Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2017.01.02 00:00 - 2017.01.16 23:30 (2017.01.01 - 2017.01.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | P_Trade="---------- Trading Parameters ----------"; Lot=0.1; SLbuffer=50; MaxSpread=25; MaxSlippage=5; SessionsTiming="---------- Sesions Time (Broker) ----------"; SyOpen="02:00"; SyClose="09:00"; LoOpen="10:00"; LoClose="19:00"; NYOpen="15:00"; NYClose="00:00"; CoBtime="19:00"; TradeManagement="---------- Trade Management ----------"; TrailingStart=5; BE_Value=1; TStop=5; TrailingStep=5; _CommonParam="---------- Common Parameters ----------"; Version="HoLo "; MN=91473562; | ||||
Bars in test | 1523 | Ticks modelled | 1514150 | Modelling quality | 84.40% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -56.90 | Gross profit | 16.80 | Gross loss | -73.70 |
Profit factor | 0.23 | Expected payoff | -5.17 | ||
Absolute drawdown | 56.90 | Maximal drawdown | 62.50 (0.62%) | Relative drawdown | 0.62% (62.50) |
Total trades | 11 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
Largest | profit trade | 10.30 | loss trade | -24.60 | |
Average | profit trade | 2.80 | loss trade | -14.74 | |
Maximum | consecutive wins (profit in money) | 3 (10.90) | consecutive losses (loss in money) | 2 (-21.90) | |
Maximal | consecutive profit (count of wins) | 10.90 (3) | consecutive loss (count of losses) | -24.60 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 03:35 | buy | 1 | 0.10 | 0.68996 | 0.68847 | 0.00000 | ||
2 | 2017.01.04 04:03 | modify | 1 | 0.10 | 0.68996 | 0.69006 | 0.00000 | ||
3 | 2017.01.04 04:20 | s/l | 1 | 0.10 | 0.69006 | 0.69006 | 0.00000 | 0.30 | 10000.30 |
4 | 2017.01.04 15:31 | sell | 2 | 0.10 | 0.69478 | 0.69615 | 0.00000 | ||
5 | 2017.01.04 21:01 | s/l | 2 | 0.10 | 0.69615 | 0.69615 | 0.00000 | -14.40 | 9985.90 |
6 | 2017.01.06 16:34 | buy | 3 | 0.10 | 0.69934 | 0.69765 | 0.00000 | ||
7 | 2017.01.06 16:43 | modify | 3 | 0.10 | 0.69934 | 0.69944 | 0.00000 | ||
8 | 2017.01.06 16:46 | modify | 3 | 0.10 | 0.69934 | 0.69994 | 0.00000 | ||
9 | 2017.01.06 16:49 | s/l | 3 | 0.10 | 0.69994 | 0.69994 | 0.00000 | 5.30 | 9991.20 |
10 | 2017.01.06 16:49 | buy | 4 | 0.10 | 0.70004 | 0.69765 | 0.00000 | ||
11 | 2017.01.06 18:19 | s/l | 4 | 0.10 | 0.69765 | 0.69765 | 0.00000 | -24.60 | 9966.60 |
12 | 2017.01.09 04:37 | sell | 5 | 0.10 | 0.69698 | 0.69780 | 0.00000 | ||
13 | 2017.01.09 05:30 | modify | 5 | 0.10 | 0.69698 | 0.69688 | 0.00000 | ||
14 | 2017.01.09 05:38 | modify | 5 | 0.10 | 0.69698 | 0.69638 | 0.00000 | ||
15 | 2017.01.09 06:15 | modify | 5 | 0.10 | 0.69698 | 0.69588 | 0.00000 | ||
16 | 2017.01.09 07:12 | s/l | 5 | 0.10 | 0.69588 | 0.69588 | 0.00000 | 10.30 | 9976.90 |
17 | 2017.01.10 03:30 | sell | 6 | 0.10 | 0.70167 | 0.70286 | 0.00000 | ||
18 | 2017.01.10 03:33 | modify | 6 | 0.10 | 0.70167 | 0.70157 | 0.00000 | ||
19 | 2017.01.10 03:35 | s/l | 6 | 0.10 | 0.70157 | 0.70157 | 0.00000 | 0.30 | 9977.20 |
20 | 2017.01.10 03:35 | sell | 7 | 0.10 | 0.70147 | 0.70286 | 0.00000 | ||
21 | 2017.01.10 03:55 | modify | 7 | 0.10 | 0.70147 | 0.70137 | 0.00000 | ||
22 | 2017.01.10 04:17 | s/l | 7 | 0.10 | 0.70137 | 0.70137 | 0.00000 | 0.30 | 9977.50 |
23 | 2017.01.10 13:30 | buy | 8 | 0.10 | 0.69996 | 0.69875 | 0.00000 | ||
24 | 2017.01.10 13:43 | s/l | 8 | 0.10 | 0.69875 | 0.69875 | 0.00000 | -12.80 | 9964.70 |
25 | 2017.01.11 06:30 | sell | 9 | 0.10 | 0.69951 | 0.70061 | 0.00000 | ||
26 | 2017.01.11 07:04 | modify | 9 | 0.10 | 0.69951 | 0.69941 | 0.00000 | ||
27 | 2017.01.11 07:07 | s/l | 9 | 0.10 | 0.69941 | 0.69941 | 0.00000 | 0.30 | 9965.00 |
28 | 2017.01.12 08:30 | sell | 10 | 0.10 | 0.70808 | 0.70873 | 0.00000 | ||
29 | 2017.01.12 08:38 | s/l | 10 | 0.10 | 0.70873 | 0.70873 | 0.00000 | -7.20 | 9957.80 |
30 | 2017.01.13 12:43 | sell | 11 | 0.10 | 0.71221 | 0.71361 | 0.00000 | ||
31 | 2017.01.13 15:20 | s/l | 11 | 0.10 | 0.71361 | 0.71361 | 0.00000 | -14.70 | 9943.10 |