Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.29 22:59 (2009.12.01 - 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,Ma mode:3 for any of mode 1or2"; 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=2; MA2_Method=3; MA3_Method=2; MA1_Price=4; MA2_Price=6; MA3_Price=0; MA1_Shift=0; MA2_Shift=0; MA3_Shift=3; RSI_DES="Select 1 if do you want to use RSI to check the trend signal Buy op for overbought"; USE_RSI=1; RSIperiod=21; 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=1; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=12; RSISellOp=88; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=55; 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=2; 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=198; _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=191; ATR_Multiple=7; _Trade_Control="Select Money Management"; AutoClose=1; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=0; MA_MODE_CLOSING=1; USE_MACD_CLOSING=1; MACD_MODE_CLOSING=3; USE_RSI_CLOSING=0; RSI_MODE_CLOSING=3; USE_STO_CLOSING=1; USE_SAR_CLOSING=1; Trend_Detection=0; MovingPeriod=110; MovingShift=0; MovingPeriod2=220; MovingShift2=0; ADX_Period=14; ADX_Main_Level=20; MagicNumber=1080; | ||||
Bars in test | 1991 | Ticks modelled | 2982 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 2236241.24 | Gross profit | 4513160.37 | Gross loss | -2276919.13 |
Profit factor | 1.98 | Expected payoff | 39932.88 | ||
Absolute drawdown | 16477.49 | Maximal drawdown | 592919.00 (37.90%) | Relative drawdown | 40.82% (63037.80) |
Total trades | 56 | Short positions (won %) | 36 (83.33%) | Long positions (won %) | 20 (30.00%) |
Profit trades (% of total) | 36 (64.29%) | Loss trades (% of total) | 20 (35.71%) | ||
Largest | profit trade | 436322.94 | loss trade | -293279.14 | |
Average | profit trade | 125365.57 | loss trade | -113845.96 | |
Maximum | consecutive wins (profit in money) | 9 (299297.17) | consecutive losses (loss in money) | 5 (-265823.13) | |
Maximal | consecutive profit (count of wins) | 1025198.52 (5) | consecutive loss (count of losses) | -800351.65 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 11:00 | buy | 1 | 16.56 | 1.51008 | 1.49183 | 1.52837 | ||
2 | 2009.12.02 12:00 | buy | 2 | 15.76 | 1.51031 | 1.49206 | 1.52860 | ||
3 | 2009.12.02 16:00 | sell | 3 | 13.45 | 1.50736 | 1.52540 | 1.48936 | ||
4 | 2009.12.03 16:00 | sell | 4 | 13.53 | 1.50771 | 1.52547 | 1.48999 | ||
5 | 2009.12.04 00:00 | sell | 5 | 13.32 | 1.50529 | 1.52320 | 1.48742 | ||
6 | 2009.12.04 15:00 | sell | 6 | 14.49 | 1.49412 | 1.51202 | 1.47626 | ||
7 | 2009.12.04 16:00 | s/l | 1 | 16.56 | 1.49183 | 1.49183 | 1.52837 | -30202.13 | 69797.87 |
8 | 2009.12.04 16:00 | s/l | 2 | 15.76 | 1.49206 | 1.49206 | 1.52860 | -28743.09 | 41054.78 |
9 | 2009.12.04 17:00 | t/p | 3 | 13.45 | 1.48936 | 1.52540 | 1.48936 | 24188.48 | 65243.26 |
10 | 2009.12.04 17:00 | t/p | 4 | 13.53 | 1.48999 | 1.52547 | 1.48999 | 23969.75 | 89213.01 |
11 | 2009.12.04 17:00 | sell | 7 | 18.58 | 1.48866 | 1.50673 | 1.47063 | ||
12 | 2009.12.04 18:00 | t/p | 5 | 13.32 | 1.48742 | 1.52320 | 1.48742 | 23802.84 | 113015.85 |
13 | 2009.12.04 18:00 | sell | 8 | 18.89 | 1.48815 | 1.50626 | 1.47008 | ||
14 | 2009.12.04 20:00 | sell | 9 | 22.14 | 1.48338 | 1.50160 | 1.46520 | ||
15 | 2009.12.04 21:00 | sell | 10 | 22.33 | 1.48233 | 1.50059 | 1.46411 | ||
16 | 2009.12.07 11:00 | t/p | 6 | 14.49 | 1.47626 | 1.51202 | 1.47626 | 25873.34 | 138889.20 |
17 | 2009.12.08 13:00 | sell | 11 | 27.50 | 1.47940 | 1.49875 | 1.46009 | ||
18 | 2009.12.08 20:00 | t/p | 7 | 18.58 | 1.47063 | 1.50673 | 1.47063 | 33484.88 | 172374.07 |
19 | 2009.12.08 20:00 | t/p | 8 | 18.89 | 1.47008 | 1.50626 | 1.47008 | 34119.12 | 206493.19 |
20 | 2009.12.09 12:00 | buy | 12 | 37.13 | 1.47678 | 1.45803 | 1.49557 | ||
21 | 2009.12.09 16:00 | sell | 13 | 40.38 | 1.47131 | 1.49012 | 1.45254 | ||
22 | 2009.12.09 19:00 | sell | 14 | 40.76 | 1.46942 | 1.48816 | 1.45072 | ||
23 | 2009.12.11 10:00 | buy | 15 | 29.49 | 1.47410 | 1.45645 | 1.49179 | ||
24 | 2009.12.11 11:00 | buy | 16 | 27.52 | 1.47539 | 1.45770 | 1.49312 | ||
25 | 2009.12.11 12:00 | buy | 17 | 27.25 | 1.47561 | 1.45791 | 1.49335 | ||
26 | 2009.12.11 13:00 | buy | 18 | 26.74 | 1.47645 | 1.45874 | 1.49420 | ||
27 | 2009.12.11 16:00 | t/p | 9 | 22.14 | 1.46520 | 1.50160 | 1.46520 | 40188.53 | 246681.72 |
28 | 2009.12.11 16:00 | t/p | 10 | 22.33 | 1.46411 | 1.50059 | 1.46411 | 40622.74 | 287304.45 |
29 | 2009.12.11 16:00 | sell | 19 | 28.72 | 1.46539 | 1.48336 | 1.44746 | ||
30 | 2009.12.11 17:00 | t/p | 11 | 27.50 | 1.46009 | 1.49875 | 1.46009 | 53047.50 | 340351.95 |
31 | 2009.12.11 17:00 | sell | 20 | 29.11 | 1.46207 | 1.48016 | 1.44402 | ||
32 | 2009.12.11 18:00 | s/l | 18 | 26.74 | 1.45874 | 1.45874 | 1.49420 | -47356.54 | 292995.41 |
33 | 2009.12.14 07:00 | buy | 21 | 26.21 | 1.46780 | 1.44934 | 1.48630 | ||
34 | 2009.12.14 13:00 | sell | 22 | 25.14 | 1.46310 | 1.48177 | 1.44447 | ||
35 | 2009.12.15 10:00 | s/l | 12 | 37.13 | 1.45803 | 1.45803 | 1.49557 | -69551.92 | 223443.50 |
36 | 2009.12.15 10:00 | s/l | 15 | 29.49 | 1.45645 | 1.45645 | 1.49179 | -52032.16 | 171411.34 |
37 | 2009.12.15 10:00 | s/l | 16 | 27.52 | 1.45770 | 1.45770 | 1.49312 | -48666.37 | 122744.97 |
38 | 2009.12.15 10:00 | s/l | 17 | 27.25 | 1.45791 | 1.45791 | 1.49335 | -48216.15 | 74528.82 |
39 | 2009.12.15 14:00 | t/p | 13 | 40.38 | 1.45254 | 1.49012 | 1.45254 | 75696.35 | 150225.17 |
40 | 2009.12.15 14:00 | sell | 23 | 39.05 | 1.45311 | 1.47201 | 1.43425 | ||
41 | 2009.12.15 18:00 | t/p | 14 | 40.76 | 1.45072 | 1.48816 | 1.45072 | 76123.38 | 226348.55 |
42 | 2009.12.16 13:00 | buy | 24 | 34.54 | 1.45697 | 1.43808 | 1.47590 | ||
43 | 2009.12.16 20:00 | sell | 25 | 37.61 | 1.45397 | 1.47224 | 1.43574 | ||
44 | 2009.12.17 03:00 | t/p | 19 | 28.72 | 1.44746 | 1.48336 | 1.44746 | 51426.03 | 277774.58 |
45 | 2009.12.17 03:00 | s/l | 21 | 26.21 | 1.44934 | 1.44934 | 1.48630 | -48344.35 | 229430.23 |
46 | 2009.12.17 03:00 | sell | 26 | 50.30 | 1.44686 | 1.46520 | 1.42856 | ||
47 | 2009.12.17 04:00 | t/p | 20 | 29.11 | 1.44402 | 1.48016 | 1.44402 | 52473.69 | 281903.92 |
48 | 2009.12.17 04:00 | t/p | 22 | 25.14 | 1.44447 | 1.48177 | 1.44447 | 46785.54 | 328689.46 |
49 | 2009.12.17 06:00 | s/l | 24 | 34.54 | 1.43808 | 1.43808 | 1.47590 | -65214.97 | 263474.49 |
50 | 2009.12.17 12:00 | t/p | 23 | 39.05 | 1.43425 | 1.47201 | 1.43425 | 73585.82 | 337060.31 |
51 | 2009.12.17 12:00 | t/p | 25 | 37.61 | 1.43574 | 1.47224 | 1.43574 | 68517.90 | 405578.20 |
52 | 2009.12.18 06:00 | buy | 27 | 74.52 | 1.43930 | 1.42103 | 1.45761 | ||
53 | 2009.12.18 14:00 | sell | 28 | 71.10 | 1.43359 | 1.45145 | 1.41577 | ||
54 | 2009.12.18 17:00 | t/p | 26 | 50.30 | 1.42856 | 1.46520 | 1.42856 | 92028.88 | 497607.08 |
55 | 2009.12.21 10:00 | sell | 29 | 75.46 | 1.42915 | 1.44707 | 1.41127 | ||
56 | 2009.12.21 14:00 | buy | 30 | 63.03 | 1.43592 | 1.41812 | 1.45376 | ||
57 | 2009.12.22 10:00 | buy | 31 | 63.64 | 1.43228 | 1.41498 | 1.44962 | ||
58 | 2009.12.22 17:00 | sell | 32 | 52.47 | 1.42310 | 1.44062 | 1.40562 | ||
59 | 2009.12.23 15:00 | buy | 33 | 52.39 | 1.42819 | 1.41083 | 1.44559 | ||
60 | 2009.12.23 17:00 | buy | 34 | 54.35 | 1.43329 | 1.41609 | 1.45053 | ||
61 | 2009.12.24 12:00 | s/l | 32 | 52.47 | 1.44062 | 1.44062 | 1.40562 | -92011.39 | 405595.69 |
62 | 2009.12.24 17:00 | sell | 35 | 51.75 | 1.43568 | 1.45234 | 1.41906 | ||
63 | 2009.12.28 22:00 | sell | 36 | 55.21 | 1.43758 | 1.45359 | 1.42161 | ||
64 | 2009.12.29 14:00 | t/p | 33 | 52.39 | 1.44559 | 1.41083 | 1.44559 | 91252.90 | 496848.59 |
65 | 2009.12.29 18:00 | sell | 37 | 65.04 | 1.43539 | 1.45161 | 1.41921 | ||
66 | 2009.12.30 20:00 | buy | 38 | 63.76 | 1.43374 | 1.41845 | 1.44907 | ||
67 | 2010.01.05 07:00 | s/l | 29 | 75.46 | 1.44707 | 1.44707 | 1.41127 | -135677.08 | 361171.51 |
68 | 2010.01.05 12:00 | sell | 39 | 56.52 | 1.44177 | 1.45698 | 1.42660 | ||
69 | 2010.01.08 15:00 | t/p | 39 | 56.52 | 1.42660 | 1.45698 | 1.42660 | 85627.80 | 446799.31 |
70 | 2010.01.11 02:00 | t/p | 38 | 63.76 | 1.44907 | 1.41845 | 1.44907 | 97973.62 | 544772.93 |
71 | 2010.01.11 04:00 | t/p | 31 | 63.64 | 1.44962 | 1.41498 | 1.44962 | 110733.60 | 655506.53 |
72 | 2010.01.11 04:00 | t/p | 34 | 54.35 | 1.45053 | 1.41609 | 1.45053 | 94009.19 | 749515.73 |
73 | 2010.01.11 05:00 | s/l | 28 | 71.10 | 1.45145 | 1.45145 | 1.41577 | -127610.28 | 621905.45 |
74 | 2010.01.11 05:00 | s/l | 35 | 51.75 | 1.45234 | 1.45234 | 1.41906 | -86546.70 | 535358.75 |
75 | 2010.01.11 05:00 | s/l | 37 | 65.04 | 1.45161 | 1.45161 | 1.41921 | -105833.09 | 429525.66 |
76 | 2010.01.11 13:00 | t/p | 30 | 63.03 | 1.45376 | 1.41812 | 1.45376 | 112842.61 | 542368.27 |
77 | 2010.01.11 13:00 | s/l | 36 | 55.21 | 1.45359 | 1.45359 | 1.42161 | -88700.39 | 453667.88 |
78 | 2010.01.12 02:00 | sell | 40 | 87.02 | 1.44891 | 1.46746 | 1.43040 | ||
79 | 2010.01.12 16:00 | buy | 41 | 85.72 | 1.45088 | 1.43182 | 1.46998 | ||
80 | 2010.01.13 02:00 | sell | 42 | 77.14 | 1.44683 | 1.46571 | 1.42799 | ||
81 | 2010.01.13 14:00 | t/p | 27 | 74.52 | 1.45761 | 1.42103 | 1.45761 | 136982.66 | 590650.54 |
82 | 2010.01.19 04:00 | sell | 43 | 101.82 | 1.43899 | 1.45630 | 1.42172 | ||
83 | 2010.01.19 12:00 | s/l | 41 | 85.72 | 1.43182 | 1.43182 | 1.46998 | -163202.31 | 427448.24 |
84 | 2010.01.19 13:00 | t/p | 40 | 87.02 | 1.43040 | 1.46746 | 1.43040 | 160830.36 | 588278.60 |
85 | 2010.01.19 14:00 | t/p | 42 | 77.14 | 1.42799 | 1.46571 | 1.42799 | 145146.62 | 733425.22 |
86 | 2010.01.20 03:00 | t/p | 43 | 101.82 | 1.42172 | 1.45630 | 1.42172 | 175802.41 | 909227.64 |
87 | 2010.01.20 03:00 | sell | 44 | 159.91 | 1.42143 | 1.43894 | 1.40396 | ||
88 | 2010.01.20 04:00 | sell | 45 | 150.93 | 1.42167 | 1.43923 | 1.40415 | ||
89 | 2010.01.20 18:00 | sell | 46 | 212.87 | 1.40925 | 1.42625 | 1.39229 | ||
90 | 2010.01.21 12:00 | t/p | 44 | 159.91 | 1.40396 | 1.43894 | 1.40396 | 279170.88 | 1188398.51 |
91 | 2010.01.21 12:00 | t/p | 45 | 150.93 | 1.40415 | 1.43923 | 1.40415 | 264248.24 | 1452646.76 |
92 | 2010.01.21 12:00 | sell | 47 | 267.88 | 1.40389 | 1.42025 | 1.38757 | ||
93 | 2010.01.22 04:00 | buy | 48 | 172.70 | 1.41335 | 1.39635 | 1.43039 | ||
94 | 2010.01.22 18:00 | buy | 49 | 161.12 | 1.41537 | 1.39837 | 1.43241 | ||
95 | 2010.01.25 15:00 | sell | 50 | 163.38 | 1.41432 | 1.43150 | 1.39718 | ||
96 | 2010.01.26 03:00 | buy | 51 | 139.32 | 1.41721 | 1.40045 | 1.43401 | ||
97 | 2010.01.26 05:00 | sell | 52 | 156.63 | 1.41149 | 1.42847 | 1.39455 | ||
98 | 2010.01.26 07:00 | sell | 53 | 169.84 | 1.40789 | 1.42495 | 1.39087 | ||
99 | 2010.01.26 19:00 | buy | 54 | 140.76 | 1.41026 | 1.39329 | 1.42727 | ||
100 | 2010.01.27 21:00 | s/l | 51 | 139.32 | 1.40045 | 1.40045 | 1.43401 | -233458.52 | 1219188.24 |
101 | 2010.01.28 03:00 | s/l | 48 | 172.70 | 1.39635 | 1.39635 | 1.43039 | -293279.14 | 925909.10 |
102 | 2010.01.28 03:00 | s/l | 49 | 161.12 | 1.39837 | 1.39837 | 1.43241 | -273613.98 | 652295.11 |
103 | 2010.01.28 03:00 | t/p | 50 | 163.38 | 1.39718 | 1.43150 | 1.39718 | 279706.56 | 932001.67 |
104 | 2010.01.28 03:00 | sell | 55 | 233.43 | 1.39790 | 1.41496 | 1.38088 | ||
105 | 2010.01.29 02:00 | t/p | 46 | 212.87 | 1.39229 | 1.42625 | 1.39229 | 360090.89 | 1292092.56 |
106 | 2010.01.29 02:00 | t/p | 52 | 156.63 | 1.39455 | 1.42847 | 1.39455 | 265017.96 | 1557110.52 |
107 | 2010.01.29 02:00 | s/l | 54 | 140.76 | 1.39329 | 1.39329 | 1.42727 | -238658.58 | 1318451.94 |
108 | 2010.01.29 17:00 | t/p | 53 | 169.84 | 1.39087 | 1.42495 | 1.39087 | 288728.00 | 1607179.94 |
109 | 2010.01.29 18:00 | t/p | 47 | 267.88 | 1.38757 | 1.42025 | 1.38757 | 436322.94 | 2043502.89 |
110 | 2010.01.29 18:00 | sell | 56 | 402.88 | 1.38680 | 1.40487 | 1.36877 | ||
111 | 2010.01.29 22:59 | close at stop | 56 | 402.88 | 1.38627 | 1.40487 | 1.36877 | 21352.64 | 2064855.53 |
112 | 2010.01.29 22:59 | close at stop | 55 | 233.43 | 1.38627 | 1.41496 | 1.38088 | 271385.72 | 2336241.24 |