Symbol | AUDUSD (Australian Dollar vs US 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 | 1551019 | Modelling quality | 84.11% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -16.40 | Gross profit | 32.70 | Gross loss | -49.10 |
Profit factor | 0.67 | Expected payoff | -1.26 | ||
Absolute drawdown | 33.40 | Maximal drawdown | 37.70 (0.38%) | Relative drawdown | 0.38% (37.70) |
Total trades | 13 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
Largest | profit trade | 10.30 | loss trade | -14.10 | |
Average | profit trade | 3.63 | loss trade | -12.27 | |
Maximum | consecutive wins (profit in money) | 4 (16.20) | consecutive losses (loss in money) | 2 (-24.30) | |
Maximal | consecutive profit (count of wins) | 16.20 (4) | consecutive loss (count of losses) | -24.30 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 02:48 | sell | 1 | 0.10 | 0.72289 | 0.72402 | 0.00000 | ||
2 | 2017.01.04 02:52 | modify | 1 | 0.10 | 0.72289 | 0.72279 | 0.00000 | ||
3 | 2017.01.04 02:55 | s/l | 1 | 0.10 | 0.72279 | 0.72279 | 0.00000 | 0.30 | 10000.30 |
4 | 2017.01.04 02:55 | sell | 2 | 0.10 | 0.72269 | 0.72402 | 0.00000 | ||
5 | 2017.01.04 04:59 | s/l | 2 | 0.10 | 0.72402 | 0.72402 | 0.00000 | -14.00 | 9986.30 |
6 | 2017.01.06 05:15 | sell | 3 | 0.10 | 0.73381 | 0.73581 | 0.00000 | ||
7 | 2017.01.06 05:24 | modify | 3 | 0.10 | 0.73381 | 0.73371 | 0.00000 | ||
8 | 2017.01.06 05:33 | modify | 3 | 0.10 | 0.73381 | 0.73321 | 0.00000 | ||
9 | 2017.01.06 05:38 | s/l | 3 | 0.10 | 0.73321 | 0.73321 | 0.00000 | 5.30 | 9991.60 |
10 | 2017.01.06 05:51 | buy | 4 | 0.10 | 0.73304 | 0.73201 | 0.00000 | ||
11 | 2017.01.06 06:06 | modify | 4 | 0.10 | 0.73304 | 0.73314 | 0.00000 | ||
12 | 2017.01.06 06:21 | s/l | 4 | 0.10 | 0.73314 | 0.73314 | 0.00000 | 0.30 | 9991.90 |
13 | 2017.01.06 06:30 | buy | 5 | 0.10 | 0.73302 | 0.73201 | 0.00000 | ||
14 | 2017.01.06 06:47 | s/l | 5 | 0.10 | 0.73201 | 0.73201 | 0.00000 | -10.80 | 9981.10 |
15 | 2017.01.06 12:20 | sell | 6 | 0.10 | 0.73423 | 0.73581 | 0.00000 | ||
16 | 2017.01.06 13:48 | modify | 6 | 0.10 | 0.73423 | 0.73413 | 0.00000 | ||
17 | 2017.01.06 13:58 | s/l | 6 | 0.10 | 0.73413 | 0.73413 | 0.00000 | 0.30 | 9981.40 |
18 | 2017.01.06 16:15 | buy | 7 | 0.10 | 0.73175 | 0.73019 | 0.00000 | ||
19 | 2017.01.06 16:44 | modify | 7 | 0.10 | 0.73175 | 0.73185 | 0.00000 | ||
20 | 2017.01.06 16:46 | modify | 7 | 0.10 | 0.73175 | 0.73235 | 0.00000 | ||
21 | 2017.01.06 16:47 | s/l | 7 | 0.10 | 0.73235 | 0.73235 | 0.00000 | 5.30 | 9986.70 |
22 | 2017.01.09 05:17 | sell | 8 | 0.10 | 0.73222 | 0.73328 | 0.00000 | ||
23 | 2017.01.09 05:31 | modify | 8 | 0.10 | 0.73222 | 0.73212 | 0.00000 | ||
24 | 2017.01.09 05:39 | modify | 8 | 0.10 | 0.73222 | 0.73162 | 0.00000 | ||
25 | 2017.01.09 05:47 | s/l | 8 | 0.10 | 0.73162 | 0.73162 | 0.00000 | 5.30 | 9992.00 |
26 | 2017.01.09 10:31 | sell | 9 | 0.10 | 0.73222 | 0.73328 | 0.00000 | ||
27 | 2017.01.09 11:40 | modify | 9 | 0.10 | 0.73222 | 0.73212 | 0.00000 | ||
28 | 2017.01.09 11:45 | modify | 9 | 0.10 | 0.73222 | 0.73162 | 0.00000 | ||
29 | 2017.01.09 12:05 | s/l | 9 | 0.10 | 0.73162 | 0.73162 | 0.00000 | 5.30 | 9997.30 |
30 | 2017.01.09 14:15 | sell | 10 | 0.10 | 0.73231 | 0.73365 | 0.00000 | ||
31 | 2017.01.09 15:27 | s/l | 10 | 0.10 | 0.73365 | 0.73365 | 0.00000 | -14.10 | 9983.20 |
32 | 2017.01.11 04:19 | sell | 11 | 0.10 | 0.73671 | 0.73766 | 0.00000 | ||
33 | 2017.01.11 05:22 | s/l | 11 | 0.10 | 0.73766 | 0.73766 | 0.00000 | -10.20 | 9973.00 |
34 | 2017.01.13 07:45 | buy | 12 | 0.10 | 0.74801 | 0.74713 | 0.00000 | ||
35 | 2017.01.13 08:04 | modify | 12 | 0.10 | 0.74801 | 0.74811 | 0.00000 | ||
36 | 2017.01.13 08:09 | modify | 12 | 0.10 | 0.74801 | 0.74861 | 0.00000 | ||
37 | 2017.01.13 08:14 | modify | 12 | 0.10 | 0.74801 | 0.74911 | 0.00000 | ||
38 | 2017.01.13 08:30 | s/l | 12 | 0.10 | 0.74911 | 0.74911 | 0.00000 | 10.30 | 9983.30 |
39 | 2017.01.16 07:51 | buy | 13 | 0.10 | 0.74765 | 0.74634 | 0.00000 | ||
40 | 2017.01.16 08:39 | modify | 13 | 0.10 | 0.74765 | 0.74775 | 0.00000 | ||
41 | 2017.01.16 08:44 | s/l | 13 | 0.10 | 0.74775 | 0.74775 | 0.00000 | 0.30 | 9983.60 |