Symbol | AUDUSDFXF (Australian 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=false; | ||||
Bars in test | 1137 | Ticks modelled | 317326 | Modelling quality | 50.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -22.64 | Gross profit | 15.50 | Gross loss | -38.14 |
Profit factor | 0.41 | Expected payoff | -1.89 | ||
Absolute drawdown | 32.30 | Maximal drawdown | 39.50 (3.92%) | Relative drawdown | 3.92% (39.50) |
Total trades | 12 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
Largest | profit trade | 6.14 | loss trade | -5.00 | |
Average | profit trade | 5.17 | loss trade | -4.24 | |
Maximum | consecutive wins (profit in money) | 1 (6.14) | consecutive losses (loss in money) | 5 (-22.24) | |
Maximal | consecutive profit (count of wins) | 6.14 (1) | consecutive loss (count of losses) | -22.24 (5) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.03 04:00 | buy | 1 | 0.01 | 0.8361 | 0.8307 | 0.8415 | ||
2 | 2009.09.03 11:32 | t/p | 1 | 0.01 | 0.8415 | 0.8307 | 0.8415 | 5.40 | 1005.40 |
3 | 2009.09.10 12:00 | sell | 2 | 0.01 | 0.8583 | 0.8626 | 0.8540 | ||
4 | 2009.09.10 16:47 | s/l | 2 | 0.01 | 0.8626 | 0.8626 | 0.8540 | -4.30 | 1001.10 |
5 | 2009.09.14 04:00 | sell | 3 | 0.01 | 0.8570 | 0.8614 | 0.8526 | ||
6 | 2009.09.14 13:43 | s/l | 3 | 0.01 | 0.8614 | 0.8614 | 0.8526 | -4.40 | 996.70 |
7 | 2009.09.15 04:00 | buy | 4 | 0.01 | 0.8614 | 0.8574 | 0.8654 | ||
8 | 2009.09.15 12:00 | close | 4 | 0.01 | 0.8581 | 0.8574 | 0.8654 | -3.30 | 993.40 |
9 | 2009.09.15 12:00 | sell | 5 | 0.01 | 0.8581 | 0.8620 | 0.8542 | ||
10 | 2009.09.15 16:55 | s/l | 5 | 0.01 | 0.8620 | 0.8620 | 0.8542 | -3.90 | 989.50 |
11 | 2009.09.15 20:00 | buy | 6 | 0.01 | 0.8650 | 0.8611 | 0.8689 | ||
12 | 2009.09.16 07:15 | t/p | 6 | 0.01 | 0.8689 | 0.8611 | 0.8689 | 3.96 | 993.46 |
13 | 2009.09.18 08:00 | sell | 7 | 0.01 | 0.8662 | 0.8703 | 0.8621 | ||
14 | 2009.09.18 09:35 | s/l | 7 | 0.01 | 0.8703 | 0.8703 | 0.8621 | -4.10 | 989.36 |
15 | 2009.09.22 08:00 | buy | 8 | 0.01 | 0.8746 | 0.8702 | 0.8790 | ||
16 | 2009.09.23 14:40 | s/l | 8 | 0.01 | 0.8702 | 0.8702 | 0.8790 | -4.34 | 985.02 |
17 | 2009.09.24 00:00 | sell | 9 | 0.01 | 0.8692 | 0.8735 | 0.8649 | ||
18 | 2009.09.24 05:50 | s/l | 9 | 0.01 | 0.8735 | 0.8735 | 0.8649 | -4.30 | 980.72 |
19 | 2009.09.24 12:00 | buy | 10 | 0.01 | 0.8753 | 0.8708 | 0.8798 | ||
20 | 2009.09.24 14:07 | s/l | 10 | 0.01 | 0.8708 | 0.8708 | 0.8798 | -4.50 | 976.22 |
21 | 2009.09.24 20:00 | sell | 11 | 0.01 | 0.8656 | 0.8705 | 0.8607 | ||
22 | 2009.09.25 04:46 | s/l | 11 | 0.01 | 0.8705 | 0.8705 | 0.8607 | -5.00 | 971.22 |
23 | 2009.09.28 20:00 | buy | 12 | 0.01 | 0.8713 | 0.8654 | 0.8772 | ||
24 | 2009.09.30 01:31 | t/p | 12 | 0.01 | 0.8772 | 0.8654 | 0.8772 | 6.14 | 977.36 |