Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2010.09.28 05:00 - 2010.10.27 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.5; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=150; magic=true; | ||||
Bars in test | 2068 | Ticks modelled | 1338939 | Modelling quality | 23.83% |
Mismatched charts errors | 0 | ||||
Initial deposit | 4000.00 | ||||
Total net profit | 2275.22 | Gross profit | 3856.17 | Gross loss | -1580.94 |
Profit factor | 2.44 | Expected payoff | 206.84 | ||
Absolute drawdown | 1349.96 | Maximal drawdown | 3270.61 (55.24%) | Relative drawdown | 55.24% (3270.61) |
Total trades | 11 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
Largest | profit trade | 1046.46 | loss trade | -796.89 | |
Average | profit trade | 428.46 | loss trade | -790.47 | |
Maximum | consecutive wins (profit in money) | 6 (1545.82) | consecutive losses (loss in money) | 1 (-796.89) | |
Maximal | consecutive profit (count of wins) | 1545.82 (6) | consecutive loss (count of losses) | -796.89 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.09.28 09:30 | sell | 1 | 0.50 | 0.9827 | 0.9980 | 0.9777 | ||
2 | 2010.09.28 17:07 | t/p | 1 | 0.50 | 0.9777 | 0.9980 | 0.9777 | 255.70 | 4255.70 |
3 | 2010.09.29 14:45 | sell | 2 | 0.50 | 0.9753 | 0.9906 | 0.9703 | ||
4 | 2010.10.05 09:24 | t/p | 2 | 0.50 | 0.9703 | 0.9906 | 0.9703 | 250.65 | 4506.35 |
5 | 2010.10.06 10:45 | sell | 3 | 0.50 | 0.9658 | 0.9811 | 0.9608 | ||
6 | 2010.10.06 18:57 | t/p | 3 | 0.50 | 0.9608 | 0.9811 | 0.9608 | 260.20 | 4766.55 |
7 | 2010.10.08 10:30 | sell | 4 | 0.50 | 0.9672 | 0.9825 | 0.9622 | ||
8 | 2010.10.08 15:38 | t/p | 4 | 0.50 | 0.9622 | 0.9825 | 0.9622 | 259.82 | 5026.37 |
9 | 2010.10.11 14:30 | sell | 5 | 0.50 | 0.9619 | 0.9772 | 0.9569 | ||
10 | 2010.10.12 19:39 | t/p | 5 | 0.50 | 0.9569 | 0.9772 | 0.9569 | 260.09 | 5286.47 |
11 | 2010.10.13 13:30 | sell | 6 | 0.50 | 0.9561 | 0.9714 | 0.9511 | ||
12 | 2010.10.14 05:24 | t/p | 6 | 0.50 | 0.9511 | 0.9714 | 0.9511 | 259.35 | 5545.82 |
13 | 2010.10.14 10:45 | sell | 7 | 0.50 | 0.9475 | 0.9628 | 0.9425 | ||
14 | 2010.10.18 07:54 | s/l | 7 | 0.50 | 0.9628 | 0.9628 | 0.9425 | -796.89 | 4748.93 |
15 | 2010.10.18 09:45 | sell | 8 | 2.00 | 0.9606 | 0.9759 | 0.9556 | ||
16 | 2010.10.18 17:38 | t/p | 8 | 2.00 | 0.9556 | 0.9759 | 0.9556 | 1046.46 | 5795.39 |
17 | 2010.10.19 09:45 | sell | 9 | 0.50 | 0.9604 | 0.9757 | 0.9554 | ||
18 | 2010.10.19 17:53 | s/l | 9 | 0.50 | 0.9757 | 0.9757 | 0.9554 | -784.05 | 5011.34 |
19 | 2010.10.20 10:15 | buy | 10 | 2.00 | 0.9684 | 0.9531 | 0.9734 | ||
20 | 2010.10.22 10:23 | t/p | 10 | 2.00 | 0.9734 | 0.9531 | 0.9734 | 1008.67 | 6020.01 |
21 | 2010.10.25 11:00 | buy | 11 | 0.50 | 0.9701 | 0.9548 | 0.9751 | ||
22 | 2010.10.26 15:16 | t/p | 11 | 0.50 | 0.9751 | 0.9548 | 0.9751 | 255.21 | 6275.22 |