Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.11.30 20:00 (2009.01.01 - 2009.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=11; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; CustomTP1=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="Mon,Tue,Wed,Thu,Fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="00:00,04:00,08:00,12:00,16:00,20:00"; TradeTimeTue="16:00,20:00"; TradeTimeWed="16:00,20:00"; TradeTimeThu="16:00,20:00"; TradeTimeFri="00:00,04:00,08:00,12:00,16:00,20:00"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=0; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=1; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=1; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=0; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=0; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; | ||||
Bars in test | 2423 | Ticks modelled | 2389566 | Modelling quality | n/a |
Mismatched charts errors | 182651 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1373.24 | Gross profit | 8868.69 | Gross loss | -7495.45 |
Profit factor | 1.18 | Expected payoff | 22.89 | ||
Absolute drawdown | 927.93 | Maximal drawdown | 1404.25 (11.53%) | Relative drawdown | 11.53% (1404.25) |
Total trades | 60 | Short positions (won %) | 30 (43.33%) | Long positions (won %) | 30 (66.67%) |
Profit trades (% of total) | 33 (55.00%) | Loss trades (% of total) | 27 (45.00%) | ||
Largest | profit trade | 343.48 | loss trade | -360.73 | |
Average | profit trade | 268.75 | loss trade | -277.61 | |
Maximum | consecutive wins (profit in money) | 6 (1505.64) | consecutive losses (loss in money) | 3 (-1026.11) | |
Maximal | consecutive profit (count of wins) | 1505.64 (6) | consecutive loss (count of losses) | -1026.11 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 20:00 | sell | 1 | 0.30 | 1.2079 | 1.2181 | 1.1977 | ||
2 | 2009.01.05 12:32 | s/l | 1 | 0.30 | 1.2181 | 1.2181 | 1.1977 | -251.21 | 9748.79 |
3 | 2009.01.09 00:00 | sell | 2 | 0.30 | 1.1796 | 1.1895 | 1.1697 | ||
4 | 2009.01.09 16:00 | s/l | 2 | 0.30 | 1.1895 | 1.1895 | 1.1697 | -249.68 | 9499.11 |
5 | 2009.01.12 00:00 | buy | 3 | 0.34 | 1.1879 | 1.1793 | 1.1965 | ||
6 | 2009.01.12 12:27 | t/p | 3 | 0.34 | 1.1965 | 1.1793 | 1.1965 | 244.38 | 9743.49 |
7 | 2009.01.19 20:00 | buy | 4 | 0.28 | 1.2501 | 1.2395 | 1.2607 | ||
8 | 2009.01.20 12:38 | t/p | 4 | 0.28 | 1.2607 | 1.2395 | 1.2607 | 233.83 | 9977.32 |
9 | 2009.01.22 20:00 | buy | 5 | 0.31 | 1.2607 | 1.2508 | 1.2706 | ||
10 | 2009.01.23 16:47 | s/l | 5 | 0.31 | 1.2508 | 1.2508 | 1.2706 | -248.91 | 9728.41 |
11 | 2009.01.30 00:00 | buy | 6 | 0.34 | 1.2269 | 1.2181 | 1.2357 | ||
12 | 2009.01.30 12:46 | t/p | 6 | 0.34 | 1.2357 | 1.2181 | 1.2357 | 242.09 | 9970.50 |
13 | 2009.02.09 04:00 | sell | 7 | 0.32 | 1.2201 | 1.2297 | 1.2105 | ||
14 | 2009.02.10 08:56 | s/l | 7 | 0.32 | 1.2297 | 1.2297 | 1.2105 | -249.27 | 9721.23 |
15 | 2009.02.10 20:00 | buy | 8 | 0.31 | 1.2325 | 1.2228 | 1.2422 | ||
16 | 2009.02.10 20:31 | t/p | 8 | 0.31 | 1.2422 | 1.2228 | 1.2422 | 241.92 | 9963.15 |
17 | 2009.02.13 12:00 | sell | 9 | 0.34 | 1.2296 | 1.2386 | 1.2206 | ||
18 | 2009.02.13 16:22 | s/l | 9 | 0.34 | 1.2386 | 1.2386 | 1.2206 | -247.05 | 9716.10 |
19 | 2009.02.20 08:00 | buy | 10 | 0.44 | 1.2620 | 1.2551 | 1.2689 | ||
20 | 2009.02.20 16:37 | s/l | 10 | 0.44 | 1.2551 | 1.2551 | 1.2689 | -242.01 | 9474.09 |
21 | 2009.02.23 00:00 | sell | 11 | 0.39 | 1.2505 | 1.2580 | 1.2430 | ||
22 | 2009.02.23 08:27 | t/p | 11 | 0.39 | 1.2430 | 1.2580 | 1.2430 | 235.49 | 9709.58 |
23 | 2009.02.26 20:00 | sell | 12 | 0.39 | 1.2468 | 1.2544 | 1.2392 | ||
24 | 2009.02.27 00:03 | s/l | 12 | 0.39 | 1.2544 | 1.2544 | 1.2392 | -236.29 | 9473.29 |
25 | 2009.02.27 04:00 | buy | 13 | 0.41 | 1.2547 | 1.2475 | 1.2619 | ||
26 | 2009.02.27 12:30 | t/p | 13 | 0.41 | 1.2619 | 1.2475 | 1.2619 | 233.03 | 9706.32 |
27 | 2009.03.05 20:00 | buy | 14 | 0.39 | 1.2879 | 1.2801 | 1.2957 | ||
28 | 2009.03.06 12:30 | s/l | 14 | 0.39 | 1.2801 | 1.2801 | 1.2957 | -240.11 | 9466.21 |
29 | 2009.03.06 16:00 | sell | 15 | 0.38 | 1.2786 | 1.2863 | 1.2709 | ||
30 | 2009.03.06 20:00 | s/l | 15 | 0.38 | 1.2863 | 1.2863 | 1.2709 | -227.47 | 9238.74 |
31 | 2009.03.09 00:00 | buy | 16 | 0.38 | 1.2855 | 1.2780 | 1.2930 | ||
32 | 2009.03.09 12:40 | t/p | 16 | 0.38 | 1.2930 | 1.2780 | 1.2930 | 218.63 | 9457.37 |
33 | 2009.03.10 16:00 | sell | 17 | 0.36 | 1.2821 | 1.2901 | 1.2741 | ||
34 | 2009.03.12 08:37 | s/l | 17 | 0.36 | 1.2901 | 1.2901 | 1.2741 | -222.91 | 9234.46 |
35 | 2009.03.13 00:00 | sell | 18 | 0.35 | 1.2776 | 1.2858 | 1.2694 | ||
36 | 2009.03.16 09:04 | t/p | 18 | 0.35 | 1.2694 | 1.2858 | 1.2694 | 226.39 | 9460.85 |
37 | 2009.03.26 16:00 | sell | 19 | 0.42 | 1.2246 | 1.2315 | 1.2177 | ||
38 | 2009.03.26 16:34 | s/l | 19 | 0.42 | 1.2315 | 1.2315 | 1.2177 | -235.00 | 9225.85 |
39 | 2009.03.27 00:00 | buy | 20 | 0.41 | 1.2310 | 1.2241 | 1.2379 | ||
40 | 2009.03.27 16:10 | t/p | 20 | 0.41 | 1.2379 | 1.2241 | 1.2379 | 228.53 | 9454.38 |
41 | 2009.04.08 16:00 | sell | 21 | 0.38 | 1.2317 | 1.2394 | 1.2240 | ||
42 | 2009.04.10 00:00 | t/p | 21 | 0.38 | 1.2240 | 1.2394 | 1.2240 | 239.05 | 9693.43 |
43 | 2009.04.17 08:00 | buy | 22 | 0.45 | 1.2133 | 1.2067 | 1.2199 | ||
44 | 2009.04.20 08:43 | t/p | 22 | 0.45 | 1.2199 | 1.2067 | 1.2199 | 242.13 | 9935.56 |
45 | 2009.04.23 20:00 | sell | 23 | 0.40 | 1.2278 | 1.2354 | 1.2203 | ||
46 | 2009.04.24 12:14 | t/p | 23 | 0.40 | 1.2203 | 1.2354 | 1.2203 | 245.84 | 10181.40 |
47 | 2009.05.13 20:00 | buy | 24 | 0.48 | 1.1681 | 1.1615 | 1.1747 | ||
48 | 2009.05.14 12:31 | t/p | 24 | 0.48 | 1.1747 | 1.1615 | 1.1747 | 268.73 | 10450.13 |
49 | 2009.05.18 20:00 | sell | 25 | 0.50 | 1.1616 | 1.1681 | 1.1551 | ||
50 | 2009.05.19 12:01 | t/p | 25 | 0.50 | 1.1551 | 1.1681 | 1.1551 | 281.36 | 10731.49 |
51 | 2009.05.26 16:00 | buy | 26 | 0.54 | 1.1276 | 1.1215 | 1.1337 | ||
52 | 2009.05.26 16:32 | s/l | 26 | 0.54 | 1.1215 | 1.1215 | 1.1337 | -294.03 | 10437.46 |
53 | 2009.05.28 20:00 | sell | 27 | 0.51 | 1.1169 | 1.1232 | 1.1106 | ||
54 | 2009.05.29 08:00 | t/p | 27 | 0.51 | 1.1106 | 1.1232 | 1.1106 | 289.30 | 10726.76 |
55 | 2009.06.03 20:00 | buy | 28 | 0.44 | 1.1052 | 1.0977 | 1.1127 | ||
56 | 2009.06.04 04:11 | t/p | 28 | 0.44 | 1.1127 | 1.0977 | 1.1127 | 295.40 | 11022.16 |
57 | 2009.06.05 16:00 | buy | 29 | 0.40 | 1.1102 | 1.1017 | 1.1187 | ||
58 | 2009.06.05 20:21 | t/p | 29 | 0.40 | 1.1187 | 1.1017 | 1.1187 | 303.89 | 11326.05 |
59 | 2009.06.09 16:00 | sell | 30 | 0.43 | 1.0991 | 1.1073 | 1.0909 | ||
60 | 2009.06.10 16:32 | s/l | 30 | 0.43 | 1.1073 | 1.1073 | 1.0909 | -317.46 | 11008.59 |
61 | 2009.06.12 12:00 | buy | 31 | 0.45 | 1.1126 | 1.1051 | 1.1201 | ||
62 | 2009.06.12 12:43 | t/p | 31 | 0.45 | 1.1201 | 1.1051 | 1.1201 | 300.56 | 11309.15 |
63 | 2009.06.18 20:00 | sell | 32 | 0.49 | 1.1285 | 1.1356 | 1.1214 | ||
64 | 2009.06.22 00:00 | close | 32 | 0.49 | 1.1340 | 1.1356 | 1.1214 | -237.65 | 11071.50 |
65 | 2009.06.22 00:00 | buy | 33 | 0.52 | 1.1340 | 1.1275 | 1.1406 | ||
66 | 2009.06.22 08:38 | t/p | 33 | 0.52 | 1.1406 | 1.1275 | 1.1406 | 300.74 | 11372.24 |
67 | 2009.06.26 12:00 | sell | 34 | 0.59 | 1.1487 | 1.1547 | 1.1427 | ||
68 | 2009.06.29 04:01 | s/l | 34 | 0.59 | 1.1547 | 1.1547 | 1.1427 | -306.57 | 11065.67 |
69 | 2009.06.29 08:00 | buy | 35 | 0.60 | 1.1561 | 1.1503 | 1.1619 | ||
70 | 2009.06.30 20:05 | t/p | 35 | 0.60 | 1.1619 | 1.1503 | 1.1619 | 298.38 | 11364.05 |
71 | 2009.07.01 20:00 | sell | 36 | 0.69 | 1.1477 | 1.1529 | 1.1425 | ||
72 | 2009.07.02 12:32 | s/l | 36 | 0.69 | 1.1529 | 1.1529 | 1.1425 | -310.76 | 11053.29 |
73 | 2009.07.02 20:00 | buy | 37 | 0.69 | 1.1620 | 1.1570 | 1.1670 | ||
74 | 2009.07.03 12:10 | s/l | 37 | 0.69 | 1.1570 | 1.1570 | 1.1670 | -302.09 | 10751.20 |
75 | 2009.07.10 16:00 | buy | 38 | 0.62 | 1.1651 | 1.1597 | 1.1705 | ||
76 | 2009.07.13 16:34 | s/l | 38 | 0.62 | 1.1597 | 1.1597 | 1.1705 | -290.94 | 10460.25 |
77 | 2009.07.30 20:00 | sell | 39 | 0.60 | 1.0824 | 1.0879 | 1.0769 | ||
78 | 2009.08.03 00:00 | t/p | 39 | 0.60 | 1.0769 | 1.0879 | 1.0769 | 306.52 | 10766.77 |
79 | 2009.08.06 20:00 | buy | 40 | 0.66 | 1.0778 | 1.0727 | 1.0829 | ||
80 | 2009.08.07 16:29 | t/p | 40 | 0.66 | 1.0829 | 1.0727 | 1.0829 | 306.72 | 11073.49 |
81 | 2009.08.17 00:00 | buy | 41 | 0.56 | 1.0997 | 1.0935 | 1.1059 | ||
82 | 2009.08.17 08:28 | t/p | 41 | 0.56 | 1.1059 | 1.0935 | 1.1059 | 313.95 | 11387.44 |
83 | 2009.08.19 16:00 | buy | 42 | 0.63 | 1.1090 | 1.1034 | 1.1146 | ||
84 | 2009.08.19 16:28 | s/l | 42 | 0.63 | 1.1034 | 1.1034 | 1.1146 | -321.87 | 11065.57 |
85 | 2009.08.31 04:00 | buy | 43 | 0.60 | 1.0929 | 1.0871 | 1.0987 | ||
86 | 2009.08.31 12:19 | t/p | 43 | 0.60 | 1.0987 | 1.0871 | 1.0987 | 314.57 | 11380.14 |
87 | 2009.09.04 12:00 | sell | 44 | 0.75 | 1.0975 | 1.1023 | 1.0927 | ||
88 | 2009.09.04 16:33 | t/p | 44 | 0.75 | 1.0927 | 1.1023 | 1.0927 | 332.10 | 11712.24 |
89 | 2009.09.09 16:00 | buy | 45 | 0.67 | 1.0782 | 1.0727 | 1.0837 | ||
90 | 2009.09.09 20:00 | close | 45 | 0.67 | 1.0770 | 1.0727 | 1.0837 | -74.65 | 11637.59 |
91 | 2009.09.09 20:00 | sell | 46 | 0.67 | 1.0770 | 1.0825 | 1.0715 | ||
92 | 2009.09.10 08:39 | s/l | 46 | 0.67 | 1.0825 | 1.0825 | 1.0715 | -340.42 | 11297.17 |
93 | 2009.09.14 04:00 | buy | 47 | 0.75 | 1.0841 | 1.0793 | 1.0889 | ||
94 | 2009.09.14 12:24 | t/p | 47 | 0.75 | 1.0889 | 1.0793 | 1.0889 | 330.25 | 11627.42 |
95 | 2009.09.15 20:00 | sell | 48 | 0.71 | 1.0752 | 1.0803 | 1.0701 | ||
96 | 2009.09.16 08:35 | t/p | 48 | 0.71 | 1.0701 | 1.0803 | 1.0701 | 338.82 | 11966.24 |
97 | 2009.09.18 12:24 | buy stop | 49 | 0.79 | 1.0766 | 1.0719 | 1.0813 | ||
98 | 2009.09.18 16:00 | expiration | 49 | 0.79 | 1.0766 | 1.0719 | 1.0813 | ||
99 | 2009.09.22 16:00 | sell | 50 | 0.70 | 1.0700 | 1.0753 | 1.0647 | ||
100 | 2009.09.24 00:00 | s/l | 50 | 0.70 | 1.0753 | 1.0753 | 1.0647 | -345.02 | 11621.22 |
101 | 2009.10.05 08:00 | sell | 51 | 0.60 | 1.0733 | 1.0793 | 1.0673 | ||
102 | 2009.10.06 08:14 | t/p | 51 | 0.60 | 1.0673 | 1.0793 | 1.0673 | 337.30 | 11958.52 |
103 | 2009.10.16 00:00 | buy | 52 | 0.79 | 1.0340 | 1.0293 | 1.0387 | ||
104 | 2009.10.16 00:18 | s/l | 52 | 0.79 | 1.0293 | 1.0293 | 1.0387 | -360.73 | 11597.79 |
105 | 2009.10.30 00:00 | sell | 53 | 0.64 | 1.0663 | 1.0719 | 1.0607 | ||
106 | 2009.10.30 12:35 | s/l | 53 | 0.64 | 1.0719 | 1.0719 | 1.0607 | -331.70 | 11266.09 |
107 | 2009.10.30 20:00 | buy | 54 | 0.61 | 1.0804 | 1.0746 | 1.0862 | ||
108 | 2009.11.03 16:41 | s/l | 54 | 0.61 | 1.0746 | 1.0746 | 1.0862 | -333.68 | 10932.42 |
109 | 2009.11.06 16:00 | buy stop | 55 | 0.58 | 1.0790 | 1.0731 | 1.0849 | ||
110 | 2009.11.06 20:00 | expiration | 55 | 0.58 | 1.0790 | 1.0731 | 1.0849 | ||
111 | 2009.11.09 16:00 | sell | 56 | 0.59 | 1.0597 | 1.0655 | 1.0539 | ||
112 | 2009.11.10 16:30 | t/p | 56 | 0.59 | 1.0539 | 1.0655 | 1.0539 | 324.95 | 11257.37 |
113 | 2009.11.12 20:00 | buy | 57 | 0.80 | 1.0520 | 1.0475 | 1.0565 | ||
114 | 2009.11.16 00:00 | close | 57 | 0.80 | 1.0536 | 1.0475 | 1.0565 | 115.44 | 11372.81 |
115 | 2009.11.16 00:00 | sell | 58 | 0.75 | 1.0536 | 1.0584 | 1.0488 | ||
116 | 2009.11.16 04:15 | t/p | 58 | 0.75 | 1.0488 | 1.0584 | 1.0488 | 343.48 | 11716.29 |
117 | 2009.11.18 16:00 | sell | 59 | 0.71 | 1.0495 | 1.0546 | 1.0444 | ||
118 | 2009.11.18 20:02 | s/l | 59 | 0.71 | 1.0546 | 1.0546 | 1.0444 | -343.35 | 11372.94 |
119 | 2009.11.23 16:00 | sell | 60 | 0.71 | 1.0559 | 1.0609 | 1.0509 | ||
120 | 2009.11.24 00:35 | s/l | 60 | 0.71 | 1.0609 | 1.0609 | 1.0509 | -334.62 | 11038.32 |
121 | 2009.11.26 20:00 | buy | 61 | 0.73 | 1.0617 | 1.0569 | 1.0665 | ||
122 | 2009.11.27 08:38 | t/p | 61 | 0.73 | 1.0665 | 1.0569 | 1.0665 | 323.18 | 11361.50 |
123 | 2009.11.30 08:00 | sell | 62 | 0.62 | 1.0568 | 1.0625 | 1.0511 | ||
124 | 2009.11.30 23:59 | close at stop | 62 | 0.62 | 1.0566 | 1.0625 | 1.0511 | 11.74 | 11373.24 |