Symbol | EURGBPFXF (Euro vs Great Britan Pound) | ||||
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 | 190340 | Modelling quality | 50.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -7.52 | Gross profit | 8.66 | Gross loss | -16.18 |
Profit factor | 0.54 | Expected payoff | -1.25 | ||
Absolute drawdown | 14.71 | Maximal drawdown | 17.59 (1.75%) | Relative drawdown | 1.75% (17.59) |
Total trades | 6 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
Largest | profit trade | 4.90 | loss trade | -4.25 | |
Average | profit trade | 4.33 | loss trade | -4.04 | |
Maximum | consecutive wins (profit in money) | 1 (4.90) | consecutive losses (loss in money) | 3 (-11.94) | |
Maximal | consecutive profit (count of wins) | 4.90 (1) | consecutive loss (count of losses) | -11.94 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 12:00 | sell stop | 1 | 0.01 | 0.8775 | 0.0000 | 0.0000 | ||
2 | 2009.09.01 12:00 | modify | 1 | 0.01 | 0.8775 | 0.8802 | 0.8749 | ||
3 | 2009.09.01 16:00 | expiration | 1 | 0.01 | 0.8775 | 0.8802 | 0.8749 | ||
4 | 2009.09.01 16:00 | buy | 2 | 0.01 | 0.8808 | 0.0000 | 0.0000 | ||
5 | 2009.09.01 16:00 | modify | 2 | 0.01 | 0.8808 | 0.8782 | 0.8834 | ||
6 | 2009.09.02 10:18 | s/l | 2 | 0.01 | 0.8782 | 0.8782 | 0.8834 | -4.23 | 995.77 |
7 | 2009.09.07 08:00 | buy | 3 | 0.01 | 0.8740 | 0.0000 | 0.0000 | ||
8 | 2009.09.07 08:00 | modify | 3 | 0.01 | 0.8740 | 0.8717 | 0.8763 | ||
9 | 2009.09.07 16:01 | t/p | 3 | 0.01 | 0.8763 | 0.8717 | 0.8763 | 3.76 | 999.53 |
10 | 2009.09.10 16:00 | sell | 4 | 0.01 | 0.8748 | 0.0000 | 0.0000 | ||
11 | 2009.09.10 16:00 | modify | 4 | 0.01 | 0.8748 | 0.8773 | 0.8723 | ||
12 | 2009.09.14 06:37 | s/l | 4 | 0.01 | 0.8773 | 0.8773 | 0.8723 | -4.25 | 995.27 |
13 | 2009.09.14 08:00 | buy | 5 | 0.01 | 0.8801 | 0.0000 | 0.0000 | ||
14 | 2009.09.14 08:00 | modify | 5 | 0.01 | 0.8801 | 0.8778 | 0.8824 | ||
15 | 2009.09.14 08:08 | s/l | 5 | 0.01 | 0.8778 | 0.8778 | 0.8824 | -3.77 | 991.50 |
16 | 2009.09.23 00:00 | sell | 6 | 0.01 | 0.9038 | 0.0000 | 0.0000 | ||
17 | 2009.09.23 00:00 | modify | 6 | 0.01 | 0.9038 | 0.9062 | 0.9014 | ||
18 | 2009.09.23 08:20 | s/l | 6 | 0.01 | 0.9062 | 0.9062 | 0.9014 | -3.92 | 987.58 |
19 | 2009.09.24 12:00 | buy | 7 | 0.01 | 0.9118 | 0.0000 | 0.0000 | ||
20 | 2009.09.24 12:00 | modify | 7 | 0.01 | 0.9118 | 0.9088 | 0.9148 | ||
21 | 2009.09.24 14:07 | t/p | 7 | 0.01 | 0.9148 | 0.9088 | 0.9148 | 4.90 | 992.48 |
22 | 2009.09.29 13:50 | sell stop | 8 | 0.01 | 0.9104 | 0.0000 | 0.0000 | ||
23 | 2009.09.29 13:50 | modify | 8 | 0.01 | 0.9104 | 0.9148 | 0.9060 | ||
24 | 2009.09.29 16:00 | expiration | 8 | 0.01 | 0.9104 | 0.9148 | 0.9060 |