Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 5 Minutes (M5) 2017.01.02 00:15 - 2017.01.16 23:55 (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 | 4155 | Ticks modelled | 1664855 | Modelling quality | 80.58% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -24.09 | Gross profit | 83.72 | Gross loss | -107.81 |
Profit factor | 0.78 | Expected payoff | -0.96 | ||
Absolute drawdown | 64.24 | Maximal drawdown | 66.07 (0.66%) | Relative drawdown | 0.66% (66.07) |
Total trades | 25 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 20.03 | loss trade | -19.84 | |
Average | profit trade | 4.92 | loss trade | -13.48 | |
Maximum | consecutive wins (profit in money) | 9 (61.74) | consecutive losses (loss in money) | 2 (-27.12) | |
Maximal | consecutive profit (count of wins) | 61.74 (9) | consecutive loss (count of losses) | -27.12 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 02:33 | sell | 1 | 0.10 | 1.02744 | 1.02851 | 0.00000 | ||
2 | 2017.01.04 02:52 | s/l | 1 | 0.10 | 1.02851 | 1.02851 | 0.00000 | -11.10 | 9988.90 |
3 | 2017.01.04 11:07 | buy | 2 | 0.10 | 1.02622 | 1.02465 | 0.00000 | ||
4 | 2017.01.04 11:20 | s/l | 2 | 0.10 | 1.02465 | 1.02465 | 0.00000 | -16.02 | 9972.88 |
5 | 2017.01.04 12:21 | buy | 3 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
6 | 2017.01.04 12:53 | modify | 3 | 0.10 | 1.02593 | 1.02603 | 0.00000 | ||
7 | 2017.01.04 13:04 | s/l | 3 | 0.10 | 1.02603 | 1.02603 | 0.00000 | 0.27 | 9973.15 |
8 | 2017.01.04 13:10 | buy | 4 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
9 | 2017.01.04 13:34 | modify | 4 | 0.10 | 1.02593 | 1.02603 | 0.00000 | ||
10 | 2017.01.04 13:49 | modify | 4 | 0.10 | 1.02593 | 1.02653 | 0.00000 | ||
11 | 2017.01.04 14:01 | s/l | 4 | 0.10 | 1.02653 | 1.02653 | 0.00000 | 5.14 | 9978.29 |
12 | 2017.01.04 14:45 | buy | 5 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
13 | 2017.01.04 17:16 | s/l | 5 | 0.10 | 1.02397 | 1.02397 | 0.00000 | -19.84 | 9958.45 |
14 | 2017.01.05 13:05 | sell | 6 | 0.10 | 1.02109 | 1.02231 | 0.00000 | ||
15 | 2017.01.05 13:54 | modify | 6 | 0.10 | 1.02109 | 1.02099 | 0.00000 | ||
16 | 2017.01.05 13:59 | s/l | 6 | 0.10 | 1.02099 | 1.02099 | 0.00000 | 0.28 | 9958.73 |
17 | 2017.01.06 04:10 | sell | 7 | 0.10 | 1.01160 | 1.01284 | 0.00000 | ||
18 | 2017.01.06 04:32 | modify | 7 | 0.10 | 1.01160 | 1.01150 | 0.00000 | ||
19 | 2017.01.06 05:30 | s/l | 7 | 0.10 | 1.01150 | 1.01150 | 0.00000 | 0.29 | 9959.02 |
20 | 2017.01.06 06:57 | sell | 8 | 0.10 | 1.01160 | 1.01284 | 0.00000 | ||
21 | 2017.01.06 10:41 | s/l | 8 | 0.10 | 1.01284 | 1.01284 | 0.00000 | -12.94 | 9946.08 |
22 | 2017.01.06 11:07 | sell | 9 | 0.10 | 1.01224 | 1.01342 | 0.00000 | ||
23 | 2017.01.06 11:15 | modify | 9 | 0.10 | 1.01224 | 1.01214 | 0.00000 | ||
24 | 2017.01.06 11:26 | modify | 9 | 0.10 | 1.01224 | 1.01164 | 0.00000 | ||
25 | 2017.01.06 11:32 | modify | 9 | 0.10 | 1.01224 | 1.01114 | 0.00000 | ||
26 | 2017.01.06 11:41 | modify | 9 | 0.10 | 1.01224 | 1.01064 | 0.00000 | ||
27 | 2017.01.06 11:50 | s/l | 9 | 0.10 | 1.01064 | 1.01064 | 0.00000 | 15.13 | 9961.21 |
28 | 2017.01.06 14:45 | sell | 10 | 0.10 | 1.01224 | 1.01342 | 0.00000 | ||
29 | 2017.01.06 15:00 | s/l | 10 | 0.10 | 1.01342 | 1.01342 | 0.00000 | -12.34 | 9948.87 |
30 | 2017.01.09 17:15 | buy | 11 | 0.10 | 1.01667 | 1.01572 | 0.00000 | ||
31 | 2017.01.09 17:38 | s/l | 11 | 0.10 | 1.01572 | 1.01572 | 0.00000 | -10.05 | 9938.82 |
32 | 2017.01.10 04:16 | sell | 12 | 0.10 | 1.01498 | 1.01580 | 0.00000 | ||
33 | 2017.01.10 04:28 | modify | 12 | 0.10 | 1.01498 | 1.01488 | 0.00000 | ||
34 | 2017.01.10 04:35 | modify | 12 | 0.10 | 1.01498 | 1.01438 | 0.00000 | ||
35 | 2017.01.10 04:36 | modify | 12 | 0.10 | 1.01498 | 1.01388 | 0.00000 | ||
36 | 2017.01.10 04:45 | modify | 12 | 0.10 | 1.01498 | 1.01338 | 0.00000 | ||
37 | 2017.01.10 04:46 | modify | 12 | 0.10 | 1.01498 | 1.01288 | 0.00000 | ||
38 | 2017.01.10 04:50 | s/l | 12 | 0.10 | 1.01288 | 1.01288 | 0.00000 | 20.03 | 9958.85 |
39 | 2017.01.10 16:15 | sell | 13 | 0.10 | 1.01557 | 1.01688 | 0.00000 | ||
40 | 2017.01.10 16:23 | modify | 13 | 0.10 | 1.01557 | 1.01547 | 0.00000 | ||
41 | 2017.01.10 16:31 | modify | 13 | 0.10 | 1.01557 | 1.01497 | 0.00000 | ||
42 | 2017.01.10 16:39 | modify | 13 | 0.10 | 1.01557 | 1.01447 | 0.00000 | ||
43 | 2017.01.10 16:45 | modify | 13 | 0.10 | 1.01557 | 1.01397 | 0.00000 | ||
44 | 2017.01.10 16:48 | modify | 13 | 0.10 | 1.01557 | 1.01347 | 0.00000 | ||
45 | 2017.01.10 16:50 | s/l | 13 | 0.10 | 1.01347 | 1.01347 | 0.00000 | 20.02 | 9978.87 |
46 | 2017.01.11 03:30 | buy | 14 | 0.10 | 1.01659 | 1.01554 | 0.00000 | ||
47 | 2017.01.11 04:21 | modify | 14 | 0.10 | 1.01659 | 1.01669 | 0.00000 | ||
48 | 2017.01.11 04:37 | modify | 14 | 0.10 | 1.01659 | 1.01719 | 0.00000 | ||
49 | 2017.01.11 04:55 | s/l | 14 | 0.10 | 1.01719 | 1.01719 | 0.00000 | 5.20 | 9984.07 |
50 | 2017.01.11 08:51 | buy | 15 | 0.10 | 1.01656 | 1.01526 | 0.00000 | ||
51 | 2017.01.11 11:08 | modify | 15 | 0.10 | 1.01656 | 1.01666 | 0.00000 | ||
52 | 2017.01.11 11:13 | modify | 15 | 0.10 | 1.01656 | 1.01716 | 0.00000 | ||
53 | 2017.01.11 11:20 | modify | 15 | 0.10 | 1.01656 | 1.01766 | 0.00000 | ||
54 | 2017.01.11 11:23 | s/l | 15 | 0.10 | 1.01766 | 1.01766 | 0.00000 | 10.11 | 9994.18 |
55 | 2017.01.12 02:13 | buy | 16 | 0.10 | 1.01341 | 1.01214 | 0.00000 | ||
56 | 2017.01.12 02:36 | modify | 16 | 0.10 | 1.01341 | 1.01351 | 0.00000 | ||
57 | 2017.01.12 02:44 | modify | 16 | 0.10 | 1.01341 | 1.01401 | 0.00000 | ||
58 | 2017.01.12 03:04 | s/l | 16 | 0.10 | 1.01401 | 1.01401 | 0.00000 | 5.22 | 9999.40 |
59 | 2017.01.12 03:20 | sell | 17 | 0.10 | 1.01419 | 1.01547 | 0.00000 | ||
60 | 2017.01.12 03:32 | modify | 17 | 0.10 | 1.01419 | 1.01409 | 0.00000 | ||
61 | 2017.01.12 03:55 | s/l | 17 | 0.10 | 1.01409 | 1.01409 | 0.00000 | 0.29 | 9999.69 |
62 | 2017.01.12 08:20 | buy | 18 | 0.10 | 1.01192 | 1.01096 | 0.00000 | ||
63 | 2017.01.12 08:24 | modify | 18 | 0.10 | 1.01192 | 1.01202 | 0.00000 | ||
64 | 2017.01.12 08:29 | s/l | 18 | 0.10 | 1.01202 | 1.01202 | 0.00000 | 0.29 | 9999.98 |
65 | 2017.01.13 02:05 | buy | 19 | 0.10 | 1.01055 | 1.00941 | 0.00000 | ||
66 | 2017.01.13 02:07 | modify | 19 | 0.10 | 1.01055 | 1.01065 | 0.00000 | ||
67 | 2017.01.13 02:22 | s/l | 19 | 0.10 | 1.01065 | 1.01065 | 0.00000 | 0.29 | 10000.27 |
68 | 2017.01.13 03:15 | buy | 20 | 0.10 | 1.01055 | 1.00941 | 0.00000 | ||
69 | 2017.01.13 04:47 | modify | 20 | 0.10 | 1.01055 | 1.01065 | 0.00000 | ||
70 | 2017.01.13 05:20 | s/l | 20 | 0.10 | 1.01065 | 1.01065 | 0.00000 | 0.29 | 10000.56 |
71 | 2017.01.13 07:10 | buy | 21 | 0.10 | 1.01017 | 1.00941 | 0.00000 | ||
72 | 2017.01.13 08:08 | s/l | 21 | 0.10 | 1.00941 | 1.00941 | 0.00000 | -8.23 | 9992.33 |
73 | 2017.01.13 12:46 | buy | 22 | 0.10 | 1.00815 | 1.00648 | 0.00000 | ||
74 | 2017.01.13 15:13 | s/l | 22 | 0.10 | 1.00648 | 1.00648 | 0.00000 | -17.29 | 9975.04 |
75 | 2017.01.16 03:55 | sell | 23 | 0.10 | 1.01034 | 1.01133 | 0.00000 | ||
76 | 2017.01.16 04:34 | modify | 23 | 0.10 | 1.01034 | 1.01024 | 0.00000 | ||
77 | 2017.01.16 04:39 | s/l | 23 | 0.10 | 1.01024 | 1.01024 | 0.00000 | 0.29 | 9975.33 |
78 | 2017.01.16 05:14 | sell | 24 | 0.10 | 1.01035 | 1.01171 | 0.00000 | ||
79 | 2017.01.16 08:24 | modify | 24 | 0.10 | 1.01035 | 1.01025 | 0.00000 | ||
80 | 2017.01.16 08:29 | s/l | 24 | 0.10 | 1.01025 | 1.01025 | 0.00000 | 0.29 | 9975.62 |
81 | 2017.01.16 08:42 | buy | 25 | 0.10 | 1.00956 | 1.00854 | 0.00000 | ||
82 | 2017.01.16 09:00 | modify | 25 | 0.10 | 1.00956 | 1.00966 | 0.00000 | ||
83 | 2017.01.16 09:01 | s/l | 25 | 0.10 | 1.00966 | 1.00966 | 0.00000 | 0.29 | 9975.91 |