Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2016.03.14 02:00 - 2016.07.22 23:55 (2016.03.14 - 2016.07.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | EmergencyStop=false; LRF=true; Booster=2; slip=3; UseLotIncrease=false; IncreaseEvery=100; Lots=0.01; LotsDigits=2; sTakeProfit="take profit in points or $$, leave the other one at 0"; TakeProfit_points=0; TakeProfit_dollars=0.3; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=150; MaxTrades=999; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=48; Set="----Money Managment Setting----"; LossPercent=0; LossValue=250; stringspread="-----Spread Filter Setting-----"; Use_SpreadFilter=false; Maximum_Spread=20; Day_Filter_Comment="-----Day Filter Setting-----"; BrokerTimeZone=true; GmtOffset=2; AverageHoure=23; Sunday=true; TimeSunday="05-99-99"; Monday=true; TimeMonday="05-99-99"; Tuesday=true; TimeTuesday="05-99-99"; Wednesday=true; TimeWednesday="05-99-99"; Thursday=true; TimeThursday="05-99-99"; Friday=true; TimeFriday="05-99-99"; | ||||
Bars in test | 28266 | Ticks modelled | 9585516 | Modelling quality | 90.00% |
Mismatched charts errors | 45 | ||||
Initial deposit | 500.00 | Spread | Current (37) | ||
Total net profit | -453.78 | Gross profit | 26.62 | Gross loss | -480.39 |
Profit factor | 0.06 | Expected payoff | -9.45 | ||
Absolute drawdown | 462.52 | Maximal drawdown | 480.53 (92.76%) | Relative drawdown | 92.76% (480.53) |
Total trades | 48 | Short positions (won %) | 47 (48.94%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 24 (50.00%) | Loss trades (% of total) | 24 (50.00%) | ||
Largest | profit trade | 4.37 | loss trade | -59.16 | |
Average | profit trade | 1.11 | loss trade | -20.02 | |
Maximum | consecutive wins (profit in money) | 7 (4.49) | consecutive losses (loss in money) | 15 (-472.12) | |
Maximal | consecutive profit (count of wins) | 5.78 (3) | consecutive loss (count of losses) | -472.12 (15) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.03.14 05:00 | buy | 1 | 0.01 | 1.11554 | 0.00000 | 0.00000 | ||
2 | 2016.03.14 05:00 | modify | 1 | 0.01 | 1.11554 | 0.00000 | 31.11554 | ||
3 | 2016.03.14 07:40 | close | 1 | 0.01 | 1.11592 | 0.00000 | 31.11554 | 0.34 | 500.34 |
4 | 2016.03.14 08:40 | sell | 2 | 0.01 | 1.11607 | 0.00000 | 0.00000 | ||
5 | 2016.03.14 11:00 | close | 2 | 0.01 | 1.11558 | 0.00000 | 0.00000 | 0.45 | 500.79 |
6 | 2016.03.14 11:00 | sell | 3 | 0.01 | 1.11521 | 0.00000 | 0.00000 | ||
7 | 2016.03.14 11:35 | close | 3 | 0.01 | 1.11469 | 0.00000 | 0.00000 | 0.48 | 501.27 |
8 | 2016.03.14 11:35 | sell | 4 | 0.01 | 1.11432 | 0.00000 | 0.00000 | ||
9 | 2016.03.14 12:05 | close | 4 | 0.01 | 1.11362 | 0.00000 | 0.00000 | 0.66 | 501.93 |
10 | 2016.03.14 12:05 | sell | 5 | 0.01 | 1.11325 | 0.00000 | 0.00000 | ||
11 | 2016.03.14 12:20 | close | 5 | 0.01 | 1.11267 | 0.00000 | 0.00000 | 0.54 | 502.47 |
12 | 2016.03.14 12:20 | sell | 6 | 0.01 | 1.11230 | 0.00000 | 0.00000 | ||
13 | 2016.03.14 12:30 | close | 6 | 0.01 | 1.11179 | 0.00000 | 0.00000 | 0.47 | 502.94 |
14 | 2016.03.14 12:30 | sell | 7 | 0.01 | 1.11142 | 0.00000 | 0.00000 | ||
15 | 2016.03.14 13:20 | sell | 8 | 0.02 | 1.11296 | 0.00000 | 0.00000 | ||
16 | 2016.03.14 14:15 | close | 8 | 0.02 | 1.11214 | 0.00000 | 0.00000 | 1.55 | 504.49 |
17 | 2016.03.14 14:15 | close | 7 | 0.01 | 1.11214 | 0.00000 | 0.00000 | -0.76 | 503.73 |
18 | 2016.03.14 14:15 | sell | 9 | 0.01 | 1.11177 | 0.00000 | 0.00000 | ||
19 | 2016.03.14 14:40 | close | 9 | 0.01 | 1.11126 | 0.00000 | 0.00000 | 0.47 | 504.20 |
20 | 2016.03.14 14:40 | sell | 10 | 0.01 | 1.11089 | 0.00000 | 0.00000 | ||
21 | 2016.03.14 16:55 | sell | 11 | 0.02 | 1.11272 | 0.00000 | 0.00000 | ||
22 | 2016.03.14 17:20 | close | 11 | 0.02 | 1.11200 | 0.00000 | 0.00000 | 1.35 | 505.55 |
23 | 2016.03.14 17:20 | close | 10 | 0.01 | 1.11200 | 0.00000 | 0.00000 | -1.15 | 504.40 |
24 | 2016.03.14 17:20 | sell | 12 | 0.01 | 1.11163 | 0.00000 | 0.00000 | ||
25 | 2016.03.14 17:30 | close | 12 | 0.01 | 1.11131 | 0.00000 | 0.00000 | 0.28 | 504.68 |
26 | 2016.03.14 17:30 | sell | 13 | 0.01 | 1.11094 | 0.00000 | 0.00000 | ||
27 | 2016.03.14 18:55 | close | 13 | 0.01 | 1.11016 | 0.00000 | 0.00000 | 0.74 | 505.42 |
28 | 2016.03.14 18:55 | sell | 14 | 0.01 | 1.10979 | 0.00000 | 0.00000 | ||
29 | 2016.03.14 20:10 | sell | 15 | 0.02 | 1.11174 | 0.00000 | 0.00000 | ||
30 | 2016.03.14 20:40 | close | 15 | 0.02 | 1.11059 | 0.00000 | 0.00000 | 2.21 | 507.63 |
31 | 2016.03.14 20:40 | close | 14 | 0.01 | 1.11059 | 0.00000 | 0.00000 | -0.84 | 506.79 |
32 | 2016.03.14 20:40 | sell | 16 | 0.01 | 1.11022 | 0.00000 | 0.00000 | ||
33 | 2016.03.14 21:20 | close | 16 | 0.01 | 1.10981 | 0.00000 | 0.00000 | 0.37 | 507.16 |
34 | 2016.03.14 21:20 | sell | 17 | 0.01 | 1.10944 | 0.00000 | 0.00000 | ||
35 | 2016.03.14 21:55 | close | 17 | 0.01 | 1.10876 | 0.00000 | 0.00000 | 0.64 | 507.80 |
36 | 2016.03.14 21:55 | sell | 18 | 0.01 | 1.10839 | 0.00000 | 0.00000 | ||
37 | 2016.03.15 00:15 | sell | 19 | 0.02 | 1.10994 | 0.00000 | 0.00000 | ||
38 | 2016.03.15 11:20 | close | 19 | 0.02 | 1.10910 | 0.00000 | 0.00000 | 1.59 | 509.39 |
39 | 2016.03.15 11:20 | close | 18 | 0.01 | 1.10910 | 0.00000 | 0.00000 | -0.75 | 508.64 |
40 | 2016.03.15 11:20 | sell | 20 | 0.01 | 1.10873 | 0.00000 | 0.00000 | ||
41 | 2016.03.15 11:45 | sell | 21 | 0.02 | 1.11078 | 0.00000 | 0.00000 | ||
42 | 2016.03.15 13:30 | close | 21 | 0.02 | 1.10998 | 0.00000 | 0.00000 | 1.51 | 510.15 |
43 | 2016.03.15 13:30 | close | 20 | 0.01 | 1.10998 | 0.00000 | 0.00000 | -1.29 | 508.86 |
44 | 2016.03.15 13:30 | sell | 22 | 0.01 | 1.10961 | 0.00000 | 0.00000 | ||
45 | 2016.03.15 13:55 | close | 22 | 0.01 | 1.10858 | 0.00000 | 0.00000 | 0.99 | 509.85 |
46 | 2016.03.15 13:55 | sell | 23 | 0.01 | 1.10821 | 0.00000 | 0.00000 | ||
47 | 2016.03.15 14:00 | close | 23 | 0.01 | 1.10775 | 0.00000 | 0.00000 | 0.42 | 510.27 |
48 | 2016.03.15 14:00 | sell | 24 | 0.01 | 1.10738 | 0.00000 | 0.00000 | ||
49 | 2016.03.15 15:05 | sell | 25 | 0.02 | 1.10920 | 0.00000 | 0.00000 | ||
50 | 2016.03.15 16:25 | sell | 26 | 0.03 | 1.11072 | 0.00000 | 0.00000 | ||
51 | 2016.03.15 18:40 | close | 26 | 0.03 | 1.10922 | 0.00000 | 0.00000 | 4.37 | 514.64 |
52 | 2016.03.15 18:40 | close | 25 | 0.02 | 1.10922 | 0.00000 | 0.00000 | -0.13 | 514.51 |
53 | 2016.03.15 18:40 | close | 24 | 0.01 | 1.10922 | 0.00000 | 0.00000 | -1.88 | 512.63 |
54 | 2016.03.15 18:40 | sell | 27 | 0.01 | 1.10885 | 0.00000 | 0.00000 | ||
55 | 2016.03.15 19:25 | sell | 28 | 0.02 | 1.11044 | 0.00000 | 0.00000 | ||
56 | 2016.03.16 10:40 | close | 28 | 0.02 | 1.10963 | 0.00000 | 0.00000 | 1.53 | 514.16 |
57 | 2016.03.16 10:40 | close | 27 | 0.01 | 1.10963 | 0.00000 | 0.00000 | -0.82 | 513.34 |
58 | 2016.03.16 10:40 | sell | 29 | 0.01 | 1.10926 | 0.00000 | 0.00000 | ||
59 | 2016.03.16 12:05 | close | 29 | 0.01 | 1.10874 | 0.00000 | 0.00000 | 0.48 | 513.82 |
60 | 2016.03.16 12:05 | sell | 30 | 0.01 | 1.10837 | 0.00000 | 0.00000 | ||
61 | 2016.03.16 17:15 | close | 30 | 0.01 | 1.10675 | 0.00000 | 0.00000 | 1.58 | 515.40 |
62 | 2016.03.16 17:15 | sell | 31 | 0.01 | 1.10638 | 0.00000 | 0.00000 | ||
63 | 2016.03.16 20:20 | sell | 32 | 0.02 | 1.10803 | 0.00000 | 0.00000 | ||
64 | 2016.03.16 20:50 | close | 32 | 0.02 | 1.10699 | 0.00000 | 0.00000 | 1.99 | 517.39 |
65 | 2016.03.16 20:50 | close | 31 | 0.01 | 1.10699 | 0.00000 | 0.00000 | -0.65 | 516.74 |
66 | 2016.03.16 20:50 | sell | 33 | 0.01 | 1.10662 | 0.00000 | 0.00000 | ||
67 | 2016.03.16 21:05 | sell | 34 | 0.02 | 1.10854 | 0.00000 | 0.00000 | ||
68 | 2016.03.16 21:25 | close | 34 | 0.02 | 1.10769 | 0.00000 | 0.00000 | 1.61 | 518.35 |
69 | 2016.03.16 21:25 | close | 33 | 0.01 | 1.10769 | 0.00000 | 0.00000 | -1.11 | 517.24 |
70 | 2016.03.16 21:25 | sell | 35 | 0.01 | 1.10732 | 0.00000 | 0.00000 | ||
71 | 2016.03.16 22:05 | sell | 36 | 0.02 | 1.11434 | 0.00000 | 0.00000 | ||
72 | 2016.03.16 22:10 | sell | 37 | 0.03 | 1.11640 | 0.00000 | 0.00000 | ||
73 | 2016.03.16 22:25 | sell | 38 | 0.04 | 1.11892 | 0.00000 | 0.00000 | ||
74 | 2016.03.16 22:45 | sell | 39 | 0.05 | 1.12042 | 0.00000 | 0.00000 | ||
75 | 2016.03.16 23:30 | sell | 40 | 0.06 | 1.12209 | 0.00000 | 0.00000 | ||
76 | 2016.03.17 11:05 | sell | 41 | 0.07 | 1.12378 | 0.00000 | 0.00000 | ||
77 | 2016.03.17 12:00 | sell | 42 | 0.08 | 1.12594 | 0.00000 | 0.00000 | ||
78 | 2016.03.17 12:10 | sell | 43 | 0.09 | 1.12766 | 0.00000 | 0.00000 | ||
79 | 2016.03.17 12:11 | close | 35 | 0.01 | 1.12819 | 0.00000 | 0.00000 | -20.91 | 496.32 |
80 | 2016.03.17 12:11 | close | 37 | 0.03 | 1.12819 | 0.00000 | 0.00000 | -35.51 | 460.81 |
81 | 2016.03.17 12:11 | close | 39 | 0.05 | 1.12819 | 0.00000 | 0.00000 | -39.09 | 421.73 |
82 | 2016.03.17 12:11 | close | 41 | 0.07 | 1.12819 | 0.00000 | 0.00000 | -31.18 | 390.55 |
83 | 2016.03.17 12:11 | close | 43 | 0.09 | 1.12819 | 0.00000 | 0.00000 | -5.18 | 385.37 |
84 | 2016.03.17 12:30 | sell | 44 | 0.09 | 1.12756 | 0.00000 | 0.00000 | ||
85 | 2016.03.17 12:40 | sell | 45 | 0.10 | 1.12948 | 0.00000 | 0.00000 | ||
86 | 2016.03.17 14:00 | close | 36 | 0.02 | 1.13174 | 0.00000 | 0.00000 | -34.90 | 350.47 |
87 | 2016.03.17 14:00 | close | 40 | 0.06 | 1.13174 | 0.00000 | 0.00000 | -58.19 | 292.29 |
88 | 2016.03.17 14:00 | close | 44 | 0.09 | 1.13174 | 0.00000 | 0.00000 | -38.03 | 254.26 |
89 | 2016.03.17 14:05 | sell | 46 | 0.11 | 1.13246 | 0.00000 | 0.00000 | ||
90 | 2016.03.17 15:15 | sell | 47 | 0.11 | 1.13179 | 0.00000 | 0.00000 | ||
91 | 2016.03.17 18:35 | sell | 48 | 0.11 | 1.13097 | 0.00000 | 0.00000 | ||
92 | 2016.03.17 20:21 | close at stop | 48 | 0.11 | 1.13329 | 0.00000 | 0.00000 | -26.02 | 228.24 |
93 | 2016.03.17 20:21 | close at stop | 47 | 0.11 | 1.13329 | 0.00000 | 0.00000 | -17.00 | 211.24 |
94 | 2016.03.17 20:21 | close at stop | 46 | 0.11 | 1.13329 | 0.00000 | 0.00000 | -9.63 | 201.61 |
95 | 2016.03.17 20:21 | close at stop | 45 | 0.10 | 1.13329 | 0.00000 | 0.00000 | -38.55 | 163.06 |
96 | 2016.03.17 20:21 | close at stop | 42 | 0.08 | 1.13329 | 0.00000 | 0.00000 | -59.16 | 103.90 |
97 | 2016.03.17 20:21 | close at stop | 38 | 0.04 | 1.13329 | 0.00000 | 0.00000 | -57.67 | 46.22 |