Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2006.05.01 00:00 - 2007.05.01 00:00 (2006.05.01 - 2007.05.01) | ||||
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
Parameters | Buy_Level=0.7; Sell_Level=0.1; Stop_Loss=50; dTrailingStop=0; Risk=20; Lots=0.1; | ||||
Bars in test | 2080 | Ticks modelled | 36074 | Modelling quality | 50.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 54972.76 | Gross profit | 83863.82 | Gross loss | -28891.06 |
Profit factor | 2.90 | Expected payoff | 2498.76 | ||
Absolute drawdown | 1262.21 | Maximal drawdown | 33290.01 (61.62%) | Relative drawdown | 61.62% (33290.01) |
Total trades | 22 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 8 (36.36%) | Loss trades (% of total) | 14 (63.64%) | ||
Largest | profit trade | 42654.61 | loss trade | -3514.15 | |
Average | profit trade | 10482.98 | loss trade | -2063.65 | |
Maximum | consecutive wins (profit in money) | 2 (20898.42) | consecutive losses (loss in money) | 5 (-13463.43) | |
Maximal | consecutive profit (count of wins) | 42654.61 (1) | consecutive loss (count of losses) | -13463.43 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.05.04 04:00 | buy | 1 | 2.00 | 143.63 | 143.13 | 0.00 | ||
2 | 2006.05.05 16:40 | s/l | 1 | 2.00 | 143.13 | 143.13 | 0.00 | -819.61 | 9180.39 |
3 | 2006.05.09 00:00 | sell | 2 | 2.00 | 141.97 | 142.47 | 0.00 | ||
4 | 2006.05.12 04:00 | close | 2 | 2.00 | 141.63 | 142.47 | 0.00 | 449.24 | 9629.63 |
5 | 2006.05.12 04:00 | buy | 3 | 2.00 | 141.63 | 141.13 | 0.00 | ||
6 | 2006.05.15 11:40 | s/l | 3 | 2.00 | 141.13 | 141.13 | 0.00 | -819.61 | 8810.02 |
7 | 2006.05.18 20:00 | buy | 4 | 2.00 | 142.06 | 141.56 | 0.00 | ||
8 | 2006.07.10 12:00 | close | 4 | 2.00 | 145.34 | 141.56 | 0.00 | 6094.96 | 14904.98 |
9 | 2006.07.10 12:00 | sell | 5 | 3.00 | 145.34 | 145.84 | 0.00 | ||
10 | 2006.07.11 13:30 | s/l | 5 | 3.00 | 145.84 | 145.84 | 0.00 | -1282.86 | 13622.12 |
11 | 2006.07.12 12:00 | buy | 6 | 3.00 | 146.25 | 145.75 | 0.00 | ||
12 | 2006.07.30 23:00 | close | 6 | 3.00 | 146.38 | 145.75 | 0.00 | 661.48 | 14283.60 |
13 | 2006.07.30 23:00 | sell | 7 | 3.00 | 146.38 | 146.88 | 0.00 | ||
14 | 2006.08.01 16:40 | s/l | 7 | 3.00 | 146.88 | 146.88 | 0.00 | -1317.81 | 12965.79 |
15 | 2006.08.02 04:00 | buy | 8 | 3.00 | 146.77 | 146.27 | 0.00 | ||
16 | 2006.08.03 05:30 | s/l | 8 | 3.00 | 146.27 | 146.27 | 0.00 | -1191.97 | 11773.82 |
17 | 2006.08.03 08:00 | buy | 9 | 3.00 | 146.46 | 145.96 | 0.00 | ||
18 | 2006.10.06 00:00 | close | 9 | 3.00 | 149.48 | 145.96 | 0.00 | 8736.77 | 20510.59 |
19 | 2006.10.06 00:00 | sell | 10 | 5.00 | 149.48 | 149.98 | 0.00 | ||
20 | 2006.10.06 22:20 | s/l | 10 | 5.00 | 149.98 | 149.98 | 0.00 | -2079.87 | 18430.72 |
21 | 2006.10.09 04:00 | buy | 11 | 4.00 | 149.72 | 149.22 | 0.00 | ||
22 | 2006.10.16 09:40 | s/l | 11 | 4.00 | 149.22 | 149.22 | 0.00 | -1489.45 | 16941.27 |
23 | 2006.10.17 04:00 | sell | 12 | 4.00 | 149.26 | 149.76 | 0.00 | ||
24 | 2006.10.19 20:00 | close | 12 | 4.00 | 149.15 | 149.76 | 0.00 | 179.69 | 17120.96 |
25 | 2006.10.19 20:00 | buy | 13 | 4.00 | 149.15 | 148.65 | 0.00 | ||
26 | 2007.01.05 08:00 | close | 13 | 4.00 | 154.79 | 148.65 | 0.00 | 20718.73 | 37839.69 |
27 | 2007.01.05 08:00 | sell | 14 | 8.00 | 154.79 | 155.29 | 0.00 | ||
28 | 2007.01.09 09:30 | s/l | 14 | 8.00 | 155.29 | 155.29 | 0.00 | -3514.15 | 34325.54 |
29 | 2007.01.10 00:00 | buy | 15 | 7.00 | 155.14 | 154.64 | 0.00 | ||
30 | 2007.01.10 01:40 | s/l | 15 | 7.00 | 154.64 | 154.64 | 0.00 | -2912.30 | 31413.24 |
31 | 2007.01.11 00:00 | buy | 16 | 7.00 | 154.80 | 154.30 | 0.00 | ||
32 | 2007.02.06 04:00 | close | 16 | 7.00 | 155.37 | 154.30 | 0.00 | 4368.34 | 35781.58 |
33 | 2007.02.06 04:00 | sell | 17 | 8.00 | 155.37 | 155.87 | 0.00 | ||
34 | 2007.02.06 10:59 | s/l | 17 | 8.00 | 155.87 | 155.87 | 0.00 | -3327.79 | 32453.79 |
35 | 2007.02.07 20:00 | buy | 18 | 7.00 | 157.14 | 156.64 | 0.00 | ||
36 | 2007.02.15 22:30 | s/l | 18 | 7.00 | 156.64 | 156.64 | 0.00 | -2475.49 | 29978.30 |
37 | 2007.02.16 16:00 | sell | 19 | 6.00 | 156.54 | 157.04 | 0.00 | ||
38 | 2007.02.18 23:00 | s/l | 19 | 6.00 | 157.04 | 157.04 | 0.00 | -2495.84 | 27482.46 |
39 | 2007.02.20 08:00 | buy | 20 | 6.00 | 158.00 | 157.50 | 0.00 | ||
40 | 2007.02.21 04:10 | s/l | 20 | 6.00 | 157.50 | 157.50 | 0.00 | -2458.81 | 25023.65 |
41 | 2007.02.28 04:00 | sell | 21 | 6.00 | 156.60 | 157.10 | 0.00 | ||
42 | 2007.03.01 00:40 | s/l | 21 | 6.00 | 157.10 | 157.10 | 0.00 | -2705.50 | 22318.15 |
43 | 2007.03.08 04:00 | buy | 22 | 5.00 | 153.05 | 152.55 | 0.00 | ||
44 | 2007.04.30 23:59 | close at stop | 22 | 5.00 | 162.92 | 152.55 | 0.00 | 42654.61 | 64972.76 |