Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2011.02.01 00:00 - 2011.02.17 23:59 (2011.02.01 - 2011.02.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Entry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="0000"; MinCrossMAPips=0; MaxCrossMAPips=0; PriceCrossIchimoku="0000"; MinCrossIchimokuPips=0; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="2000"; FastTrixDirection="2000"; SlowTrixDirection="2000"; FastTrixZeroLevel="0000"; TrixOverboughtOversold="2000"; TrixOverboughtLevel=0.00003; TrixOversoldLevel=-0.00003; MTFTrixDot1="200M5"; MTFTrixDot2="200M5"; MTFTrixDot3="200M15"; MTFTrixDot4="200M15"; MTFTrixDot5="200H4"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="0000"; MTFIchimokuDot2="0000"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false; EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=0; PriceTouchSRLevel=0; MidPivots=false; PriceTouchDailyPivot=false; DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=true; OppositeSignalExit=false; ReverseSignal=false; Filters="----------------------------------------------------------------------"; Damiani_Volatmeter=false; ADX_3=false; MA_Trend=false; Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=1; TradesPerSession=0; MagicNumber=100001; TradeComment="Just mtf trix2"; HighLowSL=false; BarsBack=0; MinimumSLPips=0; StopLoss=50; StopLossType=0; VisibleSL=50; TakeProfit1=25; TakeProfit1Type=0; TakeProfit2=50; TakeProfit2Type=0; TakeProfit3=75; TakeProfit3Type=0; TakeProfit4=125; TakeProfit4Type=0; VisibleTP=126; BreakEven=5; BreakEvenType=0; LockProfit=1; LockProfitType=0; TrailingStop=0; TrailingStopType=0; TrailingStart=0; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false; Hedge=false; MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=true; Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true; ManualGMTOffset=1; DSTOffset=true; TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=3; NewsFilter=true; MinutesBeforeNews=15; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.04; PartialClose1=25; PartialClose2=25; PartialClose3=25; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false; MoneyManagement=false; LeveragePercent=0; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=false; ATR_settings="----------------------------------------------------------------------"; ATRPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=0; ePeriod2Type=1; ePeriod3Type=0; ePeriod4Type=1; ePeriod5Type=0; ePeriod6Type=1; ePeriod7Type=0; ePeriod8Type=1; Damiani_settings="----------------------------------------------------------------------"; Vis_atr=13; Vis_std=20; Sed_atr=40; Sed_std=100; Threshold_level=1.4; DVePeriod=0; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=0; ePeriod2=0; ePeriod3=0; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=60; | ||||
Bars in test | 19470 | Ticks modelled | 1014874 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 52.22 | Gross profit | 132.40 | Gross loss | -80.18 |
Profit factor | 1.65 | Expected payoff | 1.07 | ||
Absolute drawdown | 6.40 | Maximal drawdown | 70.16 (0.70%) | Relative drawdown | 0.70% (70.16) |
Total trades | 49 | Short positions (won %) | 23 (91.30%) | Long positions (won %) | 26 (92.31%) |
Profit trades (% of total) | 45 (91.84%) | Loss trades (% of total) | 4 (8.16%) | ||
Largest | profit trade | 12.52 | loss trade | -20.18 | |
Average | profit trade | 2.94 | loss trade | -20.05 | |
Maximum | consecutive wins (profit in money) | 18 (48.01) | consecutive losses (loss in money) | 2 (-40.00) | |
Maximal | consecutive profit (count of wins) | 48.14 (17) | consecutive loss (count of losses) | -40.00 (2) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.02.01 00:19 | buy | 1 | 0.04 | 1.37223 | 0.00000 | 0.00000 | ||
2 | 2011.02.01 00:19 | modify | 1 | 0.04 | 1.37223 | 1.36723 | 1.38483 | ||
3 | 2011.02.01 04:47 | close | 1 | 0.04 | 1.37233 | 1.36723 | 1.38483 | 0.40 | 10000.40 |
4 | 2011.02.01 07:15 | buy | 2 | 0.04 | 1.37370 | 0.00000 | 0.00000 | ||
5 | 2011.02.01 07:15 | modify | 2 | 0.04 | 1.37370 | 1.36870 | 1.38630 | ||
6 | 2011.02.01 07:31 | close | 2 | 0.04 | 1.37380 | 1.36870 | 1.38630 | 0.40 | 10000.80 |
7 | 2011.02.01 10:03 | buy | 3 | 0.04 | 1.37630 | 0.00000 | 0.00000 | ||
8 | 2011.02.01 10:03 | modify | 3 | 0.04 | 1.37630 | 1.37130 | 1.38890 | ||
9 | 2011.02.01 10:08 | close | 3 | 0.04 | 1.37640 | 1.37130 | 1.38890 | 0.40 | 10001.20 |
10 | 2011.02.01 15:50 | buy | 4 | 0.04 | 1.37763 | 0.00000 | 0.00000 | ||
11 | 2011.02.01 15:50 | modify | 4 | 0.04 | 1.37763 | 1.37263 | 1.39023 | ||
12 | 2011.02.01 16:08 | close | 4 | 0.01 | 1.38013 | 1.37263 | 1.39023 | 2.50 | 10003.70 |
13 | 2011.02.01 16:08 | buy | 5 | 0.03 | 1.37763 | 1.37263 | 1.39023 | ||
14 | 2011.02.01 17:38 | close | 5 | 0.01 | 1.38263 | 1.37263 | 1.39023 | 5.00 | 10008.70 |
15 | 2011.02.01 17:38 | buy | 6 | 0.02 | 1.37763 | 1.37263 | 1.39023 | ||
16 | 2011.02.02 03:33 | close | 6 | 0.01 | 1.38515 | 1.37263 | 1.39023 | 7.51 | 10016.21 |
17 | 2011.02.02 03:33 | buy | 7 | 0.01 | 1.37763 | 1.37263 | 1.39023 | ||
18 | 2011.02.02 14:17 | close | 7 | 0.01 | 1.37773 | 1.37263 | 1.39023 | 0.09 | 10016.30 |
19 | 2011.02.02 15:10 | buy | 8 | 0.04 | 1.38034 | 0.00000 | 0.00000 | ||
20 | 2011.02.02 15:10 | modify | 8 | 0.04 | 1.38034 | 1.37534 | 1.39294 | ||
21 | 2011.02.02 15:16 | close | 8 | 0.04 | 1.38044 | 1.37534 | 1.39294 | 0.40 | 10016.70 |
22 | 2011.02.02 15:30 | buy | 9 | 0.04 | 1.38116 | 0.00000 | 0.00000 | ||
23 | 2011.02.02 15:30 | modify | 9 | 0.04 | 1.38116 | 1.37616 | 1.39376 | ||
24 | 2011.02.02 15:50 | close | 9 | 0.04 | 1.38126 | 1.37616 | 1.39376 | 0.40 | 10017.10 |
25 | 2011.02.02 19:41 | buy | 10 | 0.04 | 1.37884 | 0.00000 | 0.00000 | ||
26 | 2011.02.02 19:41 | modify | 10 | 0.04 | 1.37884 | 1.37384 | 1.39144 | ||
27 | 2011.02.02 23:38 | close | 10 | 0.01 | 1.38134 | 1.37384 | 1.39144 | 2.50 | 10019.60 |
28 | 2011.02.02 23:38 | buy | 11 | 0.03 | 1.37884 | 1.37384 | 1.39144 | ||
29 | 2011.02.03 04:03 | close | 11 | 0.03 | 1.37894 | 1.37384 | 1.39144 | 0.19 | 10019.78 |
30 | 2011.02.03 04:25 | sell | 12 | 0.04 | 1.37838 | 0.00000 | 0.00000 | ||
31 | 2011.02.03 04:26 | modify | 12 | 0.04 | 1.37838 | 1.38338 | 1.36578 | ||
32 | 2011.02.03 09:46 | close | 12 | 0.04 | 1.37828 | 1.38338 | 1.36578 | 0.40 | 10020.18 |
33 | 2011.02.03 10:00 | sell | 13 | 0.04 | 1.37745 | 0.00000 | 0.00000 | ||
34 | 2011.02.03 10:00 | modify | 13 | 0.04 | 1.37745 | 1.38245 | 1.36485 | ||
35 | 2011.02.03 12:34 | close | 13 | 0.04 | 1.37735 | 1.38245 | 1.36485 | 0.40 | 10020.58 |
36 | 2011.02.03 13:32 | sell | 14 | 0.04 | 1.37419 | 0.00000 | 0.00000 | ||
37 | 2011.02.03 13:32 | modify | 14 | 0.04 | 1.37419 | 1.37919 | 1.36159 | ||
38 | 2011.02.03 13:35 | close | 14 | 0.01 | 1.37168 | 1.37919 | 1.36159 | 2.51 | 10023.09 |
39 | 2011.02.03 13:35 | sell | 15 | 0.03 | 1.37419 | 1.37919 | 1.36159 | ||
40 | 2011.02.03 13:48 | close | 15 | 0.01 | 1.36918 | 1.37919 | 1.36159 | 5.01 | 10028.10 |
41 | 2011.02.03 13:48 | sell | 16 | 0.02 | 1.37419 | 1.37919 | 1.36159 | ||
42 | 2011.02.03 13:59 | close | 16 | 0.01 | 1.36667 | 1.37919 | 1.36159 | 7.52 | 10035.62 |
43 | 2011.02.03 13:59 | sell | 17 | 0.01 | 1.37419 | 1.37919 | 1.36159 | ||
44 | 2011.02.03 18:53 | close | 17 | 0.01 | 1.36167 | 1.37919 | 1.36159 | 12.52 | 10048.14 |
45 | 2011.02.03 22:39 | sell | 18 | 0.04 | 1.36229 | 0.00000 | 0.00000 | ||
46 | 2011.02.03 22:39 | modify | 18 | 0.04 | 1.36229 | 1.36729 | 1.34969 | ||
47 | 2011.02.04 13:31 | s/l | 18 | 0.04 | 1.36729 | 1.36729 | 1.34969 | -20.18 | 10027.96 |
48 | 2011.02.04 13:31 | sell | 19 | 0.04 | 1.36121 | 0.00000 | 0.00000 | ||
49 | 2011.02.04 13:32 | modify | 19 | 0.04 | 1.36121 | 1.36621 | 1.34861 | ||
50 | 2011.02.04 13:39 | close | 19 | 0.01 | 1.35868 | 1.36621 | 1.34861 | 2.53 | 10030.49 |
51 | 2011.02.04 13:39 | sell | 20 | 0.03 | 1.36121 | 1.36621 | 1.34861 | ||
52 | 2011.02.04 14:51 | close | 20 | 0.01 | 1.35618 | 1.36621 | 1.34861 | 5.03 | 10035.52 |
53 | 2011.02.04 14:51 | sell | 21 | 0.02 | 1.36121 | 1.36621 | 1.34861 | ||
54 | 2011.02.07 02:13 | close | 21 | 0.02 | 1.36111 | 1.36621 | 1.34861 | 0.11 | 10035.63 |
55 | 2011.02.07 12:52 | buy | 22 | 0.04 | 1.35536 | 0.00000 | 0.00000 | ||
56 | 2011.02.07 12:52 | modify | 22 | 0.04 | 1.35536 | 1.35036 | 1.36796 | ||
57 | 2011.02.07 13:04 | close | 22 | 0.04 | 1.35544 | 1.35036 | 1.36796 | 0.32 | 10035.95 |
58 | 2011.02.07 18:42 | buy | 23 | 0.04 | 1.35686 | 0.00000 | 0.00000 | ||
59 | 2011.02.07 18:43 | modify | 23 | 0.04 | 1.35686 | 1.35186 | 1.36946 | ||
60 | 2011.02.07 20:07 | close | 23 | 0.01 | 1.35938 | 1.35186 | 1.36946 | 2.52 | 10038.47 |
61 | 2011.02.07 20:07 | buy | 24 | 0.03 | 1.35686 | 1.35186 | 1.36946 | ||
62 | 2011.02.08 05:03 | close | 24 | 0.01 | 1.36186 | 1.35186 | 1.36946 | 4.99 | 10043.46 |
63 | 2011.02.08 05:03 | buy | 25 | 0.02 | 1.35686 | 1.35186 | 1.36946 | ||
64 | 2011.02.08 06:55 | close | 25 | 0.01 | 1.36436 | 1.35186 | 1.36946 | 7.49 | 10050.95 |
65 | 2011.02.08 06:55 | buy | 26 | 0.01 | 1.35686 | 1.35186 | 1.36946 | ||
66 | 2011.02.09 14:55 | close | 26 | 0.01 | 1.36938 | 1.35186 | 1.36946 | 12.50 | 10063.44 |
67 | 2011.02.09 15:25 | buy | 27 | 0.04 | 1.37156 | 0.00000 | 0.00000 | ||
68 | 2011.02.09 15:25 | modify | 27 | 0.04 | 1.37156 | 1.36656 | 1.38416 | ||
69 | 2011.02.09 17:12 | close | 27 | 0.04 | 1.37165 | 1.36656 | 1.38416 | 0.36 | 10063.80 |
70 | 2011.02.10 02:17 | buy | 28 | 0.04 | 1.37123 | 0.00000 | 0.00000 | ||
71 | 2011.02.10 02:17 | modify | 28 | 0.04 | 1.37123 | 1.36623 | 1.38383 | ||
72 | 2011.02.10 08:07 | s/l | 28 | 0.04 | 1.36623 | 1.36623 | 1.38383 | -20.00 | 10043.80 |
73 | 2011.02.10 10:34 | buy | 29 | 0.04 | 1.36507 | 0.00000 | 0.00000 | ||
74 | 2011.02.10 10:34 | modify | 29 | 0.04 | 1.36507 | 1.36007 | 1.37767 | ||
75 | 2011.02.10 13:13 | s/l | 29 | 0.04 | 1.36007 | 1.36007 | 1.37767 | -20.00 | 10023.80 |
76 | 2011.02.10 13:33 | sell | 30 | 0.04 | 1.35986 | 0.00000 | 0.00000 | ||
77 | 2011.02.10 13:33 | modify | 30 | 0.04 | 1.35986 | 1.36486 | 1.34726 | ||
78 | 2011.02.10 13:37 | close | 30 | 0.04 | 1.35976 | 1.36486 | 1.34726 | 0.40 | 10024.20 |
79 | 2011.02.10 13:52 | sell | 31 | 0.04 | 1.35833 | 0.00000 | 0.00000 | ||
80 | 2011.02.10 13:52 | modify | 31 | 0.04 | 1.35833 | 1.36333 | 1.34573 | ||
81 | 2011.02.10 16:50 | s/l | 31 | 0.04 | 1.36333 | 1.36333 | 1.34573 | -20.00 | 10004.20 |
82 | 2011.02.10 18:46 | sell | 32 | 0.04 | 1.36161 | 0.00000 | 0.00000 | ||
83 | 2011.02.10 18:46 | modify | 32 | 0.04 | 1.36161 | 1.36661 | 1.34901 | ||
84 | 2011.02.10 19:59 | close | 32 | 0.01 | 1.35910 | 1.36661 | 1.34901 | 2.51 | 10006.71 |
85 | 2011.02.10 19:59 | sell | 33 | 0.03 | 1.36161 | 1.36661 | 1.34901 | ||
86 | 2011.02.11 00:36 | close | 33 | 0.03 | 1.36152 | 1.36661 | 1.34901 | 0.13 | 10006.85 |
87 | 2011.02.11 01:43 | sell | 34 | 0.04 | 1.35725 | 0.00000 | 0.00000 | ||
88 | 2011.02.11 01:43 | modify | 34 | 0.04 | 1.35725 | 1.36225 | 1.34465 | ||
89 | 2011.02.11 01:58 | close | 34 | 0.04 | 1.35716 | 1.36225 | 1.34465 | 0.36 | 10007.21 |
90 | 2011.02.11 04:17 | sell | 35 | 0.04 | 1.35768 | 0.00000 | 0.00000 | ||
91 | 2011.02.11 04:17 | modify | 35 | 0.04 | 1.35768 | 1.36268 | 1.34508 | ||
92 | 2011.02.11 05:26 | close | 35 | 0.04 | 1.35761 | 1.36268 | 1.34508 | 0.28 | 10007.49 |
93 | 2011.02.11 06:23 | sell | 36 | 0.04 | 1.35559 | 0.00000 | 0.00000 | ||
94 | 2011.02.11 06:23 | modify | 36 | 0.04 | 1.35559 | 1.36059 | 1.34299 | ||
95 | 2011.02.11 08:11 | close | 36 | 0.04 | 1.35550 | 1.36059 | 1.34299 | 0.36 | 10007.85 |
96 | 2011.02.11 09:19 | sell | 37 | 0.04 | 1.35340 | 0.00000 | 0.00000 | ||
97 | 2011.02.11 09:19 | modify | 37 | 0.04 | 1.35340 | 1.35840 | 1.34080 | ||
98 | 2011.02.11 09:29 | close | 37 | 0.04 | 1.35330 | 1.35840 | 1.34080 | 0.40 | 10008.25 |
99 | 2011.02.11 10:12 | sell | 38 | 0.04 | 1.35153 | 0.00000 | 0.00000 | ||
100 | 2011.02.11 10:12 | modify | 38 | 0.04 | 1.35153 | 1.35653 | 1.33893 | ||
101 | 2011.02.11 11:03 | close | 38 | 0.04 | 1.35149 | 1.35653 | 1.33893 | 0.16 | 10008.41 |
102 | 2011.02.14 04:09 | sell | 39 | 0.04 | 1.35296 | 0.00000 | 0.00000 | ||
103 | 2011.02.14 04:09 | modify | 39 | 0.04 | 1.35296 | 1.35796 | 1.34036 | ||
104 | 2011.02.14 08:26 | close | 39 | 0.01 | 1.35041 | 1.35796 | 1.34036 | 2.55 | 10010.96 |
105 | 2011.02.14 08:26 | sell | 40 | 0.03 | 1.35296 | 1.35796 | 1.34036 | ||
106 | 2011.02.14 08:32 | close | 40 | 0.01 | 1.34791 | 1.35796 | 1.34036 | 5.05 | 10016.01 |
107 | 2011.02.14 08:32 | sell | 41 | 0.02 | 1.35296 | 1.35796 | 1.34036 | ||
108 | 2011.02.14 10:35 | close | 41 | 0.01 | 1.34546 | 1.35796 | 1.34036 | 7.50 | 10023.51 |
109 | 2011.02.14 10:35 | sell | 42 | 0.01 | 1.35296 | 1.35796 | 1.34036 | ||
110 | 2011.02.15 03:11 | close | 42 | 0.01 | 1.35287 | 1.35796 | 1.34036 | 0.04 | 10023.55 |
111 | 2011.02.15 21:29 | buy | 43 | 0.04 | 1.34907 | 0.00000 | 0.00000 | ||
112 | 2011.02.15 21:29 | modify | 43 | 0.04 | 1.34907 | 1.34407 | 1.36167 | ||
113 | 2011.02.16 00:03 | close | 43 | 0.04 | 1.34917 | 1.34407 | 1.36167 | 0.35 | 10023.90 |
114 | 2011.02.16 01:17 | buy | 44 | 0.04 | 1.35183 | 0.00000 | 0.00000 | ||
115 | 2011.02.16 01:17 | modify | 44 | 0.04 | 1.35183 | 1.34683 | 1.36443 | ||
116 | 2011.02.16 01:43 | close | 44 | 0.04 | 1.35193 | 1.34683 | 1.36443 | 0.40 | 10024.30 |
117 | 2011.02.16 14:49 | buy | 45 | 0.04 | 1.34794 | 0.00000 | 0.00000 | ||
118 | 2011.02.16 14:49 | modify | 45 | 0.04 | 1.34794 | 1.34294 | 1.36054 | ||
119 | 2011.02.16 14:57 | close | 45 | 0.04 | 1.34804 | 1.34294 | 1.36054 | 0.40 | 10024.70 |
120 | 2011.02.16 15:08 | buy | 46 | 0.04 | 1.34865 | 0.00000 | 0.00000 | ||
121 | 2011.02.16 15:08 | modify | 46 | 0.04 | 1.34865 | 1.34365 | 1.36125 | ||
122 | 2011.02.16 15:44 | close | 46 | 0.01 | 1.35116 | 1.34365 | 1.36125 | 2.51 | 10027.21 |
123 | 2011.02.16 15:44 | buy | 47 | 0.03 | 1.34865 | 1.34365 | 1.36125 | ||
124 | 2011.02.16 16:29 | close | 47 | 0.01 | 1.35367 | 1.34365 | 1.36125 | 5.02 | 10032.23 |
125 | 2011.02.16 16:29 | buy | 48 | 0.02 | 1.34865 | 1.34365 | 1.36125 | ||
126 | 2011.02.16 16:45 | close | 48 | 0.01 | 1.35616 | 1.34365 | 1.36125 | 7.51 | 10039.74 |
127 | 2011.02.16 16:45 | buy | 49 | 0.01 | 1.34865 | 1.34365 | 1.36125 | ||
128 | 2011.02.17 15:32 | close | 49 | 0.01 | 1.36116 | 1.34365 | 1.36125 | 12.47 | 10052.22 |