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=0; PartialClose2=0; PartialClose3=0; 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 | 76.94 | Gross profit | 157.12 | Gross loss | -80.18 |
Profit factor | 1.96 | Expected payoff | 2.65 | ||
Absolute drawdown | 14.68 | Maximal drawdown | 72.62 (0.72%) | Relative drawdown | 0.72% (72.62) |
Total trades | 29 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 16 (87.50%) |
Profit trades (% of total) | 25 (86.21%) | Loss trades (% of total) | 4 (13.79%) | ||
Largest | profit trade | 50.00 | loss trade | -20.18 | |
Average | profit trade | 6.28 | loss trade | -20.05 | |
Maximum | consecutive wins (profit in money) | 11 (52.96) | consecutive losses (loss in money) | 2 (-40.00) | |
Maximal | consecutive profit (count of wins) | 52.96 (9) | consecutive loss (count of losses) | -40.00 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.02.01 00:19 | buy | 1 | 0.04 | 1.37225 | 0.00000 | 0.00000 | ||
2 | 2011.02.01 00:19 | modify | 1 | 0.04 | 1.37225 | 1.36725 | 1.38485 | ||
3 | 2011.02.01 04:40 | close | 1 | 0.04 | 1.37235 | 1.36725 | 1.38485 | 0.40 | 10000.40 |
4 | 2011.02.01 07:15 | buy | 2 | 0.04 | 1.37372 | 0.00000 | 0.00000 | ||
5 | 2011.02.01 07:15 | modify | 2 | 0.04 | 1.37372 | 1.36872 | 1.38632 | ||
6 | 2011.02.01 07:31 | close | 2 | 0.04 | 1.37382 | 1.36872 | 1.38632 | 0.40 | 10000.80 |
7 | 2011.02.01 10:03 | buy | 3 | 0.04 | 1.37632 | 0.00000 | 0.00000 | ||
8 | 2011.02.01 10:03 | modify | 3 | 0.04 | 1.37632 | 1.37132 | 1.38892 | ||
9 | 2011.02.01 10:08 | close | 3 | 0.04 | 1.37642 | 1.37132 | 1.38892 | 0.40 | 10001.20 |
10 | 2011.02.01 15:50 | buy | 4 | 0.04 | 1.37765 | 0.00000 | 0.00000 | ||
11 | 2011.02.01 15:50 | modify | 4 | 0.04 | 1.37765 | 1.37265 | 1.39025 | ||
12 | 2011.02.02 14:17 | close | 4 | 0.04 | 1.37774 | 1.37265 | 1.39025 | 0.31 | 10001.51 |
13 | 2011.02.02 15:10 | buy | 5 | 0.04 | 1.38036 | 0.00000 | 0.00000 | ||
14 | 2011.02.02 15:10 | modify | 5 | 0.04 | 1.38036 | 1.37536 | 1.39296 | ||
15 | 2011.02.02 15:16 | close | 5 | 0.04 | 1.38046 | 1.37536 | 1.39296 | 0.40 | 10001.91 |
16 | 2011.02.02 15:30 | buy | 6 | 0.04 | 1.38118 | 0.00000 | 0.00000 | ||
17 | 2011.02.02 15:30 | modify | 6 | 0.04 | 1.38118 | 1.37618 | 1.39378 | ||
18 | 2011.02.02 15:50 | close | 6 | 0.04 | 1.38128 | 1.37618 | 1.39378 | 0.40 | 10002.31 |
19 | 2011.02.02 19:41 | buy | 7 | 0.04 | 1.37886 | 0.00000 | 0.00000 | ||
20 | 2011.02.02 19:41 | modify | 7 | 0.04 | 1.37886 | 1.37386 | 1.39146 | ||
21 | 2011.02.03 04:03 | close | 7 | 0.04 | 1.37896 | 1.37386 | 1.39146 | 0.25 | 10002.56 |
22 | 2011.02.03 04:25 | sell | 8 | 0.04 | 1.37838 | 0.00000 | 0.00000 | ||
23 | 2011.02.03 04:26 | modify | 8 | 0.04 | 1.37838 | 1.38338 | 1.36578 | ||
24 | 2011.02.03 10:01 | close | 8 | 0.04 | 1.37828 | 1.38338 | 1.36578 | 0.40 | 10002.96 |
25 | 2011.02.03 10:09 | sell | 9 | 0.04 | 1.37755 | 0.00000 | 0.00000 | ||
26 | 2011.02.03 10:09 | modify | 9 | 0.04 | 1.37755 | 1.38255 | 1.36495 | ||
27 | 2011.02.03 14:46 | close | 9 | 0.04 | 1.36505 | 1.38255 | 1.36495 | 50.00 | 10052.96 |
28 | 2011.02.03 22:39 | sell | 10 | 0.04 | 1.36229 | 0.00000 | 0.00000 | ||
29 | 2011.02.03 22:39 | modify | 10 | 0.04 | 1.36229 | 1.36729 | 1.34969 | ||
30 | 2011.02.04 13:31 | s/l | 10 | 0.04 | 1.36729 | 1.36729 | 1.34969 | -20.18 | 10032.78 |
31 | 2011.02.04 13:31 | sell | 11 | 0.04 | 1.36121 | 0.00000 | 0.00000 | ||
32 | 2011.02.04 13:32 | modify | 11 | 0.04 | 1.36121 | 1.36621 | 1.34861 | ||
33 | 2011.02.07 02:13 | close | 11 | 0.04 | 1.36111 | 1.36621 | 1.34861 | 0.22 | 10033.00 |
34 | 2011.02.07 12:52 | buy | 12 | 0.04 | 1.35538 | 0.00000 | 0.00000 | ||
35 | 2011.02.07 12:52 | modify | 12 | 0.04 | 1.35538 | 1.35038 | 1.36798 | ||
36 | 2011.02.07 13:04 | close | 12 | 0.04 | 1.35548 | 1.35038 | 1.36798 | 0.40 | 10033.40 |
37 | 2011.02.07 18:42 | buy | 13 | 0.04 | 1.35688 | 0.00000 | 0.00000 | ||
38 | 2011.02.07 18:43 | modify | 13 | 0.04 | 1.35688 | 1.35188 | 1.36948 | ||
39 | 2011.02.09 14:55 | close | 13 | 0.04 | 1.36938 | 1.35188 | 1.36948 | 49.90 | 10083.30 |
40 | 2011.02.09 15:25 | buy | 14 | 0.04 | 1.37158 | 0.00000 | 0.00000 | ||
41 | 2011.02.09 15:25 | modify | 14 | 0.04 | 1.37158 | 1.36658 | 1.38418 | ||
42 | 2011.02.09 17:12 | close | 14 | 0.04 | 1.37167 | 1.36658 | 1.38418 | 0.36 | 10083.66 |
43 | 2011.02.10 02:17 | buy | 15 | 0.04 | 1.37125 | 0.00000 | 0.00000 | ||
44 | 2011.02.10 02:17 | modify | 15 | 0.04 | 1.37125 | 1.36625 | 1.38385 | ||
45 | 2011.02.10 08:07 | s/l | 15 | 0.04 | 1.36625 | 1.36625 | 1.38385 | -20.00 | 10063.66 |
46 | 2011.02.10 10:34 | buy | 16 | 0.04 | 1.36509 | 0.00000 | 0.00000 | ||
47 | 2011.02.10 10:34 | modify | 16 | 0.04 | 1.36509 | 1.36009 | 1.37769 | ||
48 | 2011.02.10 13:13 | s/l | 16 | 0.04 | 1.36009 | 1.36009 | 1.37769 | -20.00 | 10043.66 |
49 | 2011.02.10 13:33 | sell | 17 | 0.04 | 1.35986 | 0.00000 | 0.00000 | ||
50 | 2011.02.10 13:33 | modify | 17 | 0.04 | 1.35986 | 1.36486 | 1.34726 | ||
51 | 2011.02.10 13:37 | close | 17 | 0.04 | 1.35978 | 1.36486 | 1.34726 | 0.32 | 10043.98 |
52 | 2011.02.10 13:52 | sell | 18 | 0.04 | 1.35833 | 0.00000 | 0.00000 | ||
53 | 2011.02.10 13:52 | modify | 18 | 0.04 | 1.35833 | 1.36333 | 1.34573 | ||
54 | 2011.02.10 16:50 | s/l | 18 | 0.04 | 1.36333 | 1.36333 | 1.34573 | -20.00 | 10023.98 |
55 | 2011.02.10 18:46 | sell | 19 | 0.04 | 1.36161 | 0.00000 | 0.00000 | ||
56 | 2011.02.10 18:46 | modify | 19 | 0.04 | 1.36161 | 1.36661 | 1.34901 | ||
57 | 2011.02.11 00:36 | close | 19 | 0.04 | 1.36151 | 1.36661 | 1.34901 | 0.22 | 10024.20 |
58 | 2011.02.11 01:43 | sell | 20 | 0.04 | 1.35725 | 0.00000 | 0.00000 | ||
59 | 2011.02.11 01:43 | modify | 20 | 0.04 | 1.35725 | 1.36225 | 1.34465 | ||
60 | 2011.02.11 01:58 | close | 20 | 0.04 | 1.35716 | 1.36225 | 1.34465 | 0.36 | 10024.56 |
61 | 2011.02.11 04:17 | sell | 21 | 0.04 | 1.35768 | 0.00000 | 0.00000 | ||
62 | 2011.02.11 04:17 | modify | 21 | 0.04 | 1.35768 | 1.36268 | 1.34508 | ||
63 | 2011.02.11 05:26 | close | 21 | 0.04 | 1.35758 | 1.36268 | 1.34508 | 0.40 | 10024.96 |
64 | 2011.02.11 06:23 | sell | 22 | 0.04 | 1.35559 | 0.00000 | 0.00000 | ||
65 | 2011.02.11 06:23 | modify | 22 | 0.04 | 1.35559 | 1.36059 | 1.34299 | ||
66 | 2011.02.11 08:11 | close | 22 | 0.04 | 1.35550 | 1.36059 | 1.34299 | 0.36 | 10025.32 |
67 | 2011.02.11 09:19 | sell | 23 | 0.04 | 1.35340 | 0.00000 | 0.00000 | ||
68 | 2011.02.11 09:19 | modify | 23 | 0.04 | 1.35340 | 1.35840 | 1.34080 | ||
69 | 2011.02.11 09:29 | close | 23 | 0.04 | 1.35330 | 1.35840 | 1.34080 | 0.40 | 10025.72 |
70 | 2011.02.11 10:12 | sell | 24 | 0.04 | 1.35153 | 0.00000 | 0.00000 | ||
71 | 2011.02.11 10:12 | modify | 24 | 0.04 | 1.35153 | 1.35653 | 1.33893 | ||
72 | 2011.02.11 11:03 | close | 24 | 0.04 | 1.35151 | 1.35653 | 1.33893 | 0.08 | 10025.80 |
73 | 2011.02.14 04:09 | sell | 25 | 0.04 | 1.35296 | 0.00000 | 0.00000 | ||
74 | 2011.02.14 04:09 | modify | 25 | 0.04 | 1.35296 | 1.35796 | 1.34036 | ||
75 | 2011.02.15 03:11 | close | 25 | 0.04 | 1.35286 | 1.35796 | 1.34036 | 0.22 | 10026.02 |
76 | 2011.02.15 21:29 | buy | 26 | 0.04 | 1.34909 | 0.00000 | 0.00000 | ||
77 | 2011.02.15 21:29 | modify | 26 | 0.04 | 1.34909 | 1.34409 | 1.36169 | ||
78 | 2011.02.16 00:00 | close | 26 | 0.04 | 1.34919 | 1.34409 | 1.36169 | 0.35 | 10026.37 |
79 | 2011.02.16 01:17 | buy | 27 | 0.04 | 1.35185 | 0.00000 | 0.00000 | ||
80 | 2011.02.16 01:17 | modify | 27 | 0.04 | 1.35185 | 1.34685 | 1.36445 | ||
81 | 2011.02.16 01:42 | close | 27 | 0.04 | 1.35194 | 1.34685 | 1.36445 | 0.36 | 10026.73 |
82 | 2011.02.16 14:49 | buy | 28 | 0.04 | 1.34796 | 0.00000 | 0.00000 | ||
83 | 2011.02.16 14:49 | modify | 28 | 0.04 | 1.34796 | 1.34296 | 1.36056 | ||
84 | 2011.02.16 14:57 | close | 28 | 0.04 | 1.34805 | 1.34296 | 1.36056 | 0.36 | 10027.09 |
85 | 2011.02.16 15:08 | buy | 29 | 0.04 | 1.34867 | 0.00000 | 0.00000 | ||
86 | 2011.02.16 15:08 | modify | 29 | 0.04 | 1.34867 | 1.34367 | 1.36127 | ||
87 | 2011.02.17 15:32 | close | 29 | 0.04 | 1.36117 | 1.34367 | 1.36127 | 49.85 | 10076.94 |