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=0.01; mfactor=1; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true; | ||||
Bars in test | 2325 | Ticks modelled | 1204073 | Modelling quality | 23.96% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 33.60 | Gross profit | 84.00 | Gross loss | -50.40 |
Profit factor | 1.67 | Expected payoff | 1.29 | ||
Absolute drawdown | 4.10 | Maximal drawdown | 16.70 (13.62%) | Relative drawdown | 13.62% (16.70) |
Total trades | 26 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 20 (45.00%) |
Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
Largest | profit trade | 6.00 | loss trade | -4.20 | |
Average | profit trade | 6.00 | loss trade | -4.20 | |
Maximum | consecutive wins (profit in money) | 4 (24.00) | consecutive losses (loss in money) | 2 (-8.40) | |
Maximal | consecutive profit (count of wins) | 24.00 (4) | consecutive loss (count of losses) | -8.40 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.09.23 14:15 | buy | 1 | 0.01 | 1.3327 | 1.3285 | 1.3387 | ||
2 | 2010.09.24 11:21 | t/p | 1 | 0.01 | 1.3387 | 1.3285 | 1.3387 | 6.00 | 106.00 |
3 | 2010.09.27 10:15 | buy | 2 | 0.01 | 1.3459 | 1.3417 | 1.3519 | ||
4 | 2010.09.28 09:50 | s/l | 2 | 0.01 | 1.3417 | 1.3417 | 1.3519 | -4.20 | 101.80 |
5 | 2010.09.28 11:30 | buy | 3 | 0.01 | 1.3418 | 1.3376 | 1.3478 | ||
6 | 2010.09.28 12:53 | t/p | 3 | 0.01 | 1.3478 | 1.3376 | 1.3478 | 6.00 | 107.80 |
7 | 2010.09.29 10:15 | buy | 4 | 0.01 | 1.3628 | 1.3586 | 1.3688 | ||
8 | 2010.09.29 11:23 | s/l | 4 | 0.01 | 1.3586 | 1.3586 | 1.3688 | -4.20 | 103.60 |
9 | 2010.09.29 15:30 | buy | 5 | 0.01 | 1.3631 | 1.3589 | 1.3691 | ||
10 | 2010.09.29 16:08 | s/l | 5 | 0.01 | 1.3589 | 1.3589 | 1.3691 | -4.20 | 99.40 |
11 | 2010.09.30 09:45 | buy | 6 | 0.01 | 1.3591 | 1.3549 | 1.3651 | ||
12 | 2010.09.30 12:33 | t/p | 6 | 0.01 | 1.3651 | 1.3549 | 1.3651 | 6.00 | 105.40 |
13 | 2010.09.30 15:30 | buy | 7 | 0.01 | 1.3667 | 1.3625 | 1.3727 | ||
14 | 2010.09.30 16:53 | s/l | 7 | 0.01 | 1.3625 | 1.3625 | 1.3727 | -4.20 | 101.20 |
15 | 2010.10.01 10:15 | buy | 8 | 0.01 | 1.3677 | 1.3635 | 1.3737 | ||
16 | 2010.10.01 12:23 | t/p | 8 | 0.01 | 1.3737 | 1.3635 | 1.3737 | 6.00 | 107.20 |
17 | 2010.10.04 14:15 | buy | 9 | 0.01 | 1.3716 | 1.3674 | 1.3776 | ||
18 | 2010.10.04 19:17 | s/l | 9 | 0.01 | 1.3674 | 1.3674 | 1.3776 | -4.20 | 103.00 |
19 | 2010.10.05 15:45 | buy | 10 | 0.01 | 1.3802 | 1.3760 | 1.3862 | ||
20 | 2010.10.06 09:33 | t/p | 10 | 0.01 | 1.3862 | 1.3760 | 1.3862 | 6.00 | 109.00 |
21 | 2010.10.06 13:15 | buy | 11 | 0.01 | 1.3861 | 1.3819 | 1.3921 | ||
22 | 2010.10.06 14:06 | s/l | 11 | 0.01 | 1.3819 | 1.3819 | 1.3921 | -4.20 | 104.80 |
23 | 2010.10.06 15:00 | buy | 12 | 0.01 | 1.3860 | 1.3818 | 1.3920 | ||
24 | 2010.10.06 18:37 | t/p | 12 | 0.01 | 1.3920 | 1.3818 | 1.3920 | 6.00 | 110.80 |
25 | 2010.10.07 14:15 | buy | 13 | 0.01 | 1.3989 | 1.3947 | 1.4049 | ||
26 | 2010.10.07 16:51 | s/l | 13 | 0.01 | 1.3947 | 1.3947 | 1.4049 | -4.20 | 106.60 |
27 | 2010.10.08 14:15 | buy | 14 | 0.01 | 1.3905 | 1.3863 | 1.3965 | ||
28 | 2010.10.08 15:38 | t/p | 14 | 0.01 | 1.3965 | 1.3863 | 1.3965 | 6.00 | 112.60 |
29 | 2010.10.11 12:30 | buy | 15 | 0.01 | 1.3947 | 1.3905 | 1.4007 | ||
30 | 2010.10.11 17:51 | s/l | 15 | 0.01 | 1.3905 | 1.3905 | 1.4007 | -4.20 | 108.40 |
31 | 2010.10.13 13:30 | sell | 16 | 0.01 | 1.3985 | 1.4027 | 1.3925 | ||
32 | 2010.10.13 16:53 | t/p | 16 | 0.01 | 1.3925 | 1.4027 | 1.3925 | 6.00 | 114.40 |
33 | 2010.10.14 09:45 | buy | 17 | 0.01 | 1.4083 | 1.4041 | 1.4143 | ||
34 | 2010.10.14 20:08 | s/l | 17 | 0.01 | 1.4041 | 1.4041 | 1.4143 | -4.20 | 110.20 |
35 | 2010.10.15 15:00 | buy | 18 | 0.01 | 1.4098 | 1.4056 | 1.4158 | ||
36 | 2010.10.15 15:23 | t/p | 18 | 0.01 | 1.4158 | 1.4056 | 1.4158 | 6.00 | 116.20 |
37 | 2010.10.18 09:45 | buy | 19 | 0.01 | 1.3893 | 1.3851 | 1.3953 | ||
38 | 2010.10.18 11:04 | s/l | 19 | 0.01 | 1.3851 | 1.3851 | 1.3953 | -4.20 | 112.00 |
39 | 2010.10.18 12:45 | buy | 20 | 0.01 | 1.3893 | 1.3851 | 1.3953 | ||
40 | 2010.10.18 16:48 | t/p | 20 | 0.01 | 1.3953 | 1.3851 | 1.3953 | 6.00 | 118.00 |
41 | 2010.10.19 09:30 | buy | 21 | 0.01 | 1.3912 | 1.3870 | 1.3972 | ||
42 | 2010.10.19 14:38 | s/l | 21 | 0.01 | 1.3870 | 1.3870 | 1.3972 | -4.20 | 113.80 |
43 | 2010.10.20 13:30 | sell | 22 | 0.01 | 1.3829 | 1.3871 | 1.3769 | ||
44 | 2010.10.20 15:08 | s/l | 22 | 0.01 | 1.3871 | 1.3871 | 1.3769 | -4.20 | 109.60 |
45 | 2010.10.21 13:15 | sell | 23 | 0.01 | 1.4005 | 1.4047 | 1.3945 | ||
46 | 2010.10.21 19:38 | t/p | 23 | 0.01 | 1.3945 | 1.4047 | 1.3945 | 6.00 | 115.60 |
47 | 2010.10.22 10:15 | sell | 24 | 0.01 | 1.3936 | 1.3978 | 1.3876 | ||
48 | 2010.10.22 11:08 | t/p | 24 | 0.01 | 1.3876 | 1.3978 | 1.3876 | 6.00 | 121.60 |
49 | 2010.10.25 10:30 | sell | 25 | 0.01 | 1.4052 | 1.4094 | 1.3992 | ||
50 | 2010.10.25 17:06 | t/p | 25 | 0.01 | 1.3992 | 1.4094 | 1.3992 | 6.00 | 127.60 |
51 | 2010.10.26 10:15 | sell | 26 | 0.01 | 1.3961 | 1.4003 | 1.3901 | ||
52 | 2010.10.26 15:21 | t/p | 26 | 0.01 | 1.3901 | 1.4003 | 1.3901 | 6.00 | 133.60 |