Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2014.07.01 00:00 - 2015.03.01 23:00 (2014.07.01 - 2015.03.02) | ||||
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 | 5129 | Ticks modelled | 7247290 | Modelling quality | 61.09% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (28) | ||
Total net profit | 1813.98 | Gross profit | 6249.10 | Gross loss | -4435.12 |
Profit factor | 1.41 | Expected payoff | 120.93 | ||
Absolute drawdown | 241.51 | Maximal drawdown | 1155.83 (10.28%) | Relative drawdown | 10.28% (1155.83) |
Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
Largest | profit trade | 1115.19 | loss trade | -858.52 | |
Average | profit trade | 694.34 | loss trade | -739.19 | |
Maximum | consecutive wins (profit in money) | 3 (1767.93) | consecutive losses (loss in money) | 1 (-858.52) | |
Maximal | consecutive profit (count of wins) | 1767.93 (3) | consecutive loss (count of losses) | -858.52 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.07.01 17:00 | sell limit | 1 | 0.39 | 0.88667 | 0.00000 | 0.00000 | ||
2 | 2014.07.01 17:00 | buy stop | 2 | 0.39 | 0.88667 | 0.00000 | 0.00000 | ||
3 | 2014.07.01 17:18 | buy | 2 | 0.39 | 0.88667 | 0.00000 | 0.00000 | ||
4 | 2014.07.01 17:47 | sell | 1 | 0.39 | 0.88667 | 0.00000 | 0.00000 | ||
5 | 2014.07.18 13:12 | close | 1 | 0.39 | 0.90018 | 0.00000 | 0.00000 | -591.18 | 9408.82 |
6 | 2014.07.18 13:12 | close | 2 | 0.39 | 0.89991 | 0.00000 | 0.00000 | 573.79 | 9982.61 |
7 | 2014.07.18 13:12 | sell stop | 3 | 0.39 | 0.89794 | 0.00000 | 0.00000 | ||
8 | 2014.07.18 13:12 | buy limit | 4 | 0.39 | 0.89794 | 0.00000 | 0.00000 | ||
9 | 2014.07.18 17:37 | sell | 3 | 0.39 | 0.89794 | 0.00000 | 0.00000 | ||
10 | 2014.07.18 17:47 | buy | 4 | 0.39 | 0.89794 | 0.00000 | 0.00000 | ||
11 | 2014.08.06 10:30 | close | 3 | 0.39 | 0.91160 | 0.00000 | 0.00000 | -589.64 | 9392.96 |
12 | 2014.08.06 10:30 | close | 4 | 0.39 | 0.91133 | 0.00000 | 0.00000 | 573.02 | 9965.98 |
13 | 2014.08.08 07:42 | sell limit | 5 | 0.39 | 0.90700 | 0.00000 | 0.00000 | ||
14 | 2014.08.08 07:42 | buy stop | 6 | 0.39 | 0.90700 | 0.00000 | 0.00000 | ||
15 | 2014.08.08 07:52 | buy | 6 | 0.39 | 0.90700 | 0.00000 | 0.00000 | ||
16 | 2014.08.08 19:00 | delete | 5 | 0.39 | 0.90700 | 0.00000 | 0.00000 | ||
17 | 2014.08.21 00:58 | close | 6 | 0.39 | 0.91384 | 0.00000 | 0.00000 | 291.91 | 10257.89 |
18 | 2014.08.21 00:58 | buy | 7 | 1.17 | 0.91412 | 0.00000 | 0.00000 | ||
19 | 2014.09.04 11:46 | close | 7 | 1.17 | 0.92123 | 0.00000 | 0.00000 | 903.00 | 11160.89 |
20 | 2014.09.09 20:00 | sell limit | 8 | 0.45 | 0.93333 | 0.00000 | 0.00000 | ||
21 | 2014.09.09 20:00 | buy stop | 9 | 0.45 | 0.93333 | 0.00000 | 0.00000 | ||
22 | 2014.09.10 02:03 | buy | 9 | 0.45 | 0.93333 | 0.00000 | 0.00000 | ||
23 | 2014.09.10 02:16 | sell | 8 | 0.45 | 0.93333 | 0.00000 | 0.00000 | ||
24 | 2014.09.25 07:51 | close | 8 | 0.45 | 0.94923 | 0.00000 | 0.00000 | -759.82 | 10401.07 |
25 | 2014.09.25 07:51 | close | 9 | 0.45 | 0.94896 | 0.00000 | 0.00000 | 741.18 | 11142.25 |
26 | 2014.09.30 12:53 | sell stop | 10 | 0.45 | 0.95664 | 0.00000 | 0.00000 | ||
27 | 2014.09.30 12:53 | buy limit | 11 | 0.45 | 0.95664 | 0.00000 | 0.00000 | ||
28 | 2014.09.30 13:43 | sell | 10 | 0.45 | 0.95664 | 0.00000 | 0.00000 | ||
29 | 2014.09.30 13:47 | buy | 11 | 0.45 | 0.95664 | 0.00000 | 0.00000 | ||
30 | 2014.10.09 07:43 | close | 10 | 0.45 | 0.94871 | 0.00000 | 0.00000 | 372.22 | 11514.48 |
31 | 2014.10.09 07:43 | sell | 12 | 1.35 | 0.94843 | 0.00000 | 0.00000 | ||
32 | 2014.10.15 13:36 | close | 11 | 0.45 | 0.94038 | 0.00000 | 0.00000 | -778.09 | 10736.39 |
33 | 2014.10.15 13:36 | close | 12 | 1.35 | 0.94063 | 0.00000 | 0.00000 | 1115.19 | 11851.58 |
34 | 2014.10.15 14:17 | sell limit | 13 | 0.48 | 0.94857 | 0.00000 | 0.00000 | ||
35 | 2014.10.15 14:17 | buy stop | 14 | 0.48 | 0.94857 | 0.00000 | 0.00000 | ||
36 | 2014.10.16 02:00 | delete | 13 | 0.48 | 0.94857 | 0.00000 | 0.00000 | ||
37 | 2014.10.16 03:00 | delete | 14 | 0.48 | 0.94857 | 0.00000 | 0.00000 | ||
38 | 2014.10.17 12:00 | sell limit | 15 | 0.48 | 0.94174 | 0.00000 | 0.00000 | ||
39 | 2014.10.17 12:00 | buy stop | 16 | 0.48 | 0.94174 | 0.00000 | 0.00000 | ||
40 | 2014.10.17 12:07 | buy | 16 | 0.48 | 0.94174 | 0.00000 | 0.00000 | ||
41 | 2014.10.17 12:08 | sell | 15 | 0.48 | 0.94174 | 0.00000 | 0.00000 | ||
42 | 2014.10.30 07:23 | close | 15 | 0.48 | 0.95879 | 0.00000 | 0.00000 | -858.52 | 10993.06 |
43 | 2014.10.30 07:23 | close | 16 | 0.48 | 0.95850 | 0.00000 | 0.00000 | 839.31 | 11832.37 |
44 | 2014.11.14 19:38 | sell limit | 17 | 0.48 | 0.96081 | 0.00000 | 0.00000 | ||
45 | 2014.11.14 19:38 | buy stop | 18 | 0.48 | 0.96081 | 0.00000 | 0.00000 | ||
46 | 2014.11.17 07:00 | delete | 17 | 0.48 | 0.96081 | 0.00000 | 0.00000 | ||
47 | 2014.11.17 08:00 | delete | 18 | 0.48 | 0.96081 | 0.00000 | 0.00000 | ||
48 | 2014.11.19 19:17 | sell limit | 19 | 0.48 | 0.95672 | 0.00000 | 0.00000 | ||
49 | 2014.11.19 19:17 | buy stop | 20 | 0.48 | 0.95672 | 0.00000 | 0.00000 | ||
50 | 2014.11.19 19:27 | buy | 20 | 0.48 | 0.95672 | 0.00000 | 0.00000 | ||
51 | 2014.11.19 19:28 | sell | 19 | 0.48 | 0.95672 | 0.00000 | 0.00000 | ||
52 | 2014.12.03 08:17 | close | 19 | 0.48 | 0.97402 | 0.00000 | 0.00000 | -857.87 | 10974.51 |
53 | 2014.12.03 08:17 | close | 20 | 0.48 | 0.97375 | 0.00000 | 0.00000 | 839.48 | 11813.99 |
54 | 2014.12.10 16:37 | sell limit | 21 | 0.48 | 0.96949 | 0.00000 | 0.00000 | ||
55 | 2014.12.10 16:37 | buy stop | 22 | 0.48 | 0.96949 | 0.00000 | 0.00000 | ||
56 | 2014.12.11 04:00 | delete | 21 | 0.48 | 0.96949 | 0.00000 | 0.00000 | ||
57 | 2014.12.11 05:00 | delete | 22 | 0.48 | 0.96949 | 0.00000 | 0.00000 | ||
58 | 2014.12.16 09:15 | sell limit | 23 | 0.48 | 0.96337 | 0.00000 | 0.00000 | ||
59 | 2014.12.16 09:15 | buy stop | 24 | 0.48 | 0.96337 | 0.00000 | 0.00000 | ||
60 | 2014.12.16 21:00 | delete | 23 | 0.48 | 0.96337 | 0.00000 | 0.00000 | ||
61 | 2014.12.16 22:00 | delete | 24 | 0.48 | 0.96337 | 0.00000 | 0.00000 | ||
62 | 2015.01.13 12:59 | sell stop | 25 | 0.48 | 1.01714 | 0.00000 | 0.00000 | ||
63 | 2015.01.13 12:59 | buy limit | 26 | 0.48 | 1.01714 | 0.00000 | 0.00000 | ||
64 | 2015.01.14 00:00 | delete | 25 | 0.48 | 1.01714 | 0.00000 | 0.00000 | ||
65 | 2015.01.14 01:01 | delete | 26 | 0.48 | 1.01714 | 0.00000 | 0.00000 |