Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2011.01.05 00:00 - 2011.02.17 23:45 (2011.01.05 - 2011.02.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Entry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="0000"; MinCrossMAPips=0; MaxCrossMAPips=0; PriceCrossIchimoku="2010"; MinCrossIchimokuPips=3; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="1020"; FastTrixDirection="0000"; SlowTrixDirection="0000"; FastTrixZeroLevel="0000"; 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="211M30"; MTFIchimokuDot2="201H1"; 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=false; ADX_3=false; MA_Trend=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=5; TradesPerSession=0; MagicNumber=605040; TradeComment="THV_v1.131"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=60; StopLossType=0; VisibleSL=0; TakeProfit1=400; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=0; BreakEven=0; BreakEvenType=0; LockProfit=0; LockProfitType=0; TrailingStop=0; TrailingStopType=0; TrailingStart=0; 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; Tenkan_sen=9; | ||||
Bars in test | 4049 | Ticks modelled | 2178739 | Modelling quality | n/a |
Mismatched charts errors | 453 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2577.74 | Gross profit | 3607.71 | Gross loss | -1029.97 |
Profit factor | 3.50 | Expected payoff | 49.57 | ||
Absolute drawdown | 43.00 | Maximal drawdown | 729.84 (5.57%) | Relative drawdown | 5.57% (729.84) |
Total trades | 52 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 31 (41.94%) |
Profit trades (% of total) | 26 (50.00%) | Loss trades (% of total) | 26 (50.00%) | ||
Largest | profit trade | 399.98 | loss trade | -60.30 | |
Average | profit trade | 138.76 | loss trade | -39.61 | |
Maximum | consecutive wins (profit in money) | 5 (205.25) | consecutive losses (loss in money) | 10 (-332.25) | |
Maximal | consecutive profit (count of wins) | 1199.84 (3) | consecutive loss (count of losses) | -332.25 (10) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.05 01:33 | sell | 1 | 0.10 | 1.32900 | 0.00000 | 0.00000 | ||
2 | 2011.01.05 07:15 | sell | 2 | 0.10 | 1.32731 | 0.00000 | 0.00000 | ||
3 | 2011.01.05 09:45 | sell | 3 | 0.10 | 1.32399 | 0.00000 | 0.00000 | ||
4 | 2011.01.05 14:30 | sell | 4 | 0.10 | 1.31687 | 0.00000 | 0.00000 | ||
5 | 2011.01.05 20:30 | sell | 5 | 0.10 | 1.31493 | 0.00000 | 0.00000 | ||
6 | 2011.01.10 00:54 | close | 1 | 0.10 | 1.28896 | 0.00000 | 0.00000 | 399.15 | 10399.15 |
7 | 2011.01.10 13:30 | sell | 6 | 0.10 | 1.28888 | 0.00000 | 0.00000 | ||
8 | 2011.01.10 16:33 | close | 6 | 0.10 | 1.29488 | 0.00000 | 0.00000 | -60.00 | 10339.15 |
9 | 2011.01.10 18:30 | close | 5 | 0.10 | 1.29550 | 0.00000 | 0.00000 | 193.05 | 10532.20 |
10 | 2011.01.10 18:30 | close | 4 | 0.10 | 1.29550 | 0.00000 | 0.00000 | 212.45 | 10744.65 |
11 | 2011.01.10 18:30 | close | 3 | 0.10 | 1.29550 | 0.00000 | 0.00000 | 283.65 | 11028.30 |
12 | 2011.01.10 18:30 | close | 2 | 0.10 | 1.29550 | 0.00000 | 0.00000 | 316.85 | 11345.15 |
13 | 2011.01.11 09:02 | sell | 7 | 0.10 | 1.29164 | 0.00000 | 0.00000 | ||
14 | 2011.01.11 09:15 | close | 7 | 0.10 | 1.29309 | 0.00000 | 0.00000 | -14.50 | 11330.65 |
15 | 2011.01.12 01:15 | buy | 8 | 0.10 | 1.29906 | 0.00000 | 0.00000 | ||
16 | 2011.01.12 08:01 | buy | 9 | 0.10 | 1.29918 | 0.00000 | 0.00000 | ||
17 | 2011.01.12 14:46 | buy | 10 | 0.10 | 1.30120 | 0.00000 | 0.00000 | ||
18 | 2011.01.13 02:00 | buy | 11 | 0.10 | 1.31305 | 0.00000 | 0.00000 | ||
19 | 2011.01.13 14:20 | buy | 12 | 0.10 | 1.32120 | 0.00000 | 0.00000 | ||
20 | 2011.01.14 08:44 | close | 8 | 0.10 | 1.33906 | 0.00000 | 0.00000 | 399.88 | 11730.53 |
21 | 2011.01.14 08:44 | close | 9 | 0.10 | 1.33919 | 0.00000 | 0.00000 | 399.98 | 12130.51 |
22 | 2011.01.14 09:09 | close | 10 | 0.10 | 1.34121 | 0.00000 | 0.00000 | 399.98 | 12530.49 |
23 | 2011.01.14 14:52 | buy | 13 | 0.10 | 1.33615 | 0.00000 | 0.00000 | ||
24 | 2011.01.17 06:15 | close | 13 | 0.10 | 1.33308 | 0.00000 | 0.00000 | -30.73 | 12499.76 |
25 | 2011.01.17 06:15 | close | 12 | 0.10 | 1.33308 | 0.00000 | 0.00000 | 118.74 | 12618.50 |
26 | 2011.01.17 06:15 | close | 11 | 0.10 | 1.33308 | 0.00000 | 0.00000 | 200.24 | 12818.74 |
27 | 2011.01.18 10:35 | buy | 14 | 0.10 | 1.34120 | 0.00000 | 0.00000 | ||
28 | 2011.01.18 15:45 | buy | 15 | 0.10 | 1.34417 | 0.00000 | 0.00000 | ||
29 | 2011.01.18 16:55 | close | 15 | 0.10 | 1.33815 | 0.00000 | 0.00000 | -60.20 | 12758.54 |
30 | 2011.01.19 11:45 | buy | 16 | 0.10 | 1.34735 | 0.00000 | 0.00000 | ||
31 | 2011.01.19 19:45 | buy | 17 | 0.10 | 1.34866 | 0.00000 | 0.00000 | ||
32 | 2011.01.20 02:45 | close | 17 | 0.10 | 1.34383 | 0.00000 | 0.00000 | -48.39 | 12710.15 |
33 | 2011.01.20 02:45 | close | 16 | 0.10 | 1.34383 | 0.00000 | 0.00000 | -35.29 | 12674.86 |
34 | 2011.01.20 02:45 | close | 14 | 0.10 | 1.34383 | 0.00000 | 0.00000 | 26.18 | 12701.04 |
35 | 2011.01.21 08:31 | buy | 18 | 0.10 | 1.35120 | 0.00000 | 0.00000 | ||
36 | 2011.01.21 15:00 | buy | 19 | 0.10 | 1.35473 | 0.00000 | 0.00000 | ||
37 | 2011.01.24 03:30 | buy | 20 | 0.10 | 1.36170 | 0.00000 | 0.00000 | ||
38 | 2011.01.24 10:26 | close | 20 | 0.10 | 1.35570 | 0.00000 | 0.00000 | -60.00 | 12641.04 |
39 | 2011.01.24 22:15 | buy | 21 | 0.10 | 1.36452 | 0.00000 | 0.00000 | ||
40 | 2011.01.25 08:45 | buy | 22 | 0.10 | 1.36799 | 0.00000 | 0.00000 | ||
41 | 2011.01.25 10:11 | close | 22 | 0.10 | 1.36197 | 0.00000 | 0.00000 | -60.20 | 12580.84 |
42 | 2011.01.25 10:45 | close | 21 | 0.10 | 1.36059 | 0.00000 | 0.00000 | -39.33 | 12541.51 |
43 | 2011.01.25 10:45 | close | 19 | 0.10 | 1.36059 | 0.00000 | 0.00000 | 58.54 | 12600.05 |
44 | 2011.01.25 10:45 | close | 18 | 0.10 | 1.36059 | 0.00000 | 0.00000 | 93.84 | 12693.89 |
45 | 2011.01.25 21:32 | buy | 23 | 0.10 | 1.36916 | 0.00000 | 0.00000 | ||
46 | 2011.01.26 03:00 | buy | 24 | 0.10 | 1.36860 | 0.00000 | 0.00000 | ||
47 | 2011.01.26 09:45 | buy | 25 | 0.10 | 1.36918 | 0.00000 | 0.00000 | ||
48 | 2011.01.26 16:50 | buy | 26 | 0.10 | 1.36918 | 0.00000 | 0.00000 | ||
49 | 2011.01.27 09:00 | close | 26 | 0.10 | 1.36685 | 0.00000 | 0.00000 | -23.39 | 12670.50 |
50 | 2011.01.27 09:00 | close | 25 | 0.10 | 1.36685 | 0.00000 | 0.00000 | -23.39 | 12647.11 |
51 | 2011.01.27 09:00 | close | 24 | 0.10 | 1.36685 | 0.00000 | 0.00000 | -17.59 | 12629.52 |
52 | 2011.01.27 09:00 | close | 23 | 0.10 | 1.36685 | 0.00000 | 0.00000 | -23.22 | 12606.30 |
53 | 2011.01.27 19:45 | buy | 27 | 0.10 | 1.37140 | 0.00000 | 0.00000 | ||
54 | 2011.01.28 09:15 | close | 27 | 0.10 | 1.36868 | 0.00000 | 0.00000 | -27.23 | 12579.07 |
55 | 2011.01.28 10:57 | buy | 28 | 0.10 | 1.37225 | 0.00000 | 0.00000 | ||
56 | 2011.01.28 15:00 | close | 28 | 0.10 | 1.36937 | 0.00000 | 0.00000 | -28.80 | 12550.27 |
57 | 2011.01.31 00:30 | sell | 29 | 0.10 | 1.35820 | 0.00000 | 0.00000 | ||
58 | 2011.01.31 05:30 | sell | 30 | 0.10 | 1.36100 | 0.00000 | 0.00000 | ||
59 | 2011.01.31 10:45 | close | 29 | 0.10 | 1.36422 | 0.00000 | 0.00000 | -60.20 | 12490.07 |
60 | 2011.01.31 12:24 | close | 30 | 0.10 | 1.36703 | 0.00000 | 0.00000 | -60.30 | 12429.77 |
61 | 2011.01.31 21:00 | buy | 31 | 0.10 | 1.36918 | 0.00000 | 0.00000 | ||
62 | 2011.02.01 08:15 | buy | 32 | 0.10 | 1.37360 | 0.00000 | 0.00000 | ||
63 | 2011.02.01 11:15 | buy | 33 | 0.10 | 1.37679 | 0.00000 | 0.00000 | ||
64 | 2011.02.01 17:00 | buy | 34 | 0.10 | 1.37917 | 0.00000 | 0.00000 | ||
65 | 2011.02.02 01:15 | buy | 35 | 0.10 | 1.38334 | 0.00000 | 0.00000 | ||
66 | 2011.02.02 18:00 | close | 35 | 0.10 | 1.37785 | 0.00000 | 0.00000 | -54.90 | 12374.87 |
67 | 2011.02.02 18:00 | close | 34 | 0.10 | 1.37785 | 0.00000 | 0.00000 | -13.23 | 12361.64 |
68 | 2011.02.02 18:00 | close | 33 | 0.10 | 1.37785 | 0.00000 | 0.00000 | 10.57 | 12372.21 |
69 | 2011.02.02 18:00 | close | 32 | 0.10 | 1.37785 | 0.00000 | 0.00000 | 42.47 | 12414.68 |
70 | 2011.02.02 18:00 | close | 31 | 0.10 | 1.37785 | 0.00000 | 0.00000 | 86.64 | 12501.32 |
71 | 2011.02.03 14:48 | sell | 36 | 0.10 | 1.36900 | 0.00000 | 0.00000 | ||
72 | 2011.02.03 22:45 | sell | 37 | 0.10 | 1.36349 | 0.00000 | 0.00000 | ||
73 | 2011.02.04 12:00 | sell | 38 | 0.10 | 1.36240 | 0.00000 | 0.00000 | ||
74 | 2011.02.04 14:45 | sell | 39 | 0.10 | 1.35897 | 0.00000 | 0.00000 | ||
75 | 2011.02.04 21:30 | sell | 40 | 0.10 | 1.35814 | 0.00000 | 0.00000 | ||
76 | 2011.02.07 06:45 | close | 40 | 0.10 | 1.36152 | 0.00000 | 0.00000 | -34.05 | 12467.27 |
77 | 2011.02.07 06:45 | close | 39 | 0.10 | 1.36152 | 0.00000 | 0.00000 | -25.75 | 12441.52 |
78 | 2011.02.07 06:45 | close | 38 | 0.10 | 1.36152 | 0.00000 | 0.00000 | 8.55 | 12450.07 |
79 | 2011.02.07 06:45 | close | 37 | 0.10 | 1.36152 | 0.00000 | 0.00000 | 19.20 | 12469.27 |
80 | 2011.02.07 06:45 | close | 36 | 0.10 | 1.36152 | 0.00000 | 0.00000 | 74.30 | 12543.57 |
81 | 2011.02.07 11:30 | sell | 41 | 0.10 | 1.35757 | 0.00000 | 0.00000 | ||
82 | 2011.02.08 03:45 | close | 41 | 0.10 | 1.36097 | 0.00000 | 0.00000 | -34.25 | 12509.32 |
83 | 2011.02.08 16:50 | buy | 42 | 0.10 | 1.36642 | 0.00000 | 0.00000 | ||
84 | 2011.02.09 12:00 | close | 42 | 0.10 | 1.36156 | 0.00000 | 0.00000 | -48.63 | 12460.69 |
85 | 2011.02.10 02:30 | buy | 43 | 0.10 | 1.37153 | 0.00000 | 0.00000 | ||
86 | 2011.02.10 08:30 | close | 43 | 0.10 | 1.36727 | 0.00000 | 0.00000 | -42.60 | 12418.09 |
87 | 2011.02.10 14:48 | sell | 44 | 0.10 | 1.35898 | 0.00000 | 0.00000 | ||
88 | 2011.02.11 02:45 | sell | 45 | 0.10 | 1.35694 | 0.00000 | 0.00000 | ||
89 | 2011.02.11 07:00 | sell | 46 | 0.10 | 1.35626 | 0.00000 | 0.00000 | ||
90 | 2011.02.11 10:00 | sell | 47 | 0.10 | 1.35390 | 0.00000 | 0.00000 | ||
91 | 2011.02.11 18:00 | sell | 48 | 0.10 | 1.35187 | 0.00000 | 0.00000 | ||
92 | 2011.02.15 02:30 | close | 48 | 0.10 | 1.35143 | 0.00000 | 0.00000 | 3.90 | 12421.99 |
93 | 2011.02.15 02:30 | close | 47 | 0.10 | 1.35143 | 0.00000 | 0.00000 | 24.20 | 12446.19 |
94 | 2011.02.15 02:30 | close | 46 | 0.10 | 1.35143 | 0.00000 | 0.00000 | 47.80 | 12493.99 |
95 | 2011.02.15 02:30 | close | 45 | 0.10 | 1.35143 | 0.00000 | 0.00000 | 54.60 | 12548.59 |
96 | 2011.02.15 02:30 | close | 44 | 0.10 | 1.35143 | 0.00000 | 0.00000 | 74.75 | 12623.34 |
97 | 2011.02.16 08:15 | buy | 49 | 0.10 | 1.35620 | 0.00000 | 0.00000 | ||
98 | 2011.02.16 13:31 | close | 49 | 0.10 | 1.35020 | 0.00000 | 0.00000 | -60.00 | 12563.34 |
99 | 2011.02.16 15:00 | sell | 50 | 0.10 | 1.34685 | 0.00000 | 0.00000 | ||
100 | 2011.02.16 16:45 | close | 50 | 0.10 | 1.35123 | 0.00000 | 0.00000 | -43.80 | 12519.54 |
101 | 2011.02.17 01:30 | buy | 51 | 0.10 | 1.35750 | 0.00000 | 0.00000 | ||
102 | 2011.02.17 08:45 | buy | 52 | 0.10 | 1.35790 | 0.00000 | 0.00000 | ||
103 | 2011.02.17 23:56 | close at stop | 52 | 0.10 | 1.36061 | 0.00000 | 0.00000 | 27.10 | 12546.64 |
104 | 2011.02.17 23:56 | close at stop | 51 | 0.10 | 1.36061 | 0.00000 | 0.00000 | 31.10 | 12577.74 |