Symbol | USDCADFXF (US Dollar vs Canadian Dollar) | ||||
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 | 218303 | Modelling quality | 76.76% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -33.16 | Gross profit | 13.66 | Gross loss | -46.82 |
Profit factor | 0.29 | Expected payoff | -2.55 | ||
Absolute drawdown | 33.16 | Maximal drawdown | 33.16 (3.32%) | Relative drawdown | 3.32% (33.16) |
Total trades | 13 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 3 (23.08%) | Loss trades (% of total) | 10 (76.92%) | ||
Largest | profit trade | 4.78 | loss trade | -6.36 | |
Average | profit trade | 4.55 | loss trade | -4.68 | |
Maximum | consecutive wins (profit in money) | 2 (9.10) | consecutive losses (loss in money) | 4 (-19.46) | |
Maximal | consecutive profit (count of wins) | 9.10 (2) | consecutive loss (count of losses) | -19.46 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 08:00 | sell | 1 | 0.01 | 1.0876 | 0.0000 | 0.0000 | ||
2 | 2009.09.01 08:00 | modify | 1 | 0.01 | 1.0876 | 1.0938 | 1.0814 | ||
3 | 2009.09.01 08:33 | s/l | 1 | 0.01 | 1.0938 | 1.0938 | 1.0814 | -5.67 | 994.33 |
4 | 2009.09.01 16:00 | buy | 2 | 0.01 | 1.1038 | 0.0000 | 0.0000 | ||
5 | 2009.09.01 16:00 | modify | 2 | 0.01 | 1.1038 | 1.0969 | 1.1107 | ||
6 | 2009.09.03 11:32 | s/l | 2 | 0.01 | 1.0969 | 1.0969 | 1.1107 | -6.36 | 987.97 |
7 | 2009.09.03 16:00 | sell | 3 | 0.01 | 1.1033 | 0.0000 | 0.0000 | ||
8 | 2009.09.03 16:00 | modify | 3 | 0.01 | 1.1033 | 1.1091 | 1.0975 | ||
9 | 2009.09.03 20:00 | close | 3 | 0.01 | 1.1040 | 1.1091 | 1.0975 | -0.63 | 987.34 |
10 | 2009.09.03 20:00 | buy | 4 | 0.01 | 1.1040 | 0.0000 | 0.0000 | ||
11 | 2009.09.03 20:00 | modify | 4 | 0.01 | 1.1040 | 1.0984 | 1.1096 | ||
12 | 2009.09.04 07:45 | s/l | 4 | 0.01 | 1.0984 | 1.0984 | 1.1096 | -5.14 | 982.20 |
13 | 2009.09.04 08:00 | sell | 5 | 0.01 | 1.1006 | 0.0000 | 0.0000 | ||
14 | 2009.09.04 08:00 | modify | 5 | 0.01 | 1.1006 | 1.1056 | 1.0956 | ||
15 | 2009.09.04 11:01 | t/p | 5 | 0.01 | 1.0956 | 1.1056 | 1.0956 | 4.56 | 986.76 |
16 | 2009.09.09 12:00 | buy | 6 | 0.01 | 1.0807 | 0.0000 | 0.0000 | ||
17 | 2009.09.09 12:00 | modify | 6 | 0.01 | 1.0807 | 1.0754 | 1.0860 | ||
18 | 2009.09.09 15:00 | s/l | 6 | 0.01 | 1.0754 | 1.0754 | 1.0860 | -4.93 | 981.83 |
19 | 2009.09.11 04:00 | sell | 7 | 0.01 | 1.0758 | 0.0000 | 0.0000 | ||
20 | 2009.09.11 04:00 | modify | 7 | 0.01 | 1.0758 | 1.0808 | 1.0708 | ||
21 | 2009.09.14 00:04 | s/l | 7 | 0.01 | 1.0808 | 1.0808 | 1.0708 | -4.63 | 977.20 |
22 | 2009.09.14 04:00 | buy | 8 | 0.01 | 1.0843 | 0.0000 | 0.0000 | ||
23 | 2009.09.14 04:00 | modify | 8 | 0.01 | 1.0843 | 1.0796 | 1.0890 | ||
24 | 2009.09.14 09:35 | t/p | 8 | 0.01 | 1.0890 | 1.0796 | 1.0890 | 4.32 | 981.52 |
25 | 2009.09.15 20:00 | sell | 9 | 0.01 | 1.0713 | 0.0000 | 0.0000 | ||
26 | 2009.09.15 20:00 | modify | 9 | 0.01 | 1.0713 | 1.0764 | 1.0662 | ||
27 | 2009.09.16 13:00 | t/p | 9 | 0.01 | 1.0662 | 1.0764 | 1.0662 | 4.78 | 986.30 |
28 | 2009.09.18 08:00 | buy | 10 | 0.01 | 1.0741 | 0.0000 | 0.0000 | ||
29 | 2009.09.18 08:00 | modify | 10 | 0.01 | 1.0741 | 1.0691 | 1.0791 | ||
30 | 2009.09.18 12:43 | s/l | 10 | 0.01 | 1.0691 | 1.0691 | 1.0791 | -4.68 | 981.62 |
31 | 2009.09.22 12:00 | sell | 11 | 0.01 | 1.0677 | 0.0000 | 0.0000 | ||
32 | 2009.09.22 12:00 | modify | 11 | 0.01 | 1.0677 | 1.0729 | 1.0625 | ||
33 | 2009.09.22 13:45 | s/l | 11 | 0.01 | 1.0729 | 1.0729 | 1.0625 | -4.85 | 976.77 |
34 | 2009.09.23 20:00 | buy | 12 | 0.01 | 1.0758 | 0.0000 | 0.0000 | ||
35 | 2009.09.23 20:00 | modify | 12 | 0.01 | 1.0758 | 1.0710 | 1.0806 | ||
36 | 2009.09.24 12:31 | s/l | 12 | 0.01 | 1.0710 | 1.0710 | 1.0806 | -4.52 | 972.25 |
37 | 2009.09.29 00:00 | sell | 13 | 0.01 | 1.0854 | 0.0000 | 0.0000 | ||
38 | 2009.09.29 00:00 | modify | 13 | 0.01 | 1.0854 | 1.0913 | 1.0795 | ||
39 | 2009.09.29 12:15 | s/l | 13 | 0.01 | 1.0913 | 1.0913 | 1.0795 | -5.41 | 966.84 |