| Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
| Period | 4 Hours (H4) 2009.01.23 12:00 - 2009.10.29 20:00 (2009.01.01 - 2009.10.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=20090722; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; CustomTP1=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="Mon,fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=2; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=2; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=true; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=1; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; RAVIFX_Shift=0; | ||||
| Bars in test | 2207 | Ticks modelled | 4170837 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 525.00 | Gross profit | 699.00 | Gross loss | -174.00 |
| Profit factor | 4.02 | Expected payoff | 29.17 | ||
| Absolute drawdown | 32.00 | Maximal drawdown | 191.60 (14.16%) | Relative drawdown | 14.16% (191.60) |
| Total trades | 18 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
| Largest | profit trade | 130.26 | loss trade | -45.00 | |
| Average | profit trade | 49.93 | loss trade | -43.50 | |
| Maximum | consecutive wins (profit in money) | 6 (317.03) | consecutive losses (loss in money) | 2 (-90.00) | |
| Maximal | consecutive profit (count of wins) | 317.03 (6) | consecutive loss (count of losses) | -90.00 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.02.16 04:00 | sell | 1 | 0.10 | 0.5210 | 0.0000 | 0.0000 | ||
| 2 | 2009.02.16 04:00 | modify | 1 | 0.10 | 0.5210 | 0.5263 | 0.5157 | ||
| 3 | 2009.02.16 04:00 | sell | 2 | 0.10 | 0.5210 | 0.0000 | 0.0000 | ||
| 4 | 2009.02.16 04:00 | modify | 2 | 0.10 | 0.5210 | 0.5263 | 0.0000 | ||
| 5 | 2009.02.17 04:15 | t/p | 1 | 0.10 | 0.5157 | 0.5263 | 0.5157 | 52.53 | 1052.53 |
| 6 | 2009.02.17 04:15 | modify | 2 | 0.10 | 0.5210 | 0.5183 | 0.0000 | ||
| 7 | 2009.02.17 08:01 | modify | 2 | 0.10 | 0.5210 | 0.5174 | 0.0000 | ||
| 8 | 2009.02.17 12:00 | modify | 2 | 0.10 | 0.5210 | 0.5158 | 0.0000 | ||
| 9 | 2009.02.17 16:00 | modify | 2 | 0.10 | 0.5210 | 0.5144 | 0.0000 | ||
| 10 | 2009.02.17 20:00 | modify | 2 | 0.10 | 0.5210 | 0.5131 | 0.0000 | ||
| 11 | 2009.02.18 00:00 | modify | 2 | 0.10 | 0.5210 | 0.5121 | 0.0000 | ||
| 12 | 2009.02.18 04:00 | modify | 2 | 0.10 | 0.5210 | 0.5112 | 0.0000 | ||
| 13 | 2009.02.18 08:00 | modify | 2 | 0.10 | 0.5210 | 0.5108 | 0.0000 | ||
| 14 | 2009.02.18 08:00 | modify | 2 | 0.10 | 0.5210 | 0.5107 | 0.0000 | ||
| 15 | 2009.02.18 08:02 | modify | 2 | 0.10 | 0.5210 | 0.5106 | 0.0000 | ||
| 16 | 2009.02.18 08:02 | modify | 2 | 0.10 | 0.5210 | 0.5105 | 0.0000 | ||
| 17 | 2009.02.18 08:43 | s/l | 2 | 0.10 | 0.5105 | 0.5105 | 0.0000 | 104.06 | 1156.58 |
| 18 | 2009.03.09 16:00 | sell | 3 | 0.10 | 0.4946 | 0.0000 | 0.0000 | ||
| 19 | 2009.03.09 16:00 | modify | 3 | 0.10 | 0.4946 | 0.4988 | 0.4904 | ||
| 20 | 2009.03.09 16:00 | sell | 4 | 0.10 | 0.4946 | 0.0000 | 0.0000 | ||
| 21 | 2009.03.09 16:00 | modify | 4 | 0.10 | 0.4946 | 0.4988 | 0.0000 | ||
| 22 | 2009.03.09 17:07 | s/l | 3 | 0.10 | 0.4988 | 0.4988 | 0.4904 | -42.00 | 1114.58 |
| 23 | 2009.03.09 17:07 | s/l | 4 | 0.10 | 0.4988 | 0.4988 | 0.0000 | -42.00 | 1072.58 |
| 24 | 2009.06.15 12:00 | sell | 5 | 0.10 | 0.63443 | 0.0000 | 0.0000 | ||
| 25 | 2009.06.15 12:00 | modify | 5 | 0.10 | 0.63443 | 0.6398 | 0.6290 | ||
| 26 | 2009.06.15 12:00 | sell | 6 | 0.10 | 0.63443 | 0.0000 | 0.0000 | ||
| 27 | 2009.06.15 12:00 | modify | 6 | 0.10 | 0.63443 | 0.6398 | 0.0000 | ||
| 28 | 2009.06.15 18:28 | t/p | 5 | 0.10 | 0.6290 | 0.6398 | 0.6290 | 54.30 | 1126.88 |
| 29 | 2009.06.15 18:28 | modify | 6 | 0.10 | 0.63443 | 0.6355 | 0.0000 | ||
| 30 | 2009.06.15 20:00 | modify | 6 | 0.10 | 0.63443 | 0.6343 | 0.0000 | ||
| 31 | 2009.06.16 00:00 | modify | 6 | 0.10 | 0.63443 | 0.6332 | 0.0000 | ||
| 32 | 2009.06.16 04:00 | modify | 6 | 0.10 | 0.63443 | 0.6320 | 0.0000 | ||
| 33 | 2009.06.16 08:00 | modify | 6 | 0.10 | 0.63443 | 0.6307 | 0.0000 | ||
| 34 | 2009.06.16 08:23 | s/l | 6 | 0.10 | 0.6307 | 0.6307 | 0.0000 | 36.83 | 1163.71 |
| 35 | 2009.06.22 16:00 | sell | 7 | 0.10 | 0.63252 | 0.0000 | 0.0000 | ||
| 36 | 2009.06.22 16:00 | modify | 7 | 0.10 | 0.63252 | 0.6377 | 0.6273 | ||
| 37 | 2009.06.22 16:00 | sell | 8 | 0.10 | 0.63252 | 0.0000 | 0.0000 | ||
| 38 | 2009.06.22 16:00 | modify | 8 | 0.10 | 0.63252 | 0.6377 | 0.0000 | ||
| 39 | 2009.06.23 02:32 | t/p | 7 | 0.10 | 0.6273 | 0.6377 | 0.6273 | 51.73 | 1215.44 |
| 40 | 2009.06.23 02:32 | modify | 8 | 0.10 | 0.63252 | 0.6345 | 0.0000 | ||
| 41 | 2009.06.23 04:00 | modify | 8 | 0.10 | 0.63252 | 0.6332 | 0.0000 | ||
| 42 | 2009.06.23 08:00 | modify | 8 | 0.10 | 0.63252 | 0.6320 | 0.0000 | ||
| 43 | 2009.06.23 10:21 | s/l | 8 | 0.10 | 0.6320 | 0.6320 | 0.0000 | 4.73 | 1220.17 |
| 44 | 2009.08.17 04:00 | sell | 9 | 0.10 | 0.67284 | 0.0000 | 0.0000 | ||
| 45 | 2009.08.17 04:00 | modify | 9 | 0.10 | 0.67284 | 0.6779 | 0.6677 | ||
| 46 | 2009.08.17 04:00 | sell | 10 | 0.10 | 0.67284 | 0.0000 | 0.0000 | ||
| 47 | 2009.08.17 04:00 | modify | 10 | 0.10 | 0.67284 | 0.6779 | 0.0000 | ||
| 48 | 2009.08.17 11:04 | t/p | 9 | 0.10 | 0.6677 | 0.6779 | 0.6677 | 51.40 | 1271.57 |
| 49 | 2009.08.17 11:04 | modify | 10 | 0.10 | 0.67284 | 0.6739 | 0.0000 | ||
| 50 | 2009.08.17 12:00 | modify | 10 | 0.10 | 0.67284 | 0.6727 | 0.0000 | ||
| 51 | 2009.08.17 16:00 | modify | 10 | 0.10 | 0.67284 | 0.6713 | 0.0000 | ||
| 52 | 2009.08.17 20:00 | modify | 10 | 0.10 | 0.67284 | 0.6709 | 0.0000 | ||
| 53 | 2009.08.17 20:00 | modify | 10 | 0.10 | 0.67284 | 0.6708 | 0.0000 | ||
| 54 | 2009.08.17 20:01 | modify | 10 | 0.10 | 0.67284 | 0.6707 | 0.0000 | ||
| 55 | 2009.08.17 20:01 | modify | 10 | 0.10 | 0.67284 | 0.6706 | 0.0000 | ||
| 56 | 2009.08.17 20:01 | modify | 10 | 0.10 | 0.67284 | 0.6705 | 0.0000 | ||
| 57 | 2009.08.17 20:01 | modify | 10 | 0.10 | 0.67284 | 0.6704 | 0.0000 | ||
| 58 | 2009.08.17 20:02 | modify | 10 | 0.10 | 0.67284 | 0.6703 | 0.0000 | ||
| 59 | 2009.08.17 20:02 | modify | 10 | 0.10 | 0.67284 | 0.6702 | 0.0000 | ||
| 60 | 2009.08.17 20:58 | s/l | 10 | 0.10 | 0.6702 | 0.6702 | 0.0000 | 26.40 | 1297.97 |
| 61 | 2009.09.14 12:00 | sell | 11 | 0.10 | 0.6978 | 0.0000 | 0.0000 | ||
| 62 | 2009.09.14 12:00 | modify | 11 | 0.10 | 0.6978 | 0.7023 | 0.6933 | ||
| 63 | 2009.09.14 12:00 | sell | 12 | 0.10 | 0.6978 | 0.0000 | 0.0000 | ||
| 64 | 2009.09.14 12:00 | modify | 12 | 0.10 | 0.6978 | 0.7023 | 0.0000 | ||
| 65 | 2009.09.14 18:21 | s/l | 11 | 0.10 | 0.7023 | 0.7023 | 0.6933 | -45.00 | 1252.97 |
| 66 | 2009.09.14 18:21 | s/l | 12 | 0.10 | 0.7023 | 0.7023 | 0.0000 | -45.00 | 1207.97 |
| 67 | 2009.09.21 01:00 | sell | 13 | 0.10 | 0.70737 | 0.0000 | 0.0000 | ||
| 68 | 2009.09.21 01:00 | modify | 13 | 0.10 | 0.70737 | 0.7107 | 0.7041 | ||
| 69 | 2009.09.21 01:00 | sell | 14 | 0.10 | 0.70737 | 0.0000 | 0.0000 | ||
| 70 | 2009.09.21 01:00 | modify | 14 | 0.10 | 0.70737 | 0.7107 | 0.0000 | ||
| 71 | 2009.09.21 09:34 | t/p | 13 | 0.10 | 0.7041 | 0.7107 | 0.7041 | 32.70 | 1240.67 |
| 72 | 2009.09.21 09:34 | modify | 14 | 0.10 | 0.70737 | 0.7079 | 0.0000 | ||
| 73 | 2009.09.21 12:00 | modify | 14 | 0.10 | 0.70737 | 0.7073 | 0.0000 | ||
| 74 | 2009.09.21 16:00 | modify | 14 | 0.10 | 0.70737 | 0.7064 | 0.0000 | ||
| 75 | 2009.09.21 18:17 | s/l | 14 | 0.10 | 0.7064 | 0.7064 | 0.0000 | 9.70 | 1250.37 |
| 76 | 2009.10.05 08:00 | buy | 15 | 0.10 | 0.72043 | 0.0000 | 0.0000 | ||
| 77 | 2009.10.05 08:00 | modify | 15 | 0.10 | 0.72043 | 0.7153 | 0.7255 | ||
| 78 | 2009.10.05 08:00 | buy | 16 | 0.10 | 0.72043 | 0.0000 | 0.0000 | ||
| 79 | 2009.10.05 08:00 | modify | 16 | 0.10 | 0.72043 | 0.7153 | 0.0000 | ||
| 80 | 2009.10.05 18:51 | t/p | 15 | 0.10 | 0.7255 | 0.7153 | 0.7255 | 50.70 | 1301.07 |
| 81 | 2009.10.05 18:51 | modify | 16 | 0.10 | 0.72043 | 0.7199 | 0.0000 | ||
| 82 | 2009.10.05 20:00 | modify | 16 | 0.10 | 0.72043 | 0.7209 | 0.0000 | ||
| 83 | 2009.10.06 00:00 | modify | 16 | 0.10 | 0.72043 | 0.7225 | 0.0000 | ||
| 84 | 2009.10.06 04:00 | modify | 16 | 0.10 | 0.72043 | 0.7239 | 0.0000 | ||
| 85 | 2009.10.06 08:00 | modify | 16 | 0.10 | 0.72043 | 0.7255 | 0.0000 | ||
| 86 | 2009.10.06 12:00 | modify | 16 | 0.10 | 0.72043 | 0.7272 | 0.0000 | ||
| 87 | 2009.10.06 16:00 | modify | 16 | 0.10 | 0.72043 | 0.7287 | 0.0000 | ||
| 88 | 2009.10.06 20:00 | modify | 16 | 0.10 | 0.72043 | 0.7301 | 0.0000 | ||
| 89 | 2009.10.07 00:01 | modify | 16 | 0.10 | 0.72043 | 0.7310 | 0.0000 | ||
| 90 | 2009.10.07 04:00 | modify | 16 | 0.10 | 0.72043 | 0.7318 | 0.0000 | ||
| 91 | 2009.10.07 08:00 | modify | 16 | 0.10 | 0.72043 | 0.7324 | 0.0000 | ||
| 92 | 2009.10.07 12:00 | modify | 16 | 0.10 | 0.72043 | 0.7334 | 0.0000 | ||
| 93 | 2009.10.07 14:55 | s/l | 16 | 0.10 | 0.7334 | 0.7334 | 0.0000 | 130.26 | 1431.32 |
| 94 | 2009.10.19 12:00 | buy | 17 | 0.10 | 0.74768 | 0.0000 | 0.0000 | ||
| 95 | 2009.10.19 12:00 | modify | 17 | 0.10 | 0.74768 | 0.7428 | 0.7526 | ||
| 96 | 2009.10.19 12:00 | buy | 18 | 0.10 | 0.74768 | 0.0000 | 0.0000 | ||
| 97 | 2009.10.19 12:00 | modify | 18 | 0.10 | 0.74768 | 0.7428 | 0.0000 | ||
| 98 | 2009.10.19 18:46 | t/p | 17 | 0.10 | 0.7526 | 0.7428 | 0.7526 | 49.20 | 1480.52 |
| 99 | 2009.10.19 18:46 | modify | 18 | 0.10 | 0.74768 | 0.7450 | 0.0000 | ||
| 100 | 2009.10.19 20:00 | modify | 18 | 0.10 | 0.74768 | 0.7463 | 0.0000 | ||
| 101 | 2009.10.20 00:00 | modify | 18 | 0.10 | 0.74768 | 0.7480 | 0.0000 | ||
| 102 | 2009.10.20 04:00 | modify | 18 | 0.10 | 0.74768 | 0.7495 | 0.0000 | ||
| 103 | 2009.10.20 08:00 | modify | 18 | 0.10 | 0.74768 | 0.7507 | 0.0000 | ||
| 104 | 2009.10.20 12:00 | modify | 18 | 0.10 | 0.74768 | 0.7513 | 0.0000 | ||
| 105 | 2009.10.20 12:00 | modify | 18 | 0.10 | 0.74768 | 0.7514 | 0.0000 | ||
| 106 | 2009.10.20 16:00 | modify | 18 | 0.10 | 0.74768 | 0.7521 | 0.0000 | ||
| 107 | 2009.10.20 16:43 | s/l | 18 | 0.10 | 0.7521 | 0.7521 | 0.0000 | 44.48 | 1525.00 |