Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 2015.01.02 00:00 - 2015.12.30 00:00 (2015.01.01 - 2015.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | debug=true; initial_stoploss=150; risk_percent=0; two_ha_bar_confirmation=false; | ||||
Bars in test | 1260 | Ticks modelled | 23178507 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 1324.92 | Gross profit | 2002.11 | Gross loss | -677.20 |
Profit factor | 2.96 | Expected payoff | 101.92 | ||
Absolute drawdown | 14.25 | Maximal drawdown | 631.64 (5.53%) | Relative drawdown | 5.53% (631.64) |
Total trades | 13 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 8 (61.54%) | Loss trades (% of total) | 5 (38.46%) | ||
Largest | profit trade | 705.18 | loss trade | -136.93 | |
Average | profit trade | 250.26 | loss trade | -135.44 | |
Maximum | consecutive wins (profit in money) | 3 (286.80) | consecutive losses (loss in money) | 2 (-273.03) | |
Maximal | consecutive profit (count of wins) | 705.18 (1) | consecutive loss (count of losses) | -273.03 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.01.02 09:00 | sell | 1 | 0.10 | 1.20538 | 1.22058 | 0.00000 | ||
2 | 2015.01.05 00:00 | modify | 1 | 0.10 | 1.20538 | 1.20288 | 0.00000 | ||
3 | 2015.01.05 00:01 | modify | 1 | 0.10 | 1.20538 | 1.20178 | 0.00000 | ||
4 | 2015.01.05 00:02 | modify | 1 | 0.10 | 1.20538 | 1.20058 | 0.00000 | ||
5 | 2015.01.05 00:02 | modify | 1 | 0.10 | 1.20538 | 1.19928 | 0.00000 | ||
6 | 2015.01.07 12:56 | modify | 1 | 0.10 | 1.20538 | 1.19788 | 0.00000 | ||
7 | 2015.01.07 16:07 | modify | 1 | 0.10 | 1.20538 | 1.19638 | 0.00000 | ||
8 | 2015.01.08 11:45 | modify | 1 | 0.10 | 1.20538 | 1.19478 | 0.00000 | ||
9 | 2015.01.08 14:23 | modify | 1 | 0.10 | 1.20538 | 1.19308 | 0.00000 | ||
10 | 2015.01.14 11:41 | modify | 1 | 0.10 | 1.20538 | 1.19128 | 0.00000 | ||
11 | 2015.01.15 11:33 | modify | 1 | 0.10 | 1.20538 | 1.18938 | 0.00000 | ||
12 | 2015.01.15 11:34 | modify | 1 | 0.10 | 1.20538 | 1.18738 | 0.00000 | ||
13 | 2015.01.15 11:35 | modify | 1 | 0.10 | 1.20538 | 1.18528 | 0.00000 | ||
14 | 2015.01.15 11:35 | modify | 1 | 0.10 | 1.20538 | 1.18308 | 0.00000 | ||
15 | 2015.01.15 11:35 | modify | 1 | 0.10 | 1.20538 | 1.18078 | 0.00000 | ||
16 | 2015.01.16 16:19 | modify | 1 | 0.10 | 1.20538 | 1.17838 | 0.00000 | ||
17 | 2015.01.16 17:10 | modify | 1 | 0.10 | 1.20538 | 1.17588 | 0.00000 | ||
18 | 2015.01.16 17:33 | modify | 1 | 0.10 | 1.20538 | 1.17328 | 0.00000 | ||
19 | 2015.01.16 17:45 | modify | 1 | 0.10 | 1.20538 | 1.17058 | 0.00000 | ||
20 | 2015.01.22 17:26 | modify | 1 | 0.10 | 1.20538 | 1.16778 | 0.00000 | ||
21 | 2015.01.22 17:51 | modify | 1 | 0.10 | 1.20538 | 1.16488 | 0.00000 | ||
22 | 2015.01.22 19:40 | modify | 1 | 0.10 | 1.20538 | 1.16188 | 0.00000 | ||
23 | 2015.01.22 20:04 | modify | 1 | 0.10 | 1.20538 | 1.15878 | 0.00000 | ||
24 | 2015.01.22 23:03 | modify | 1 | 0.10 | 1.20538 | 1.15558 | 0.00000 | ||
25 | 2015.01.22 23:12 | modify | 1 | 0.10 | 1.20538 | 1.15228 | 0.00000 | ||
26 | 2015.01.23 10:50 | modify | 1 | 0.10 | 1.20538 | 1.14888 | 0.00000 | ||
27 | 2015.01.23 10:54 | modify | 1 | 0.10 | 1.20538 | 1.14538 | 0.00000 | ||
28 | 2015.01.23 11:48 | modify | 1 | 0.10 | 1.20538 | 1.14178 | 0.00000 | ||
29 | 2015.01.23 13:56 | modify | 1 | 0.10 | 1.20538 | 1.13808 | 0.00000 | ||
30 | 2015.01.23 13:59 | modify | 1 | 0.10 | 1.20538 | 1.13428 | 0.00000 | ||
31 | 2015.01.23 14:11 | modify | 1 | 0.10 | 1.20538 | 1.13038 | 0.00000 | ||
32 | 2015.01.23 14:13 | modify | 1 | 0.10 | 1.20538 | 1.12638 | 0.00000 | ||
33 | 2015.01.23 17:03 | s/l | 1 | 0.10 | 1.12638 | 1.12638 | 0.00000 | 705.18 | 10705.18 |
34 | 2015.01.26 00:00 | sell | 2 | 0.10 | 1.11492 | 1.13012 | 0.00000 | ||
35 | 2015.01.27 10:37 | s/l | 2 | 0.10 | 1.13012 | 1.13012 | 0.00000 | -134.31 | 10570.88 |
36 | 2015.03.02 00:00 | sell | 3 | 0.10 | 1.11805 | 1.13325 | 0.00000 | ||
37 | 2015.03.04 11:10 | modify | 3 | 0.10 | 1.11805 | 1.11655 | 0.00000 | ||
38 | 2015.03.04 16:57 | modify | 3 | 0.10 | 1.11805 | 1.11555 | 0.00000 | ||
39 | 2015.03.04 17:21 | modify | 3 | 0.10 | 1.11805 | 1.11445 | 0.00000 | ||
40 | 2015.03.05 08:09 | modify | 3 | 0.10 | 1.11805 | 1.11325 | 0.00000 | ||
41 | 2015.03.05 16:04 | modify | 3 | 0.10 | 1.11805 | 1.11195 | 0.00000 | ||
42 | 2015.03.06 11:06 | modify | 3 | 0.10 | 1.11805 | 1.11055 | 0.00000 | ||
43 | 2015.03.06 13:41 | modify | 3 | 0.10 | 1.11805 | 1.10905 | 0.00000 | ||
44 | 2015.03.06 13:55 | modify | 3 | 0.10 | 1.11805 | 1.10745 | 0.00000 | ||
45 | 2015.03.06 15:31 | modify | 3 | 0.10 | 1.11805 | 1.10575 | 0.00000 | ||
46 | 2015.03.06 15:37 | modify | 3 | 0.10 | 1.11805 | 1.10395 | 0.00000 | ||
47 | 2015.03.06 17:01 | modify | 3 | 0.10 | 1.11805 | 1.10205 | 0.00000 | ||
48 | 2015.03.09 00:33 | modify | 3 | 0.10 | 1.11805 | 1.10005 | 0.00000 | ||
49 | 2015.03.10 05:15 | modify | 3 | 0.10 | 1.11805 | 1.09795 | 0.00000 | ||
50 | 2015.03.10 10:34 | modify | 3 | 0.10 | 1.11805 | 1.09575 | 0.00000 | ||
51 | 2015.03.10 10:44 | modify | 3 | 0.10 | 1.11805 | 1.09345 | 0.00000 | ||
52 | 2015.03.10 14:32 | modify | 3 | 0.10 | 1.11805 | 1.09105 | 0.00000 | ||
53 | 2015.03.10 20:48 | modify | 3 | 0.10 | 1.11805 | 1.08855 | 0.00000 | ||
54 | 2015.03.10 23:05 | modify | 3 | 0.10 | 1.11805 | 1.08595 | 0.00000 | ||
55 | 2015.03.11 10:06 | modify | 3 | 0.10 | 1.11805 | 1.08325 | 0.00000 | ||
56 | 2015.03.11 11:27 | modify | 3 | 0.10 | 1.11805 | 1.08045 | 0.00000 | ||
57 | 2015.03.11 11:57 | modify | 3 | 0.10 | 1.11805 | 1.07755 | 0.00000 | ||
58 | 2015.03.11 12:29 | modify | 3 | 0.10 | 1.11805 | 1.07455 | 0.00000 | ||
59 | 2015.03.11 19:27 | modify | 3 | 0.10 | 1.11805 | 1.07145 | 0.00000 | ||
60 | 2015.03.11 19:49 | modify | 3 | 0.10 | 1.11805 | 1.06825 | 0.00000 | ||
61 | 2015.03.12 05:59 | modify | 3 | 0.10 | 1.11805 | 1.06495 | 0.00000 | ||
62 | 2015.03.12 14:30 | s/l | 3 | 0.10 | 1.06495 | 1.06495 | 0.00000 | 500.74 | 11071.62 |
63 | 2015.04.28 00:05 | buy | 4 | 0.10 | 1.08917 | 1.07397 | 0.00000 | ||
64 | 2015.04.28 14:55 | modify | 4 | 0.10 | 1.08917 | 1.09067 | 0.00000 | ||
65 | 2015.04.28 17:08 | modify | 4 | 0.10 | 1.08917 | 1.09167 | 0.00000 | ||
66 | 2015.04.29 11:27 | modify | 4 | 0.10 | 1.08917 | 1.09277 | 0.00000 | ||
67 | 2015.04.29 15:30 | modify | 4 | 0.10 | 1.08917 | 1.09397 | 0.00000 | ||
68 | 2015.04.29 15:38 | modify | 4 | 0.10 | 1.08917 | 1.09527 | 0.00000 | ||
69 | 2015.04.29 17:01 | modify | 4 | 0.10 | 1.08917 | 1.09667 | 0.00000 | ||
70 | 2015.04.29 17:18 | modify | 4 | 0.10 | 1.08917 | 1.09817 | 0.00000 | ||
71 | 2015.04.29 17:21 | modify | 4 | 0.10 | 1.08917 | 1.09977 | 0.00000 | ||
72 | 2015.04.29 18:00 | modify | 4 | 0.10 | 1.08917 | 1.10147 | 0.00000 | ||
73 | 2015.04.30 10:55 | modify | 4 | 0.10 | 1.08917 | 1.10327 | 0.00000 | ||
74 | 2015.04.30 10:58 | modify | 4 | 0.10 | 1.08917 | 1.10517 | 0.00000 | ||
75 | 2015.04.30 21:59 | modify | 4 | 0.10 | 1.08917 | 1.10717 | 0.00000 | ||
76 | 2015.05.01 17:00 | modify | 4 | 0.10 | 1.08917 | 1.10927 | 0.00000 | ||
77 | 2015.05.05 09:51 | s/l | 4 | 0.10 | 1.10927 | 1.10927 | 0.00000 | 176.87 | 11248.49 |
78 | 2015.05.07 00:01 | buy | 5 | 0.10 | 1.13493 | 1.11973 | 0.00000 | ||
79 | 2015.05.08 09:02 | s/l | 5 | 0.10 | 1.11973 | 1.11973 | 0.00000 | -136.37 | 11112.12 |
80 | 2015.06.11 00:00 | buy | 6 | 0.10 | 1.13252 | 1.11732 | 0.00000 | ||
81 | 2015.06.12 11:50 | s/l | 6 | 0.10 | 1.11732 | 1.11732 | 0.00000 | -136.66 | 10975.46 |
82 | 2015.06.26 00:00 | sell | 7 | 0.10 | 1.12023 | 1.13543 | 0.00000 | ||
83 | 2015.06.26 17:58 | modify | 7 | 0.10 | 1.12023 | 1.11873 | 0.00000 | ||
84 | 2015.06.29 00:05 | modify | 7 | 0.10 | 1.12023 | 1.11273 | 0.00000 | ||
85 | 2015.06.29 00:16 | modify | 7 | 0.10 | 1.12023 | 1.11123 | 0.00000 | ||
86 | 2015.06.29 09:39 | s/l | 7 | 0.10 | 1.11123 | 1.11123 | 0.00000 | 81.17 | 11056.63 |
87 | 2015.08.06 00:01 | sell | 8 | 0.10 | 1.09041 | 1.10561 | 0.00000 | ||
88 | 2015.08.11 15:14 | s/l | 8 | 0.10 | 1.10561 | 1.10561 | 0.00000 | -136.93 | 10919.70 |
89 | 2015.08.13 00:00 | buy | 9 | 0.10 | 1.11583 | 1.10063 | 0.00000 | ||
90 | 2015.08.20 17:30 | modify | 9 | 0.10 | 1.11583 | 1.11733 | 0.00000 | ||
91 | 2015.08.20 23:04 | modify | 9 | 0.10 | 1.11583 | 1.11833 | 0.00000 | ||
92 | 2015.08.21 05:42 | modify | 9 | 0.10 | 1.11583 | 1.11943 | 0.00000 | ||
93 | 2015.08.21 15:39 | modify | 9 | 0.10 | 1.11583 | 1.12063 | 0.00000 | ||
94 | 2015.08.21 18:05 | modify | 9 | 0.10 | 1.11583 | 1.12193 | 0.00000 | ||
95 | 2015.08.21 18:51 | modify | 9 | 0.10 | 1.11583 | 1.12333 | 0.00000 | ||
96 | 2015.08.21 23:50 | modify | 9 | 0.10 | 1.11583 | 1.12483 | 0.00000 | ||
97 | 2015.08.24 04:21 | modify | 9 | 0.10 | 1.11583 | 1.12643 | 0.00000 | ||
98 | 2015.08.24 04:35 | modify | 9 | 0.10 | 1.11583 | 1.12813 | 0.00000 | ||
99 | 2015.08.24 05:44 | modify | 9 | 0.10 | 1.11583 | 1.12993 | 0.00000 | ||
100 | 2015.08.24 13:56 | modify | 9 | 0.10 | 1.11583 | 1.13183 | 0.00000 | ||
101 | 2015.08.24 14:44 | modify | 9 | 0.10 | 1.11583 | 1.13383 | 0.00000 | ||
102 | 2015.08.24 15:46 | modify | 9 | 0.10 | 1.11583 | 1.13593 | 0.00000 | ||
103 | 2015.08.24 16:03 | modify | 9 | 0.10 | 1.11583 | 1.13813 | 0.00000 | ||
104 | 2015.08.24 16:09 | modify | 9 | 0.10 | 1.11583 | 1.14043 | 0.00000 | ||
105 | 2015.08.24 16:10 | modify | 9 | 0.10 | 1.11583 | 1.14283 | 0.00000 | ||
106 | 2015.08.24 16:11 | modify | 9 | 0.10 | 1.11583 | 1.14533 | 0.00000 | ||
107 | 2015.08.25 16:59 | s/l | 9 | 0.10 | 1.14533 | 1.14533 | 0.00000 | 251.34 | 11171.04 |
108 | 2015.10.01 00:01 | sell | 10 | 0.10 | 1.11748 | 1.13268 | 0.00000 | ||
109 | 2015.10.08 21:16 | s/l | 10 | 0.10 | 1.13268 | 1.13268 | 0.00000 | -132.92 | 11038.12 |
110 | 2015.10.12 00:01 | buy | 11 | 0.10 | 1.13608 | 1.12088 | 0.00000 | ||
111 | 2015.10.14 10:08 | modify | 11 | 0.10 | 1.13608 | 1.13758 | 0.00000 | ||
112 | 2015.10.14 16:08 | modify | 11 | 0.10 | 1.13608 | 1.13858 | 0.00000 | ||
113 | 2015.10.14 21:45 | modify | 11 | 0.10 | 1.13608 | 1.13968 | 0.00000 | ||
114 | 2015.10.15 15:40 | s/l | 11 | 0.10 | 1.13968 | 1.13968 | 0.00000 | 28.48 | 11066.60 |
115 | 2015.10.23 00:01 | sell | 12 | 0.10 | 1.11055 | 1.12575 | 0.00000 | ||
116 | 2015.10.23 15:30 | modify | 12 | 0.10 | 1.11055 | 1.10905 | 0.00000 | ||
117 | 2015.10.23 16:54 | modify | 12 | 0.10 | 1.11055 | 1.10805 | 0.00000 | ||
118 | 2015.10.28 14:39 | s/l | 12 | 0.10 | 1.10805 | 1.10805 | 0.00000 | 23.11 | 11089.70 |
119 | 2015.11.04 00:01 | sell | 13 | 0.10 | 1.09626 | 1.11146 | 0.00000 | ||
120 | 2015.11.04 15:55 | modify | 13 | 0.10 | 1.09626 | 1.09476 | 0.00000 | ||
121 | 2015.11.04 16:29 | modify | 13 | 0.10 | 1.09626 | 1.09376 | 0.00000 | ||
122 | 2015.11.04 17:46 | modify | 13 | 0.10 | 1.09626 | 1.09266 | 0.00000 | ||
123 | 2015.11.06 15:30 | modify | 13 | 0.10 | 1.09626 | 1.09016 | 0.00000 | ||
124 | 2015.11.06 15:30 | modify | 13 | 0.10 | 1.09626 | 1.08876 | 0.00000 | ||
125 | 2015.11.06 15:30 | modify | 13 | 0.10 | 1.09626 | 1.08726 | 0.00000 | ||
126 | 2015.11.06 15:30 | modify | 13 | 0.10 | 1.09626 | 1.08566 | 0.00000 | ||
127 | 2015.11.10 15:26 | modify | 13 | 0.10 | 1.09626 | 1.08396 | 0.00000 | ||
128 | 2015.11.17 03:07 | modify | 13 | 0.10 | 1.09626 | 1.08216 | 0.00000 | ||
129 | 2015.11.17 18:31 | modify | 13 | 0.10 | 1.09626 | 1.08026 | 0.00000 | ||
130 | 2015.11.23 03:48 | modify | 13 | 0.10 | 1.09626 | 1.07826 | 0.00000 | ||
131 | 2015.11.25 12:51 | modify | 13 | 0.10 | 1.09626 | 1.07616 | 0.00000 | ||
132 | 2015.11.30 11:14 | modify | 13 | 0.10 | 1.09626 | 1.07396 | 0.00000 | ||
133 | 2015.12.03 14:45 | modify | 13 | 0.10 | 1.09626 | 1.07166 | 0.00000 | ||
134 | 2015.12.03 15:06 | s/l | 13 | 0.10 | 1.07166 | 1.07166 | 0.00000 | 235.21 | 11324.92 |