Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2011.01.03 00:00 - 2011.02.11 22:59 (2011.01.03 - 2011.02.13) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Entry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="2000"; MinCrossMAPips=3; MaxCrossMAPips=6; PriceCrossIchimoku="2000"; MinCrossIchimokuPips=3; MaxCrossIchimokuPips=5; iMaxCross="0000"; FastSlowTrixCross="2010"; FastTrixDirection="2010"; SlowTrixDirection="0000"; FastTrixZeroLevel="2010"; TrixOverboughtOversold="0000"; TrixOverboughtLevel=0.00009; TrixOversoldLevel=-0.00009; MTFTrixDot1="0000"; MTFTrixDot2="0000"; MTFTrixDot3="0000"; MTFTrixDot4="0000"; MTFTrixDot5="0000"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="201M5"; MTFIchimokuDot2="0000"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=10; PriceTouchSRLevel=0; MidPivots=false; PriceTouchDailyPivot=false; DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=false; OppositeSignalExit=false; ReverseSignal=false; Filters="----------------------------------------------------------------------"; Damiani_Volatmeter=true; ADX_3=false; MA_Trend=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=1; TradesPerSession=0; MagicNumber=605040; TradeComment="THV_v1.131"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=10; StopLossType=0; VisibleSL=0; TakeProfit1=20; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=0; BreakEven=7; BreakEvenType=0; LockProfit=2; LockProfitType=0; TrailingStop=10; TrailingStopType=0; TrailingStart=10; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false; Hedge=true; MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=true; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=1; DSTOffset=true; TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=0; NewsFilter=false; MinutesBeforeNews=10; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; PartialClose1=100; PartialClose2=0; PartialClose3=0; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false; MoneyManagement=false; LeveragePercent=0; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=false; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=1; ePeriod2Type=1; ePeriod3Type=1; ePeriod4Type=1; ePeriod5Type=1; ePeriod6Type=1; ePeriod7Type=1; ePeriod8Type=1; Damiani_settings="----------------------------------------------------------------------"; Vis_atr=13; Vis_std=20; Sed_atr=40; Sed_std=100; Threshold_level=1.4; DVePeriod=5; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=1; ePeriod2=5; ePeriod3=15; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=34; MA2Period1=21; | ||||
Bars in test | 43822 | Ticks modelled | 2053823 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 127.00 | Gross profit | 318.10 | Gross loss | -191.10 |
Profit factor | 1.66 | Expected payoff | 2.89 | ||
Absolute drawdown | 1.50 | Maximal drawdown | 44.80 (0.44%) | Relative drawdown | 0.44% (44.80) |
Total trades | 44 | Short positions (won %) | 28 (64.29%) | Long positions (won %) | 16 (43.75%) |
Profit trades (% of total) | 25 (56.82%) | Loss trades (% of total) | 19 (43.18%) | ||
Largest | profit trade | 20.50 | loss trade | -10.20 | |
Average | profit trade | 12.72 | loss trade | -10.06 | |
Maximum | consecutive wins (profit in money) | 5 (28.10) | consecutive losses (loss in money) | 3 (-30.20) | |
Maximal | consecutive profit (count of wins) | 68.70 (4) | consecutive loss (count of losses) | -30.20 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.03 02:08 | sell | 1 | 0.10 | 1.33180 | 0.00000 | 0.00000 | ||
2 | 2011.01.03 02:20 | close | 1 | 0.10 | 1.32979 | 0.00000 | 0.00000 | 20.10 | 10020.10 |
3 | 2011.01.03 17:43 | buy | 2 | 0.10 | 1.33780 | 0.00000 | 0.00000 | ||
4 | 2011.01.03 17:54 | close | 2 | 0.10 | 1.33680 | 0.00000 | 0.00000 | -10.00 | 10010.10 |
5 | 2011.01.04 02:22 | sell | 3 | 0.10 | 1.33350 | 0.00000 | 0.00000 | ||
6 | 2011.01.04 03:20 | close | 3 | 0.10 | 1.33451 | 0.00000 | 0.00000 | -10.10 | 10000.00 |
7 | 2011.01.04 04:28 | buy | 4 | 0.10 | 1.33564 | 0.00000 | 0.00000 | ||
8 | 2011.01.04 04:40 | close | 4 | 0.10 | 1.33764 | 0.00000 | 0.00000 | 20.00 | 10020.00 |
9 | 2011.01.04 07:02 | sell | 5 | 0.10 | 1.33457 | 0.00000 | 0.00000 | ||
10 | 2011.01.04 07:38 | close | 5 | 0.10 | 1.33257 | 0.00000 | 0.00000 | 20.00 | 10040.00 |
11 | 2011.01.05 02:07 | sell | 6 | 0.10 | 1.32899 | 0.00000 | 0.00000 | ||
12 | 2011.01.05 02:26 | close | 6 | 0.10 | 1.32699 | 0.00000 | 0.00000 | 20.00 | 10060.00 |
13 | 2011.01.05 09:33 | sell | 7 | 0.10 | 1.32626 | 0.00000 | 0.00000 | ||
14 | 2011.01.05 09:38 | close | 7 | 0.10 | 1.32539 | 0.00000 | 0.00000 | 8.70 | 10068.70 |
15 | 2011.01.06 02:25 | buy | 8 | 0.10 | 1.31586 | 0.00000 | 0.00000 | ||
16 | 2011.01.06 03:06 | close | 8 | 0.10 | 1.31486 | 0.00000 | 0.00000 | -10.00 | 10058.70 |
17 | 2011.01.06 11:17 | sell | 9 | 0.10 | 1.31163 | 0.00000 | 0.00000 | ||
18 | 2011.01.06 11:36 | close | 9 | 0.10 | 1.30962 | 0.00000 | 0.00000 | 20.10 | 10078.80 |
19 | 2011.01.06 15:15 | buy | 10 | 0.10 | 1.31181 | 0.00000 | 0.00000 | ||
20 | 2011.01.06 15:23 | close | 10 | 0.10 | 1.31207 | 0.00000 | 0.00000 | 2.60 | 10081.40 |
21 | 2011.01.07 06:18 | sell | 11 | 0.10 | 1.29862 | 0.00000 | 0.00000 | ||
22 | 2011.01.07 07:46 | close | 11 | 0.10 | 1.29963 | 0.00000 | 0.00000 | -10.10 | 10071.30 |
23 | 2011.01.07 09:20 | sell | 12 | 0.10 | 1.29836 | 0.00000 | 0.00000 | ||
24 | 2011.01.07 09:44 | close | 12 | 0.10 | 1.29633 | 0.00000 | 0.00000 | 20.30 | 10091.60 |
25 | 2011.01.07 10:02 | sell | 13 | 0.10 | 1.29768 | 0.00000 | 0.00000 | ||
26 | 2011.01.07 10:17 | close | 13 | 0.10 | 1.29869 | 0.00000 | 0.00000 | -10.10 | 10081.50 |
27 | 2011.01.07 13:36 | sell | 14 | 0.10 | 1.29730 | 0.00000 | 0.00000 | ||
28 | 2011.01.07 13:38 | close | 14 | 0.10 | 1.29530 | 0.00000 | 0.00000 | 20.00 | 10101.50 |
29 | 2011.01.07 14:05 | sell | 15 | 0.10 | 1.29626 | 0.00000 | 0.00000 | ||
30 | 2011.01.07 14:29 | close | 15 | 0.10 | 1.29569 | 0.00000 | 0.00000 | 5.70 | 10107.20 |
31 | 2011.01.10 09:00 | sell | 16 | 0.10 | 1.28896 | 0.00000 | 0.00000 | ||
32 | 2011.01.10 09:02 | close | 16 | 0.10 | 1.28996 | 0.00000 | 0.00000 | -10.00 | 10097.20 |
33 | 2011.01.11 03:53 | sell | 17 | 0.10 | 1.29474 | 0.00000 | 0.00000 | ||
34 | 2011.01.11 04:29 | close | 17 | 0.10 | 1.29381 | 0.00000 | 0.00000 | 9.30 | 10106.50 |
35 | 2011.01.11 08:14 | buy | 18 | 0.10 | 1.29558 | 0.00000 | 0.00000 | ||
36 | 2011.01.11 08:18 | close | 18 | 0.10 | 1.29457 | 0.00000 | 0.00000 | -10.10 | 10096.40 |
37 | 2011.01.11 16:46 | sell | 19 | 0.10 | 1.29176 | 0.00000 | 0.00000 | ||
38 | 2011.01.11 16:50 | close | 19 | 0.10 | 1.29276 | 0.00000 | 0.00000 | -10.00 | 10086.40 |
39 | 2011.01.12 08:26 | sell | 20 | 0.10 | 1.29887 | 0.00000 | 0.00000 | ||
40 | 2011.01.12 08:44 | close | 20 | 0.10 | 1.29988 | 0.00000 | 0.00000 | -10.10 | 10076.30 |
41 | 2011.01.12 09:55 | buy | 21 | 0.10 | 1.30151 | 0.00000 | 0.00000 | ||
42 | 2011.01.12 10:05 | close | 21 | 0.10 | 1.30351 | 0.00000 | 0.00000 | 20.00 | 10096.30 |
43 | 2011.01.13 02:45 | sell | 22 | 0.10 | 1.31194 | 0.00000 | 0.00000 | ||
44 | 2011.01.13 04:48 | close | 22 | 0.10 | 1.31108 | 0.00000 | 0.00000 | 8.60 | 10104.90 |
45 | 2011.01.14 00:20 | sell | 23 | 0.10 | 1.33474 | 0.00000 | 0.00000 | ||
46 | 2011.01.14 01:04 | close | 23 | 0.10 | 1.33574 | 0.00000 | 0.00000 | -10.00 | 10094.90 |
47 | 2011.01.14 02:50 | sell | 24 | 0.10 | 1.33360 | 0.00000 | 0.00000 | ||
48 | 2011.01.14 03:41 | close | 24 | 0.10 | 1.33334 | 0.00000 | 0.00000 | 2.60 | 10097.50 |
49 | 2011.01.14 06:47 | buy | 25 | 0.10 | 1.33482 | 0.00000 | 0.00000 | ||
50 | 2011.01.14 07:02 | close | 25 | 0.10 | 1.33382 | 0.00000 | 0.00000 | -10.00 | 10087.50 |
51 | 2011.01.14 19:18 | sell | 26 | 0.10 | 1.33378 | 0.00000 | 0.00000 | ||
52 | 2011.01.14 19:27 | close | 26 | 0.10 | 1.33479 | 0.00000 | 0.00000 | -10.10 | 10077.40 |
53 | 2011.01.17 01:59 | sell | 27 | 0.10 | 1.33583 | 0.00000 | 0.00000 | ||
54 | 2011.01.17 02:16 | close | 27 | 0.10 | 1.33382 | 0.00000 | 0.00000 | 20.10 | 10097.50 |
55 | 2011.01.17 02:53 | sell | 28 | 0.10 | 1.33429 | 0.00000 | 0.00000 | ||
56 | 2011.01.17 03:51 | close | 28 | 0.10 | 1.33409 | 0.00000 | 0.00000 | 2.00 | 10099.50 |
57 | 2011.01.17 09:54 | sell | 29 | 0.10 | 1.32863 | 0.00000 | 0.00000 | ||
58 | 2011.01.17 10:16 | close | 29 | 0.10 | 1.32662 | 0.00000 | 0.00000 | 20.10 | 10119.60 |
59 | 2011.01.17 15:21 | sell | 30 | 0.10 | 1.32858 | 0.00000 | 0.00000 | ||
60 | 2011.01.17 15:51 | close | 30 | 0.10 | 1.32958 | 0.00000 | 0.00000 | -10.00 | 10109.60 |
61 | 2011.01.18 00:22 | sell | 31 | 0.10 | 1.32749 | 0.00000 | 0.00000 | ||
62 | 2011.01.18 01:00 | close | 31 | 0.10 | 1.32850 | 0.00000 | 0.00000 | -10.10 | 10099.50 |
63 | 2011.01.18 01:14 | sell | 32 | 0.10 | 1.32742 | 0.00000 | 0.00000 | ||
64 | 2011.01.18 01:59 | close | 32 | 0.10 | 1.32645 | 0.00000 | 0.00000 | 9.70 | 10109.20 |
65 | 2011.01.18 04:50 | buy | 33 | 0.10 | 1.32862 | 0.00000 | 0.00000 | ||
66 | 2011.01.18 05:21 | close | 33 | 0.10 | 1.33063 | 0.00000 | 0.00000 | 20.10 | 10129.30 |
67 | 2011.01.18 06:23 | buy | 34 | 0.10 | 1.33195 | 0.00000 | 0.00000 | ||
68 | 2011.01.18 07:09 | close | 34 | 0.10 | 1.33093 | 0.00000 | 0.00000 | -10.20 | 10119.10 |
69 | 2011.01.18 09:06 | buy | 35 | 0.10 | 1.33610 | 0.00000 | 0.00000 | ||
70 | 2011.01.18 09:13 | close | 35 | 0.10 | 1.33509 | 0.00000 | 0.00000 | -10.10 | 10109.00 |
71 | 2011.01.19 03:22 | buy | 36 | 0.10 | 1.34308 | 0.00000 | 0.00000 | ||
72 | 2011.01.19 04:02 | close | 36 | 0.10 | 1.34508 | 0.00000 | 0.00000 | 20.00 | 10129.00 |
73 | 2011.01.19 07:28 | buy | 37 | 0.10 | 1.34764 | 0.00000 | 0.00000 | ||
74 | 2011.01.19 07:44 | close | 37 | 0.10 | 1.34663 | 0.00000 | 0.00000 | -10.10 | 10118.90 |
75 | 2011.01.19 08:59 | buy | 38 | 0.10 | 1.34865 | 0.00000 | 0.00000 | ||
76 | 2011.01.19 09:01 | close | 38 | 0.10 | 1.34765 | 0.00000 | 0.00000 | -10.00 | 10108.90 |
77 | 2011.01.19 12:11 | buy | 39 | 0.10 | 1.34739 | 0.00000 | 0.00000 | ||
78 | 2011.01.19 12:14 | close | 39 | 0.10 | 1.34639 | 0.00000 | 0.00000 | -10.00 | 10098.90 |
79 | 2011.01.20 02:14 | sell | 40 | 0.10 | 1.34378 | 0.00000 | 0.00000 | ||
80 | 2011.01.20 02:52 | close | 40 | 0.10 | 1.34358 | 0.00000 | 0.00000 | 2.00 | 10100.90 |
81 | 2011.01.21 03:17 | buy | 41 | 0.10 | 1.34707 | 0.00000 | 0.00000 | ||
82 | 2011.01.21 04:01 | close | 41 | 0.10 | 1.34912 | 0.00000 | 0.00000 | 20.50 | 10121.40 |
83 | 2011.01.21 16:09 | buy | 42 | 0.10 | 1.35559 | 0.00000 | 0.00000 | ||
84 | 2011.01.21 16:12 | close | 42 | 0.10 | 1.35576 | 0.00000 | 0.00000 | 1.70 | 10123.10 |
85 | 2011.01.24 08:31 | sell | 43 | 0.10 | 1.35899 | 0.00000 | 0.00000 | ||
86 | 2011.01.24 08:41 | close | 43 | 0.10 | 1.35879 | 0.00000 | 0.00000 | 2.00 | 10125.10 |
87 | 2011.01.24 10:00 | sell | 44 | 0.10 | 1.35701 | 0.00000 | 0.00000 | ||
88 | 2011.01.24 10:38 | close | 44 | 0.10 | 1.35682 | 0.00000 | 0.00000 | 1.90 | 10127.00 |