Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2017.01.02 00:00 - 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 | 4162 | Ticks modelled | 1929314 | Modelling quality | 80.33% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -19.10 | Gross profit | 55.20 | Gross loss | -74.30 |
Profit factor | 0.74 | Expected payoff | -0.87 | ||
Absolute drawdown | 49.60 | Maximal drawdown | 53.10 (0.53%) | Relative drawdown | 0.53% (53.10) |
Total trades | 22 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 10.30 | loss trade | -17.60 | |
Average | profit trade | 3.25 | loss trade | -14.86 | |
Maximum | consecutive wins (profit in money) | 6 (6.80) | consecutive losses (loss in money) | 1 (-17.60) | |
Maximal | consecutive profit (count of wins) | 26.00 (3) | consecutive loss (count of losses) | -17.60 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 11:05 | sell | 1 | 0.10 | 1.04333 | 1.04451 | 0.00000 | ||
2 | 2017.01.04 11:20 | s/l | 1 | 0.10 | 1.04451 | 1.04451 | 0.00000 | -12.50 | 9987.50 |
3 | 2017.01.04 13:10 | sell | 2 | 0.10 | 1.04376 | 1.04504 | 0.00000 | ||
4 | 2017.01.04 13:47 | modify | 2 | 0.10 | 1.04376 | 1.04366 | 0.00000 | ||
5 | 2017.01.04 14:13 | modify | 2 | 0.10 | 1.04376 | 1.04316 | 0.00000 | ||
6 | 2017.01.04 14:27 | s/l | 2 | 0.10 | 1.04316 | 1.04316 | 0.00000 | 5.30 | 9992.80 |
7 | 2017.01.04 14:45 | sell | 3 | 0.10 | 1.04376 | 1.04504 | 0.00000 | ||
8 | 2017.01.04 15:02 | modify | 3 | 0.10 | 1.04376 | 1.04366 | 0.00000 | ||
9 | 2017.01.04 15:07 | s/l | 3 | 0.10 | 1.04366 | 1.04366 | 0.00000 | 0.30 | 9993.10 |
10 | 2017.01.04 15:10 | sell | 4 | 0.10 | 1.04376 | 1.04504 | 0.00000 | ||
11 | 2017.01.04 16:20 | s/l | 4 | 0.10 | 1.04504 | 1.04504 | 0.00000 | -13.50 | 9979.60 |
12 | 2017.01.05 13:21 | buy | 5 | 0.10 | 1.04878 | 1.04755 | 0.00000 | ||
13 | 2017.01.05 13:30 | modify | 5 | 0.10 | 1.04878 | 1.04888 | 0.00000 | ||
14 | 2017.01.05 13:42 | modify | 5 | 0.10 | 1.04878 | 1.04938 | 0.00000 | ||
15 | 2017.01.05 13:59 | s/l | 5 | 0.10 | 1.04938 | 1.04938 | 0.00000 | 5.30 | 9984.90 |
16 | 2017.01.06 04:10 | buy | 6 | 0.10 | 1.05849 | 1.05706 | 0.00000 | ||
17 | 2017.01.06 04:24 | modify | 6 | 0.10 | 1.05849 | 1.05859 | 0.00000 | ||
18 | 2017.01.06 05:24 | s/l | 6 | 0.10 | 1.05859 | 1.05859 | 0.00000 | 0.30 | 9985.20 |
19 | 2017.01.06 05:37 | buy | 7 | 0.10 | 1.05849 | 1.05706 | 0.00000 | ||
20 | 2017.01.06 06:06 | modify | 7 | 0.10 | 1.05849 | 1.05859 | 0.00000 | ||
21 | 2017.01.06 06:20 | s/l | 7 | 0.10 | 1.05859 | 1.05859 | 0.00000 | 0.30 | 9985.50 |
22 | 2017.01.06 07:18 | buy | 8 | 0.10 | 1.05813 | 1.05706 | 0.00000 | ||
23 | 2017.01.06 08:09 | modify | 8 | 0.10 | 1.05813 | 1.05823 | 0.00000 | ||
24 | 2017.01.06 08:29 | s/l | 8 | 0.10 | 1.05823 | 1.05823 | 0.00000 | 0.30 | 9985.80 |
25 | 2017.01.06 08:50 | buy | 9 | 0.10 | 1.05813 | 1.05706 | 0.00000 | ||
26 | 2017.01.06 09:24 | modify | 9 | 0.10 | 1.05813 | 1.05823 | 0.00000 | ||
27 | 2017.01.06 09:44 | s/l | 9 | 0.10 | 1.05823 | 1.05823 | 0.00000 | 0.30 | 9986.10 |
28 | 2017.01.06 11:35 | sell | 10 | 0.10 | 1.06046 | 1.06180 | 0.00000 | ||
29 | 2017.01.06 11:51 | modify | 10 | 0.10 | 1.06046 | 1.06036 | 0.00000 | ||
30 | 2017.01.06 11:54 | s/l | 10 | 0.10 | 1.06036 | 1.06036 | 0.00000 | 0.30 | 9986.40 |
31 | 2017.01.09 17:21 | sell | 11 | 0.10 | 1.05476 | 1.05609 | 0.00000 | ||
32 | 2017.01.09 17:38 | s/l | 11 | 0.10 | 1.05609 | 1.05609 | 0.00000 | -14.00 | 9972.40 |
33 | 2017.01.11 03:25 | sell | 12 | 0.10 | 1.05573 | 1.05681 | 0.00000 | ||
34 | 2017.01.11 04:21 | modify | 12 | 0.10 | 1.05573 | 1.05563 | 0.00000 | ||
35 | 2017.01.11 04:37 | modify | 12 | 0.10 | 1.05573 | 1.05513 | 0.00000 | ||
36 | 2017.01.11 04:55 | s/l | 12 | 0.10 | 1.05513 | 1.05513 | 0.00000 | 5.30 | 9977.70 |
37 | 2017.01.11 08:51 | sell | 13 | 0.10 | 1.05579 | 1.05708 | 0.00000 | ||
38 | 2017.01.11 10:14 | modify | 13 | 0.10 | 1.05579 | 1.05569 | 0.00000 | ||
39 | 2017.01.11 10:20 | modify | 13 | 0.10 | 1.05579 | 1.05519 | 0.00000 | ||
40 | 2017.01.11 10:23 | s/l | 13 | 0.10 | 1.05519 | 1.05519 | 0.00000 | 5.30 | 9983.00 |
41 | 2017.01.12 02:12 | sell | 14 | 0.10 | 1.05939 | 1.06039 | 0.00000 | ||
42 | 2017.01.12 02:19 | modify | 14 | 0.10 | 1.05939 | 1.05929 | 0.00000 | ||
43 | 2017.01.12 02:21 | s/l | 14 | 0.10 | 1.05929 | 1.05929 | 0.00000 | 0.30 | 9983.30 |
44 | 2017.01.12 03:15 | buy | 15 | 0.10 | 1.05826 | 1.05664 | 0.00000 | ||
45 | 2017.01.12 03:32 | modify | 15 | 0.10 | 1.05826 | 1.05836 | 0.00000 | ||
46 | 2017.01.12 03:55 | s/l | 15 | 0.10 | 1.05836 | 1.05836 | 0.00000 | 0.30 | 9983.60 |
47 | 2017.01.12 05:05 | sell | 16 | 0.10 | 1.05988 | 1.06148 | 0.00000 | ||
48 | 2017.01.12 08:00 | s/l | 16 | 0.10 | 1.06148 | 1.06148 | 0.00000 | -16.70 | 9966.90 |
49 | 2017.01.13 02:05 | sell | 17 | 0.10 | 1.06159 | 1.06236 | 0.00000 | ||
50 | 2017.01.13 02:07 | modify | 17 | 0.10 | 1.06159 | 1.06149 | 0.00000 | ||
51 | 2017.01.13 02:23 | s/l | 17 | 0.10 | 1.06149 | 1.06149 | 0.00000 | 0.30 | 9967.20 |
52 | 2017.01.13 03:15 | sell | 18 | 0.10 | 1.06159 | 1.06236 | 0.00000 | ||
53 | 2017.01.13 04:33 | modify | 18 | 0.10 | 1.06159 | 1.06149 | 0.00000 | ||
54 | 2017.01.13 04:56 | modify | 18 | 0.10 | 1.06159 | 1.06099 | 0.00000 | ||
55 | 2017.01.13 05:13 | s/l | 18 | 0.10 | 1.06099 | 1.06099 | 0.00000 | 5.30 | 9972.50 |
56 | 2017.01.13 14:10 | sell | 19 | 0.10 | 1.06456 | 1.06625 | 0.00000 | ||
57 | 2017.01.13 15:19 | s/l | 19 | 0.10 | 1.06625 | 1.06625 | 0.00000 | -17.60 | 9954.90 |
58 | 2017.01.13 16:05 | sell | 20 | 0.10 | 1.06456 | 1.06801 | 0.00000 | ||
59 | 2017.01.13 16:09 | modify | 20 | 0.10 | 1.06456 | 1.06446 | 0.00000 | ||
60 | 2017.01.13 16:10 | modify | 20 | 0.10 | 1.06456 | 1.06396 | 0.00000 | ||
61 | 2017.01.13 16:11 | modify | 20 | 0.10 | 1.06456 | 1.06346 | 0.00000 | ||
62 | 2017.01.13 16:12 | s/l | 20 | 0.10 | 1.06346 | 1.06346 | 0.00000 | 10.30 | 9965.20 |
63 | 2017.01.16 02:10 | sell | 21 | 0.10 | 1.06273 | 1.06408 | 0.00000 | ||
64 | 2017.01.16 03:36 | modify | 21 | 0.10 | 1.06273 | 1.06263 | 0.00000 | ||
65 | 2017.01.16 04:04 | modify | 21 | 0.10 | 1.06273 | 1.06212 | 0.00000 | ||
66 | 2017.01.16 04:26 | s/l | 21 | 0.10 | 1.06212 | 1.06212 | 0.00000 | 5.40 | 9970.60 |
67 | 2017.01.16 06:10 | buy | 22 | 0.10 | 1.06080 | 1.06000 | 0.00000 | ||
68 | 2017.01.16 06:56 | modify | 22 | 0.10 | 1.06080 | 1.06090 | 0.00000 | ||
69 | 2017.01.16 07:18 | modify | 22 | 0.10 | 1.06080 | 1.06140 | 0.00000 | ||
70 | 2017.01.16 08:00 | modify | 22 | 0.10 | 1.06080 | 1.06190 | 0.00000 | ||
71 | 2017.01.16 08:03 | s/l | 22 | 0.10 | 1.06190 | 1.06190 | 0.00000 | 10.30 | 9980.90 |