Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2010.01.29 22:59 (2009.11.01 - 2010.01.30) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MA_Cross="Select 1 if do you want to use"; MA_Cross2="Moving Average Cross trend signal"; MA_Cross3="Ma Mode:1 for 2 ma Ma mode 2:for 3 ma"; USE_MA=1; MA_MODE=1; MA1_Period=5; MA2_Period=13; MA3_Period=62; MA_Cross4="(SMA=0,EMA=1,SMMA=2,LWMA=3)"; MA1_Method=0; MA2_Method=0; MA3_Method=2; MA1_Price=0; MA2_Price=2; MA3_Price=3; MA1_Shift=0; MA2_Shift=0; MA3_Shift=0; RSI_DES="Select 1 if do you want to use RSI to check the trend signal Buy op for overbought"; USE_RSI=1; RSIperiod=15; RSI_DES2="Select RSI MODE :1-4"; RSI_DES3="1 FOR OVERBOGHT/OVERSOLD -2 FOR RSI TREND 3-BOTH 1&2 4-FOR RSI AT THE ZONE"; RSI_MODE=3; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=20; RSISellOp=74; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=56; RSISellZone=48; MACD_1="Select true if do you want to use"; MACD_2="MACD trend signal , two mode 0=trend mode 1=mode 2"; USE_MACD=1; MACD_Fast=12; MACD_Slow=24; Signal_Period=9; MACD_Price=0; MACD_Shift=0; MACD_MODE=3; STO1_DES="Select 1 if do you want to use Stochastic to check the trend signal"; USE_STO=1; STOK=5; STOD=3; STOL=3; STO2_DES="Select 1 if do you want to use Stochastic"; STO3_DES="High / Low to determine the trend"; useSTOHighLow=0; STOHigh=80; STOLow=20; SAR_DES="Select 1 if do you want to use Parabolic SARS to check the trend signal"; USE_SAR=1; SARStep=0.02; SARMax=0.2; Desc="END OF MODES"; useTrailingStop=0; TrailingStop=67; _Money_management="Select Money Management"; Risk=5; Max_orders=10; Max_same_orders=5; _SL_TP="This system use ATR to Set TP&SL"; ATR_PERIOD=39; ATR_Multiple=5; _Trade_Control="Select Money Management"; AutoClose=1; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=1; MA_MODE_CLOSING=1; USE_MACD_CLOSING=1; MACD_MODE_CLOSING=3; USE_RSI_CLOSING=1; RSI_MODE_CLOSING=4; USE_STO_CLOSING=1; USE_SAR_CLOSING=1; Trend_Detection=0; MovingPeriod=139; MovingShift=0; MovingPeriod2=194; MovingShift2=0; ADX_Period=14; ADX_Main_Level=20; MagicNumber=1080; | ||||
Bars in test | 2492 | Ticks modelled | 3983 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 694914.48 | Gross profit | 929571.92 | Gross loss | -234657.44 |
Profit factor | 3.96 | Expected payoff | 30213.67 | ||
Absolute drawdown | 45009.20 | Maximal drawdown | 329782.88 (46.87%) | Relative drawdown | 72.91% (158933.12) |
Total trades | 23 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
Largest | profit trade | 106292.33 | loss trade | -69949.88 | |
Average | profit trade | 51642.88 | loss trade | -46931.49 | |
Maximum | consecutive wins (profit in money) | 10 (642244.42) | consecutive losses (loss in money) | 2 (-109155.47) | |
Maximal | consecutive profit (count of wins) | 642244.42 (10) | consecutive loss (count of losses) | -109155.47 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.17 10:00 | buy | 1 | 25.00 | 1.05271 | 1.04182 | 1.06364 | ||
2 | 2009.11.17 12:00 | buy | 2 | 26.82 | 1.05825 | 1.04711 | 1.06943 | ||
3 | 2009.11.18 13:00 | s/l | 2 | 26.82 | 1.04711 | 1.04711 | 1.06943 | -28577.79 | 71422.21 |
4 | 2009.11.18 20:00 | buy | 3 | 18.01 | 1.05543 | 1.04182 | 1.06908 | ||
5 | 2009.11.19 16:00 | t/p | 1 | 25.00 | 1.06364 | 1.04182 | 1.06364 | 25546.49 | 96968.70 |
6 | 2009.11.20 12:00 | buy | 4 | 28.35 | 1.06766 | 1.05671 | 1.07865 | ||
7 | 2009.11.20 14:00 | t/p | 3 | 18.01 | 1.06908 | 1.04182 | 1.06908 | 22951.02 | 119919.72 |
8 | 2009.11.23 12:00 | s/l | 4 | 28.35 | 1.05671 | 1.05671 | 1.07865 | -29387.14 | 90532.58 |
9 | 2009.11.26 06:00 | buy | 5 | 22.63 | 1.04993 | 1.03887 | 1.06103 | ||
10 | 2009.11.26 18:00 | t/p | 5 | 22.63 | 1.06103 | 1.03887 | 1.06103 | 23719.83 | 114252.41 |
11 | 2009.11.27 16:00 | sell | 6 | 28.56 | 1.06580 | 1.08142 | 1.05022 | ||
12 | 2009.12.01 10:00 | t/p | 6 | 28.56 | 1.05022 | 1.08142 | 1.05022 | 42500.20 | 156752.61 |
13 | 2009.12.02 20:00 | buy | 7 | 39.19 | 1.04929 | 1.03772 | 1.06090 | ||
14 | 2009.12.04 21:00 | buy | 8 | 46.45 | 1.05962 | 1.04540 | 1.07388 | ||
15 | 2009.12.07 10:00 | t/p | 7 | 39.19 | 1.06090 | 1.03772 | 1.06090 | 42695.89 | 199448.50 |
16 | 2009.12.07 10:00 | buy | 9 | 52.17 | 1.06421 | 1.05062 | 1.07784 | ||
17 | 2009.12.07 19:00 | s/l | 9 | 52.17 | 1.05062 | 1.05062 | 1.07784 | -67537.04 | 131911.46 |
18 | 2009.12.08 15:00 | buy | 10 | 27.87 | 1.05743 | 1.04251 | 1.07239 | ||
19 | 2009.12.14 12:00 | buy | 11 | 39.15 | 1.06483 | 1.05429 | 1.07541 | ||
20 | 2009.12.17 02:00 | buy | 12 | 31.10 | 1.06268 | 1.05249 | 1.07291 | ||
21 | 2009.12.17 12:00 | t/p | 10 | 27.87 | 1.07239 | 1.04251 | 1.07239 | 38739.07 | 170650.53 |
22 | 2009.12.17 12:00 | t/p | 12 | 31.10 | 1.07291 | 1.05249 | 1.07291 | 29646.92 | 200297.45 |
23 | 2009.12.17 15:00 | t/p | 8 | 46.45 | 1.07388 | 1.04540 | 1.07388 | 61528.08 | 261825.53 |
24 | 2009.12.21 10:00 | buy | 13 | 67.64 | 1.06972 | 1.05880 | 1.08068 | ||
25 | 2009.12.21 14:00 | s/l | 13 | 67.64 | 1.05880 | 1.05880 | 1.08068 | -69949.88 | 191875.65 |
26 | 2009.12.21 16:00 | s/l | 11 | 39.15 | 1.05429 | 1.05429 | 1.07541 | -39205.59 | 152670.06 |
27 | 2009.12.29 21:00 | buy | 14 | 38.17 | 1.04351 | 1.03489 | 1.05217 | ||
28 | 2009.12.29 22:00 | buy | 15 | 36.43 | 1.04404 | 1.03533 | 1.05279 | ||
29 | 2009.12.30 16:00 | t/p | 14 | 38.17 | 1.05217 | 1.03489 | 1.05217 | 31369.37 | 184039.44 |
30 | 2009.12.30 16:00 | t/p | 15 | 36.43 | 1.05279 | 1.03533 | 1.05279 | 30250.67 | 214290.11 |
31 | 2010.01.04 10:00 | sell | 16 | 53.57 | 1.04074 | 1.05425 | 1.02727 | ||
32 | 2010.01.11 01:00 | t/p | 16 | 53.57 | 1.02727 | 1.05425 | 1.02727 | 70245.31 | 284535.42 |
33 | 2010.01.18 09:00 | sell | 17 | 71.13 | 1.02738 | 1.03532 | 1.01948 | ||
34 | 2010.01.19 07:00 | buy | 18 | 67.93 | 1.02718 | 1.02063 | 1.03377 | ||
35 | 2010.01.19 08:00 | close | 17 | 71.13 | 1.02618 | 1.03532 | 1.01948 | 8330.93 | 292866.35 |
36 | 2010.01.19 16:00 | t/p | 18 | 67.93 | 1.03377 | 1.02063 | 1.03377 | 43397.13 | 336263.48 |
37 | 2010.01.21 10:00 | buy | 19 | 84.07 | 1.04975 | 1.04001 | 1.05953 | ||
38 | 2010.01.22 15:00 | buy | 20 | 93.78 | 1.05709 | 1.04563 | 1.06859 | ||
39 | 2010.01.22 17:00 | t/p | 19 | 84.07 | 1.05953 | 1.04001 | 1.05953 | 78007.45 | 414270.93 |
40 | 2010.01.25 14:00 | buy | 21 | 102.61 | 1.05912 | 1.04770 | 1.07058 | ||
41 | 2010.01.25 15:00 | buy | 22 | 98.51 | 1.05952 | 1.04793 | 1.07115 | ||
42 | 2010.01.26 16:00 | t/p | 20 | 93.78 | 1.06859 | 1.04563 | 1.06859 | 100923.61 | 515194.54 |
43 | 2010.01.27 08:00 | buy | 23 | 141.83 | 1.06455 | 1.05385 | 1.07529 | ||
44 | 2010.01.29 22:59 | close at stop | 23 | 141.83 | 1.07023 | 1.05385 | 1.07529 | 75064.25 | 590258.78 |
45 | 2010.01.29 22:59 | close at stop | 22 | 98.51 | 1.07023 | 1.04793 | 1.07115 | 98363.37 | 688622.15 |
46 | 2010.01.29 22:59 | close at stop | 21 | 102.61 | 1.07023 | 1.04770 | 1.07058 | 106292.33 | 794914.48 |