:50 | close | 20 | 0.01 | 1.32405 | 1.27425 | 1.36425 | -0.20 | 9998.32 |
41 | 2009.04.30 17:50 | buy | 21 | 0.01 | 1.32422 | 1.27422 | 1.36422 | ||
42 | 2009.04.30 17:50 | close | 21 | 0.01 | 1.32402 | 1.27422 | 1.36422 | -0.20 | 9998.12 |
43 | 2009.04.30 17:50 | buy | 22 | 0.01 | 1.32418 | 1.27418 | 1.36418 | ||
44 | 2009.04.30 17:50 | close | 22 | 0.01 | 1.32404 | 1.27418 | 1.36418 | -0.14 | 9997.98 |
45 | 2009.04.30 17:50 | buy | 23 | 0.01 | 1.32426 | 1.27426 | 1.36426 | ||
46 | 2009.04.30 17:50 | close | 23 | 0.01 | 1.32399 | 1.27426 | 1.36426 | -0.27 | 9997.71 |
47 | 2009.05.01 14:20 | sell | 24 | 0.01 | 1.32887 | 1.37887 | 1.28887 | ||
48 | 2009.05.01 14:23 | close | 24 | 0.01 | 1.32950 | 1.37887 | 1.28887 | -0.63 | 9997.08 |
49 | 2009.05.01 16:00 | sell | 25 | 0.01 | 1.32612 | 1.37612 | 1.28612 | ||
50 | 2009.05.01 16:02 | close | 25 | 0.01 | 1.32755 | 1.37612 | 1.28612 | -1.43 | 9995.65 |