Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2014.01.05 23:00 - 2015.03.03 23:00 (2014.01.01 - 2015.03.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Period_ATR=81; Period_ema=4; MaxSlippage=3; CustomComment="Some comment"; MagicNumber=12345; HandleSLPTByEA=true; UseMoneyManagement=true; UseLotsManagement=true; Lots=0.1; LotsDecimals=2; LossesRatio=2; RiskInPercent=2; MaximumLots=0.5; SL_points=180; PT_points=150; | ||||
Bars in test | 7303 | Ticks modelled | 11304308 | Modelling quality | 55.86% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (33) | ||
Total net profit | 45.52 | Gross profit | 149.72 | Gross loss | -104.20 |
Profit factor | 1.44 | Expected payoff | 4.55 | ||
Absolute drawdown | 84.52 | Maximal drawdown | 107.65 (10.52%) | Relative drawdown | 10.52% (107.65) |
Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (70.00%) |
Profit trades (% of total) | 7 (70.00%) | Loss trades (% of total) | 3 (30.00%) | ||
Largest | profit trade | 34.10 | loss trade | -46.05 | |
Average | profit trade | 21.39 | loss trade | -34.73 | |
Maximum | consecutive wins (profit in money) | 6 (127.21) | consecutive losses (loss in money) | 3 (-104.20) | |
Maximal | consecutive profit (count of wins) | 127.21 (6) | consecutive loss (count of losses) | -104.20 (3) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.10 16:39 | buy stop | 1 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
2 | 2014.01.10 16:52 | buy | 1 | 0.03 | 0.90359 | 0.00000 | 0.00000 | ||
3 | 2014.01.15 15:09 | close | 1 | 0.03 | 0.91042 | 0.00000 | 0.00000 | 22.51 | 1022.51 |
4 | 2014.01.17 13:47 | buy limit | 2 | 0.03 | 0.90666 | 0.00000 | 0.00000 | ||
5 | 2014.01.20 01:00 | delete | 2 | 0.03 | 0.90666 | 0.00000 | 0.00000 | ||
6 | 2014.01.21 03:00 | buy limit | 3 | 0.03 | 0.91101 | 0.00000 | 0.00000 | ||
7 | 2014.01.21 15:00 | delete | 3 | 0.03 | 0.91101 | 0.00000 | 0.00000 | ||
8 | 2014.01.23 01:00 | buy limit | 4 | 0.03 | 0.91211 | 0.00000 | 0.00000 | ||
9 | 2014.01.23 02:39 | buy | 4 | 0.03 | 0.91211 | 0.00000 | 0.00000 | ||
10 | 2014.01.23 17:24 | close | 4 | 0.03 | 0.89832 | 0.00000 | 0.00000 | -46.05 | 976.46 |
11 | 2014.01.24 11:00 | buy stop | 5 | 0.03 | 0.89705 | 0.00000 | 0.00000 | ||
12 | 2014.01.26 23:00 | delete | 5 | 0.03 | 0.89705 | 0.00000 | 0.00000 | ||
13 | 2014.01.30 13:52 | buy limit | 6 | 0.03 | 0.89971 | 0.00000 | 0.00000 | ||
14 | 2014.01.31 01:00 | delete | 6 | 0.03 | 0.89971 | 0.00000 | 0.00000 | ||
15 | 2014.01.31 15:00 | buy limit | 7 | 0.03 | 0.90466 | 0.00000 | 0.00000 | ||
16 | 2014.01.31 18:01 | buy | 7 | 0.03 | 0.90466 | 0.00000 | 0.00000 | ||
17 | 2014.02.14 07:08 | close | 7 | 0.03 | 0.89159 | 0.00000 | 0.00000 | -43.98 | 932.48 |
18 | 2014.02.14 08:00 | buy stop | 8 | 0.01 | 0.89209 | 0.00000 | 0.00000 | ||
19 | 2014.02.14 08:21 | buy | 8 | 0.01 | 0.89209 | 0.00000 | 0.00000 | ||
20 | 2014.02.28 13:15 | close | 8 | 0.01 | 0.87963 | 0.00000 | 0.00000 | -14.17 | 918.31 |
21 | 2014.02.28 13:15 | buy stop | 9 | 0.01 | 0.88256 | 0.00000 | 0.00000 | ||
22 | 2014.03.03 01:00 | delete | 9 | 0.01 | 0.88256 | 0.00000 | 0.00000 | ||
23 | 2014.03.13 07:07 | buy stop | 10 | 0.01 | 0.87271 | 0.00000 | 0.00000 | ||
24 | 2014.03.13 12:39 | buy | 10 | 0.01 | 0.87271 | 0.00000 | 0.00000 | ||
25 | 2014.03.19 18:09 | close | 10 | 0.01 | 0.87877 | 0.00000 | 0.00000 | 6.90 | 925.21 |
26 | 2014.03.25 13:20 | buy limit | 11 | 0.03 | 0.88318 | 0.00000 | 0.00000 | ||
27 | 2014.03.25 17:21 | buy | 11 | 0.03 | 0.88318 | 0.00000 | 0.00000 | ||
28 | 2014.03.28 08:07 | close | 11 | 0.03 | 0.88936 | 0.00000 | 0.00000 | 20.85 | 946.06 |
29 | 2014.04.11 16:20 | buy stop | 12 | 0.03 | 0.87545 | 0.00000 | 0.00000 | ||
30 | 2014.04.11 18:52 | buy | 12 | 0.03 | 0.87545 | 0.00000 | 0.00000 | ||
31 | 2014.04.15 12:31 | close | 12 | 0.03 | 0.88171 | 0.00000 | 0.00000 | 21.30 | 967.36 |
32 | 2014.05.16 18:20 | buy limit | 13 | 0.03 | 0.89135 | 0.00000 | 0.00000 | ||
33 | 2014.05.19 06:00 | delete | 13 | 0.03 | 0.89135 | 0.00000 | 0.00000 | ||
34 | 2014.05.28 12:04 | buy limit | 14 | 0.03 | 0.89786 | 0.00000 | 0.00000 | ||
35 | 2014.05.28 12:56 | buy | 14 | 0.03 | 0.89786 | 0.00000 | 0.00000 | ||
36 | 2014.07.25 12:18 | close | 14 | 0.03 | 0.90443 | 0.00000 | 0.00000 | 21.79 | 989.15 |
37 | 2014.07.25 13:00 | buy limit | 15 | 0.03 | 0.90381 | 0.00000 | 0.00000 | ||
38 | 2014.07.28 01:00 | delete | 15 | 0.03 | 0.90381 | 0.00000 | 0.00000 | ||
39 | 2014.08.24 23:54 | buy limit | 16 | 0.03 | 0.91591 | 0.00000 | 0.00000 | ||
40 | 2014.08.25 04:49 | buy | 16 | 0.03 | 0.91591 | 0.00000 | 0.00000 | ||
41 | 2014.09.04 11:47 | close | 16 | 0.03 | 0.92276 | 0.00000 | 0.00000 | 22.27 | 1011.42 |
42 | 2014.09.24 15:01 | buy limit | 17 | 0.03 | 0.94277 | 0.00000 | 0.00000 | ||
43 | 2014.09.25 03:00 | delete | 17 | 0.03 | 0.94277 | 0.00000 | 0.00000 | ||
44 | 2014.10.01 12:47 | buy stop | 18 | 0.03 | 0.95773 | 0.00000 | 0.00000 | ||
45 | 2014.10.01 13:11 | buy | 18 | 0.03 | 0.95773 | 0.00000 | 0.00000 | ||
46 | 2014.10.05 21:00 | close | 18 | 0.03 | 0.96874 | 0.00000 | 0.00000 | 34.10 | 1045.52 |
47 | 2014.12.12 10:14 | buy stop | 19 | 0.03 | 0.96724 | 0.00000 | 0.00000 | ||
48 | 2014.12.14 22:00 | delete | 19 | 0.03 | 0.96724 | 0.00000 | 0.00000 |