Symbol | AUDCHF (Australian Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2010.01.14 02:00 - 2019.11.29 23:00 (2010.01.14 - 2019.12.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | PARAMETER1=21; PARAMETER2=5; DisplayInfoPanel=true; TimeRangeFrom="00:00"; TimeRangeTo="23:59"; ExitAtHour=0; Magic_Number=1111; Balance_Per_Lot=100000; Fixed_Lots=0.01; Equity_DrawDown_Stop=0.9; Min_Pip_Distance_Between_Trades=10; InpTakeProfit=185; Lot_Multiplier=1; Max_Spread=12; | ||||
Bars in test | 61660 | Ticks modelled | 156043202 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 394.81 | Gross profit | 512.30 | Gross loss | -117.49 |
Profit factor | 4.36 | Expected payoff | 9.87 | ||
Absolute drawdown | 21.87 | Maximal drawdown | 129.79 (11.65%) | Relative drawdown | 11.65% (129.79) |
Total trades | 40 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 23 (78.26%) |
Profit trades (% of total) | 32 (80.00%) | Loss trades (% of total) | 8 (20.00%) | ||
Largest | profit trade | 20.44 | loss trade | -36.88 | |
Average | profit trade | 16.01 | loss trade | -14.69 | |
Maximum | consecutive wins (profit in money) | 16 (280.69) | consecutive losses (loss in money) | 2 (-47.67) | |
Maximal | consecutive profit (count of wins) | 280.69 (16) | consecutive loss (count of losses) | -47.67 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.23 04:00 | sell | 1 | 0.01 | 0.96750 | 0.00000 | 0.00000 | ||
2 | 2010.02.23 04:00 | modify | 1 | 0.01 | 0.96750 | 0.00000 | 0.94900 | ||
3 | 2010.03.26 05:00 | sell | 2 | 0.01 | 0.97250 | 0.00000 | 0.00000 | ||
4 | 2010.03.26 05:00 | modify | 2 | 0.01 | 0.97250 | 0.00000 | 0.95150 | ||
5 | 2010.03.26 05:00 | modify | 1 | 0.01 | 0.96750 | 0.00000 | 0.95150 | ||
6 | 2010.03.26 11:56 | close | 2 | 0.01 | 0.96932 | 0.00000 | 0.95150 | 3.17 | 1003.17 |
7 | 2010.03.26 11:56 | close | 1 | 0.01 | 0.96932 | 0.00000 | 0.95150 | -2.98 | 1000.19 |
8 | 2010.04.27 23:00 | sell | 3 | 0.01 | 0.99420 | 0.00000 | 0.00000 | ||
9 | 2010.04.27 23:00 | modify | 3 | 0.01 | 0.99420 | 0.00000 | 0.97570 | ||
10 | 2010.05.06 21:47 | t/p | 3 | 0.01 | 0.97570 | 0.00000 | 0.97570 | 18.44 | 1018.63 |
11 | 2010.05.17 08:00 | sell | 4 | 0.01 | 0.99930 | 0.00000 | 0.00000 | ||
12 | 2010.05.17 08:00 | modify | 4 | 0.01 | 0.99930 | 0.00000 | 0.98080 | ||
13 | 2010.05.19 11:25 | t/p | 4 | 0.01 | 0.98080 | 0.00000 | 0.98080 | 18.72 | 1037.35 |
14 | 2010.07.06 12:00 | buy | 5 | 0.01 | 0.89942 | 0.00000 | 0.00000 | ||
15 | 2010.07.06 12:00 | modify | 5 | 0.01 | 0.89942 | 0.00000 | 0.91792 | ||
16 | 2010.07.08 04:31 | t/p | 5 | 0.01 | 0.91792 | 0.00000 | 0.91792 | 18.82 | 1056.17 |
17 | 2010.09.22 02:00 | sell | 6 | 0.01 | 0.95100 | 0.00000 | 0.00000 | ||
18 | 2010.09.22 02:00 | modify | 6 | 0.01 | 0.95100 | 0.00000 | 0.93250 | ||
19 | 2010.09.23 15:30 | t/p | 6 | 0.01 | 0.93250 | 0.00000 | 0.93250 | 18.69 | 1074.86 |
20 | 2010.10.13 16:00 | sell | 7 | 0.01 | 0.94420 | 0.00000 | 0.00000 | ||
21 | 2010.10.13 16:00 | modify | 7 | 0.01 | 0.94420 | 0.00000 | 0.92570 | ||
22 | 2010.10.29 05:00 | sell | 8 | 0.01 | 0.96224 | 0.00000 | 0.00000 | ||
23 | 2010.10.29 05:00 | modify | 8 | 0.01 | 0.96224 | 0.00000 | 0.93472 | ||
24 | 2010.10.29 05:00 | modify | 7 | 0.01 | 0.94420 | 0.00000 | 0.93472 | ||
25 | 2010.11.08 02:00 | sell | 9 | 0.01 | 0.97600 | 0.00000 | 0.00000 | ||
26 | 2010.11.08 02:00 | modify | 9 | 0.01 | 0.97600 | 0.00000 | 0.94231 | ||
27 | 2010.11.08 02:00 | modify | 8 | 0.01 | 0.96224 | 0.00000 | 0.94231 | ||
28 | 2010.11.08 02:00 | modify | 7 | 0.01 | 0.94420 | 0.00000 | 0.94231 | ||
29 | 2010.11.12 09:13 | close | 9 | 0.01 | 0.96011 | 0.00000 | 0.94231 | 15.93 | 1090.79 |
30 | 2010.11.12 09:13 | close | 8 | 0.01 | 0.96011 | 0.00000 | 0.94231 | 1.65 | 1092.44 |
31 | 2010.11.12 09:13 | close | 7 | 0.01 | 0.96011 | 0.00000 | 0.94231 | -17.31 | 1075.13 |
32 | 2011.04.25 11:00 | sell | 10 | 0.01 | 0.94966 | 0.00000 | 0.00000 | ||
33 | 2011.04.25 11:00 | modify | 10 | 0.01 | 0.94966 | 0.00000 | 0.93116 | ||
34 | 2011.05.04 16:45 | t/p | 10 | 0.01 | 0.93116 | 0.00000 | 0.93116 | 18.50 | 1093.63 |
35 | 2012.04.02 17:00 | buy | 11 | 0.01 | 0.94073 | 0.00000 | 0.00000 | ||
36 | 2012.04.02 17:00 | modify | 11 | 0.01 | 0.94073 | 0.00000 | 0.95923 | ||
37 | 2012.06.18 12:45 | t/p | 11 | 0.01 | 0.95923 | 0.00000 | 0.95923 | 19.38 | 1113.01 |
38 | 2012.08.21 07:00 | buy | 12 | 0.01 | 1.01880 | 0.00000 | 0.00000 | ||
39 | 2012.08.21 07:00 | modify | 12 | 0.01 | 1.01880 | 0.00000 | 1.03730 | ||
40 | 2012.11.27 04:00 | buy | 13 | 0.01 | 0.97223 | 0.00000 | 0.00000 | ||
41 | 2012.11.27 04:00 | modify | 13 | 0.01 | 0.97223 | 0.00000 | 1.01402 | ||
42 | 2012.11.27 04:00 | modify | 12 | 0.01 | 1.01880 | 0.00000 | 1.01402 | ||
43 | 2012.12.04 07:00 | buy | 14 | 0.01 | 0.96666 | 0.00000 | 0.00000 | ||
44 | 2012.12.04 07:00 | modify | 14 | 0.01 | 0.96666 | 0.00000 | 1.00440 | ||
45 | 2012.12.04 07:00 | modify | 13 | 0.01 | 0.97223 | 0.00000 | 1.00440 | ||
46 | 2012.12.04 07:00 | modify | 12 | 0.01 | 1.01880 | 0.00000 | 1.00440 | ||
47 | 2013.01.18 02:48 | close | 14 | 0.01 | 0.98642 | 0.00000 | 1.00440 | 20.44 | 1133.45 |
48 | 2013.01.18 02:48 | close | 13 | 0.01 | 0.98642 | 0.00000 | 1.00440 | 14.81 | 1148.26 |
49 | 2013.01.18 02:48 | close | 12 | 0.01 | 0.98642 | 0.00000 | 1.00440 | -31.88 | 1116.38 |
50 | 2013.08.08 07:00 | buy | 15 | 0.01 | 0.83526 | 0.00000 | 0.00000 | ||
51 | 2013.08.08 07:00 | modify | 15 | 0.01 | 0.83526 | 0.00000 | 0.85376 | ||
52 | 2013.08.14 13:32 | t/p | 15 | 0.01 | 0.85376 | 0.00000 | 0.85376 | 18.81 | 1135.20 |
53 | 2013.08.16 21:00 | sell | 16 | 0.01 | 0.85019 | 0.00000 | 0.00000 | ||
54 | 2013.08.16 21:00 | modify | 16 | 0.01 | 0.85019 | 0.00000 | 0.83169 | ||
55 | 2013.08.20 11:32 | t/p | 16 | 0.01 | 0.83169 | 0.00000 | 0.83169 | 18.73 | 1153.92 |
56 | 2014.01.21 21:00 | buy | 17 | 0.01 | 0.80207 | 0.00000 | 0.00000 | ||
57 | 2014.01.21 21:00 | modify | 17 | 0.01 | 0.80207 | 0.00000 | 0.82057 | ||
58 | 2014.03.27 18:59 | t/p | 17 | 0.01 | 0.82057 | 0.00000 | 0.82057 | 19.31 | 1173.24 |
59 | 2014.04.28 05:00 | buy | 18 | 0.01 | 0.81943 | 0.00000 | 0.00000 | ||
60 | 2014.04.28 05:00 | modify | 18 | 0.01 | 0.81943 | 0.00000 | 0.83793 | ||
61 | 2014.05.15 11:15 | t/p | 18 | 0.01 | 0.83793 | 0.00000 | 0.83793 | 18.95 | 1192.18 |
62 | 2014.05.23 05:00 | buy | 19 | 0.01 | 0.82671 | 0.00000 | 0.00000 | ||
63 | 2014.05.23 05:00 | modify | 19 | 0.01 | 0.82671 | 0.00000 | 0.84521 | ||
64 | 2014.06.11 06:53 | t/p | 19 | 0.01 | 0.84521 | 0.00000 | 0.84521 | 18.92 | 1211.11 |
65 | 2015.01.14 22:00 | sell | 20 | 0.01 | 0.83078 | 0.00000 | 0.00000 | ||
66 | 2015.01.14 22:00 | modify | 20 | 0.01 | 0.83078 | 0.00000 | 0.81228 | ||
67 | 2015.01.15 11:30 | t/p | 20 | 0.01 | 0.81228 | 0.00000 | 0.81228 | 18.69 | 1229.80 |
68 | 2015.01.15 13:00 | sell | 21 | 0.01 | 0.72630 | 0.00000 | 0.00000 | ||
69 | 2015.01.15 13:00 | modify | 21 | 0.01 | 0.72630 | 0.00000 | 0.70780 | ||
70 | 2015.01.15 23:41 | t/p | 21 | 0.01 | 0.70780 | 0.00000 | 0.70780 | 18.80 | 1248.60 |
71 | 2015.02.09 23:00 | sell | 22 | 0.01 | 0.72132 | 0.00000 | 0.00000 | ||
72 | 2015.02.09 23:00 | modify | 22 | 0.01 | 0.72132 | 0.00000 | 0.70282 | ||
73 | 2015.07.07 10:55 | t/p | 22 | 0.01 | 0.70282 | 0.00000 | 0.70282 | 14.05 | 1262.66 |
74 | 2015.10.20 22:00 | buy | 23 | 0.01 | 0.69447 | 0.00000 | 0.00000 | ||
75 | 2015.10.20 22:00 | modify | 23 | 0.01 | 0.69447 | 0.00000 | 0.71297 | ||
76 | 2015.10.26 15:13 | t/p | 23 | 0.01 | 0.71297 | 0.00000 | 0.71297 | 18.84 | 1281.49 |
77 | 2015.11.02 23:00 | buy | 24 | 0.01 | 0.70470 | 0.00000 | 0.00000 | ||
78 | 2015.11.02 23:00 | modify | 24 | 0.01 | 0.70470 | 0.00000 | 0.72320 | ||
79 | 2015.11.17 17:10 | t/p | 24 | 0.01 | 0.72320 | 0.00000 | 0.72320 | 18.90 | 1300.39 |
80 | 2015.12.15 20:00 | buy | 25 | 0.01 | 0.71231 | 0.00000 | 0.00000 | ||
81 | 2015.12.15 20:00 | modify | 25 | 0.01 | 0.71231 | 0.00000 | 0.73081 | ||
82 | 2015.12.31 16:13 | t/p | 25 | 0.01 | 0.73081 | 0.00000 | 0.73081 | 18.93 | 1319.32 |
83 | 2016.02.11 21:00 | buy | 26 | 0.01 | 0.68925 | 0.00000 | 0.00000 | ||
84 | 2016.02.11 21:00 | modify | 26 | 0.01 | 0.68925 | 0.00000 | 0.70775 | ||
85 | 2016.02.16 02:54 | t/p | 26 | 0.01 | 0.70775 | 0.00000 | 0.70775 | 18.80 | 1338.12 |
86 | 2016.03.10 18:00 | sell | 27 | 0.01 | 0.73575 | 0.00000 | 0.00000 | ||
87 | 2016.03.10 18:00 | modify | 27 | 0.01 | 0.73575 | 0.00000 | 0.71725 | ||
88 | 2016.04.07 17:30 | t/p | 27 | 0.01 | 0.71725 | 0.00000 | 0.71725 | 17.88 | 1356.01 |
89 | 2016.04.11 14:00 | buy | 28 | 0.01 | 0.72384 | 0.00000 | 0.00000 | ||
90 | 2016.04.11 14:00 | modify | 28 | 0.01 | 0.72384 | 0.00000 | 0.74234 | ||
91 | 2016.04.14 11:52 | t/p | 28 | 0.01 | 0.74234 | 0.00000 | 0.74234 | 18.83 | 1374.84 |
92 | 2016.04.27 06:00 | sell | 29 | 0.01 | 0.74545 | 0.00000 | 0.00000 | ||
93 | 2016.04.27 06:00 | modify | 29 | 0.01 | 0.74545 | 0.00000 | 0.72695 | ||
94 | 2016.05.03 07:30 | t/p | 29 | 0.01 | 0.72695 | 0.00000 | 0.72695 | 18.60 | 1393.44 |
95 | 2016.05.12 04:00 | sell | 30 | 0.01 | 0.71530 | 0.00000 | 0.00000 | ||
96 | 2016.05.12 04:00 | modify | 30 | 0.01 | 0.71530 | 0.00000 | 0.69680 | ||
97 | 2016.06.27 06:00 | sell | 31 | 0.01 | 0.72100 | 0.00000 | 0.00000 | ||
98 | 2016.06.27 06:00 | modify | 31 | 0.01 | 0.72100 | 0.00000 | 0.69965 | ||
99 | 2016.06.27 06:00 | modify | 30 | 0.01 | 0.71530 | 0.00000 | 0.69965 | ||
100 | 2016.06.27 19:32 | close | 31 | 0.01 | 0.71736 | 0.00000 | 0.69965 | 3.64 | 1397.08 |
101 | 2016.06.27 19:32 | close | 30 | 0.01 | 0.71736 | 0.00000 | 0.69965 | -3.58 | 1393.50 |
102 | 2017.08.07 22:00 | buy | 32 | 0.01 | 0.77017 | 0.00000 | 0.00000 | ||
103 | 2017.08.07 22:00 | modify | 32 | 0.01 | 0.77017 | 0.00000 | 0.78867 | ||
104 | 2017.10.31 06:00 | buy | 33 | 0.01 | 0.76465 | 0.00000 | 0.00000 | ||
105 | 2017.10.31 06:00 | modify | 33 | 0.01 | 0.76465 | 0.00000 | 0.78591 | ||
106 | 2017.10.31 06:00 | modify | 32 | 0.01 | 0.77017 | 0.00000 | 0.78591 | ||
107 | 2017.11.01 11:29 | close | 33 | 0.01 | 0.76792 | 0.00000 | 0.78591 | 3.27 | 1396.77 |
108 | 2017.11.01 11:29 | close | 32 | 0.01 | 0.76792 | 0.00000 | 0.78591 | -1.70 | 1395.07 |
109 | 2017.11.29 16:00 | buy | 34 | 0.01 | 0.74579 | 0.00000 | 0.00000 | ||
110 | 2017.11.29 16:00 | modify | 34 | 0.01 | 0.74579 | 0.00000 | 0.76429 | ||
111 | 2017.12.22 16:11 | t/p | 34 | 0.01 | 0.76429 | 0.00000 | 0.76429 | 18.99 | 1414.05 |
112 | 2018.04.03 07:00 | buy | 35 | 0.01 | 0.73402 | 0.00000 | 0.00000 | ||
113 | 2018.04.03 07:00 | modify | 35 | 0.01 | 0.73402 | 0.00000 | 0.75252 | ||
114 | 2018.04.18 17:34 | t/p | 35 | 0.01 | 0.75252 | 0.00000 | 0.75252 | 18.91 | 1432.96 |
115 | 2018.05.25 10:00 | buy | 36 | 0.01 | 0.75012 | 0.00000 | 0.00000 | ||
116 | 2018.05.25 10:00 | modify | 36 | 0.01 | 0.75012 | 0.00000 | 0.76862 | ||
117 | 2018.08.16 15:00 | buy | 37 | 0.01 | 0.72198 | 0.00000 | 0.00000 | ||
118 | 2018.08.16 15:00 | modify | 37 | 0.01 | 0.72198 | 0.00000 | 0.75455 | ||
119 | 2018.08.16 15:00 | modify | 36 | 0.01 | 0.75012 | 0.00000 | 0.75455 | ||
120 | 2018.12.03 00:00 | close | 37 | 0.01 | 0.73659 | 0.00000 | 0.75455 | 15.67 | 1448.63 |
121 | 2018.12.03 00:00 | close | 36 | 0.01 | 0.73659 | 0.00000 | 0.75455 | -12.37 | 1436.26 |
122 | 2018.12.11 17:00 | buy | 38 | 0.01 | 0.71439 | 0.00000 | 0.00000 | ||
123 | 2018.12.11 17:00 | modify | 38 | 0.01 | 0.71439 | 0.00000 | 0.73289 | ||
124 | 2019.07.25 17:00 | buy | 39 | 0.01 | 0.68705 | 0.00000 | 0.00000 | ||
125 | 2019.07.25 17:00 | modify | 39 | 0.01 | 0.68705 | 0.00000 | 0.71922 | ||
126 | 2019.07.25 17:00 | modify | 38 | 0.01 | 0.71439 | 0.00000 | 0.71922 | ||
127 | 2019.09.30 06:00 | buy | 40 | 0.01 | 0.66987 | 0.00000 | 0.00000 | ||
128 | 2019.09.30 06:00 | modify | 40 | 0.01 | 0.66987 | 0.00000 | 0.70894 | ||
129 | 2019.09.30 06:00 | modify | 39 | 0.01 | 0.68705 | 0.00000 | 0.70894 | ||
130 | 2019.09.30 06:00 | modify | 38 | 0.01 | 0.71439 | 0.00000 | 0.70894 | ||
131 | 2019.11.29 23:58 | close at stop | 40 | 0.01 | 0.67556 | 0.00000 | 0.70894 | 6.23 | 1442.48 |
132 | 2019.11.29 23:58 | close at stop | 39 | 0.01 | 0.67556 | 0.00000 | 0.70894 | -10.79 | 1431.70 |
133 | 2019.11.29 23:58 | close at stop | 38 | 0.01 | 0.67556 | 0.00000 | 0.70894 | -36.88 | 1394.81 |