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=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=50; magic=true; | ||||
Bars in test | 2325 | Ticks modelled | 1204073 | Modelling quality | 23.96% |
Mismatched charts errors | 0 | ||||
Initial deposit | 4000.00 | ||||
Total net profit | 9663.88 | Gross profit | 13200.00 | Gross loss | -3536.12 |
Profit factor | 3.73 | Expected payoff | 371.69 | ||
Absolute drawdown | 944.04 | Maximal drawdown | 4672.00 (38.00%) | Relative drawdown | 39.27% (1976.00) |
Total trades | 26 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 20 (50.00%) |
Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
Largest | profit trade | 3200.00 | loss trade | -832.00 | |
Average | profit trade | 880.00 | loss trade | -321.47 | |
Maximum | consecutive wins (profit in money) | 4 (3800.00) | consecutive losses (loss in money) | 2 (-1040.00) | |
Maximal | consecutive profit (count of wins) | 3800.00 (4) | consecutive loss (count of losses) | -1040.00 (2) | |
Average | consecutive wins | 2 | 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 | 1.3275 | 1.3377 | ||
2 | 2010.09.23 16:07 | t/p | 1 | 0.40 | 1.3377 | 1.3275 | 1.3377 | 200.00 | 4200.00 |
3 | 2010.09.24 09:30 | buy | 2 | 0.40 | 1.3340 | 1.3288 | 1.3390 | ||
4 | 2010.09.24 11:23 | t/p | 2 | 0.40 | 1.3390 | 1.3288 | 1.3390 | 200.00 | 4400.00 |
5 | 2010.09.27 10:15 | buy | 3 | 0.40 | 1.3459 | 1.3407 | 1.3509 | ||
6 | 2010.09.28 09:55 | s/l | 3 | 0.40 | 1.3407 | 1.3407 | 1.3509 | -208.04 | 4191.96 |
7 | 2010.09.28 11:30 | buy | 4 | 1.60 | 1.3418 | 1.3366 | 1.3468 | ||
8 | 2010.09.28 12:51 | t/p | 4 | 1.60 | 1.3468 | 1.3366 | 1.3468 | 800.00 | 4991.96 |
9 | 2010.09.29 10:15 | buy | 5 | 0.40 | 1.3628 | 1.3576 | 1.3678 | ||
10 | 2010.09.29 12:23 | s/l | 5 | 0.40 | 1.3576 | 1.3576 | 1.3678 | -208.00 | 4783.96 |
11 | 2010.09.29 15:30 | buy | 6 | 1.60 | 1.3631 | 1.3579 | 1.3681 | ||
12 | 2010.09.29 16:53 | s/l | 6 | 1.60 | 1.3579 | 1.3579 | 1.3681 | -832.00 | 3951.96 |
13 | 2010.09.30 09:45 | buy | 7 | 6.40 | 1.3591 | 1.3539 | 1.3641 | ||
14 | 2010.09.30 12:00 | t/p | 7 | 6.40 | 1.3641 | 1.3539 | 1.3641 | 3200.00 | 7151.96 |
15 | 2010.09.30 15:30 | buy | 8 | 0.40 | 1.3667 | 1.3615 | 1.3717 | ||
16 | 2010.09.30 18:06 | s/l | 8 | 0.40 | 1.3615 | 1.3615 | 1.3717 | -208.00 | 6943.96 |
17 | 2010.10.01 10:15 | buy | 9 | 1.60 | 1.3677 | 1.3625 | 1.3727 | ||
18 | 2010.10.01 11:53 | t/p | 9 | 1.60 | 1.3727 | 1.3625 | 1.3727 | 800.00 | 7743.96 |
19 | 2010.10.04 14:15 | buy | 10 | 0.40 | 1.3716 | 1.3664 | 1.3766 | ||
20 | 2010.10.05 02:24 | s/l | 10 | 0.40 | 1.3664 | 1.3664 | 1.3766 | -208.04 | 7535.92 |
21 | 2010.10.05 15:45 | buy | 11 | 1.60 | 1.3802 | 1.3750 | 1.3852 | ||
22 | 2010.10.05 20:51 | t/p | 11 | 1.60 | 1.3852 | 1.3750 | 1.3852 | 800.00 | 8335.92 |
23 | 2010.10.06 09:45 | buy | 12 | 0.40 | 1.3849 | 1.3797 | 1.3899 | ||
24 | 2010.10.06 18:01 | t/p | 12 | 0.40 | 1.3899 | 1.3797 | 1.3899 | 200.00 | 8535.92 |
25 | 2010.10.07 14:15 | buy | 13 | 0.40 | 1.3989 | 1.3937 | 1.4039 | ||
26 | 2010.10.07 16:53 | s/l | 13 | 0.40 | 1.3937 | 1.3937 | 1.4039 | -208.00 | 8327.92 |
27 | 2010.10.08 14:15 | buy | 14 | 1.60 | 1.3905 | 1.3853 | 1.3955 | ||
28 | 2010.10.08 15:36 | t/p | 14 | 1.60 | 1.3955 | 1.3853 | 1.3955 | 800.00 | 9127.92 |
29 | 2010.10.11 12:30 | buy | 15 | 0.40 | 1.3947 | 1.3895 | 1.3997 | ||
30 | 2010.10.11 17:53 | s/l | 15 | 0.40 | 1.3895 | 1.3895 | 1.3997 | -208.00 | 8919.92 |
31 | 2010.10.13 13:30 | sell | 16 | 1.60 | 1.3985 | 1.4037 | 1.3935 | ||
32 | 2010.10.13 16:10 | t/p | 16 | 1.60 | 1.3935 | 1.4037 | 1.3935 | 800.00 | 9719.92 |
33 | 2010.10.14 09:45 | buy | 17 | 0.40 | 1.4083 | 1.4031 | 1.4133 | ||
34 | 2010.10.15 02:24 | s/l | 17 | 0.40 | 1.4031 | 1.4031 | 1.4133 | -208.04 | 9511.88 |
35 | 2010.10.15 15:00 | buy | 18 | 1.60 | 1.4098 | 1.4046 | 1.4148 | ||
36 | 2010.10.15 15:23 | t/p | 18 | 1.60 | 1.4148 | 1.4046 | 1.4148 | 800.00 | 10311.88 |
37 | 2010.10.18 09:45 | buy | 19 | 0.40 | 1.3893 | 1.3841 | 1.3943 | ||
38 | 2010.10.18 11:09 | s/l | 19 | 0.40 | 1.3841 | 1.3841 | 1.3943 | -208.00 | 10103.88 |
39 | 2010.10.18 12:45 | buy | 20 | 1.60 | 1.3893 | 1.3841 | 1.3943 | ||
40 | 2010.10.18 16:38 | t/p | 20 | 1.60 | 1.3943 | 1.3841 | 1.3943 | 800.00 | 10903.88 |
41 | 2010.10.19 09:30 | buy | 21 | 0.40 | 1.3912 | 1.3860 | 1.3962 | ||
42 | 2010.10.19 14:45 | s/l | 21 | 0.40 | 1.3860 | 1.3860 | 1.3962 | -208.00 | 10695.88 |
43 | 2010.10.20 13:30 | sell | 22 | 1.60 | 1.3829 | 1.3881 | 1.3779 | ||
44 | 2010.10.20 16:41 | s/l | 22 | 1.60 | 1.3881 | 1.3881 | 1.3779 | -832.00 | 9863.88 |
45 | 2010.10.21 13:15 | sell | 23 | 6.40 | 1.4005 | 1.4057 | 1.3955 | ||
46 | 2010.10.21 18:38 | t/p | 23 | 6.40 | 1.3955 | 1.4057 | 1.3955 | 3200.00 | 13063.88 |
47 | 2010.10.22 10:15 | sell | 24 | 0.40 | 1.3936 | 1.3988 | 1.3886 | ||
48 | 2010.10.22 10:53 | t/p | 24 | 0.40 | 1.3886 | 1.3988 | 1.3886 | 200.00 | 13263.88 |
49 | 2010.10.25 10:30 | sell | 25 | 0.40 | 1.4052 | 1.4104 | 1.4002 | ||
50 | 2010.10.25 17:06 | t/p | 25 | 0.40 | 1.4002 | 1.4104 | 1.4002 | 200.00 | 13463.88 |
51 | 2010.10.26 10:15 | sell | 26 | 0.40 | 1.3961 | 1.4013 | 1.3911 | ||
52 | 2010.10.26 15:16 | t/p | 26 | 0.40 | 1.3911 | 1.4013 | 1.3911 | 200.00 | 13663.88 |