Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2009.09.02 00:00 - 2010.01.29 23:59 (2009.09.02 - 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=2; MA1_Period=5; MA2_Period=13; MA3_Period=62; MA_Cross4="(SMA=0,EMA=1,SMMA=2,LWMA=3)"; MA1_Method=3; MA2_Method=0; MA3_Method=1; MA1_Price=0; MA2_Price=4; MA3_Price=4; 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=11; 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=2; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=18; RSISellOp=78; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=62; RSISellZone=45; 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=1; STO1_DES="Select 1 if do you want to use Stochastic to check the trend signal"; USE_STO=0; 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=0; SARStep=0.02; SARMax=0.2; Desc="END OF MODES"; useTrailingStop=0; TrailingStop=196; _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=259; ATR_Multiple=6; _Trade_Control="Select Money Management"; AutoClose=1; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=0; MA_MODE_CLOSING=3; USE_MACD_CLOSING=0; MACD_MODE_CLOSING=2; USE_RSI_CLOSING=0; RSI_MODE_CLOSING=4; USE_STO_CLOSING=1; USE_SAR_CLOSING=0; Trend_Detection=0; MovingPeriod=139; MovingShift=0; MovingPeriod2=194; MovingShift2=0; ADX_Period=14; ADX_Main_Level=20; MagicNumber=1080; | ||||
Bars in test | 1634 | Ticks modelled | 2268 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 5506881.89 | Gross profit | 6857793.87 | Gross loss | -1350911.98 |
Profit factor | 5.08 | Expected payoff | 229453.41 | ||
Absolute drawdown | 10837.50 | Maximal drawdown | 1470511.45 (70.65%) | Relative drawdown | 71.51% (223795.52) |
Total trades | 24 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
Largest | profit trade | 1845458.25 | loss trade | -494998.46 | |
Average | profit trade | 380988.55 | loss trade | -225152.00 | |
Maximum | consecutive wins (profit in money) | 4 (4179135.33) | consecutive losses (loss in money) | 2 (-422925.23) | |
Maximal | consecutive profit (count of wins) | 4179135.33 (4) | consecutive loss (count of losses) | -494998.46 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.07 00:00 | buy | 1 | 17.48 | 1.43057 | 1.40002 | 1.46116 | ||
2 | 2009.09.07 04:00 | buy | 2 | 17.13 | 1.43243 | 1.40192 | 1.46298 | ||
3 | 2009.09.10 20:00 | t/p | 1 | 17.48 | 1.46116 | 1.40002 | 1.46116 | 53497.54 | 153497.54 |
4 | 2009.09.11 16:00 | t/p | 2 | 17.13 | 1.46298 | 1.40192 | 1.46298 | 52362.98 | 205860.52 |
5 | 2009.09.14 16:00 | buy | 3 | 35.20 | 1.46217 | 1.43226 | 1.49212 | ||
6 | 2009.09.22 04:00 | buy | 4 | 38.35 | 1.47073 | 1.44115 | 1.50035 | ||
7 | 2009.09.30 04:00 | buy | 5 | 26.13 | 1.46237 | 1.43244 | 1.49234 | ||
8 | 2009.10.01 08:00 | sell | 6 | 13.90 | 1.45588 | 1.48587 | 1.42593 | ||
9 | 2009.10.06 08:00 | buy | 7 | 38.80 | 1.47314 | 1.44321 | 1.50311 | ||
10 | 2009.10.06 12:00 | buy | 8 | 36.82 | 1.47314 | 1.44319 | 1.50313 | ||
11 | 2009.10.07 16:00 | sell | 9 | 17.81 | 1.46680 | 1.49675 | 1.43689 | ||
12 | 2009.10.13 16:00 | s/l | 6 | 13.90 | 1.48587 | 1.48587 | 1.42593 | -41741.70 | 164118.82 |
13 | 2009.10.15 00:00 | t/p | 3 | 35.20 | 1.49212 | 1.43226 | 1.49212 | 105772.48 | 269891.30 |
14 | 2009.10.15 00:00 | t/p | 5 | 26.13 | 1.49234 | 1.43244 | 1.49234 | 78444.87 | 348336.18 |
15 | 2009.10.20 00:00 | s/l | 9 | 17.81 | 1.49675 | 1.49675 | 1.43689 | -53433.56 | 294902.61 |
16 | 2009.10.21 20:00 | t/p | 4 | 38.35 | 1.50035 | 1.44115 | 1.50035 | 113926.35 | 408828.96 |
17 | 2009.10.21 20:00 | t/p | 7 | 38.80 | 1.50311 | 1.44321 | 1.50311 | 116458.20 | 525287.16 |
18 | 2009.10.21 20:00 | t/p | 8 | 36.82 | 1.50313 | 1.44319 | 1.50313 | 110588.87 | 635876.03 |
19 | 2009.10.26 16:00 | sell | 10 | 105.94 | 1.50050 | 1.53055 | 1.47049 | ||
20 | 2009.10.29 00:00 | t/p | 10 | 105.94 | 1.47049 | 1.53055 | 1.47049 | 317714.06 | 953590.09 |
21 | 2009.10.30 20:00 | sell | 11 | 161.87 | 1.47273 | 1.50327 | 1.44223 | ||
22 | 2009.11.03 04:00 | buy | 12 | 134.46 | 1.47953 | 1.44884 | 1.51026 | ||
23 | 2009.11.06 20:00 | sell | 13 | 131.79 | 1.48403 | 1.51528 | 1.45282 | ||
24 | 2009.11.11 12:00 | s/l | 11 | 161.87 | 1.50327 | 1.50327 | 1.44223 | -494998.46 | 458591.63 |
25 | 2009.11.11 20:00 | sell | 14 | 80.54 | 1.49573 | 1.52684 | 1.46466 | ||
26 | 2009.11.16 20:00 | buy | 15 | 74.52 | 1.49729 | 1.46625 | 1.52837 | ||
27 | 2009.11.20 16:00 | sell | 16 | 75.77 | 1.48457 | 1.51606 | 1.45312 | ||
28 | 2009.11.23 04:00 | buy | 17 | 61.08 | 1.49250 | 1.46097 | 1.52407 | ||
29 | 2009.11.26 00:00 | t/p | 12 | 134.46 | 1.51026 | 1.44884 | 1.51026 | 414204.03 | 872795.66 |
30 | 2009.11.26 20:00 | sell | 18 | 79.10 | 1.50088 | 1.53159 | 1.47021 | ||
31 | 2009.12.04 00:00 | sell | 19 | 57.84 | 1.50527 | 1.53596 | 1.47462 | ||
32 | 2009.12.08 16:00 | t/p | 19 | 57.84 | 1.47462 | 1.53596 | 1.47462 | 177233.33 | 1050028.99 |
33 | 2009.12.08 20:00 | t/p | 18 | 79.10 | 1.47021 | 1.53159 | 1.47021 | 242283.30 | 1292312.29 |
34 | 2009.12.11 16:00 | t/p | 14 | 80.54 | 1.46466 | 1.52684 | 1.46466 | 249206.87 | 1541519.16 |
35 | 2009.12.11 16:00 | s/l | 15 | 74.52 | 1.46625 | 1.46625 | 1.52837 | -230706.47 | 1310812.69 |
36 | 2009.12.11 20:00 | s/l | 17 | 61.08 | 1.46097 | 1.46097 | 1.52407 | -192218.76 | 1118593.93 |
37 | 2009.12.15 12:00 | t/p | 13 | 131.79 | 1.45282 | 1.51528 | 1.45282 | 409366.10 | 1527960.03 |
38 | 2009.12.15 12:00 | t/p | 16 | 75.77 | 1.45312 | 1.51606 | 1.45312 | 237599.57 | 1765559.59 |
39 | 2009.12.29 20:00 | sell | 20 | 307.37 | 1.43599 | 1.46713 | 1.40489 | ||
40 | 2010.01.07 12:00 | sell | 21 | 297.62 | 1.43489 | 1.46617 | 1.40365 | ||
41 | 2010.01.11 16:00 | buy | 22 | 107.13 | 1.45145 | 1.41989 | 1.48305 | ||
42 | 2010.01.14 16:00 | sell | 23 | 142.98 | 1.44723 | 1.47895 | 1.41555 | ||
43 | 2010.01.20 04:00 | s/l | 22 | 107.13 | 1.41989 | 1.41989 | 1.48305 | -337813.03 | 1427746.56 |
44 | 2010.01.20 16:00 | t/p | 23 | 142.98 | 1.41555 | 1.47895 | 1.41555 | 452731.87 | 1880478.43 |
45 | 2010.01.21 12:00 | t/p | 20 | 307.37 | 1.40489 | 1.46713 | 1.40489 | 952847.00 | 2833325.43 |
46 | 2010.01.21 12:00 | t/p | 21 | 297.62 | 1.40365 | 1.46617 | 1.40365 | 928098.21 | 3761423.64 |
47 | 2010.01.26 04:00 | sell | 24 | 665.03 | 1.41399 | 1.44544 | 1.38258 | ||
48 | 2010.01.29 23:59 | close at stop | 24 | 665.03 | 1.38622 | 1.44544 | 1.38258 | 1845458.25 | 5606881.89 |