Symbol | EURJPYFXF (Euro vs Japanise Yen) | ||||
Period | 4 Hours (H4) 2009.09.01 00:00 - 2009.09.30 20:00 (2009.09.01 - 2009.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=20090722; 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; 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="All"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; 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=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.01; Lots2=0.01; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=10; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=true; | ||||
Bars in test | 1137 | Ticks modelled | 580044 | Modelling quality | 59.41% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -0.30 | Gross profit | 24.46 | Gross loss | -24.76 |
Profit factor | 0.99 | Expected payoff | -0.04 | ||
Absolute drawdown | 11.77 | Maximal drawdown | 12.87 (1.27%) | Relative drawdown | 1.27% (12.87) |
Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
Largest | profit trade | 8.04 | loss trade | -7.92 | |
Average | profit trade | 6.12 | loss trade | -6.19 | |
Maximum | consecutive wins (profit in money) | 3 (19.18) | consecutive losses (loss in money) | 2 (-9.69) | |
Maximal | consecutive profit (count of wins) | 19.18 (3) | consecutive loss (count of losses) | -9.69 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 08:00 | buy | 1 | 0.01 | 134.04 | 0.00 | 0.00 | ||
2 | 2009.09.01 08:00 | modify | 1 | 0.01 | 134.04 | 133.39 | 134.69 | ||
3 | 2009.09.01 09:30 | s/l | 1 | 0.01 | 133.39 | 133.39 | 134.69 | -7.15 | 992.85 |
4 | 2009.09.03 16:00 | buy | 2 | 0.01 | 132.16 | 0.00 | 0.00 | ||
5 | 2009.09.03 16:00 | modify | 2 | 0.01 | 132.16 | 131.44 | 132.89 | ||
6 | 2009.09.04 12:37 | t/p | 2 | 0.01 | 132.89 | 131.44 | 132.89 | 8.04 | 1000.89 |
7 | 2009.09.11 00:00 | sell | 3 | 0.01 | 133.71 | 0.00 | 0.00 | ||
8 | 2009.09.11 00:00 | modify | 3 | 0.01 | 133.71 | 134.16 | 133.26 | ||
9 | 2009.09.11 05:22 | t/p | 3 | 0.01 | 133.26 | 134.16 | 133.26 | 4.95 | 1005.84 |
10 | 2009.09.14 20:00 | buy | 4 | 0.01 | 132.99 | 0.00 | 0.00 | ||
11 | 2009.09.14 20:00 | modify | 4 | 0.01 | 132.99 | 132.43 | 133.55 | ||
12 | 2009.09.15 12:30 | t/p | 4 | 0.01 | 133.55 | 132.43 | 133.55 | 6.19 | 1012.03 |
13 | 2009.09.23 00:00 | sell | 5 | 0.01 | 134.34 | 0.00 | 0.00 | ||
14 | 2009.09.23 00:00 | modify | 5 | 0.01 | 134.34 | 134.79 | 133.89 | ||
15 | 2009.09.23 10:22 | s/l | 5 | 0.01 | 134.79 | 134.79 | 133.89 | -4.95 | 1007.08 |
16 | 2009.09.23 16:00 | buy | 6 | 0.01 | 134.97 | 0.00 | 0.00 | ||
17 | 2009.09.23 16:00 | modify | 6 | 0.01 | 134.97 | 134.54 | 135.40 | ||
18 | 2009.09.23 19:50 | s/l | 6 | 0.01 | 134.54 | 134.54 | 135.40 | -4.74 | 1002.34 |
19 | 2009.09.24 04:00 | sell | 7 | 0.01 | 133.88 | 0.00 | 0.00 | ||
20 | 2009.09.24 04:00 | modify | 7 | 0.01 | 133.88 | 134.36 | 133.40 | ||
21 | 2009.09.24 08:51 | t/p | 7 | 0.01 | 133.40 | 134.36 | 133.40 | 5.28 | 1007.62 |
22 | 2009.09.30 12:00 | sell | 8 | 0.01 | 131.12 | 0.00 | 0.00 | ||
23 | 2009.09.30 12:00 | modify | 8 | 0.01 | 131.12 | 131.84 | 130.40 | ||
24 | 2009.09.30 23:30 | s/l | 8 | 0.01 | 131.84 | 131.84 | 130.40 | -7.92 | 999.70 |