Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 15 Minutes (M15) 2017.01.02 00:00 - 2017.01.16 23:45 (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 | 2054 | Ticks modelled | 1929961 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 12.03 | Gross profit | 30.68 | Gross loss | -18.65 |
Profit factor | 1.65 | Expected payoff | 1.20 | ||
Absolute drawdown | 18.30 | Maximal drawdown | 19.98 (0.20%) | Relative drawdown | 0.20% (19.98) |
Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
Largest | profit trade | 18.99 | loss trade | -9.72 | |
Average | profit trade | 3.83 | loss trade | -9.32 | |
Maximum | consecutive wins (profit in money) | 7 (30.62) | consecutive losses (loss in money) | 1 (-9.72) | |
Maximal | consecutive profit (count of wins) | 30.62 (7) | consecutive loss (count of losses) | -9.72 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.02 02:35 | buy | 1 | 0.10 | 1.34263 | 1.34142 | 0.00000 | ||
2 | 2017.01.02 04:00 | s/l | 1 | 0.10 | 1.34142 | 1.34142 | 0.00000 | -9.72 | 9990.28 |
3 | 2017.01.04 05:28 | sell | 2 | 0.10 | 1.34461 | 1.34621 | 0.00000 | ||
4 | 2017.01.04 08:25 | modify | 2 | 0.10 | 1.34461 | 1.34451 | 0.00000 | ||
5 | 2017.01.04 09:00 | s/l | 2 | 0.10 | 1.34451 | 1.34451 | 0.00000 | 0.04 | 9990.32 |
6 | 2017.01.05 11:39 | sell | 3 | 0.10 | 1.33001 | 1.33171 | 0.00000 | ||
7 | 2017.01.05 11:54 | modify | 3 | 0.10 | 1.33001 | 1.32991 | 0.00000 | ||
8 | 2017.01.05 11:56 | s/l | 3 | 0.10 | 1.32991 | 1.32991 | 0.00000 | 0.05 | 9990.37 |
9 | 2017.01.05 11:56 | sell | 4 | 0.10 | 1.32981 | 1.33171 | 0.00000 | ||
10 | 2017.01.05 12:15 | modify | 4 | 0.10 | 1.32981 | 1.32971 | 0.00000 | ||
11 | 2017.01.05 12:30 | s/l | 4 | 0.10 | 1.32971 | 1.32971 | 0.00000 | 0.05 | 9990.42 |
12 | 2017.01.09 04:15 | buy | 5 | 0.10 | 1.32300 | 1.32207 | 0.00000 | ||
13 | 2017.01.09 04:32 | modify | 5 | 0.10 | 1.32300 | 1.32310 | 0.00000 | ||
14 | 2017.01.09 04:55 | modify | 5 | 0.10 | 1.32300 | 1.32360 | 0.00000 | ||
15 | 2017.01.09 05:18 | modify | 5 | 0.10 | 1.32300 | 1.32410 | 0.00000 | ||
16 | 2017.01.09 05:54 | modify | 5 | 0.10 | 1.32300 | 1.32460 | 0.00000 | ||
17 | 2017.01.09 07:24 | modify | 5 | 0.10 | 1.32300 | 1.32510 | 0.00000 | ||
18 | 2017.01.09 07:53 | modify | 5 | 0.10 | 1.32300 | 1.32561 | 0.00000 | ||
19 | 2017.01.09 08:33 | s/l | 5 | 0.10 | 1.32561 | 1.32561 | 0.00000 | 18.99 | 10009.41 |
20 | 2017.01.11 13:15 | buy | 6 | 0.10 | 1.32258 | 1.32102 | 0.00000 | ||
21 | 2017.01.11 13:36 | modify | 6 | 0.10 | 1.32258 | 1.32268 | 0.00000 | ||
22 | 2017.01.11 13:39 | modify | 6 | 0.10 | 1.32258 | 1.32318 | 0.00000 | ||
23 | 2017.01.11 13:53 | s/l | 6 | 0.10 | 1.32318 | 1.32318 | 0.00000 | 3.83 | 10013.24 |
24 | 2017.01.11 14:30 | sell | 7 | 0.10 | 1.32487 | 1.32590 | 0.00000 | ||
25 | 2017.01.11 14:37 | modify | 7 | 0.10 | 1.32487 | 1.32477 | 0.00000 | ||
26 | 2017.01.11 14:58 | s/l | 7 | 0.10 | 1.32477 | 1.32477 | 0.00000 | 0.05 | 10013.29 |
27 | 2017.01.11 15:15 | sell | 8 | 0.10 | 1.32487 | 1.32590 | 0.00000 | ||
28 | 2017.01.11 15:20 | modify | 8 | 0.10 | 1.32487 | 1.32477 | 0.00000 | ||
29 | 2017.01.11 15:48 | modify | 8 | 0.10 | 1.32487 | 1.32427 | 0.00000 | ||
30 | 2017.01.11 15:55 | modify | 8 | 0.10 | 1.32487 | 1.32377 | 0.00000 | ||
31 | 2017.01.11 16:11 | s/l | 8 | 0.10 | 1.32377 | 1.32377 | 0.00000 | 7.61 | 10020.90 |
32 | 2017.01.12 08:33 | buy | 9 | 0.10 | 1.31313 | 1.31205 | 0.00000 | ||
33 | 2017.01.12 08:47 | s/l | 9 | 0.10 | 1.31205 | 1.31205 | 0.00000 | -8.93 | 10011.97 |
34 | 2017.01.13 14:29 | buy | 10 | 0.10 | 1.31391 | 1.31208 | 0.00000 | ||
35 | 2017.01.13 14:39 | modify | 10 | 0.10 | 1.31391 | 1.31401 | 0.00000 | ||
36 | 2017.01.13 14:49 | s/l | 10 | 0.10 | 1.31401 | 1.31401 | 0.00000 | 0.06 | 10012.03 |