Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | TP=150; SL=50; trigger=50; | ||||
Bars in test | 13416 | Ticks modelled | 4236914 | Modelling quality | 99.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 811.53 | Gross profit | 3456.61 | Gross loss | -2645.09 |
Profit factor | 1.31 | Expected payoff | 10.68 | ||
Absolute drawdown | 49.20 | Maximal drawdown | 450.61 (4.17%) | Relative drawdown | 4.17% (450.61) |
Total trades | 76 | Short positions (won %) | 38 (23.68%) | Long positions (won %) | 38 (36.84%) |
Profit trades (% of total) | 23 (30.26%) | Loss trades (% of total) | 53 (69.74%) | ||
Largest | profit trade | 161.99 | loss trade | -55.33 | |
Average | profit trade | 150.29 | loss trade | -49.91 | |
Maximum | consecutive wins (profit in money) | 2 (321.59) | consecutive losses (loss in money) | 7 (-342.98) | |
Maximal | consecutive profit (count of wins) | 321.59 (2) | consecutive loss (count of losses) | -342.98 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.25 11:00 | buy | 1 | 0.10 | 1.2958 | 1.2908 | 1.3108 | ||
2 | 2005.01.25 11:00 | sell | 2 | 0.10 | 1.2956 | 1.3006 | 1.2806 | ||
3 | 2005.01.26 04:11 | s/l | 2 | 0.10 | 1.3006 | 1.3006 | 1.2806 | -49.20 | 9950.80 |
4 | 2005.01.27 02:50 | t/p | 1 | 0.10 | 1.3108 | 1.2908 | 1.3108 | 146.45 | 10097.25 |
5 | 2005.02.10 10:00 | buy | 3 | 0.10 | 1.2863 | 1.2813 | 1.3013 | ||
6 | 2005.02.10 10:00 | sell | 4 | 0.10 | 1.2861 | 1.2911 | 1.2711 | ||
7 | 2005.02.13 20:06 | s/l | 4 | 0.10 | 1.2911 | 1.2911 | 1.2711 | -49.20 | 10048.05 |
8 | 2005.02.15 08:12 | t/p | 3 | 0.10 | 1.3013 | 1.2813 | 1.3013 | 147.34 | 10195.39 |
9 | 2005.02.15 10:00 | buy | 5 | 0.10 | 1.2985 | 1.2935 | 1.3135 | ||
10 | 2005.02.15 10:00 | sell | 6 | 0.10 | 1.2983 | 1.3033 | 1.2833 | ||
11 | 2005.02.16 03:03 | s/l | 6 | 0.10 | 1.3033 | 1.3033 | 1.2833 | -49.20 | 10146.18 |
12 | 2005.02.21 22:19 | t/p | 5 | 0.10 | 1.3135 | 1.2935 | 1.3135 | 144.67 | 10290.86 |
13 | 2005.03.15 10:00 | buy | 7 | 0.10 | 1.3320 | 1.3270 | 1.3470 | ||
14 | 2005.03.15 10:00 | sell | 8 | 0.10 | 1.3318 | 1.3368 | 1.3168 | ||
15 | 2005.03.16 03:18 | s/l | 8 | 0.10 | 1.3368 | 1.3368 | 1.3168 | -49.20 | 10241.66 |
16 | 2005.03.18 08:20 | s/l | 7 | 0.10 | 1.3270 | 1.3270 | 1.3470 | -54.44 | 10187.22 |
17 | 2005.03.28 09:00 | buy | 9 | 0.10 | 1.2876 | 1.2826 | 1.3026 | ||
18 | 2005.03.28 09:00 | sell | 10 | 0.10 | 1.2874 | 1.2924 | 1.2724 | ||
19 | 2005.03.28 20:06 | s/l | 10 | 0.10 | 1.2924 | 1.2924 | 1.2724 | -50.00 | 10137.22 |
20 | 2005.04.01 08:30 | t/p | 9 | 0.10 | 1.3026 | 1.2826 | 1.3026 | 144.67 | 10281.89 |
21 | 2005.04.01 11:00 | buy | 11 | 0.10 | 1.2885 | 1.2835 | 1.3035 | ||
22 | 2005.04.01 11:00 | sell | 12 | 0.10 | 1.2883 | 1.2933 | 1.2733 | ||
23 | 2005.04.04 10:17 | s/l | 11 | 0.10 | 1.2835 | 1.2835 | 1.3035 | -50.89 | 10231.01 |
24 | 2005.04.07 03:39 | s/l | 12 | 0.10 | 1.2933 | 1.2933 | 1.2733 | -45.20 | 10185.80 |
25 | 2005.04.12 09:00 | buy | 13 | 0.10 | 1.2927 | 1.2877 | 1.3077 | ||
26 | 2005.04.12 09:00 | sell | 14 | 0.10 | 1.2925 | 1.2975 | 1.2775 | ||
27 | 2005.04.12 09:31 | s/l | 13 | 0.10 | 1.2877 | 1.2877 | 1.3077 | -50.00 | 10135.80 |
28 | 2005.04.14 10:00 | t/p | 14 | 0.10 | 1.2775 | 1.2975 | 1.2775 | 153.20 | 10289.00 |
29 | 2005.04.27 09:00 | buy | 15 | 0.10 | 1.2977 | 1.2927 | 1.3127 | ||
30 | 2005.04.27 09:00 | sell | 16 | 0.10 | 1.2975 | 1.3025 | 1.2825 | ||
31 | 2005.04.27 12:15 | s/l | 15 | 0.10 | 1.2927 | 1.2927 | 1.3127 | -50.00 | 10239.00 |
32 | 2005.05.06 11:01 | t/p | 16 | 0.10 | 1.2825 | 1.3025 | 1.2825 | 158.80 | 10397.80 |
33 | 2005.06.14 10:00 | buy | 17 | 0.10 | 1.2043 | 1.1993 | 1.2193 | ||
34 | 2005.06.14 10:00 | sell | 18 | 0.10 | 1.2041 | 1.2091 | 1.1891 | ||
35 | 2005.06.15 10:07 | s/l | 18 | 0.10 | 1.2091 | 1.2091 | 1.1891 | -49.20 | 10348.60 |
36 | 2005.06.16 10:00 | buy | 19 | 0.10 | 1.2088 | 1.2038 | 1.2238 | ||
37 | 2005.06.16 10:00 | sell | 20 | 0.10 | 1.2086 | 1.2136 | 1.1936 | ||
38 | 2005.06.17 03:29 | s/l | 20 | 0.10 | 1.2136 | 1.2136 | 1.1936 | -49.20 | 10299.40 |
39 | 2005.06.17 08:43 | t/p | 17 | 0.10 | 1.2193 | 1.1993 | 1.2193 | 145.56 | 10444.96 |
40 | 2005.06.17 11:15 | t/p | 19 | 0.10 | 1.2238 | 1.2038 | 1.2238 | 149.11 | 10594.07 |
41 | 2005.07.20 11:00 | buy | 21 | 0.10 | 1.2014 | 1.1964 | 1.2164 | ||
42 | 2005.07.20 11:00 | sell | 22 | 0.10 | 1.2012 | 1.2062 | 1.1862 | ||
43 | 2005.07.20 13:16 | s/l | 22 | 0.10 | 1.2062 | 1.2062 | 1.1862 | -50.00 | 10544.07 |
44 | 2005.07.20 14:00 | buy | 23 | 0.10 | 1.2118 | 1.2068 | 1.2268 | ||
45 | 2005.07.20 14:00 | sell | 24 | 0.10 | 1.2116 | 1.2166 | 1.1966 | ||
46 | 2005.07.20 14:15 | t/p | 21 | 0.10 | 1.2164 | 1.1964 | 1.2164 | 150.00 | 10694.07 |
47 | 2005.07.20 14:15 | s/l | 24 | 0.10 | 1.2166 | 1.2166 | 1.1966 | -50.00 | 10644.07 |
48 | 2005.07.21 08:00 | buy | 25 | 0.10 | 1.2213 | 1.2163 | 1.2363 | ||
49 | 2005.07.21 08:00 | sell | 26 | 0.10 | 1.2211 | 1.2261 | 1.2061 | ||
50 | 2005.07.21 08:35 | s/l | 25 | 0.10 | 1.2163 | 1.2163 | 1.2363 | -50.00 | 10594.07 |
51 | 2005.07.22 11:58 | s/l | 23 | 0.10 | 1.2068 | 1.2068 | 1.2268 | -53.55 | 10540.52 |
52 | 2005.07.22 12:18 | t/p | 26 | 0.10 | 1.2061 | 1.2261 | 1.2061 | 150.80 | 10691.32 |
53 | 2005.09.11 23:00 | buy | 27 | 0.10 | 1.2334 | 1.2284 | 1.2484 | ||
54 | 2005.09.11 23:00 | sell | 28 | 0.10 | 1.2332 | 1.2382 | 1.2182 | ||
55 | 2005.09.12 08:49 | s/l | 27 | 0.10 | 1.2284 | 1.2284 | 1.2484 | -50.89 | 10640.43 |
56 | 2005.09.18 17:00 | t/p | 28 | 0.10 | 1.2182 | 1.2382 | 1.2182 | 155.60 | 10796.03 |
57 | 2005.10.02 21:00 | buy | 29 | 0.10 | 1.1968 | 1.1918 | 1.2118 | ||
58 | 2005.10.02 21:00 | sell | 30 | 0.10 | 1.1966 | 1.2016 | 1.1816 | ||
59 | 2005.10.03 10:12 | s/l | 29 | 0.10 | 1.1918 | 1.1918 | 1.2118 | -50.89 | 10745.14 |
60 | 2005.10.05 17:58 | s/l | 30 | 0.10 | 1.2016 | 1.2016 | 1.1816 | -47.60 | 10697.54 |
61 | 2005.10.14 11:00 | buy | 31 | 0.10 | 1.2069 | 1.2019 | 1.2219 | ||
62 | 2005.10.14 11:00 | sell | 32 | 0.10 | 1.2067 | 1.2117 | 1.1917 | ||
63 | 2005.10.16 20:25 | s/l | 32 | 0.10 | 1.2117 | 1.2117 | 1.1917 | -50.00 | 10647.54 |
64 | 2005.10.17 08:16 | s/l | 31 | 0.10 | 1.2019 | 1.2019 | 1.2219 | -50.89 | 10596.65 |
65 | 2005.10.21 12:00 | buy | 33 | 0.10 | 1.1958 | 1.1908 | 1.2108 | ||
66 | 2005.10.21 12:00 | sell | 34 | 0.10 | 1.1956 | 1.2006 | 1.1806 | ||
67 | 2005.10.24 12:02 | s/l | 34 | 0.10 | 1.2006 | 1.2006 | 1.1806 | -49.20 | 10547.45 |
68 | 2005.10.25 05:00 | buy | 35 | 0.10 | 1.2025 | 1.1975 | 1.2175 | ||
69 | 2005.10.25 05:00 | sell | 36 | 0.10 | 1.2023 | 1.2073 | 1.1873 | ||
70 | 2005.10.25 10:00 | s/l | 36 | 0.10 | 1.2073 | 1.2073 | 1.1873 | -50.00 | 10497.45 |
71 | 2005.10.25 10:27 | t/p | 33 | 0.10 | 1.2108 | 1.1908 | 1.2108 | 148.22 | 10645.68 |
72 | 2005.10.31 10:40 | s/l | 35 | 0.10 | 1.1975 | 1.1975 | 1.2175 | -55.33 | 10590.35 |
73 | 2005.11.04 10:00 | buy | 37 | 0.10 | 1.1922 | 1.1872 | 1.2072 | ||
74 | 2005.11.04 10:00 | sell | 38 | 0.10 | 1.1920 | 1.1970 | 1.1770 | ||
75 | 2005.11.04 10:29 | s/l | 37 | 0.10 | 1.1872 | 1.1872 | 1.2072 | -50.00 | 10540.35 |
76 | 2005.11.07 19:54 | t/p | 38 | 0.10 | 1.1770 | 1.1970 | 1.1770 | 150.80 | 10691.15 |
77 | 2005.11.18 11:00 | buy | 39 | 0.10 | 1.1708 | 1.1658 | 1.1858 | ||
78 | 2005.11.18 11:00 | sell | 40 | 0.10 | 1.1706 | 1.1756 | 1.1556 | ||
79 | 2005.11.18 11:45 | s/l | 40 | 0.10 | 1.1756 | 1.1756 | 1.1556 | -50.00 | 10641.15 |
80 | 2005.11.21 11:00 | buy | 41 | 0.10 | 1.1741 | 1.1691 | 1.1891 | ||
81 | 2005.11.21 11:00 | sell | 42 | 0.10 | 1.1739 | 1.1789 | 1.1589 | ||
82 | 2005.11.22 04:39 | s/l | 41 | 0.10 | 1.1691 | 1.1691 | 1.1891 | -50.89 | 10590.26 |
83 | 2005.11.22 14:11 | s/l | 42 | 0.10 | 1.1789 | 1.1789 | 1.1589 | -49.20 | 10541.06 |
84 | 2005.11.23 01:14 | t/p | 39 | 0.10 | 1.1858 | 1.1658 | 1.1858 | 147.34 | 10688.40 |
85 | 2006.01.12 09:00 | buy | 43 | 0.10 | 1.2079 | 1.2029 | 1.2229 | ||
86 | 2006.01.12 09:00 | sell | 44 | 0.10 | 1.2077 | 1.2127 | 1.1927 | ||
87 | 2006.01.12 09:28 | s/l | 43 | 0.10 | 1.2029 | 1.2029 | 1.2229 | -50.00 | 10638.40 |
88 | 2006.01.13 12:38 | s/l | 44 | 0.10 | 1.2127 | 1.2127 | 1.1927 | -49.20 | 10589.20 |
89 | 2006.01.27 11:00 | buy | 45 | 0.10 | 1.2136 | 1.2086 | 1.2286 | ||
90 | 2006.01.27 11:00 | sell | 46 | 0.10 | 1.2134 | 1.2184 | 1.1984 | ||
91 | 2006.01.27 13:30 | s/l | 45 | 0.10 | 1.2086 | 1.2086 | 1.2286 | -50.00 | 10539.20 |
92 | 2006.01.31 12:37 | s/l | 46 | 0.10 | 1.2184 | 1.2184 | 1.1984 | -48.40 | 10490.80 |
93 | 2006.02.10 11:00 | buy | 47 | 0.10 | 1.1914 | 1.1864 | 1.2064 | ||
94 | 2006.02.10 11:00 | sell | 48 | 0.10 | 1.1912 | 1.1962 | 1.1762 | ||
95 | 2006.02.14 08:39 | s/l | 47 | 0.10 | 1.1864 | 1.1864 | 1.2064 | -51.78 | 10439.02 |
96 | 2006.02.19 21:20 | s/l | 48 | 0.10 | 1.1962 | 1.1962 | 1.1762 | -44.40 | 10394.62 |
97 | 2006.03.28 15:00 | buy | 49 | 0.10 | 1.2008 | 1.1958 | 1.2158 | ||
98 | 2006.03.28 15:00 | sell | 50 | 0.10 | 1.2006 | 1.2056 | 1.1856 | ||
99 | 2006.03.29 21:46 | s/l | 50 | 0.10 | 1.2056 | 1.2056 | 1.1856 | -49.20 | 10345.42 |
100 | 2006.03.30 14:21 | t/p | 49 | 0.10 | 1.2158 | 1.1958 | 1.2158 | 146.45 | 10491.87 |
101 | 2006.04.06 09:00 | buy | 51 | 0.10 | 1.2243 | 1.2193 | 1.2393 | ||
102 | 2006.04.06 09:00 | sell | 52 | 0.10 | 1.2241 | 1.2291 | 1.2091 | ||
103 | 2006.04.06 19:53 | s/l | 51 | 0.10 | 1.2193 | 1.2193 | 1.2393 | -50.00 | 10441.87 |
104 | 2006.04.07 16:25 | t/p | 52 | 0.10 | 1.2091 | 1.2291 | 1.2091 | 150.80 | 10592.67 |
105 | 2006.05.24 11:00 | buy | 53 | 0.10 | 1.2762 | 1.2712 | 1.2912 | ||
106 | 2006.05.24 11:00 | sell | 54 | 0.10 | 1.2760 | 1.2810 | 1.2610 | ||
107 | 2006.05.25 14:32 | s/l | 54 | 0.10 | 1.2810 | 1.2810 | 1.2610 | -47.60 | 10545.07 |
108 | 2006.05.26 10:00 | buy | 55 | 0.10 | 1.2737 | 1.2687 | 1.2887 | ||
109 | 2006.05.26 10:00 | sell | 56 | 0.10 | 1.2735 | 1.2785 | 1.2585 | ||
110 | 2006.05.26 10:27 | s/l | 53 | 0.10 | 1.2712 | 1.2712 | 1.2912 | -53.55 | 10491.52 |
111 | 2006.05.29 22:40 | s/l | 56 | 0.10 | 1.2785 | 1.2785 | 1.2585 | -49.20 | 10442.32 |
112 | 2006.05.30 10:02 | t/p | 55 | 0.10 | 1.2887 | 1.2687 | 1.2887 | 148.22 | 10590.54 |
113 | 2006.06.01 11:00 | buy | 57 | 0.10 | 1.2819 | 1.2769 | 1.2969 | ||
114 | 2006.06.01 11:00 | sell | 58 | 0.10 | 1.2817 | 1.2867 | 1.2667 | ||
115 | 2006.06.02 08:30 | s/l | 58 | 0.10 | 1.2867 | 1.2867 | 1.2667 | -49.20 | 10541.34 |
116 | 2006.06.05 03:30 | t/p | 57 | 0.10 | 1.2969 | 1.2769 | 1.2969 | 148.22 | 10689.56 |
117 | 2006.06.09 10:00 | buy | 59 | 0.10 | 1.2663 | 1.2613 | 1.2813 | ||
118 | 2006.06.09 10:00 | sell | 60 | 0.10 | 1.2661 | 1.2711 | 1.2511 | ||
119 | 2006.06.11 17:51 | s/l | 59 | 0.10 | 1.2613 | 1.2613 | 1.2813 | -50.00 | 10639.56 |
120 | 2006.06.14 10:00 | buy | 61 | 0.10 | 1.2624 | 1.2574 | 1.2774 | ||
121 | 2006.06.14 10:00 | sell | 62 | 0.10 | 1.2622 | 1.2672 | 1.2472 | ||
122 | 2006.06.18 21:36 | s/l | 61 | 0.10 | 1.2574 | 1.2574 | 1.2774 | -53.55 | 10586.01 |
123 | 2006.06.21 13:14 | s/l | 62 | 0.10 | 1.2672 | 1.2672 | 1.2472 | -44.40 | 10541.61 |
124 | 2006.06.23 07:51 | t/p | 60 | 0.10 | 1.2511 | 1.2711 | 1.2511 | 161.19 | 10702.81 |
125 | 2006.07.19 11:00 | buy | 63 | 0.10 | 1.2566 | 1.2516 | 1.2716 | ||
126 | 2006.07.19 11:00 | sell | 64 | 0.10 | 1.2564 | 1.2614 | 1.2414 | ||
127 | 2006.07.19 21:13 | s/l | 64 | 0.10 | 1.2614 | 1.2614 | 1.2414 | -50.00 | 10652.81 |
128 | 2006.07.26 17:05 | t/p | 63 | 0.10 | 1.2716 | 1.2516 | 1.2716 | 143.79 | 10796.59 |
129 | 2006.07.28 09:00 | buy | 65 | 0.10 | 1.2724 | 1.2674 | 1.2874 | ||
130 | 2006.07.28 09:00 | sell | 66 | 0.10 | 1.2722 | 1.2772 | 1.2572 | ||
131 | 2006.07.30 19:57 | s/l | 66 | 0.10 | 1.2772 | 1.2772 | 1.2572 | -50.00 | 10746.59 |
132 | 2006.08.04 08:31 | t/p | 65 | 0.10 | 1.2874 | 1.2674 | 1.2874 | 143.79 | 10890.38 |
133 | 2006.08.24 05:00 | buy | 67 | 0.10 | 1.2834 | 1.2784 | 1.2984 | ||
134 | 2006.08.24 05:00 | sell | 68 | 0.10 | 1.2832 | 1.2882 | 1.2682 | ||
135 | 2006.08.24 11:07 | s/l | 67 | 0.10 | 1.2784 | 1.2784 | 1.2984 | -50.00 | 10840.38 |
136 | 2006.08.29 15:00 | buy | 69 | 0.10 | 1.2832 | 1.2782 | 1.2982 | ||
137 | 2006.08.29 15:00 | sell | 70 | 0.10 | 1.2830 | 1.2880 | 1.2680 | ||
138 | 2006.09.01 08:31 | s/l | 69 | 0.10 | 1.2782 | 1.2782 | 1.2982 | -54.44 | 10785.94 |
139 | 2006.09.08 08:37 | t/p | 68 | 0.10 | 1.2682 | 1.2882 | 1.2682 | 161.99 | 10947.93 |
140 | 2006.09.08 08:37 | t/p | 70 | 0.10 | 1.2680 | 1.2880 | 1.2680 | 159.60 | 11107.53 |
141 | 2006.12.08 12:00 | buy | 71 | 0.10 | 1.3215 | 1.3165 | 1.3365 | ||
142 | 2006.12.08 12:00 | sell | 72 | 0.10 | 1.3213 | 1.3263 | 1.3063 | ||
143 | 2006.12.10 19:12 | s/l | 71 | 0.10 | 1.3165 | 1.3165 | 1.3365 | -50.00 | 11057.53 |
144 | 2006.12.11 12:31 | s/l | 72 | 0.10 | 1.3263 | 1.3263 | 1.3063 | -49.20 | 11008.33 |
145 | 2006.12.15 09:00 | buy | 73 | 0.10 | 1.3180 | 1.3130 | 1.3330 | ||
146 | 2006.12.15 09:00 | sell | 74 | 0.10 | 1.3178 | 1.3228 | 1.3028 | ||
147 | 2006.12.15 09:37 | s/l | 73 | 0.10 | 1.3130 | 1.3130 | 1.3330 | -50.00 | 10958.33 |
148 | 2006.12.15 10:00 | buy | 75 | 0.10 | 1.3122 | 1.3072 | 1.3272 | ||
149 | 2006.12.15 10:00 | sell | 76 | 0.10 | 1.3120 | 1.3170 | 1.2970 | ||
150 | 2006.12.15 12:30 | s/l | 75 | 0.10 | 1.3072 | 1.3072 | 1.3272 | -50.00 | 10908.33 |
151 | 2006.12.19 04:01 | s/l | 76 | 0.10 | 1.3170 | 1.3170 | 1.2970 | -48.40 | 10859.93 |
152 | 2006.12.19 20:24 | s/l | 74 | 0.10 | 1.3228 | 1.3228 | 1.3028 | -48.40 | 10811.53 |