Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2008.10.01 00:00 - 2008.10.23 13:30 (2008.10.01 - 2009.01.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | FIRSTMULTIPLICATOR=3; SECONDMULTIPLICATOR=0; THIRDMULTIPLICATOR=1; FOURTHMULTIPLICATOR=5; FIFTHMULTIPLICATOR=1; | ||||
Bars in test | 1790 | Ticks modelled | 284354 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 300.00 | Gross profit | 460.00 | Gross loss | -160.00 |
Profit factor | 2.88 | Expected payoff | 17.65 | ||
Absolute drawdown | 123.00 | Maximal drawdown | 150.00 (14.61%) | Relative drawdown | 14.61% (150.00) |
Total trades | 17 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 15 (88.24%) | Loss trades (% of total) | 2 (11.76%) | ||
Largest | profit trade | 100.00 | loss trade | -80.00 | |
Average | profit trade | 30.67 | loss trade | -80.00 | |
Maximum | consecutive wins (profit in money) | 12 (360.00) | consecutive losses (loss in money) | 1 (-80.00) | |
Maximal | consecutive profit (count of wins) | 360.00 (12) | consecutive loss (count of losses) | -80.00 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.10.01 07:00 | buy | 1 | 0.10 | 1.4116 | 1.4036 | 1.4136 | ||
2 | 2008.10.01 08:28 | t/p | 1 | 0.10 | 1.4136 | 1.4036 | 1.4136 | 20.00 | 1020.00 |
3 | 2008.10.02 07:00 | buy | 2 | 0.10 | 1.3964 | 1.3884 | 1.3984 | ||
4 | 2008.10.02 09:23 | s/l | 2 | 0.10 | 1.3884 | 1.3884 | 1.3984 | -80.00 | 940.00 |
5 | 2008.10.03 07:00 | buy | 3 | 0.30 | 1.3867 | 1.3787 | 1.3887 | ||
6 | 2008.10.03 07:28 | t/p | 3 | 0.30 | 1.3887 | 1.3787 | 1.3887 | 60.00 | 1000.00 |
7 | 2008.10.06 07:00 | buy | 4 | 0.10 | 1.3620 | 1.3540 | 1.3640 | ||
8 | 2008.10.06 07:10 | t/p | 4 | 0.10 | 1.3640 | 1.3540 | 1.3640 | 20.00 | 1020.00 |
9 | 2008.10.07 07:00 | buy | 5 | 0.10 | 1.3575 | 1.3495 | 1.3595 | ||
10 | 2008.10.07 08:17 | t/p | 5 | 0.10 | 1.3595 | 1.3495 | 1.3595 | 20.00 | 1040.00 |
11 | 2008.10.08 07:00 | sell | 6 | 0.50 | 1.3619 | 1.3699 | 1.3599 | ||
12 | 2008.10.08 07:07 | t/p | 6 | 0.50 | 1.3599 | 1.3699 | 1.3599 | 100.00 | 1140.00 |
13 | 2008.10.09 07:00 | sell | 7 | 0.10 | 1.3666 | 1.3746 | 1.3646 | ||
14 | 2008.10.09 07:13 | t/p | 7 | 0.10 | 1.3646 | 1.3746 | 1.3646 | 20.00 | 1160.00 |
15 | 2008.10.10 07:00 | buy | 8 | 0.10 | 1.3532 | 1.3452 | 1.3552 | ||
16 | 2008.10.10 07:23 | t/p | 8 | 0.10 | 1.3552 | 1.3452 | 1.3552 | 20.00 | 1180.00 |
17 | 2008.10.13 07:00 | buy | 9 | 0.10 | 1.3522 | 1.3442 | 1.3542 | ||
18 | 2008.10.13 07:36 | t/p | 9 | 0.10 | 1.3542 | 1.3442 | 1.3542 | 20.00 | 1200.00 |
19 | 2008.10.14 07:00 | sell | 10 | 0.10 | 1.3662 | 1.3742 | 1.3642 | ||
20 | 2008.10.14 08:23 | t/p | 10 | 0.10 | 1.3642 | 1.3742 | 1.3642 | 20.00 | 1220.00 |
21 | 2008.10.15 07:00 | buy | 11 | 0.10 | 1.3578 | 1.3498 | 1.3598 | ||
22 | 2008.10.15 07:58 | t/p | 11 | 0.10 | 1.3598 | 1.3498 | 1.3598 | 20.00 | 1240.00 |
23 | 2008.10.16 07:00 | buy | 12 | 0.10 | 1.3373 | 1.3293 | 1.3393 | ||
24 | 2008.10.16 07:03 | t/p | 12 | 0.10 | 1.3393 | 1.3293 | 1.3393 | 20.00 | 1260.00 |
25 | 2008.10.17 07:00 | sell | 13 | 0.10 | 1.3487 | 1.3567 | 1.3467 | ||
26 | 2008.10.17 07:33 | t/p | 13 | 0.10 | 1.3467 | 1.3567 | 1.3467 | 20.00 | 1280.00 |
27 | 2008.10.20 07:00 | sell | 14 | 0.10 | 1.3495 | 1.3575 | 1.3475 | ||
28 | 2008.10.20 07:26 | t/p | 14 | 0.10 | 1.3475 | 1.3575 | 1.3475 | 20.00 | 1300.00 |
29 | 2008.10.21 07:00 | buy | 15 | 0.10 | 1.3327 | 1.3247 | 1.3347 | ||
30 | 2008.10.21 08:49 | s/l | 15 | 0.10 | 1.3247 | 1.3247 | 1.3347 | -80.00 | 1220.00 |
31 | 2008.10.22 07:00 | buy | 16 | 0.30 | 1.2808 | 1.2728 | 1.2828 | ||
32 | 2008.10.22 07:01 | t/p | 16 | 0.30 | 1.2828 | 1.2728 | 1.2828 | 60.00 | 1280.00 |
33 | 2008.10.23 07:00 | buy | 17 | 0.10 | 1.2799 | 1.2719 | 1.2819 | ||
34 | 2008.10.23 07:56 | t/p | 17 | 0.10 | 1.2819 | 1.2719 | 1.2819 | 20.00 | 1300.00 |