Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2010.09.23 10:45 - 2010.10.27 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.4; mfactor=1; MovingPeriod=12; MovingShift=6; TakeProfit=40; StopLoss=100; magic=true; | ||||
Bars in test | 2325 | Ticks modelled | 1204073 | Modelling quality | 23.96% |
Mismatched charts errors | 0 | ||||
Initial deposit | 4000.00 | ||||
Total net profit | 2223.72 | Gross profit | 3039.76 | Gross loss | -816.04 |
Profit factor | 3.73 | Expected payoff | 105.89 | ||
Absolute drawdown | 64.00 | Maximal drawdown | 572.00 (9.52%) | Relative drawdown | 9.70% (560.08) |
Total trades | 21 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 15 (93.33%) |
Profit trades (% of total) | 19 (90.48%) | Loss trades (% of total) | 2 (9.52%) | ||
Largest | profit trade | 160.00 | loss trade | -408.04 | |
Average | profit trade | 159.99 | loss trade | -408.02 | |
Maximum | consecutive wins (profit in money) | 11 (1759.80) | consecutive losses (loss in money) | 1 (-408.04) | |
Maximal | consecutive profit (count of wins) | 1759.80 (11) | consecutive loss (count of losses) | -408.04 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.09.23 14:15 | buy | 1 | 0.40 | 1.3327 | 1.3225 | 1.3367 | ||
2 | 2010.09.23 16:04 | t/p | 1 | 0.40 | 1.3367 | 1.3225 | 1.3367 | 160.00 | 4160.00 |
3 | 2010.09.24 09:30 | buy | 2 | 0.40 | 1.3340 | 1.3238 | 1.3380 | ||
4 | 2010.09.24 11:21 | t/p | 2 | 0.40 | 1.3380 | 1.3238 | 1.3380 | 160.00 | 4320.00 |
5 | 2010.09.27 10:15 | buy | 3 | 0.40 | 1.3459 | 1.3357 | 1.3499 | ||
6 | 2010.09.27 15:32 | t/p | 3 | 0.40 | 1.3499 | 1.3357 | 1.3499 | 160.00 | 4480.00 |
7 | 2010.09.28 11:30 | buy | 4 | 0.40 | 1.3418 | 1.3316 | 1.3458 | ||
8 | 2010.09.28 12:48 | t/p | 4 | 0.40 | 1.3458 | 1.3316 | 1.3458 | 160.00 | 4640.00 |
9 | 2010.09.29 10:15 | buy | 5 | 0.40 | 1.3628 | 1.3526 | 1.3668 | ||
10 | 2010.09.30 12:38 | t/p | 5 | 0.40 | 1.3668 | 1.3526 | 1.3668 | 159.88 | 4799.88 |
11 | 2010.09.30 15:30 | buy | 6 | 0.40 | 1.3667 | 1.3565 | 1.3707 | ||
12 | 2010.10.01 11:23 | t/p | 6 | 0.40 | 1.3707 | 1.3565 | 1.3707 | 159.96 | 4959.84 |
13 | 2010.10.04 14:15 | buy | 7 | 0.40 | 1.3716 | 1.3614 | 1.3756 | ||
14 | 2010.10.05 10:49 | t/p | 7 | 0.40 | 1.3756 | 1.3614 | 1.3756 | 159.96 | 5119.80 |
15 | 2010.10.05 15:45 | buy | 8 | 0.40 | 1.3802 | 1.3700 | 1.3842 | ||
16 | 2010.10.05 17:51 | t/p | 8 | 0.40 | 1.3842 | 1.3700 | 1.3842 | 160.00 | 5279.80 |
17 | 2010.10.06 09:45 | buy | 9 | 0.40 | 1.3849 | 1.3747 | 1.3889 | ||
18 | 2010.10.06 17:38 | t/p | 9 | 0.40 | 1.3889 | 1.3747 | 1.3889 | 160.00 | 5439.80 |
19 | 2010.10.07 14:15 | buy | 10 | 0.40 | 1.3989 | 1.3887 | 1.4029 | ||
20 | 2010.10.07 15:53 | t/p | 10 | 0.40 | 1.4029 | 1.3887 | 1.4029 | 160.00 | 5599.80 |
21 | 2010.10.08 14:15 | buy | 11 | 0.40 | 1.3905 | 1.3803 | 1.3945 | ||
22 | 2010.10.08 15:36 | t/p | 11 | 0.40 | 1.3945 | 1.3803 | 1.3945 | 160.00 | 5759.80 |
23 | 2010.10.11 12:30 | buy | 12 | 0.40 | 1.3947 | 1.3845 | 1.3987 | ||
24 | 2010.10.12 04:17 | s/l | 12 | 0.40 | 1.3845 | 1.3845 | 1.3987 | -408.04 | 5351.76 |
25 | 2010.10.13 13:30 | sell | 13 | 0.40 | 1.3985 | 1.4087 | 1.3945 | ||
26 | 2010.10.13 16:09 | t/p | 13 | 0.40 | 1.3945 | 1.4087 | 1.3945 | 160.00 | 5511.76 |
27 | 2010.10.14 09:45 | buy | 14 | 0.40 | 1.4083 | 1.3981 | 1.4123 | ||
28 | 2010.10.15 15:21 | t/p | 14 | 0.40 | 1.4123 | 1.3981 | 1.4123 | 159.96 | 5671.72 |
29 | 2010.10.18 09:45 | buy | 15 | 0.40 | 1.3893 | 1.3791 | 1.3933 | ||
30 | 2010.10.18 16:23 | t/p | 15 | 0.40 | 1.3933 | 1.3791 | 1.3933 | 160.00 | 5831.72 |
31 | 2010.10.19 09:30 | buy | 16 | 0.40 | 1.3912 | 1.3810 | 1.3952 | ||
32 | 2010.10.19 12:06 | t/p | 16 | 0.40 | 1.3952 | 1.3810 | 1.3952 | 160.00 | 5991.72 |
33 | 2010.10.20 13:30 | sell | 17 | 0.40 | 1.3829 | 1.3931 | 1.3789 | ||
34 | 2010.10.20 17:30 | s/l | 17 | 0.40 | 1.3931 | 1.3931 | 1.3789 | -408.00 | 5583.72 |
35 | 2010.10.21 13:15 | sell | 18 | 0.40 | 1.4005 | 1.4107 | 1.3965 | ||
36 | 2010.10.21 18:36 | t/p | 18 | 0.40 | 1.3965 | 1.4107 | 1.3965 | 160.00 | 5743.72 |
37 | 2010.10.22 10:15 | sell | 19 | 0.40 | 1.3936 | 1.4038 | 1.3896 | ||
38 | 2010.10.22 10:51 | t/p | 19 | 0.40 | 1.3896 | 1.4038 | 1.3896 | 160.00 | 5903.72 |
39 | 2010.10.25 10:30 | sell | 20 | 0.40 | 1.4052 | 1.4154 | 1.4012 | ||
40 | 2010.10.25 15:24 | t/p | 20 | 0.40 | 1.4012 | 1.4154 | 1.4012 | 160.00 | 6063.72 |
41 | 2010.10.26 10:15 | sell | 21 | 0.40 | 1.3961 | 1.4063 | 1.3921 | ||
42 | 2010.10.26 14:45 | t/p | 21 | 0.40 | 1.3921 | 1.4063 | 1.3921 | 160.00 | 6223.72 |