Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.11.27 20:00 (2009.01.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=11; 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; CustomTP1=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="Mon,Tue,Wed,Thu,Fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="00:00,04:00,08:00,12:00,16:00,20:00"; TradeTimeTue="16:00,20:00"; TradeTimeWed="16:00,20:00"; TradeTimeThu="16:00,20:00"; TradeTimeFri="00:00,04:00,08:00,12:00,16:00,20:00"; 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=1; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=1; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=0; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=0; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; | ||||
Bars in test | 2417 | Ticks modelled | 6650340 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 482.68 | Gross profit | 8088.18 | Gross loss | -7605.50 |
Profit factor | 1.06 | Expected payoff | 7.91 | ||
Absolute drawdown | 1568.44 | Maximal drawdown | 1742.81 (17.13%) | Relative drawdown | 17.13% (1742.81) |
Total trades | 61 | Short positions (won %) | 29 (41.38%) | Long positions (won %) | 32 (62.50%) |
Profit trades (% of total) | 32 (52.46%) | Loss trades (% of total) | 29 (47.54%) | ||
Largest | profit trade | 317.79 | loss trade | -323.37 | |
Average | profit trade | 252.76 | loss trade | -262.26 | |
Maximum | consecutive wins (profit in money) | 4 (1039.81) | consecutive losses (loss in money) | 3 (-813.96) | |
Maximal | consecutive profit (count of wins) | 1039.81 (4) | consecutive loss (count of losses) | -813.96 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 20:00 | sell | 1 | 0.31 | 1.2081 | 1.2180 | 1.1982 | ||
2 | 2009.01.02 22:09 | s/l | 1 | 0.31 | 1.2180 | 1.2180 | 1.1982 | -251.97 | 9748.03 |
3 | 2009.01.09 00:00 | sell | 2 | 0.31 | 1.1797 | 1.1894 | 1.1700 | ||
4 | 2009.01.09 15:38 | s/l | 2 | 0.31 | 1.1894 | 1.1894 | 1.1700 | -252.79 | 9495.24 |
5 | 2009.01.19 16:00 | buy | 3 | 0.27 | 1.2502 | 1.2394 | 1.2610 | ||
6 | 2009.01.20 07:11 | t/p | 3 | 0.27 | 1.2610 | 1.2394 | 1.2610 | 230.70 | 9725.94 |
7 | 2009.01.22 20:00 | buy | 4 | 0.31 | 1.2608 | 1.2509 | 1.2707 | ||
8 | 2009.01.23 17:26 | s/l | 4 | 0.31 | 1.2509 | 1.2509 | 1.2707 | -247.12 | 9478.82 |
9 | 2009.01.30 00:00 | buy | 5 | 0.34 | 1.2270 | 1.2183 | 1.2357 | ||
10 | 2009.01.30 14:06 | t/p | 5 | 0.34 | 1.2357 | 1.2183 | 1.2357 | 239.38 | 9718.20 |
11 | 2009.02.09 04:00 | sell | 6 | 0.32 | 1.2200 | 1.2296 | 1.2104 | ||
12 | 2009.02.09 10:59 | s/l | 6 | 0.32 | 1.2296 | 1.2296 | 1.2104 | -249.84 | 9468.36 |
13 | 2009.02.10 20:00 | buy | 7 | 0.30 | 1.2325 | 1.2227 | 1.2423 | ||
14 | 2009.02.10 21:15 | t/p | 7 | 0.30 | 1.2423 | 1.2227 | 1.2423 | 236.66 | 9705.02 |
15 | 2009.02.13 12:00 | sell | 8 | 0.33 | 1.2299 | 1.2391 | 1.2207 | ||
16 | 2009.02.13 16:36 | s/l | 8 | 0.33 | 1.2391 | 1.2391 | 1.2207 | -245.02 | 9460.00 |
17 | 2009.02.20 08:01 | buy | 9 | 0.43 | 1.2621 | 1.2552 | 1.2690 | ||
18 | 2009.02.20 18:53 | s/l | 9 | 0.43 | 1.2552 | 1.2552 | 1.2690 | -236.38 | 9223.62 |
19 | 2009.02.23 01:01 | sell | 10 | 0.38 | 1.2511 | 1.2587 | 1.2435 | ||
20 | 2009.02.23 09:05 | t/p | 10 | 0.38 | 1.2435 | 1.2587 | 1.2435 | 232.26 | 9455.88 |
21 | 2009.02.26 20:00 | sell | 11 | 0.39 | 1.2468 | 1.2544 | 1.2392 | ||
22 | 2009.02.27 00:03 | s/l | 11 | 0.39 | 1.2544 | 1.2544 | 1.2392 | -236.29 | 9219.59 |
23 | 2009.02.27 04:00 | buy | 12 | 0.40 | 1.2548 | 1.2476 | 1.2620 | ||
24 | 2009.02.27 14:00 | t/p | 12 | 0.40 | 1.2620 | 1.2476 | 1.2620 | 228.21 | 9447.80 |
25 | 2009.03.05 20:00 | buy | 13 | 0.38 | 1.2879 | 1.2801 | 1.2957 | ||
26 | 2009.03.06 09:03 | s/l | 13 | 0.38 | 1.2801 | 1.2801 | 1.2957 | -233.69 | 9214.11 |
27 | 2009.03.06 16:00 | sell | 14 | 0.37 | 1.2788 | 1.2865 | 1.2711 | ||
28 | 2009.03.06 17:17 | s/l | 14 | 0.37 | 1.2865 | 1.2865 | 1.2711 | -221.45 | 8992.66 |
29 | 2009.03.09 04:01 | buy | 15 | 0.40 | 1.2846 | 1.2775 | 1.2917 | ||
30 | 2009.03.09 11:18 | t/p | 15 | 0.40 | 1.2917 | 1.2775 | 1.2917 | 219.87 | 9212.53 |
31 | 2009.03.10 16:00 | sell | 16 | 0.35 | 1.2790 | 1.2873 | 1.2707 | ||
32 | 2009.03.10 20:13 | s/l | 16 | 0.35 | 1.2873 | 1.2873 | 1.2707 | -225.67 | 8986.86 |
33 | 2009.03.13 00:00 | sell | 17 | 0.33 | 1.2777 | 1.2863 | 1.2691 | ||
34 | 2009.03.13 14:42 | t/p | 17 | 0.33 | 1.2691 | 1.2863 | 1.2691 | 223.62 | 9210.48 |
35 | 2009.03.25 20:00 | sell | 18 | 0.41 | 1.2304 | 1.2375 | 1.2233 | ||
36 | 2009.03.27 13:32 | s/l | 18 | 0.41 | 1.2375 | 1.2375 | 1.2233 | -235.23 | 8975.25 |
37 | 2009.03.27 16:00 | buy | 19 | 0.45 | 1.23703 | 1.2307 | 1.2433 | ||
38 | 2009.03.27 16:10 | t/p | 19 | 0.45 | 1.2433 | 1.2307 | 1.2433 | 226.94 | 9202.19 |
39 | 2009.04.08 16:00 | sell | 20 | 0.40 | 1.23413 | 1.2413 | 1.2269 | ||
40 | 2009.04.09 14:44 | t/p | 20 | 0.40 | 1.2269 | 1.2413 | 1.2269 | 235.72 | 9437.91 |
41 | 2009.04.17 08:00 | buy | 21 | 0.45 | 1.21233 | 1.2057 | 1.2189 | ||
42 | 2009.04.20 09:04 | t/p | 21 | 0.45 | 1.2189 | 1.2057 | 1.2189 | 241.70 | 9679.61 |
43 | 2009.04.23 16:00 | sell | 22 | 0.41 | 1.23613 | 1.2435 | 1.2287 | ||
44 | 2009.04.23 16:32 | t/p | 22 | 0.41 | 1.2287 | 1.2435 | 1.2287 | 247.93 | 9927.54 |
45 | 2009.05.13 20:00 | buy | 23 | 0.46 | 1.17271 | 1.1660 | 1.1794 | ||
46 | 2009.05.15 16:39 | s/l | 23 | 0.46 | 1.1660 | 1.1660 | 1.1794 | -268.20 | 9659.34 |
47 | 2009.05.18 20:00 | sell | 24 | 0.44 | 1.16612 | 1.1730 | 1.1592 | ||
48 | 2009.05.19 08:40 | t/p | 24 | 0.44 | 1.1592 | 1.1730 | 1.1592 | 262.66 | 9922.00 |
49 | 2009.05.26 16:00 | buy | 25 | 0.52 | 1.13028 | 1.1243 | 1.1363 | ||
50 | 2009.05.26 16:13 | s/l | 25 | 0.52 | 1.1243 | 1.1243 | 1.1363 | -276.58 | 9645.42 |
51 | 2009.05.28 20:00 | sell | 26 | 0.47 | 1.11505 | 1.1215 | 1.1087 | ||
52 | 2009.05.29 07:47 | t/p | 26 | 0.47 | 1.1087 | 1.1215 | 1.1087 | 269.19 | 9914.61 |
53 | 2009.06.09 16:00 | sell | 27 | 0.39 | 1.10179 | 1.1099 | 1.0937 | ||
54 | 2009.06.10 16:05 | s/l | 27 | 0.39 | 1.1099 | 1.1099 | 1.0937 | -284.97 | 9629.64 |
55 | 2009.06.12 12:00 | buy | 28 | 0.41 | 1.11456 | 1.1073 | 1.1219 | ||
56 | 2009.06.12 13:32 | t/p | 28 | 0.41 | 1.1219 | 1.1073 | 1.1219 | 268.24 | 9897.88 |
57 | 2009.06.18 16:00 | sell | 29 | 0.44 | 1.12773 | 1.1347 | 1.1207 | ||
58 | 2009.06.18 20:06 | s/l | 29 | 0.44 | 1.1347 | 1.1347 | 1.1207 | -270.27 | 9627.61 |
59 | 2009.06.19 12:00 | sell | 30 | 0.47 | 1.12788 | 1.1343 | 1.1215 | ||
60 | 2009.06.19 15:48 | s/l | 30 | 0.47 | 1.1343 | 1.1343 | 1.1215 | -266.01 | 9361.60 |
61 | 2009.06.19 20:00 | buy | 31 | 0.46 | 1.13168 | 1.1253 | 1.1381 | ||
62 | 2009.06.22 03:24 | t/p | 31 | 0.46 | 1.1381 | 1.1253 | 1.1381 | 258.62 | 9620.22 |
63 | 2009.06.26 12:00 | sell | 32 | 0.52 | 1.14684 | 1.1527 | 1.1409 | ||
64 | 2009.06.26 14:57 | s/l | 32 | 0.52 | 1.1527 | 1.1527 | 1.1409 | -264.35 | 9355.87 |
65 | 2009.06.29 04:00 | buy | 33 | 0.52 | 1.15601 | 1.1502 | 1.1618 | ||
66 | 2009.06.30 16:00 | close | 33 | 0.52 | 1.15652 | 1.1502 | 1.1618 | 21.95 | 9377.82 |
67 | 2009.06.30 16:00 | sell | 34 | 0.58 | 1.15652 | 1.1617 | 1.1513 | ||
68 | 2009.06.30 16:08 | s/l | 34 | 0.58 | 1.1617 | 1.1617 | 1.1513 | -258.62 | 9119.20 |
69 | 2009.06.30 20:00 | buy | 35 | 0.54 | 1.16304 | 1.1577 | 1.1683 | ||
70 | 2009.07.01 09:58 | s/l | 35 | 0.54 | 1.1577 | 1.1577 | 1.1683 | -250.10 | 8869.10 |
71 | 2009.07.02 20:00 | buy | 36 | 0.58 | 1.16084 | 1.1559 | 1.1657 | ||
72 | 2009.07.06 09:39 | t/p | 36 | 0.58 | 1.1657 | 1.1559 | 1.1657 | 237.43 | 9106.52 |
73 | 2009.07.07 16:00 | sell | 37 | 0.57 | 1.16061 | 1.1656 | 1.1557 | ||
74 | 2009.07.07 18:33 | s/l | 37 | 0.57 | 1.1656 | 1.1656 | 1.1557 | -244.02 | 8862.50 |
75 | 2009.07.10 16:00 | buy | 38 | 0.51 | 1.16428 | 1.1589 | 1.1697 | ||
76 | 2009.07.13 17:27 | s/l | 38 | 0.51 | 1.1589 | 1.1589 | 1.1697 | -237.72 | 8624.78 |
77 | 2009.07.30 20:00 | sell | 39 | 0.53 | 1.08224 | 1.0873 | 1.0771 | ||
78 | 2009.07.31 20:12 | t/p | 39 | 0.53 | 1.0771 | 1.0873 | 1.0771 | 252.92 | 8877.70 |
79 | 2009.08.06 20:00 | buy | 40 | 0.55 | 1.07743 | 1.0723 | 1.0825 | ||
80 | 2009.08.07 13:00 | t/p | 40 | 0.55 | 1.0825 | 1.0723 | 1.0825 | 254.45 | 9132.15 |
81 | 2009.08.17 00:00 | buy | 41 | 0.47 | 1.09986 | 1.0938 | 1.1060 | ||
82 | 2009.08.17 07:28 | t/p | 41 | 0.47 | 1.1060 | 1.0938 | 1.1060 | 260.92 | 9393.07 |
83 | 2009.08.31 04:00 | buy | 42 | 0.56 | 1.09397 | 1.0887 | 1.0993 | ||
84 | 2009.08.31 09:27 | t/p | 42 | 0.56 | 1.0993 | 1.0887 | 1.0993 | 271.52 | 9664.59 |
85 | 2009.09.01 16:00 | buy | 43 | 0.51 | 1.09704 | 1.0910 | 1.1030 | ||
86 | 2009.09.01 16:32 | s/l | 43 | 0.51 | 1.0910 | 1.0910 | 1.1030 | -282.35 | 9382.24 |
87 | 2009.09.03 16:00 | sell | 44 | 0.52 | 1.10155 | 1.1073 | 1.0959 | ||
88 | 2009.09.03 16:23 | s/l | 44 | 0.52 | 1.1073 | 1.1073 | 1.0959 | -270.03 | 9112.21 |
89 | 2009.09.03 20:00 | buy | 45 | 0.50 | 1.10328 | 1.0976 | 1.1090 | ||
90 | 2009.09.04 10:46 | s/l | 45 | 0.50 | 1.0976 | 1.0976 | 1.1090 | -261.58 | 8850.62 |
91 | 2009.09.04 12:00 | sell | 46 | 0.56 | 1.0970 | 1.1020 | 1.0920 | ||
92 | 2009.09.04 14:33 | t/p | 46 | 0.56 | 1.0920 | 1.1020 | 1.0920 | 256.41 | 9107.03 |
93 | 2009.09.09 16:00 | buy | 47 | 0.53 | 1.07909 | 1.0736 | 1.0846 | ||
94 | 2009.09.10 11:26 | t/p | 47 | 0.53 | 1.0846 | 1.0736 | 1.0846 | 268.25 | 9375.28 |
95 | 2009.09.14 04:00 | buy | 48 | 0.61 | 1.0851 | 1.0802 | 1.0900 | ||
96 | 2009.09.14 11:36 | t/p | 48 | 0.61 | 1.0900 | 1.0802 | 1.0900 | 274.22 | 9649.50 |
97 | 2009.09.18 12:00 | buy | 49 | 0.57 | 1.0727 | 1.0674 | 1.0780 | ||
98 | 2009.09.18 14:50 | s/l | 49 | 0.57 | 1.0674 | 1.0674 | 1.0780 | -283.02 | 9366.48 |
99 | 2009.09.22 16:00 | sell | 50 | 0.56 | 1.07249 | 1.0778 | 1.0672 | ||
100 | 2009.09.23 01:23 | t/p | 50 | 0.56 | 1.0672 | 1.0778 | 1.0672 | 277.59 | 9644.07 |
101 | 2009.10.02 00:00 | buy | 51 | 0.48 | 1.08426 | 1.0780 | 1.0906 | ||
102 | 2009.10.02 11:22 | t/p | 51 | 0.48 | 1.0906 | 1.0780 | 1.0906 | 279.04 | 9923.11 |
103 | 2009.10.05 04:00 | sell | 52 | 0.48 | 1.07308 | 1.0796 | 1.0666 | ||
104 | 2009.10.06 07:58 | t/p | 52 | 0.48 | 1.0666 | 1.0796 | 1.0666 | 291.62 | 10214.73 |
105 | 2009.10.15 20:00 | buy | 53 | 0.68 | 1.03376 | 1.0291 | 1.0385 | ||
106 | 2009.10.16 02:27 | s/l | 53 | 0.68 | 1.0291 | 1.0291 | 1.0385 | -311.78 | 9902.96 |
107 | 2009.10.20 20:00 | buy | 54 | 0.48 | 1.0513 | 1.0448 | 1.0578 | ||
108 | 2009.10.21 13:41 | t/p | 54 | 0.48 | 1.0578 | 1.0448 | 1.0578 | 294.04 | 10197.00 |
109 | 2009.10.30 20:00 | buy | 55 | 0.56 | 1.08155 | 1.0758 | 1.0874 | ||
110 | 2009.11.02 17:00 | s/l | 55 | 0.56 | 1.0758 | 1.0758 | 1.0874 | -300.37 | 9896.63 |
111 | 2009.11.06 16:10 | buy stop | 56 | 0.55 | 1.0756 | 1.0699 | 1.0813 | ||
112 | 2009.11.06 19:59 | expiration | 56 | 0.55 | 1.0756 | 1.0699 | 1.0813 | ||
113 | 2009.11.09 16:00 | sell | 57 | 0.56 | 1.05996 | 1.0656 | 1.0544 | ||
114 | 2009.11.10 16:51 | t/p | 57 | 0.56 | 1.0544 | 1.0656 | 1.0544 | 295.30 | 10191.93 |
115 | 2009.11.12 20:00 | buy | 58 | 0.73 | 1.0522 | 1.0477 | 1.0567 | ||
116 | 2009.11.12 22:05 | t/p | 58 | 0.73 | 1.0567 | 1.0477 | 1.0567 | 310.87 | 10502.80 |
117 | 2009.11.16 01:00 | sell | 59 | 0.70 | 1.05326 | 1.0581 | 1.0485 | ||
118 | 2009.11.16 06:26 | t/p | 59 | 0.70 | 1.0485 | 1.0581 | 1.0485 | 317.79 | 10820.59 |
119 | 2009.11.18 16:00 | sell | 60 | 0.67 | 1.04951 | 1.0546 | 1.0444 | ||
120 | 2009.11.18 20:02 | s/l | 60 | 0.67 | 1.0546 | 1.0546 | 1.0444 | -323.37 | 10497.22 |
121 | 2009.11.23 16:00 | sell | 61 | 0.69 | 1.05613 | 1.0610 | 1.0512 | ||
122 | 2009.11.24 03:53 | s/l | 61 | 0.69 | 1.0610 | 1.0610 | 1.0512 | -316.71 | 10180.51 |
123 | 2009.11.26 20:00 | buy | 62 | 0.68 | 1.0618 | 1.0570 | 1.0666 | ||
124 | 2009.11.27 09:09 | t/p | 62 | 0.68 | 1.0666 | 1.0570 | 1.0666 | 302.16 | 10482.68 |