Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 2010.01.04 00:00 - 2011.05.31 00:00 (2010.01.01 - 2011.06.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lot=0.01; TakeProfit=0; StopLoss=0; MagicNumber=10; TradeComment="10.0 DAILY BUY"; CriminalIsECN=true; | ||||
Bars in test | 1297 | Ticks modelled | 14809146 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 102.13 | Gross profit | 423.60 | Gross loss | -321.47 |
Profit factor | 1.32 | Expected payoff | 1.96 | ||
Absolute drawdown | 125.37 | Maximal drawdown | 164.64 (15.84%) | Relative drawdown | 15.84% (164.64) |
Total trades | 52 | Short positions (won %) | 29 (37.93%) | Long positions (won %) | 23 (39.13%) |
Profit trades (% of total) | 20 (38.46%) | Loss trades (% of total) | 32 (61.54%) | ||
Largest | profit trade | 101.26 | loss trade | -37.69 | |
Average | profit trade | 21.18 | loss trade | -10.05 | |
Maximum | consecutive wins (profit in money) | 5 (172.78) | consecutive losses (loss in money) | 12 (-130.95) | |
Maximal | consecutive profit (count of wins) | 172.78 (5) | consecutive loss (count of losses) | -130.95 (12) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 00:00 | sell | 1 | 0.01 | 1.43044 | 0.00000 | 0.00000 | ||
2 | 2010.01.11 00:00 | close | 1 | 0.01 | 1.44150 | 0.00000 | 0.00000 | -11.12 | 988.88 |
3 | 2010.01.12 00:00 | buy | 2 | 0.01 | 1.45157 | 0.00000 | 0.00000 | ||
4 | 2010.01.18 00:00 | close | 2 | 0.01 | 1.43483 | 0.00000 | 0.00000 | -16.53 | 972.34 |
5 | 2010.01.18 00:00 | sell | 3 | 0.01 | 1.43492 | 0.00000 | 0.00000 | ||
6 | 2010.02.03 00:00 | close | 3 | 0.01 | 1.39709 | 0.00000 | 0.00000 | 36.81 | 1009.15 |
7 | 2010.02.04 00:00 | sell | 4 | 0.01 | 1.38899 | 0.00000 | 0.00000 | ||
8 | 2010.02.10 00:00 | close | 4 | 0.01 | 1.37968 | 0.00000 | 0.00000 | 9.05 | 1018.20 |
9 | 2010.02.18 00:00 | sell | 5 | 0.01 | 1.35994 | 0.00000 | 0.00000 | ||
10 | 2010.02.23 00:00 | close | 5 | 0.01 | 1.36028 | 0.00000 | 0.00000 | -0.53 | 1017.67 |
11 | 2010.02.24 00:00 | sell | 6 | 0.01 | 1.35138 | 0.00000 | 0.00000 | ||
12 | 2010.03.01 00:00 | close | 6 | 0.01 | 1.36250 | 0.00000 | 0.00000 | -11.44 | 1006.23 |
13 | 2010.03.02 00:00 | sell | 7 | 0.01 | 1.35677 | 0.00000 | 0.00000 | ||
14 | 2010.03.03 00:00 | close | 7 | 0.01 | 1.36114 | 0.00000 | 0.00000 | -4.43 | 1001.80 |
15 | 2010.03.04 00:00 | buy | 8 | 0.01 | 1.36971 | 0.00000 | 0.00000 | ||
16 | 2010.03.05 00:00 | close | 8 | 0.01 | 1.35792 | 0.00000 | 0.00000 | -11.76 | 990.04 |
17 | 2010.03.05 00:00 | sell | 9 | 0.01 | 1.35794 | 0.00000 | 0.00000 | ||
18 | 2010.03.08 00:00 | close | 9 | 0.01 | 1.36437 | 0.00000 | 0.00000 | -6.49 | 983.55 |
19 | 2010.03.08 00:00 | buy | 10 | 0.01 | 1.36444 | 0.00000 | 0.00000 | ||
20 | 2010.03.09 00:00 | close | 10 | 0.01 | 1.36269 | 0.00000 | 0.00000 | -1.72 | 981.83 |
21 | 2010.03.11 00:00 | buy | 11 | 0.01 | 1.36572 | 0.00000 | 0.00000 | ||
22 | 2010.03.25 22:14 | close | 11 | 0.01 | 1.32755 | 0.00000 | 0.00000 | -37.69 | 944.15 |
23 | 2010.03.25 22:14 | sell | 12 | 0.01 | 1.32758 | 0.00000 | 0.00000 | ||
24 | 2010.03.30 00:00 | close | 12 | 0.01 | 1.34784 | 0.00000 | 0.00000 | -20.45 | 923.69 |
25 | 2010.03.31 00:00 | sell | 13 | 0.01 | 1.34194 | 0.00000 | 0.00000 | ||
26 | 2010.04.01 00:00 | close | 13 | 0.01 | 1.35091 | 0.00000 | 0.00000 | -9.16 | 914.53 |
27 | 2010.04.02 00:00 | buy | 14 | 0.01 | 1.35866 | 0.00000 | 0.00000 | ||
28 | 2010.04.05 00:00 | close | 14 | 0.01 | 1.34905 | 0.00000 | 0.00000 | -9.58 | 904.96 |
29 | 2010.04.05 00:00 | sell | 15 | 0.01 | 1.34901 | 0.00000 | 0.00000 | ||
30 | 2010.04.12 00:00 | close | 15 | 0.01 | 1.36299 | 0.00000 | 0.00000 | -14.43 | 890.53 |
31 | 2010.04.12 00:16 | buy | 16 | 0.01 | 1.36134 | 0.00000 | 0.00000 | ||
32 | 2010.04.16 00:00 | close | 16 | 0.01 | 1.35786 | 0.00000 | 0.00000 | -3.27 | 887.26 |
33 | 2010.04.19 00:00 | sell | 17 | 0.01 | 1.34766 | 0.00000 | 0.00000 | ||
34 | 2010.04.27 00:00 | close | 17 | 0.01 | 1.33948 | 0.00000 | 0.00000 | 7.67 | 894.93 |
35 | 2010.04.28 00:00 | sell | 18 | 0.01 | 1.31602 | 0.00000 | 0.00000 | ||
36 | 2010.05.03 00:00 | close | 18 | 0.01 | 1.33324 | 0.00000 | 0.00000 | -17.54 | 877.39 |
37 | 2010.05.04 00:00 | sell | 19 | 0.01 | 1.31882 | 0.00000 | 0.00000 | ||
38 | 2010.07.14 00:00 | close | 19 | 0.01 | 1.27298 | 0.00000 | 0.00000 | 41.30 | 918.69 |
39 | 2010.07.16 00:00 | buy | 20 | 0.01 | 1.29339 | 0.00000 | 0.00000 | ||
40 | 2010.07.21 00:01 | close | 20 | 0.01 | 1.28908 | 0.00000 | 0.00000 | -4.21 | 914.48 |
41 | 2010.07.21 00:01 | sell | 21 | 0.01 | 1.28910 | 0.00000 | 0.00000 | ||
42 | 2010.07.23 00:00 | close | 21 | 0.01 | 1.28891 | 0.00000 | 0.00000 | -0.07 | 914.42 |
43 | 2010.08.05 08:41 | buy | 22 | 0.01 | 1.31360 | 0.00000 | 0.00000 | ||
44 | 2010.08.11 00:00 | close | 22 | 0.01 | 1.31750 | 0.00000 | 0.00000 | 4.04 | 918.46 |
45 | 2010.08.12 00:00 | sell | 23 | 0.01 | 1.28441 | 0.00000 | 0.00000 | ||
46 | 2010.08.18 00:00 | close | 23 | 0.01 | 1.28813 | 0.00000 | 0.00000 | -3.98 | 914.48 |
47 | 2010.08.19 00:00 | sell | 24 | 0.01 | 1.28527 | 0.00000 | 0.00000 | ||
48 | 2010.08.27 00:00 | close | 24 | 0.01 | 1.27173 | 0.00000 | 0.00000 | 13.03 | 927.51 |
49 | 2010.08.31 00:00 | sell | 25 | 0.01 | 1.26630 | 0.00000 | 0.00000 | ||
50 | 2010.09.02 00:01 | close | 25 | 0.01 | 1.28037 | 0.00000 | 0.00000 | -14.33 | 913.18 |
51 | 2010.09.02 00:01 | buy | 26 | 0.01 | 1.28030 | 0.00000 | 0.00000 | ||
52 | 2010.09.08 00:00 | close | 26 | 0.01 | 1.26829 | 0.00000 | 0.00000 | -11.87 | 901.31 |
53 | 2010.09.08 00:00 | sell | 27 | 0.01 | 1.26830 | 0.00000 | 0.00000 | ||
54 | 2010.09.14 00:00 | close | 27 | 0.01 | 1.28782 | 0.00000 | 0.00000 | -19.90 | 881.41 |
55 | 2010.09.14 00:00 | buy | 28 | 0.01 | 1.28783 | 0.00000 | 0.00000 | ||
56 | 2010.10.12 00:00 | close | 28 | 0.01 | 1.38813 | 0.00000 | 0.00000 | 101.26 | 982.67 |
57 | 2010.10.13 00:00 | buy | 29 | 0.01 | 1.39181 | 0.00000 | 0.00000 | ||
58 | 2010.11.01 14:49 | close | 29 | 0.01 | 1.39461 | 0.00000 | 0.00000 | 3.45 | 986.12 |
59 | 2010.11.03 00:00 | buy | 30 | 0.01 | 1.40337 | 0.00000 | 0.00000 | ||
60 | 2010.11.08 00:00 | close | 30 | 0.01 | 1.40537 | 0.00000 | 0.00000 | 2.17 | 988.30 |
61 | 2010.11.09 00:00 | sell | 31 | 0.01 | 1.39128 | 0.00000 | 0.00000 | ||
62 | 2010.11.19 00:00 | close | 31 | 0.01 | 1.36455 | 0.00000 | 0.00000 | 25.96 | 1014.26 |
63 | 2010.11.23 00:00 | sell | 32 | 0.01 | 1.36237 | 0.00000 | 0.00000 | ||
64 | 2010.12.03 00:00 | close | 32 | 0.01 | 1.32168 | 0.00000 | 0.00000 | 39.92 | 1054.18 |
65 | 2010.12.06 00:00 | buy | 33 | 0.01 | 1.34105 | 0.00000 | 0.00000 | ||
66 | 2010.12.07 00:00 | close | 33 | 0.01 | 1.33087 | 0.00000 | 0.00000 | -10.15 | 1044.04 |
67 | 2010.12.08 00:00 | sell | 34 | 0.01 | 1.32654 | 0.00000 | 0.00000 | ||
68 | 2010.12.28 00:00 | close | 34 | 0.01 | 1.31641 | 0.00000 | 0.00000 | 8.85 | 1052.89 |
69 | 2010.12.29 00:00 | sell | 35 | 0.01 | 1.31080 | 0.00000 | 0.00000 | ||
70 | 2010.12.30 00:00 | close | 35 | 0.01 | 1.32198 | 0.00000 | 0.00000 | -11.37 | 1041.52 |
71 | 2010.12.30 00:00 | buy | 36 | 0.01 | 1.32200 | 0.00000 | 0.00000 | ||
72 | 2011.01.06 00:00 | close | 36 | 0.01 | 1.31513 | 0.00000 | 0.00000 | -6.63 | 1034.89 |
73 | 2011.01.06 00:00 | sell | 37 | 0.01 | 1.31520 | 0.00000 | 0.00000 | ||
74 | 2011.01.13 00:00 | close | 37 | 0.01 | 1.31311 | 0.00000 | 0.00000 | 1.64 | 1036.53 |
75 | 2011.01.19 00:00 | buy | 38 | 0.01 | 1.33878 | 0.00000 | 0.00000 | ||
76 | 2011.01.31 00:00 | close | 38 | 0.01 | 1.35804 | 0.00000 | 0.00000 | 19.67 | 1056.20 |
77 | 2011.02.01 00:00 | buy | 39 | 0.01 | 1.36934 | 0.00000 | 0.00000 | ||
78 | 2011.02.04 00:00 | close | 39 | 0.01 | 1.36254 | 0.00000 | 0.00000 | -6.63 | 1049.58 |
79 | 2011.02.07 00:00 | sell | 40 | 0.01 | 1.35691 | 0.00000 | 0.00000 | ||
80 | 2011.02.09 00:00 | close | 40 | 0.01 | 1.36316 | 0.00000 | 0.00000 | -6.38 | 1043.20 |
81 | 2011.02.09 00:00 | buy | 41 | 0.01 | 1.36317 | 0.00000 | 0.00000 | ||
82 | 2011.02.11 00:00 | close | 41 | 0.01 | 1.35940 | 0.00000 | 0.00000 | -3.63 | 1039.57 |
83 | 2011.02.11 00:00 | sell | 42 | 0.01 | 1.35945 | 0.00000 | 0.00000 | ||
84 | 2011.02.17 00:00 | close | 42 | 0.01 | 1.35631 | 0.00000 | 0.00000 | 2.76 | 1042.32 |
85 | 2011.02.18 00:00 | buy | 43 | 0.01 | 1.36081 | 0.00000 | 0.00000 | ||
86 | 2011.03.09 00:00 | close | 43 | 0.01 | 1.39026 | 0.00000 | 0.00000 | 30.03 | 1072.36 |
87 | 2011.03.11 00:00 | sell | 44 | 0.01 | 1.37996 | 0.00000 | 0.00000 | ||
88 | 2011.03.14 00:00 | close | 44 | 0.01 | 1.39536 | 0.00000 | 0.00000 | -15.46 | 1056.89 |
89 | 2011.03.14 00:00 | buy | 45 | 0.01 | 1.39535 | 0.00000 | 0.00000 | ||
90 | 2011.03.17 00:00 | close | 45 | 0.01 | 1.39135 | 0.00000 | 0.00000 | -3.83 | 1053.07 |
91 | 2011.03.18 00:00 | buy | 46 | 0.01 | 1.40187 | 0.00000 | 0.00000 | ||
92 | 2011.03.24 00:00 | close | 46 | 0.01 | 1.41004 | 0.00000 | 0.00000 | 8.38 | 1061.44 |
93 | 2011.03.25 00:00 | buy | 47 | 0.01 | 1.41826 | 0.00000 | 0.00000 | ||
94 | 2011.03.28 00:00 | close | 47 | 0.01 | 1.40452 | 0.00000 | 0.00000 | -13.71 | 1047.74 |
95 | 2011.03.30 00:00 | buy | 48 | 0.01 | 1.41110 | 0.00000 | 0.00000 | ||
96 | 2011.04.18 00:00 | close | 48 | 0.01 | 1.44161 | 0.00000 | 0.00000 | 31.16 | 1078.90 |
97 | 2011.04.19 00:00 | sell | 49 | 0.01 | 1.42274 | 0.00000 | 0.00000 | ||
98 | 2011.04.20 00:00 | close | 49 | 0.01 | 1.43340 | 0.00000 | 0.00000 | -10.72 | 1068.18 |
99 | 2011.05.06 00:00 | sell | 50 | 0.01 | 1.45374 | 0.00000 | 0.00000 | ||
100 | 2011.05.18 00:00 | close | 50 | 0.01 | 1.42391 | 0.00000 | 0.00000 | 29.19 | 1097.37 |
101 | 2011.05.23 00:00 | sell | 51 | 0.01 | 1.41246 | 0.00000 | 0.00000 | ||
102 | 2011.05.27 00:00 | close | 51 | 0.01 | 1.41455 | 0.00000 | 0.00000 | -2.47 | 1094.89 |
103 | 2011.05.30 00:00 | buy | 52 | 0.01 | 1.43237 | 0.00000 | 0.00000 | ||
104 | 2011.05.31 23:59 | close at stop | 52 | 0.01 | 1.43957 | 0.00000 | 0.00000 | 7.23 | 1102.13 |