Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2007.09.02 22:00 - 2008.01.18 20:45 (2007.09.01 - 2008.01.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StartHour=8; ReverseHour=12; CloseHour=20; positions_each_way=1; PercentageOfEquity=1; PipValue=10; Stop_Loss=50; TakeProfit=40; | ||||
Bars in test | 10197 | Ticks modelled | 566807 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 128199.82 | Gross profit | 241887.64 | Gross loss | -113687.82 |
Profit factor | 2.13 | Expected payoff | 1622.78 | ||
Absolute drawdown | 934.10 | Maximal drawdown | 83512.40 (45.89%) | Relative drawdown | 45.89% (83512.40) |
Total trades | 79 | Short positions (won %) | 26 (57.69%) | Long positions (won %) | 53 (71.70%) |
Profit trades (% of total) | 53 (67.09%) | Loss trades (% of total) | 26 (32.91%) | ||
Largest | profit trade | 16746.60 | loss trade | -25953.20 | |
Average | profit trade | 4563.92 | loss trade | -4372.61 | |
Maximum | consecutive wins (profit in money) | 12 (63560.70) | consecutive losses (loss in money) | 6 (-68977.40) | |
Maximal | consecutive profit (count of wins) | 63560.70 (12) | consecutive loss (count of losses) | -68977.40 (6) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.09.04 08:00 | sell | 1 | 2.97 | 1.3602 | 1.3654 | 1.3564 | ||
2 | 2007.09.04 12:00 | close | 1 | 2.97 | 1.3588 | 1.3654 | 1.3564 | 415.80 | 10415.80 |
3 | 2007.09.05 08:00 | sell | 2 | 3.09 | 1.3573 | 1.3625 | 1.3535 | ||
4 | 2007.09.05 12:00 | close | 2 | 3.09 | 1.3589 | 1.3625 | 1.3535 | -494.40 | 9921.40 |
5 | 2007.09.06 12:00 | buy | 3 | 2.95 | 1.3672 | 1.3620 | 1.3710 | ||
6 | 2007.09.06 20:00 | close | 3 | 2.95 | 1.3686 | 1.3620 | 1.3710 | 413.00 | 10334.40 |
7 | 2007.09.07 12:00 | buy | 4 | 3.07 | 1.3690 | 1.3638 | 1.3728 | ||
8 | 2007.09.07 12:30 | t/p | 4 | 3.07 | 1.3728 | 1.3638 | 1.3728 | 1166.60 | 11501.00 |
9 | 2007.09.10 12:00 | buy | 5 | 3.40 | 1.3803 | 1.3751 | 1.3841 | ||
10 | 2007.09.10 20:00 | close | 5 | 3.40 | 1.3796 | 1.3751 | 1.3841 | -238.00 | 11263.00 |
11 | 2007.09.11 12:00 | buy | 6 | 3.33 | 1.3815 | 1.3763 | 1.3853 | ||
12 | 2007.09.11 20:00 | close | 6 | 3.33 | 1.3835 | 1.3763 | 1.3853 | 666.00 | 11929.00 |
13 | 2007.09.12 12:00 | buy | 7 | 3.52 | 1.3885 | 1.3833 | 1.3923 | ||
14 | 2007.09.12 20:00 | close | 7 | 3.52 | 1.3904 | 1.3833 | 1.3923 | 668.80 | 12597.80 |
15 | 2007.09.13 12:00 | buy | 8 | 3.72 | 1.3886 | 1.3834 | 1.3924 | ||
16 | 2007.09.13 20:00 | close | 8 | 3.72 | 1.3883 | 1.3834 | 1.3924 | -111.60 | 12486.20 |
17 | 2007.09.14 12:06 | buy | 9 | 3.69 | 1.3878 | 1.3826 | 1.3916 | ||
18 | 2007.09.17 20:00 | close | 9 | 3.69 | 1.3867 | 1.3826 | 1.3916 | -418.82 | 12067.38 |
19 | 2007.09.19 12:00 | buy | 10 | 3.55 | 1.3965 | 1.3913 | 1.4003 | ||
20 | 2007.09.19 20:00 | close | 10 | 3.55 | 1.3959 | 1.3913 | 1.4003 | -213.00 | 11854.38 |
21 | 2007.09.20 12:00 | buy | 11 | 3.48 | 1.4036 | 1.3984 | 1.4074 | ||
22 | 2007.09.20 14:45 | t/p | 11 | 3.48 | 1.4074 | 1.3984 | 1.4074 | 1322.40 | 13176.78 |
23 | 2007.09.21 12:00 | buy | 12 | 3.87 | 1.4058 | 1.4006 | 1.4096 | ||
24 | 2007.09.21 20:00 | close | 12 | 3.87 | 1.4089 | 1.4006 | 1.4096 | 1199.70 | 14376.48 |
25 | 2007.09.24 12:00 | buy | 13 | 4.22 | 1.4111 | 1.4059 | 1.4149 | ||
26 | 2007.09.24 20:02 | close | 13 | 4.22 | 1.4085 | 1.4059 | 1.4149 | -1097.20 | 13279.28 |
27 | 2007.09.25 08:00 | sell | 14 | 3.89 | 1.4074 | 1.4126 | 1.4036 | ||
28 | 2007.09.25 12:00 | close | 14 | 3.89 | 1.4100 | 1.4126 | 1.4036 | -1011.40 | 12267.88 |
29 | 2007.09.25 12:00 | buy | 15 | 3.60 | 1.4100 | 1.4048 | 1.4138 | ||
30 | 2007.09.25 13:59 | t/p | 15 | 3.60 | 1.4138 | 1.4048 | 1.4138 | 1368.00 | 13635.88 |
31 | 2007.09.26 12:00 | buy | 16 | 4.00 | 1.4125 | 1.4073 | 1.4163 | ||
32 | 2007.09.26 20:00 | close | 16 | 4.00 | 1.4125 | 1.4073 | 1.4163 | 0.00 | 13635.88 |
33 | 2007.09.27 12:00 | buy | 17 | 3.99 | 1.4173 | 1.4121 | 1.4211 | ||
34 | 2007.09.27 20:00 | close | 17 | 3.99 | 1.4146 | 1.4121 | 1.4211 | -1077.30 | 12558.58 |
35 | 2007.09.28 12:00 | buy | 18 | 3.67 | 1.4189 | 1.4137 | 1.4227 | ||
36 | 2007.09.28 14:54 | t/p | 18 | 3.67 | 1.4227 | 1.4137 | 1.4227 | 1394.60 | 13953.18 |
37 | 2007.10.01 12:00 | buy | 19 | 4.08 | 1.4220 | 1.4168 | 1.4258 | ||
38 | 2007.10.01 20:00 | close | 19 | 4.08 | 1.4236 | 1.4168 | 1.4258 | 652.80 | 14605.98 |
39 | 2007.10.02 08:00 | sell | 20 | 4.26 | 1.4179 | 1.4231 | 1.4141 | ||
40 | 2007.10.02 11:20 | t/p | 20 | 4.26 | 1.4141 | 1.4231 | 1.4141 | 1618.80 | 16224.78 |
41 | 2007.10.03 08:00 | sell | 21 | 4.74 | 1.4175 | 1.4227 | 1.4137 | ||
42 | 2007.10.03 12:00 | close | 21 | 4.74 | 1.4197 | 1.4227 | 1.4137 | -1042.80 | 15181.98 |
43 | 2007.10.03 12:00 | buy | 22 | 4.44 | 1.4197 | 1.4145 | 1.4235 | ||
44 | 2007.10.03 14:42 | s/l | 22 | 4.44 | 1.4145 | 1.4145 | 1.4235 | -2308.80 | 12873.18 |
45 | 2007.10.04 08:00 | sell | 23 | 3.76 | 1.4098 | 1.4150 | 1.4060 | ||
46 | 2007.10.04 12:00 | close | 23 | 3.76 | 1.4111 | 1.4150 | 1.4060 | -488.80 | 12384.38 |
47 | 2007.10.05 08:01 | sell | 24 | 3.62 | 1.4113 | 1.4165 | 1.4075 | ||
48 | 2007.10.05 12:00 | close | 24 | 3.62 | 1.4131 | 1.4165 | 1.4075 | -651.60 | 11732.78 |
49 | 2007.10.08 08:00 | sell | 25 | 3.43 | 1.4107 | 1.4159 | 1.4069 | ||
50 | 2007.10.08 12:00 | close | 25 | 3.43 | 1.4092 | 1.4159 | 1.4069 | 514.50 | 12247.28 |
51 | 2007.10.10 12:00 | buy | 26 | 3.59 | 1.4135 | 1.4083 | 1.4173 | ||
52 | 2007.10.10 20:00 | close | 26 | 3.59 | 1.4146 | 1.4083 | 1.4173 | 394.90 | 12642.18 |
53 | 2007.10.11 12:00 | buy | 27 | 3.70 | 1.4199 | 1.4147 | 1.4237 | ||
54 | 2007.10.11 14:40 | t/p | 27 | 3.70 | 1.4237 | 1.4147 | 1.4237 | 1406.00 | 14048.18 |
55 | 2007.10.15 12:00 | buy | 28 | 4.11 | 1.4223 | 1.4171 | 1.4261 | ||
56 | 2007.10.15 20:00 | close | 28 | 4.11 | 1.4199 | 1.4171 | 1.4261 | -986.40 | 13061.78 |
57 | 2007.10.16 08:00 | sell | 29 | 3.81 | 1.4166 | 1.4218 | 1.4128 | ||
58 | 2007.10.16 12:00 | close | 29 | 3.81 | 1.4153 | 1.4218 | 1.4128 | 495.30 | 13557.08 |
59 | 2007.10.17 12:00 | buy | 30 | 3.97 | 1.4186 | 1.4134 | 1.4224 | ||
60 | 2007.10.17 13:33 | t/p | 30 | 3.97 | 1.4224 | 1.4134 | 1.4224 | 1508.60 | 15065.68 |
61 | 2007.10.18 12:00 | buy | 31 | 4.40 | 1.4265 | 1.4213 | 1.4303 | ||
62 | 2007.10.18 12:11 | t/p | 31 | 4.40 | 1.4303 | 1.4213 | 1.4303 | 1672.00 | 16737.68 |
63 | 2007.10.19 12:00 | buy | 32 | 4.88 | 1.4287 | 1.4235 | 1.4325 | ||
64 | 2007.10.19 20:00 | close | 32 | 4.88 | 1.4295 | 1.4235 | 1.4325 | 390.40 | 17128.08 |
65 | 2007.10.23 08:00 | sell | 33 | 5.00 | 1.4191 | 1.4243 | 1.4153 | ||
66 | 2007.10.23 12:00 | close | 33 | 5.00 | 1.4215 | 1.4243 | 1.4153 | -1200.00 | 15928.08 |
67 | 2007.10.24 08:00 | sell | 34 | 4.64 | 1.4230 | 1.4282 | 1.4192 | ||
68 | 2007.10.24 08:33 | t/p | 34 | 4.64 | 1.4192 | 1.4282 | 1.4192 | 1763.20 | 17691.29 |
69 | 2007.10.25 12:00 | buy | 35 | 5.16 | 1.4305 | 1.4253 | 1.4343 | ||
70 | 2007.10.25 20:00 | close | 35 | 5.16 | 1.4318 | 1.4253 | 1.4343 | 670.80 | 18362.08 |
71 | 2007.10.26 12:00 | buy | 36 | 5.35 | 1.4369 | 1.4317 | 1.4407 | ||
72 | 2007.10.26 20:00 | close | 36 | 5.35 | 1.4386 | 1.4317 | 1.4407 | 909.50 | 19271.58 |
73 | 2007.10.29 12:00 | buy | 37 | 5.60 | 1.4411 | 1.4359 | 1.4449 | ||
74 | 2007.10.29 20:00 | close | 37 | 5.60 | 1.4426 | 1.4359 | 1.4449 | 840.00 | 20111.58 |
75 | 2007.10.30 12:00 | buy | 38 | 5.85 | 1.4391 | 1.4339 | 1.4429 | ||
76 | 2007.10.30 14:37 | t/p | 38 | 5.85 | 1.4429 | 1.4339 | 1.4429 | 2223.00 | 22334.58 |
77 | 2007.10.31 12:00 | buy | 39 | 6.49 | 1.4458 | 1.4406 | 1.4496 | ||
78 | 2007.10.31 18:59 | t/p | 39 | 6.49 | 1.4496 | 1.4406 | 1.4496 | 2466.20 | 24800.79 |
79 | 2007.11.02 12:00 | buy | 40 | 7.20 | 1.4489 | 1.4437 | 1.4527 | ||
80 | 2007.11.02 17:20 | t/p | 40 | 7.20 | 1.4527 | 1.4437 | 1.4527 | 2736.00 | 27536.79 |
81 | 2007.11.06 12:00 | buy | 41 | 7.98 | 1.4544 | 1.4492 | 1.4582 | ||
82 | 2007.11.06 20:01 | close | 41 | 7.98 | 1.4551 | 1.4492 | 1.4582 | 558.60 | 28095.38 |
83 | 2007.11.07 12:00 | buy | 42 | 8.11 | 1.4680 | 1.4628 | 1.4718 | ||
84 | 2007.11.07 13:05 | t/p | 42 | 8.11 | 1.4718 | 1.4628 | 1.4718 | 3081.80 | 31177.18 |
85 | 2007.11.08 12:00 | buy | 43 | 9.00 | 1.4669 | 1.4617 | 1.4707 | ||
86 | 2007.11.08 20:00 | close | 43 | 9.00 | 1.4666 | 1.4617 | 1.4707 | -270.00 | 30907.18 |
87 | 2007.11.09 12:00 | buy | 44 | 8.92 | 1.4682 | 1.4630 | 1.4720 | ||
88 | 2007.11.09 20:00 | close | 44 | 8.92 | 1.4672 | 1.4630 | 1.4720 | -892.00 | 30015.18 |
89 | 2007.11.12 08:00 | sell | 45 | 8.65 | 1.4641 | 1.4693 | 1.4603 | ||
90 | 2007.11.12 09:00 | t/p | 45 | 8.65 | 1.4603 | 1.4693 | 1.4603 | 3287.00 | 33302.18 |
91 | 2007.11.14 12:00 | buy | 46 | 9.61 | 1.4686 | 1.4634 | 1.4724 | ||
92 | 2007.11.14 14:13 | t/p | 46 | 9.61 | 1.4724 | 1.4634 | 1.4724 | 3651.80 | 36953.99 |
93 | 2007.11.20 12:00 | buy | 47 | 10.64 | 1.4777 | 1.4725 | 1.4815 | ||
94 | 2007.11.20 19:12 | t/p | 47 | 10.64 | 1.4815 | 1.4725 | 1.4815 | 4043.20 | 40997.18 |
95 | 2007.11.21 12:00 | buy | 48 | 11.80 | 1.4787 | 1.4735 | 1.4825 | ||
96 | 2007.11.21 13:37 | t/p | 48 | 11.80 | 1.4825 | 1.4735 | 1.4825 | 4484.00 | 45481.18 |
97 | 2007.11.22 12:00 | buy | 49 | 13.07 | 1.4826 | 1.4774 | 1.4864 | ||
98 | 2007.11.22 20:00 | close | 49 | 13.07 | 1.4850 | 1.4774 | 1.4864 | 3136.80 | 48617.99 |
99 | 2007.11.26 12:00 | buy | 50 | 13.97 | 1.4845 | 1.4793 | 1.4883 | ||
100 | 2007.11.26 20:00 | close | 50 | 13.97 | 1.4865 | 1.4793 | 1.4883 | 2794.00 | 51411.99 |
101 | 2007.11.27 12:00 | buy | 51 | 14.77 | 1.4852 | 1.4800 | 1.4890 | ||
102 | 2007.11.27 13:17 | t/p | 51 | 14.77 | 1.4890 | 1.4800 | 1.4890 | 5612.60 | 57024.58 |
103 | 2007.11.29 08:00 | sell | 52 | 16.35 | 1.4811 | 1.4863 | 1.4773 | ||
104 | 2007.11.29 08:10 | t/p | 52 | 16.35 | 1.4773 | 1.4863 | 1.4773 | 6213.00 | 63237.58 |
105 | 2007.12.03 08:00 | sell | 53 | 18.19 | 1.4695 | 1.4747 | 1.4657 | ||
106 | 2007.12.03 08:56 | t/p | 53 | 18.19 | 1.4657 | 1.4747 | 1.4657 | 6912.20 | 70149.79 |
107 | 2007.12.04 08:00 | sell | 54 | 20.19 | 1.4677 | 1.4729 | 1.4639 | ||
108 | 2007.12.04 08:46 | t/p | 54 | 20.19 | 1.4639 | 1.4729 | 1.4639 | 7672.20 | 77821.99 |
109 | 2007.12.04 12:00 | buy | 55 | 22.43 | 1.4735 | 1.4683 | 1.4773 | ||
110 | 2007.12.04 20:00 | close | 55 | 22.43 | 1.4764 | 1.4683 | 1.4773 | 6504.70 | 84326.68 |
111 | 2007.12.06 08:00 | sell | 56 | 24.34 | 1.4582 | 1.4634 | 1.4544 | ||
112 | 2007.12.06 11:35 | t/p | 56 | 24.34 | 1.4544 | 1.4634 | 1.4544 | 9249.20 | 93575.88 |
113 | 2007.12.07 08:00 | sell | 57 | 26.99 | 1.4607 | 1.4659 | 1.4569 | ||
114 | 2007.12.07 12:00 | close | 57 | 26.99 | 1.4646 | 1.4659 | 1.4569 | -10526.10 | 83049.78 |
115 | 2007.12.07 12:00 | buy | 58 | 24.00 | 1.4646 | 1.4594 | 1.4684 | ||
116 | 2007.12.07 20:00 | close | 58 | 24.00 | 1.4652 | 1.4594 | 1.4684 | 1440.00 | 84489.78 |
117 | 2007.12.10 12:00 | buy | 59 | 24.39 | 1.4684 | 1.4632 | 1.4722 | ||
118 | 2007.12.10 12:56 | t/p | 59 | 24.39 | 1.4722 | 1.4632 | 1.4722 | 9268.20 | 93757.98 |
119 | 2007.12.12 12:00 | buy | 60 | 27.07 | 1.4685 | 1.4633 | 1.4723 | ||
120 | 2007.12.12 14:01 | t/p | 60 | 27.07 | 1.4723 | 1.4633 | 1.4723 | 10286.60 | 104044.58 |
121 | 2007.12.17 08:00 | sell | 61 | 30.18 | 1.4417 | 1.4469 | 1.4379 | ||
122 | 2007.12.17 08:07 | t/p | 61 | 30.18 | 1.4379 | 1.4469 | 1.4379 | 11468.40 | 115512.98 |
123 | 2007.12.18 08:00 | sell | 62 | 33.52 | 1.4407 | 1.4459 | 1.4369 | ||
124 | 2007.12.18 08:36 | t/p | 62 | 33.52 | 1.4369 | 1.4459 | 1.4369 | 12737.60 | 128250.58 |
125 | 2007.12.20 08:00 | sell | 63 | 37.26 | 1.4367 | 1.4419 | 1.4329 | ||
126 | 2007.12.20 10:56 | t/p | 63 | 37.26 | 1.4329 | 1.4419 | 1.4329 | 14158.80 | 142409.38 |
127 | 2007.12.21 12:00 | buy | 64 | 41.49 | 1.4370 | 1.4318 | 1.4408 | ||
128 | 2007.12.21 20:00 | close | 64 | 41.49 | 1.4357 | 1.4318 | 1.4408 | -5393.70 | 137015.68 |
129 | 2007.12.24 12:00 | buy | 65 | 39.88 | 1.4402 | 1.4350 | 1.4440 | ||
130 | 2007.12.26 10:53 | t/p | 65 | 39.88 | 1.4440 | 1.4350 | 1.4440 | 14875.24 | 151890.92 |
131 | 2007.12.27 12:00 | buy | 66 | 44.07 | 1.4512 | 1.4460 | 1.4550 | ||
132 | 2007.12.27 13:40 | t/p | 66 | 44.07 | 1.4550 | 1.4460 | 1.4550 | 16746.60 | 168637.52 |
133 | 2007.12.28 12:00 | buy | 67 | 48.66 | 1.4704 | 1.4652 | 1.4742 | ||
134 | 2007.12.28 20:00 | close | 67 | 48.66 | 1.4713 | 1.4652 | 1.4742 | 4379.40 | 173016.92 |
135 | 2007.12.31 12:00 | buy | 68 | 49.91 | 1.4715 | 1.4663 | 1.4753 | ||
136 | 2007.12.31 15:06 | s/l | 68 | 49.91 | 1.4663 | 1.4663 | 1.4753 | -25953.20 | 147063.72 |
137 | 2008.01.03 12:00 | buy | 69 | 42.36 | 1.4764 | 1.4712 | 1.4802 | ||
138 | 2008.01.03 13:33 | s/l | 69 | 42.36 | 1.4712 | 1.4712 | 1.4802 | -22027.20 | 125036.52 |
139 | 2008.01.04 08:00 | sell | 70 | 35.97 | 1.4704 | 1.4756 | 1.4666 | ||
140 | 2008.01.04 12:00 | close | 70 | 35.97 | 1.4718 | 1.4756 | 1.4666 | -5035.80 | 120000.72 |
141 | 2008.01.07 08:00 | sell | 71 | 34.56 | 1.4665 | 1.4717 | 1.4627 | ||
142 | 2008.01.07 12:00 | close | 71 | 34.56 | 1.4694 | 1.4717 | 1.4627 | -10022.40 | 109978.32 |
143 | 2008.01.08 12:00 | buy | 72 | 31.72 | 1.4718 | 1.4666 | 1.4756 | ||
144 | 2008.01.08 20:00 | close | 72 | 31.72 | 1.4709 | 1.4666 | 1.4756 | -2854.80 | 107123.52 |
145 | 2008.01.10 08:00 | sell | 73 | 30.84 | 1.4672 | 1.4724 | 1.4634 | ||
146 | 2008.01.10 12:00 | close | 73 | 30.84 | 1.4682 | 1.4724 | 1.4634 | -3084.00 | 104039.52 |
147 | 2008.01.11 12:00 | buy | 74 | 29.95 | 1.4779 | 1.4727 | 1.4817 | ||
148 | 2008.01.11 17:59 | t/p | 74 | 29.95 | 1.4817 | 1.4727 | 1.4817 | 11381.00 | 115420.52 |
149 | 2008.01.14 12:00 | buy | 75 | 33.12 | 1.4899 | 1.4847 | 1.4937 | ||
150 | 2008.01.14 20:00 | close | 75 | 33.12 | 1.4874 | 1.4847 | 1.4937 | -8280.00 | 107140.52 |
151 | 2008.01.15 12:00 | buy | 76 | 30.77 | 1.4868 | 1.4816 | 1.4906 | ||
152 | 2008.01.15 13:35 | t/p | 76 | 30.77 | 1.4906 | 1.4816 | 1.4906 | 11692.60 | 118833.12 |
153 | 2008.01.16 08:00 | sell | 77 | 34.07 | 1.4822 | 1.4874 | 1.4784 | ||
154 | 2008.01.16 10:42 | t/p | 77 | 34.07 | 1.4784 | 1.4874 | 1.4784 | 12946.60 | 131779.72 |
155 | 2008.01.17 08:00 | sell | 78 | 37.97 | 1.4648 | 1.4700 | 1.4610 | ||
156 | 2008.01.17 08:22 | t/p | 78 | 37.97 | 1.4610 | 1.4700 | 1.4610 | 14428.60 | 146208.32 |
157 | 2008.01.18 08:00 | sell | 79 | 42.15 | 1.4633 | 1.4685 | 1.4595 | ||
158 | 2008.01.18 12:00 | close | 79 | 42.15 | 1.4652 | 1.4685 | 1.4595 | -8008.50 | 138199.82 |