Symbol | EURJPYm (Euro vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2010.02.28 23:00 - 2010.07.11 23:45 (2010.02.28 - 2010.07.12) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | gi="____General inputs----"; Lot=0.01; StopLoss=1100; TakeProfit=2100; MagicNumber=73996532; TradeComment="Stevefx"; CriminalIsECN=false; StopTrading=false; MaxTrendSlopeAllowed=100000; SleepMinsAfterTradeSent=8; tm="----Trading method----"; TradeBreakOfTrend=true; TradeRetraceFromAtr=false; tbi="----Trend breakout----"; MaxPipsDistanceFromTrend=100; rsi="----Rsi----"; RsiPeriod=14; RsiOverBought=72; RsiOverSold=28; atr="----Atr----"; AtrPeriod=14; AtrTimeFrame=10080; mis="----Odds and ends----"; DisplayGapSize=30; ShowUserFeedback=true; | ||||
Bars in test | 9977 | Ticks modelled | 3551881 | Modelling quality | n/a |
Mismatched charts errors | 162 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 13.79 | Gross profit | 26.40 | Gross loss | -12.61 |
Profit factor | 2.09 | Expected payoff | 0.66 | ||
Absolute drawdown | 8.29 | Maximal drawdown | 8.76 (0.09%) | Relative drawdown | 0.09% (8.76) |
Total trades | 21 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 2.41 | loss trade | -1.26 | |
Average | profit trade | 2.40 | loss trade | -1.26 | |
Maximum | consecutive wins (profit in money) | 4 (9.61) | consecutive losses (loss in money) | 6 (-7.56) | |
Maximal | consecutive profit (count of wins) | 9.61 (4) | consecutive loss (count of losses) | -7.56 (6) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.06 15:45 | buy | 1 | 0.01 | 117.55 | 116.45 | 119.65 | ||
2 | 2010.05.06 17:22 | s/l | 1 | 0.01 | 116.45 | 116.45 | 119.65 | -1.26 | 9998.74 |
3 | 2010.05.06 17:22 | buy | 2 | 0.01 | 116.48 | 115.38 | 118.58 | ||
4 | 2010.05.06 18:07 | s/l | 2 | 0.01 | 115.38 | 115.38 | 118.58 | -1.26 | 9997.48 |
5 | 2010.05.06 18:07 | buy | 3 | 0.01 | 115.41 | 114.31 | 117.51 | ||
6 | 2010.05.06 18:12 | s/l | 3 | 0.01 | 114.31 | 114.31 | 117.51 | -1.26 | 9996.22 |
7 | 2010.05.06 18:12 | buy | 4 | 0.01 | 114.34 | 113.24 | 116.44 | ||
8 | 2010.05.06 18:22 | s/l | 4 | 0.01 | 113.24 | 113.24 | 116.44 | -1.26 | 9994.96 |
9 | 2010.05.06 18:22 | buy | 5 | 0.01 | 113.27 | 112.17 | 115.37 | ||
10 | 2010.05.06 18:45 | s/l | 5 | 0.01 | 112.17 | 112.17 | 115.37 | -1.26 | 9993.70 |
11 | 2010.05.06 18:45 | buy | 6 | 0.01 | 112.20 | 111.10 | 114.30 | ||
12 | 2010.05.06 18:47 | s/l | 6 | 0.01 | 111.10 | 111.10 | 114.30 | -1.26 | 9992.44 |
13 | 2010.05.06 18:47 | buy | 7 | 0.01 | 111.13 | 110.03 | 113.23 | ||
14 | 2010.05.06 19:07 | t/p | 7 | 0.01 | 113.23 | 110.03 | 113.23 | 2.40 | 9994.84 |
15 | 2010.05.06 19:07 | buy | 8 | 0.01 | 113.26 | 112.16 | 115.36 | ||
16 | 2010.05.06 23:40 | t/p | 8 | 0.01 | 115.36 | 112.16 | 115.36 | 2.41 | 9997.25 |
17 | 2010.05.06 23:40 | buy | 9 | 0.01 | 115.39 | 114.29 | 117.49 | ||
18 | 2010.05.07 02:52 | t/p | 9 | 0.01 | 117.49 | 114.29 | 117.49 | 2.40 | 9999.65 |
19 | 2010.05.07 05:30 | buy | 10 | 0.01 | 116.30 | 115.20 | 118.40 | ||
20 | 2010.05.07 12:30 | t/p | 10 | 0.01 | 118.40 | 115.20 | 118.40 | 2.40 | 10002.05 |
21 | 2010.05.07 14:15 | buy | 11 | 0.01 | 116.01 | 114.91 | 118.11 | ||
22 | 2010.05.07 14:27 | s/l | 11 | 0.01 | 114.91 | 114.91 | 118.11 | -1.26 | 10000.79 |
23 | 2010.05.07 14:27 | buy | 12 | 0.01 | 114.94 | 113.84 | 117.04 | ||
24 | 2010.05.07 16:12 | t/p | 12 | 0.01 | 117.04 | 113.84 | 117.04 | 2.40 | 10003.19 |
25 | 2010.05.07 17:30 | buy | 13 | 0.01 | 116.38 | 115.28 | 118.48 | ||
26 | 2010.05.09 22:00 | t/p | 13 | 0.01 | 118.48 | 115.28 | 118.48 | 2.40 | 10005.59 |
27 | 2010.05.17 00:30 | buy | 14 | 0.01 | 113.63 | 112.53 | 115.73 | ||
28 | 2010.05.17 02:37 | s/l | 14 | 0.01 | 112.53 | 112.53 | 115.73 | -1.26 | 10004.33 |
29 | 2010.05.17 02:37 | buy | 15 | 0.01 | 112.56 | 111.46 | 114.66 | ||
30 | 2010.05.17 13:22 | t/p | 15 | 0.01 | 114.66 | 111.46 | 114.66 | 2.40 | 10006.73 |
31 | 2010.05.17 15:30 | buy | 16 | 0.01 | 113.55 | 112.45 | 115.65 | ||
32 | 2010.05.18 19:01 | s/l | 16 | 0.01 | 112.45 | 112.45 | 115.65 | -1.26 | 10005.46 |
33 | 2010.05.18 19:01 | buy | 17 | 0.01 | 112.48 | 111.38 | 114.58 | ||
34 | 2010.05.19 00:42 | s/l | 17 | 0.01 | 111.38 | 111.38 | 114.58 | -1.26 | 10004.20 |
35 | 2010.05.19 00:42 | buy | 18 | 0.01 | 111.41 | 110.31 | 113.51 | ||
36 | 2010.05.19 17:53 | t/p | 18 | 0.01 | 113.51 | 110.31 | 113.51 | 2.40 | 10006.60 |
37 | 2010.05.25 07:45 | buy | 19 | 0.01 | 109.78 | 108.68 | 111.88 | ||
38 | 2010.05.25 21:26 | t/p | 19 | 0.01 | 111.88 | 108.68 | 111.88 | 2.41 | 10009.01 |
39 | 2010.05.26 19:30 | buy | 20 | 0.01 | 109.55 | 108.45 | 111.65 | ||
40 | 2010.05.27 15:02 | t/p | 20 | 0.01 | 111.65 | 108.45 | 111.65 | 2.39 | 10011.40 |
41 | 2010.06.29 14:30 | buy | 21 | 0.01 | 107.34 | 106.24 | 109.44 | ||
42 | 2010.07.01 17:39 | t/p | 21 | 0.01 | 109.44 | 106.24 | 109.44 | 2.39 | 10013.79 |