Symbol | EURUSDFXF (Euro 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 | 239445 | Modelling quality | 89.71% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 8.46 | Gross profit | 23.66 | Gross loss | -15.20 |
Profit factor | 1.56 | Expected payoff | 1.06 | ||
Absolute drawdown | 1.00 | Maximal drawdown | 12.10 (1.19%) | Relative drawdown | 1.19% (12.10) |
Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
Largest | profit trade | 4.91 | loss trade | -5.80 | |
Average | profit trade | 4.73 | loss trade | -5.07 | |
Maximum | consecutive wins (profit in money) | 3 (14.31) | consecutive losses (loss in money) | 2 (-10.50) | |
Maximal | consecutive profit (count of wins) | 14.31 (3) | consecutive loss (count of losses) | -10.50 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.03 04:00 | buy | 1 | 0.01 | 1.4277 | 0.0000 | 0.0000 | ||
2 | 2009.09.03 04:00 | modify | 1 | 0.01 | 1.4277 | 1.4230 | 1.4324 | ||
3 | 2009.09.03 11:26 | t/p | 1 | 0.01 | 1.4324 | 1.4230 | 1.4324 | 4.70 | 1004.70 |
4 | 2009.09.04 04:00 | sell | 2 | 0.01 | 1.4251 | 0.0000 | 0.0000 | ||
5 | 2009.09.04 04:00 | modify | 2 | 0.01 | 1.4251 | 1.4298 | 1.4204 | ||
6 | 2009.09.04 13:08 | t/p | 2 | 0.01 | 1.4204 | 1.4298 | 1.4204 | 4.70 | 1009.40 |
7 | 2009.09.04 20:00 | buy | 3 | 0.01 | 1.4307 | 0.0000 | 0.0000 | ||
8 | 2009.09.04 20:00 | modify | 3 | 0.01 | 1.4307 | 1.4258 | 1.4356 | ||
9 | 2009.09.07 07:08 | t/p | 3 | 0.01 | 1.4356 | 1.4258 | 1.4356 | 4.91 | 1014.31 |
10 | 2009.09.14 08:00 | sell | 4 | 0.01 | 1.4566 | 0.0000 | 0.0000 | ||
11 | 2009.09.14 08:00 | modify | 4 | 0.01 | 1.4566 | 1.4613 | 1.4519 | ||
12 | 2009.09.14 13:41 | s/l | 4 | 0.01 | 1.4613 | 1.4613 | 1.4519 | -4.70 | 1009.61 |
13 | 2009.09.14 16:00 | buy stop | 5 | 0.01 | 1.4652 | 0.0000 | 0.0000 | ||
14 | 2009.09.14 16:00 | modify | 5 | 0.01 | 1.4652 | 1.4602 | 1.4702 | ||
15 | 2009.09.14 20:00 | expiration | 5 | 0.01 | 1.4652 | 1.4602 | 1.4702 | ||
16 | 2009.09.18 12:00 | sell | 6 | 0.01 | 1.4708 | 0.0000 | 0.0000 | ||
17 | 2009.09.18 12:00 | modify | 6 | 0.01 | 1.4708 | 1.4755 | 1.4661 | ||
18 | 2009.09.21 06:16 | t/p | 6 | 0.01 | 1.4661 | 1.4755 | 1.4661 | 4.65 | 1014.26 |
19 | 2009.09.22 08:00 | buy | 7 | 0.01 | 1.4782 | 0.0000 | 0.0000 | ||
20 | 2009.09.22 08:00 | modify | 7 | 0.01 | 1.4782 | 1.4736 | 1.4829 | ||
21 | 2009.09.22 23:24 | t/p | 7 | 0.01 | 1.4829 | 1.4736 | 1.4829 | 4.70 | 1018.96 |
22 | 2009.09.24 00:00 | sell | 8 | 0.01 | 1.4730 | 0.0000 | 0.0000 | ||
23 | 2009.09.24 00:00 | modify | 8 | 0.01 | 1.4730 | 1.4777 | 1.4683 | ||
24 | 2009.09.24 09:23 | s/l | 8 | 0.01 | 1.4777 | 1.4777 | 1.4683 | -4.70 | 1014.26 |
25 | 2009.09.30 12:00 | buy | 9 | 0.01 | 1.4647 | 0.0000 | 0.0000 | ||
26 | 2009.09.30 12:00 | modify | 9 | 0.01 | 1.4647 | 1.4589 | 1.4705 | ||
27 | 2009.09.30 12:47 | s/l | 9 | 0.01 | 1.4589 | 1.4589 | 1.4705 | -5.80 | 1008.46 |