Symbol | NZDUSDFXF (New Zealand Dollar vs US 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 | 198582 | Modelling quality | 50.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -24.66 | Gross profit | 12.24 | Gross loss | -36.90 |
Profit factor | 0.33 | Expected payoff | -2.05 | ||
Absolute drawdown | 29.76 | Maximal drawdown | 33.66 (3.35%) | Relative drawdown | 3.35% (33.66) |
Total trades | 12 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 7 (42.86%) |
Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
Largest | profit trade | 3.90 | loss trade | -5.48 | |
Average | profit trade | 3.06 | loss trade | -4.61 | |
Maximum | consecutive wins (profit in money) | 2 (7.34) | consecutive losses (loss in money) | 4 (-20.96) | |
Maximal | consecutive profit (count of wins) | 7.34 (2) | consecutive loss (count of losses) | -20.96 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 16:00 | sell | 1 | 0.01 | 0.6789 | 0.0000 | 0.0000 | ||
2 | 2009.09.01 16:00 | modify | 1 | 0.01 | 0.6789 | 0.6828 | 0.6750 | ||
3 | 2009.09.01 17:08 | t/p | 1 | 0.01 | 0.6750 | 0.6828 | 0.6750 | 3.90 | 1003.90 |
4 | 2009.09.03 12:00 | buy | 2 | 0.01 | 0.6823 | 0.0000 | 0.0000 | ||
5 | 2009.09.03 12:00 | modify | 2 | 0.01 | 0.6823 | 0.6781 | 0.6865 | ||
6 | 2009.09.03 14:07 | s/l | 2 | 0.01 | 0.6781 | 0.6781 | 0.6865 | -4.20 | 999.70 |
7 | 2009.09.14 08:00 | sell | 3 | 0.01 | 0.6989 | 0.0000 | 0.0000 | ||
8 | 2009.09.14 08:00 | modify | 3 | 0.01 | 0.6989 | 0.7032 | 0.6946 | ||
9 | 2009.09.15 00:15 | s/l | 3 | 0.01 | 0.7032 | 0.7032 | 0.6946 | -4.54 | 995.16 |
10 | 2009.09.15 08:00 | buy | 4 | 0.01 | 0.7025 | 0.0000 | 0.0000 | ||
11 | 2009.09.15 08:00 | modify | 4 | 0.01 | 0.7025 | 0.6989 | 0.7061 | ||
12 | 2009.09.15 11:47 | s/l | 4 | 0.01 | 0.6989 | 0.6989 | 0.7061 | -3.60 | 991.56 |
13 | 2009.09.15 16:00 | sell | 5 | 0.01 | 0.7015 | 0.0000 | 0.0000 | ||
14 | 2009.09.15 16:00 | modify | 5 | 0.01 | 0.7015 | 0.7051 | 0.6979 | ||
15 | 2009.09.15 17:51 | s/l | 5 | 0.01 | 0.7051 | 0.7051 | 0.6979 | -3.60 | 987.96 |
16 | 2009.09.15 20:00 | buy | 6 | 0.01 | 0.7069 | 0.0000 | 0.0000 | ||
17 | 2009.09.15 20:00 | modify | 6 | 0.01 | 0.7069 | 0.7032 | 0.7106 | ||
18 | 2009.09.16 07:55 | t/p | 6 | 0.01 | 0.7106 | 0.7032 | 0.7106 | 3.74 | 991.70 |
19 | 2009.09.22 04:00 | buy | 7 | 0.01 | 0.7188 | 0.0000 | 0.0000 | ||
20 | 2009.09.22 04:00 | modify | 7 | 0.01 | 0.7188 | 0.7152 | 0.7224 | ||
21 | 2009.09.22 07:35 | t/p | 7 | 0.01 | 0.7224 | 0.7152 | 0.7224 | 3.60 | 995.30 |
22 | 2009.09.24 12:00 | buy | 8 | 0.01 | 0.7247 | 0.0000 | 0.0000 | ||
23 | 2009.09.24 12:00 | modify | 8 | 0.01 | 0.7247 | 0.7197 | 0.7297 | ||
24 | 2009.09.24 14:38 | s/l | 8 | 0.01 | 0.7197 | 0.7197 | 0.7297 | -5.00 | 990.30 |
25 | 2009.09.24 20:00 | sell | 9 | 0.01 | 0.7166 | 0.0000 | 0.0000 | ||
26 | 2009.09.24 20:00 | modify | 9 | 0.01 | 0.7166 | 0.7220 | 0.7112 | ||
27 | 2009.09.25 04:47 | s/l | 9 | 0.01 | 0.7220 | 0.7220 | 0.7112 | -5.48 | 984.82 |
28 | 2009.09.29 04:00 | buy | 10 | 0.01 | 0.7200 | 0.0000 | 0.0000 | ||
29 | 2009.09.29 04:00 | modify | 10 | 0.01 | 0.7200 | 0.7149 | 0.7251 | ||
30 | 2009.09.29 12:01 | s/l | 10 | 0.01 | 0.7149 | 0.7149 | 0.7251 | -5.10 | 979.72 |
31 | 2009.09.29 16:00 | sell | 11 | 0.01 | 0.7141 | 0.0000 | 0.0000 | ||
32 | 2009.09.29 16:00 | modify | 11 | 0.01 | 0.7141 | 0.7194 | 0.7088 | ||
33 | 2009.09.30 01:25 | s/l | 11 | 0.01 | 0.7194 | 0.7194 | 0.7088 | -5.38 | 974.34 |
34 | 2009.09.30 04:00 | buy | 12 | 0.01 | 0.7221 | 0.0000 | 0.0000 | ||
35 | 2009.09.30 04:00 | modify | 12 | 0.01 | 0.7221 | 0.7173 | 0.7269 | ||
36 | 2009.09.30 23:58 | close at stop | 12 | 0.01 | 0.7231 | 0.7173 | 0.7269 | 1.00 | 975.34 |