Symbol | XAUUSDi (Gold vs US Dollar) | ||||
Period | 15 Minutes (M15) 2012.12.30 23:00 - 2013.01.02 23:45 (2012.12.30 - 2013.01.03) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 1198 | Ticks modelled | 88097 | Modelling quality | 89.55% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 51.60 | Gross profit | 51.60 | Gross loss | -0.00 |
Profit factor | Expected payoff | 4.30 | |||
Absolute drawdown | 11.70 | Maximal drawdown | 22.40 (14.93%) | Relative drawdown | 15.34% (16.00) |
Total trades | 12 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 4.30 | loss trade | -0.00 | |
Average | profit trade | 4.30 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 12 (51.60) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 51.60 (12) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 12 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.12.31 00:30 | buy | 1 | 0.10 | 1658.44 | 1653.44 | 1658.94 | ||
2 | 2012.12.31 00:56 | modify | 1 | 0.10 | 1658.44 | 1655.87 | 1658.94 | ||
3 | 2012.12.31 01:00 | modify | 1 | 0.10 | 1658.44 | 1655.85 | 1658.94 | ||
4 | 2012.12.31 01:11 | t/p | 1 | 0.10 | 1658.94 | 1655.85 | 1658.94 | 4.30 | 104.30 |
5 | 2012.12.31 02:45 | buy | 2 | 0.10 | 1661.33 | 1656.33 | 1661.83 | ||
6 | 2012.12.31 03:13 | modify | 2 | 0.10 | 1661.33 | 1659.53 | 1661.83 | ||
7 | 2012.12.31 04:59 | modify | 2 | 0.10 | 1661.33 | 1660.37 | 1661.83 | ||
8 | 2012.12.31 05:00 | modify | 2 | 0.10 | 1661.33 | 1660.40 | 1661.83 | ||
9 | 2012.12.31 05:00 | t/p | 2 | 0.10 | 1661.83 | 1660.40 | 1661.83 | 4.30 | 108.60 |
10 | 2012.12.31 05:30 | buy | 3 | 0.10 | 1662.20 | 1657.20 | 1662.70 | ||
11 | 2012.12.31 05:30 | modify | 3 | 0.10 | 1662.20 | 1660.47 | 1662.70 | ||
12 | 2012.12.31 05:45 | t/p | 3 | 0.10 | 1662.70 | 1660.47 | 1662.70 | 4.30 | 112.90 |
13 | 2012.12.31 06:45 | buy | 4 | 0.10 | 1664.60 | 1659.60 | 1665.10 | ||
14 | 2012.12.31 07:21 | modify | 4 | 0.10 | 1664.60 | 1662.75 | 1665.10 | ||
15 | 2012.12.31 07:34 | modify | 4 | 0.10 | 1664.60 | 1663.12 | 1665.10 | ||
16 | 2012.12.31 07:45 | modify | 4 | 0.10 | 1664.60 | 1663.52 | 1665.10 | ||
17 | 2012.12.31 08:00 | modify | 4 | 0.10 | 1664.60 | 1663.69 | 1665.10 | ||
18 | 2012.12.31 08:15 | modify | 4 | 0.10 | 1664.60 | 1663.92 | 1665.10 | ||
19 | 2012.12.31 08:17 | t/p | 4 | 0.10 | 1665.10 | 1663.92 | 1665.10 | 4.30 | 117.20 |
20 | 2012.12.31 08:30 | buy | 5 | 0.10 | 1666.32 | 1661.32 | 1666.82 | ||
21 | 2012.12.31 08:34 | modify | 5 | 0.10 | 1666.32 | 1663.22 | 1666.82 | ||
22 | 2012.12.31 08:40 | t/p | 5 | 0.10 | 1666.82 | 1663.22 | 1666.82 | 4.30 | 121.50 |
23 | 2012.12.31 17:45 | buy | 6 | 0.10 | 1671.36 | 1666.36 | 1671.86 | ||
24 | 2012.12.31 17:46 | t/p | 6 | 0.10 | 1671.86 | 1666.36 | 1671.86 | 4.30 | 125.80 |
25 | 2013.01.01 23:30 | sell | 7 | 0.10 | 1671.60 | 1676.60 | 1671.10 | ||
26 | 2013.01.01 23:34 | modify | 7 | 0.10 | 1671.60 | 1674.23 | 1671.10 | ||
27 | 2013.01.01 23:35 | t/p | 7 | 0.10 | 1671.10 | 1674.23 | 1671.10 | 4.30 | 130.10 |
28 | 2013.01.02 05:00 | buy | 8 | 0.10 | 1679.15 | 1674.15 | 1679.65 | ||
29 | 2013.01.02 05:02 | modify | 8 | 0.10 | 1679.15 | 1676.49 | 1679.65 | ||
30 | 2013.01.02 05:06 | t/p | 8 | 0.10 | 1679.65 | 1676.49 | 1679.65 | 4.30 | 134.40 |
31 | 2013.01.02 12:30 | buy | 9 | 0.10 | 1686.98 | 1681.98 | 1687.48 | ||
32 | 2013.01.02 12:30 | modify | 9 | 0.10 | 1686.98 | 1682.00 | 1687.48 | ||
33 | 2013.01.02 12:31 | t/p | 9 | 0.10 | 1687.48 | 1682.00 | 1687.48 | 4.30 | 138.70 |
34 | 2013.01.02 15:00 | buy | 10 | 0.10 | 1692.81 | 1687.81 | 1693.31 | ||
35 | 2013.01.02 15:00 | modify | 10 | 0.10 | 1692.81 | 1686.42 | 1693.31 | ||
36 | 2013.01.02 15:00 | t/p | 10 | 0.10 | 1693.31 | 1686.42 | 1693.31 | 4.30 | 143.00 |
37 | 2013.01.02 19:00 | sell | 11 | 0.10 | 1686.60 | 1691.60 | 1686.10 | ||
38 | 2013.01.02 19:00 | modify | 11 | 0.10 | 1686.60 | 1689.20 | 1686.10 | ||
39 | 2013.01.02 19:00 | t/p | 11 | 0.10 | 1686.10 | 1689.20 | 1686.10 | 4.30 | 147.30 |
40 | 2013.01.02 20:45 | sell | 12 | 0.10 | 1685.20 | 1690.20 | 1684.70 | ||
41 | 2013.01.02 20:48 | modify | 12 | 0.10 | 1685.20 | 1687.44 | 1684.70 | ||
42 | 2013.01.02 22:29 | modify | 12 | 0.10 | 1685.20 | 1687.17 | 1684.70 | ||
43 | 2013.01.02 22:31 | modify | 12 | 0.10 | 1685.20 | 1687.04 | 1684.70 | ||
44 | 2013.01.02 22:48 | modify | 12 | 0.10 | 1685.20 | 1685.83 | 1684.70 | ||
45 | 2013.01.02 22:52 | t/p | 12 | 0.10 | 1684.70 | 1685.83 | 1684.70 | 4.30 | 151.60 |