Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
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=18; PARAMETER2=7; 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=15; Lot_Multiplier=1; Max_Spread=8; | ||||
Bars in test | 61712 | Ticks modelled | 140498575 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 51.84 | Gross profit | 52.24 | Gross loss | -0.40 |
Profit factor | 130.87 | Expected payoff | 1.15 | ||
Absolute drawdown | 0.09 | Maximal drawdown | 23.88 (2.33%) | Relative drawdown | 2.33% (23.88) |
Total trades | 45 | Short positions (won %) | 33 (100.00%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 44 (97.78%) | Loss trades (% of total) | 1 (2.22%) | ||
Largest | profit trade | 1.46 | loss trade | -0.40 | |
Average | profit trade | 1.19 | loss trade | -0.40 | |
Maximum | consecutive wins (profit in money) | 24 (25.08) | consecutive losses (loss in money) | 1 (-0.40) | |
Maximal | consecutive profit (count of wins) | 27.16 (20) | consecutive loss (count of losses) | -0.40 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.13 15:26 | sell | 1 | 0.01 | 1.00325 | 0.00000 | 0.00000 | ||
2 | 2010.04.13 15:26 | modify | 1 | 0.01 | 1.00325 | 0.00000 | 1.00175 | ||
3 | 2010.04.13 15:54 | t/p | 1 | 0.01 | 1.00175 | 0.00000 | 1.00175 | 1.43 | 1001.43 |
4 | 2010.09.20 23:07 | buy | 2 | 0.01 | 1.02870 | 0.00000 | 0.00000 | ||
5 | 2010.09.20 23:07 | modify | 2 | 0.01 | 1.02870 | 0.00000 | 1.03020 | ||
6 | 2010.09.21 01:03 | t/p | 2 | 0.01 | 1.03020 | 0.00000 | 1.03020 | 1.40 | 1002.83 |
7 | 2010.10.22 06:06 | sell | 3 | 0.01 | 1.02623 | 0.00000 | 0.00000 | ||
8 | 2010.10.22 06:06 | modify | 3 | 0.01 | 1.02623 | 0.00000 | 1.02473 | ||
9 | 2010.10.22 07:54 | t/p | 3 | 0.01 | 1.02473 | 0.00000 | 1.02473 | 1.39 | 1004.22 |
10 | 2010.11.19 08:17 | sell | 4 | 0.01 | 1.01916 | 0.00000 | 0.00000 | ||
11 | 2010.11.19 08:17 | modify | 4 | 0.01 | 1.01916 | 0.00000 | 1.01766 | ||
12 | 2010.11.19 09:46 | t/p | 4 | 0.01 | 1.01766 | 0.00000 | 1.01766 | 1.40 | 1005.62 |
13 | 2011.04.14 23:01 | sell | 5 | 0.01 | 0.95996 | 0.00000 | 0.00000 | ||
14 | 2011.04.14 23:01 | modify | 5 | 0.01 | 0.95996 | 0.00000 | 0.95846 | ||
15 | 2011.04.18 00:00 | t/p | 5 | 0.01 | 0.95846 | 0.00000 | 0.95846 | 1.39 | 1007.00 |
16 | 2011.08.11 23:09 | sell | 6 | 0.01 | 0.98769 | 0.00000 | 0.00000 | ||
17 | 2011.08.11 23:09 | modify | 6 | 0.01 | 0.98769 | 0.00000 | 0.98619 | ||
18 | 2011.08.11 23:41 | t/p | 6 | 0.01 | 0.98619 | 0.00000 | 0.98619 | 1.45 | 1008.45 |
19 | 2012.02.15 06:00 | sell | 7 | 0.01 | 0.99610 | 0.00000 | 0.00000 | ||
20 | 2012.02.15 06:00 | modify | 7 | 0.01 | 0.99610 | 0.00000 | 0.99460 | ||
21 | 2012.02.15 09:23 | t/p | 7 | 0.01 | 0.99460 | 0.00000 | 0.99460 | 1.44 | 1009.89 |
22 | 2012.05.22 00:06 | sell | 8 | 0.01 | 1.01722 | 0.00000 | 0.00000 | ||
23 | 2012.05.22 00:06 | modify | 8 | 0.01 | 1.01722 | 0.00000 | 1.01572 | ||
24 | 2012.05.22 08:43 | t/p | 8 | 0.01 | 1.01572 | 0.00000 | 1.01572 | 1.41 | 1011.30 |
25 | 2012.06.05 22:00 | sell | 9 | 0.01 | 1.03847 | 0.00000 | 0.00000 | ||
26 | 2012.06.05 22:00 | modify | 9 | 0.01 | 1.03847 | 0.00000 | 1.03697 | ||
27 | 2012.06.06 00:10 | t/p | 9 | 0.01 | 1.03697 | 0.00000 | 1.03697 | 1.32 | 1012.63 |
28 | 2012.07.10 14:00 | sell | 10 | 0.01 | 1.01701 | 0.00000 | 0.00000 | ||
29 | 2012.07.10 14:00 | modify | 10 | 0.01 | 1.01701 | 0.00000 | 1.01551 | ||
30 | 2012.07.13 13:38 | t/p | 10 | 0.01 | 1.01551 | 0.00000 | 1.01551 | 1.13 | 1013.76 |
31 | 2012.10.24 05:00 | sell | 11 | 0.01 | 0.99161 | 0.00000 | 0.00000 | ||
32 | 2012.10.24 05:00 | modify | 11 | 0.01 | 0.99161 | 0.00000 | 0.99011 | ||
33 | 2012.10.24 15:14 | t/p | 11 | 0.01 | 0.99011 | 0.00000 | 0.99011 | 1.44 | 1015.20 |
34 | 2013.01.14 16:00 | buy | 12 | 0.01 | 0.98536 | 0.00000 | 0.00000 | ||
35 | 2013.01.14 16:00 | modify | 12 | 0.01 | 0.98536 | 0.00000 | 0.98686 | ||
36 | 2013.01.16 11:10 | t/p | 12 | 0.01 | 0.98686 | 0.00000 | 0.98686 | 1.46 | 1016.66 |
37 | 2013.01.23 01:18 | sell | 13 | 0.01 | 0.99216 | 0.00000 | 0.00000 | ||
38 | 2013.01.23 01:18 | modify | 13 | 0.01 | 0.99216 | 0.00000 | 0.99066 | ||
39 | 2013.01.23 11:19 | t/p | 13 | 0.01 | 0.99066 | 0.00000 | 0.99066 | 1.44 | 1018.10 |
40 | 2013.09.04 04:18 | sell | 14 | 0.01 | 1.05390 | 0.00000 | 0.00000 | ||
41 | 2013.09.04 04:18 | modify | 14 | 0.01 | 1.05390 | 0.00000 | 1.05240 | ||
42 | 2013.09.04 09:54 | t/p | 14 | 0.01 | 1.05240 | 0.00000 | 1.05240 | 1.36 | 1019.46 |
43 | 2013.11.14 23:00 | sell | 15 | 0.01 | 1.04673 | 0.00000 | 0.00000 | ||
44 | 2013.11.14 23:00 | modify | 15 | 0.01 | 1.04673 | 0.00000 | 1.04523 | ||
45 | 2013.11.15 15:46 | t/p | 15 | 0.01 | 1.04523 | 0.00000 | 1.04523 | 1.30 | 1020.77 |
46 | 2014.03.05 04:05 | sell | 16 | 0.01 | 1.10847 | 0.00000 | 0.00000 | ||
47 | 2014.03.05 04:05 | modify | 16 | 0.01 | 1.10847 | 0.00000 | 1.10697 | ||
48 | 2014.03.05 14:31 | t/p | 16 | 0.01 | 1.10697 | 0.00000 | 1.10697 | 1.28 | 1022.05 |
49 | 2014.04.25 14:00 | sell | 17 | 0.01 | 1.10230 | 0.00000 | 0.00000 | ||
50 | 2014.04.25 14:00 | modify | 17 | 0.01 | 1.10230 | 0.00000 | 1.10080 | ||
51 | 2014.04.29 11:07 | t/p | 17 | 0.01 | 1.10080 | 0.00000 | 1.10080 | 1.18 | 1023.23 |
52 | 2014.06.19 00:00 | sell | 18 | 0.01 | 1.08359 | 0.00000 | 0.00000 | ||
53 | 2014.06.19 00:00 | modify | 18 | 0.01 | 1.08359 | 0.00000 | 1.08209 | ||
54 | 2014.06.19 09:16 | t/p | 18 | 0.01 | 1.08209 | 0.00000 | 1.08209 | 1.32 | 1024.55 |
55 | 2014.07.09 16:00 | sell | 19 | 0.01 | 1.06734 | 0.00000 | 0.00000 | ||
56 | 2014.07.09 16:00 | modify | 19 | 0.01 | 1.06734 | 0.00000 | 1.06584 | ||
57 | 2014.07.09 17:43 | t/p | 19 | 0.01 | 1.06584 | 0.00000 | 1.06584 | 1.34 | 1025.89 |
58 | 2014.10.23 04:00 | buy | 20 | 0.01 | 1.12601 | 0.00000 | 0.00000 | ||
59 | 2014.10.23 04:00 | modify | 20 | 0.01 | 1.12601 | 0.00000 | 1.12751 | ||
60 | 2014.10.27 15:00 | buy | 21 | 0.01 | 1.12412 | 0.00000 | 0.00000 | ||
61 | 2014.10.27 15:00 | modify | 21 | 0.01 | 1.12412 | 0.00000 | 1.12657 | ||
62 | 2014.10.27 15:00 | modify | 20 | 0.01 | 1.12601 | 0.00000 | 1.12657 | ||
63 | 2014.10.31 15:43 | close | 21 | 0.01 | 1.12559 | 0.00000 | 1.12657 | 1.27 | 1027.16 |
64 | 2014.10.31 15:43 | close | 20 | 0.01 | 1.12559 | 0.00000 | 1.12657 | -0.40 | 1026.76 |
65 | 2015.03.25 21:01 | buy | 22 | 0.01 | 1.25158 | 0.00000 | 0.00000 | ||
66 | 2015.03.25 21:01 | modify | 22 | 0.01 | 1.25158 | 0.00000 | 1.25308 | ||
67 | 2015.03.26 03:10 | t/p | 22 | 0.01 | 1.25308 | 0.00000 | 1.25308 | 1.15 | 1027.90 |
68 | 2015.05.22 01:09 | sell | 23 | 0.01 | 1.22006 | 0.00000 | 0.00000 | ||
69 | 2015.05.22 01:09 | modify | 23 | 0.01 | 1.22006 | 0.00000 | 1.21856 | ||
70 | 2015.05.22 04:23 | t/p | 23 | 0.01 | 1.21856 | 0.00000 | 1.21856 | 1.16 | 1029.06 |
71 | 2015.07.27 10:00 | sell | 24 | 0.01 | 1.30267 | 0.00000 | 0.00000 | ||
72 | 2015.07.27 10:00 | modify | 24 | 0.01 | 1.30267 | 0.00000 | 1.30117 | ||
73 | 2015.07.27 10:40 | t/p | 24 | 0.01 | 1.30117 | 0.00000 | 1.30117 | 1.08 | 1030.14 |
74 | 2015.08.10 06:05 | sell | 25 | 0.01 | 1.31432 | 0.00000 | 0.00000 | ||
75 | 2015.08.10 06:05 | modify | 25 | 0.01 | 1.31432 | 0.00000 | 1.31282 | ||
76 | 2015.08.10 15:10 | t/p | 25 | 0.01 | 1.31282 | 0.00000 | 1.31282 | 1.07 | 1031.21 |
77 | 2015.08.18 18:00 | sell | 26 | 0.01 | 1.30784 | 0.00000 | 0.00000 | ||
78 | 2015.08.18 18:00 | modify | 26 | 0.01 | 1.30784 | 0.00000 | 1.30634 | ||
79 | 2015.08.18 19:22 | t/p | 26 | 0.01 | 1.30634 | 0.00000 | 1.30634 | 1.08 | 1032.29 |
80 | 2015.08.21 15:00 | sell | 27 | 0.01 | 1.30943 | 0.00000 | 0.00000 | ||
81 | 2015.08.21 15:00 | modify | 27 | 0.01 | 1.30943 | 0.00000 | 1.30793 | ||
82 | 2015.08.21 15:30 | t/p | 27 | 0.01 | 1.30793 | 0.00000 | 1.30793 | 1.08 | 1033.37 |
83 | 2015.08.27 06:01 | sell | 28 | 0.01 | 1.32743 | 0.00000 | 0.00000 | ||
84 | 2015.08.27 06:01 | modify | 28 | 0.01 | 1.32743 | 0.00000 | 1.32593 | ||
85 | 2015.08.27 10:08 | t/p | 28 | 0.01 | 1.32593 | 0.00000 | 1.32593 | 1.06 | 1034.43 |
86 | 2016.07.15 20:00 | buy | 29 | 0.01 | 1.29728 | 0.00000 | 0.00000 | ||
87 | 2016.07.15 20:00 | modify | 29 | 0.01 | 1.29728 | 0.00000 | 1.29878 | ||
88 | 2016.07.18 16:39 | t/p | 29 | 0.01 | 1.29878 | 0.00000 | 1.29878 | 1.09 | 1035.52 |
89 | 2016.08.26 02:01 | sell | 30 | 0.01 | 1.29176 | 0.00000 | 0.00000 | ||
90 | 2016.08.26 02:01 | modify | 30 | 0.01 | 1.29176 | 0.00000 | 1.29026 | ||
91 | 2016.08.26 08:52 | t/p | 30 | 0.01 | 1.29026 | 0.00000 | 1.29026 | 1.09 | 1036.61 |
92 | 2016.10.04 06:00 | buy | 31 | 0.01 | 1.31282 | 0.00000 | 0.00000 | ||
93 | 2016.10.04 06:00 | modify | 31 | 0.01 | 1.31282 | 0.00000 | 1.31432 | ||
94 | 2016.10.04 09:06 | t/p | 31 | 0.01 | 1.31432 | 0.00000 | 1.31432 | 1.07 | 1037.68 |
95 | 2017.03.27 02:01 | sell | 32 | 0.01 | 1.33355 | 0.00000 | 0.00000 | ||
96 | 2017.03.27 02:01 | modify | 32 | 0.01 | 1.33355 | 0.00000 | 1.33205 | ||
97 | 2017.03.30 15:29 | t/p | 32 | 0.01 | 1.33205 | 0.00000 | 1.33205 | 0.78 | 1038.46 |
98 | 2017.05.18 10:00 | buy | 33 | 0.01 | 1.36344 | 0.00000 | 0.00000 | ||
99 | 2017.05.18 10:00 | modify | 33 | 0.01 | 1.36344 | 0.00000 | 1.36494 | ||
100 | 2017.05.18 10:47 | t/p | 33 | 0.01 | 1.36494 | 0.00000 | 1.36494 | 1.03 | 1039.49 |
101 | 2017.06.20 15:00 | buy | 34 | 0.01 | 1.32756 | 0.00000 | 0.00000 | ||
102 | 2017.06.20 15:00 | modify | 34 | 0.01 | 1.32756 | 0.00000 | 1.32906 | ||
103 | 2017.06.21 10:24 | t/p | 34 | 0.01 | 1.32906 | 0.00000 | 1.32906 | 1.06 | 1040.55 |
104 | 2017.08.01 08:00 | buy | 35 | 0.01 | 1.24921 | 0.00000 | 0.00000 | ||
105 | 2017.08.01 08:00 | modify | 35 | 0.01 | 1.24921 | 0.00000 | 1.25071 | ||
106 | 2017.08.01 16:42 | t/p | 35 | 0.01 | 1.25071 | 0.00000 | 1.25071 | 1.13 | 1041.68 |
107 | 2018.03.21 01:00 | sell | 36 | 0.01 | 1.30736 | 0.00000 | 0.00000 | ||
108 | 2018.03.21 01:00 | modify | 36 | 0.01 | 1.30736 | 0.00000 | 1.30586 | ||
109 | 2018.03.21 03:53 | t/p | 36 | 0.01 | 1.30586 | 0.00000 | 1.30586 | 1.08 | 1042.76 |
110 | 2018.06.25 16:00 | sell | 37 | 0.01 | 1.32921 | 0.00000 | 0.00000 | ||
111 | 2018.06.25 16:00 | modify | 37 | 0.01 | 1.32921 | 0.00000 | 1.32771 | ||
112 | 2018.06.28 13:44 | t/p | 37 | 0.01 | 1.32771 | 0.00000 | 1.32771 | 0.78 | 1043.54 |
113 | 2018.10.15 06:00 | sell | 38 | 0.01 | 1.30222 | 0.00000 | 0.00000 | ||
114 | 2018.10.15 06:00 | modify | 38 | 0.01 | 1.30222 | 0.00000 | 1.30072 | ||
115 | 2018.10.15 15:55 | t/p | 38 | 0.01 | 1.30072 | 0.00000 | 1.30072 | 1.08 | 1044.62 |
116 | 2018.10.31 04:01 | sell | 39 | 0.01 | 1.31179 | 0.00000 | 0.00000 | ||
117 | 2018.10.31 04:01 | modify | 39 | 0.01 | 1.31179 | 0.00000 | 1.31029 | ||
118 | 2018.11.01 12:41 | t/p | 39 | 0.01 | 1.31029 | 0.00000 | 1.31029 | 0.90 | 1045.53 |
119 | 2019.01.18 10:00 | sell | 40 | 0.01 | 1.32648 | 0.00000 | 0.00000 | ||
120 | 2019.01.18 10:00 | modify | 40 | 0.01 | 1.32648 | 0.00000 | 1.32498 | ||
121 | 2019.01.18 15:30 | t/p | 40 | 0.01 | 1.32498 | 0.00000 | 1.32498 | 1.07 | 1046.60 |
122 | 2019.01.25 06:14 | sell | 41 | 0.01 | 1.33156 | 0.00000 | 0.00000 | ||
123 | 2019.01.25 06:14 | modify | 41 | 0.01 | 1.33156 | 0.00000 | 1.33006 | ||
124 | 2019.01.25 15:38 | t/p | 41 | 0.01 | 1.33006 | 0.00000 | 1.33006 | 1.06 | 1047.66 |
125 | 2019.02.05 16:00 | buy | 42 | 0.01 | 1.31242 | 0.00000 | 0.00000 | ||
126 | 2019.02.05 16:00 | modify | 42 | 0.01 | 1.31242 | 0.00000 | 1.31392 | ||
127 | 2019.02.05 16:56 | t/p | 42 | 0.01 | 1.31392 | 0.00000 | 1.31392 | 1.07 | 1048.73 |
128 | 2019.04.08 17:00 | sell | 43 | 0.01 | 1.33403 | 0.00000 | 0.00000 | ||
129 | 2019.04.08 17:00 | modify | 43 | 0.01 | 1.33403 | 0.00000 | 1.33253 | ||
130 | 2019.04.08 17:20 | t/p | 43 | 0.01 | 1.33253 | 0.00000 | 1.33253 | 1.05 | 1049.78 |
131 | 2019.09.20 22:00 | sell | 44 | 0.01 | 1.32770 | 0.00000 | 0.00000 | ||
132 | 2019.09.20 22:00 | modify | 44 | 0.01 | 1.32770 | 0.00000 | 1.32620 | ||
133 | 2019.09.23 00:00 | t/p | 44 | 0.01 | 1.32620 | 0.00000 | 1.32620 | 1.00 | 1050.78 |
134 | 2019.10.01 10:01 | buy | 45 | 0.01 | 1.32582 | 0.00000 | 0.00000 | ||
135 | 2019.10.01 10:01 | modify | 45 | 0.01 | 1.32582 | 0.00000 | 1.32732 | ||
136 | 2019.10.01 12:03 | t/p | 45 | 0.01 | 1.32732 | 0.00000 | 1.32732 | 1.06 | 1051.84 |