Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
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 | 2057 | Ticks modelled | 1664156 | Modelling quality | 84.05% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -24.86 | Gross profit | 57.32 | Gross loss | -82.18 |
Profit factor | 0.70 | Expected payoff | -1.46 | ||
Absolute drawdown | 62.26 | Maximal drawdown | 64.09 (0.64%) | Relative drawdown | 0.64% (64.09) |
Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
Largest | profit trade | 20.03 | loss trade | -19.84 | |
Average | profit trade | 5.21 | loss trade | -13.70 | |
Maximum | consecutive wins (profit in money) | 5 (50.76) | consecutive losses (loss in money) | 3 (-33.95) | |
Maximal | consecutive profit (count of wins) | 50.76 (5) | consecutive loss (count of losses) | -33.95 (3) | |
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 12:30 | buy | 2 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
4 | 2017.01.04 12:53 | modify | 2 | 0.10 | 1.02593 | 1.02603 | 0.00000 | ||
5 | 2017.01.04 13:04 | s/l | 2 | 0.10 | 1.02603 | 1.02603 | 0.00000 | 0.27 | 9989.17 |
6 | 2017.01.04 13:27 | buy | 3 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
7 | 2017.01.04 13:34 | modify | 3 | 0.10 | 1.02593 | 1.02603 | 0.00000 | ||
8 | 2017.01.04 13:49 | modify | 3 | 0.10 | 1.02593 | 1.02653 | 0.00000 | ||
9 | 2017.01.04 14:01 | s/l | 3 | 0.10 | 1.02653 | 1.02653 | 0.00000 | 5.14 | 9994.31 |
10 | 2017.01.04 14:45 | buy | 4 | 0.10 | 1.02593 | 1.02397 | 0.00000 | ||
11 | 2017.01.04 17:16 | s/l | 4 | 0.10 | 1.02397 | 1.02397 | 0.00000 | -19.84 | 9974.47 |
12 | 2017.01.05 13:16 | sell | 5 | 0.10 | 1.02109 | 1.02231 | 0.00000 | ||
13 | 2017.01.05 13:54 | modify | 5 | 0.10 | 1.02109 | 1.02099 | 0.00000 | ||
14 | 2017.01.05 13:59 | s/l | 5 | 0.10 | 1.02099 | 1.02099 | 0.00000 | 0.28 | 9974.75 |
15 | 2017.01.06 07:20 | sell | 6 | 0.10 | 1.01174 | 1.01284 | 0.00000 | ||
16 | 2017.01.06 10:41 | s/l | 6 | 0.10 | 1.01284 | 1.01284 | 0.00000 | -11.56 | 9963.19 |
17 | 2017.01.06 14:45 | sell | 7 | 0.10 | 1.01224 | 1.01342 | 0.00000 | ||
18 | 2017.01.06 15:00 | s/l | 7 | 0.10 | 1.01342 | 1.01342 | 0.00000 | -12.34 | 9950.85 |
19 | 2017.01.09 17:15 | buy | 8 | 0.10 | 1.01667 | 1.01572 | 0.00000 | ||
20 | 2017.01.09 17:38 | s/l | 8 | 0.10 | 1.01572 | 1.01572 | 0.00000 | -10.05 | 9940.80 |
21 | 2017.01.10 04:16 | sell | 9 | 0.10 | 1.01498 | 1.01580 | 0.00000 | ||
22 | 2017.01.10 04:28 | modify | 9 | 0.10 | 1.01498 | 1.01488 | 0.00000 | ||
23 | 2017.01.10 04:35 | modify | 9 | 0.10 | 1.01498 | 1.01438 | 0.00000 | ||
24 | 2017.01.10 04:36 | modify | 9 | 0.10 | 1.01498 | 1.01388 | 0.00000 | ||
25 | 2017.01.10 04:45 | modify | 9 | 0.10 | 1.01498 | 1.01338 | 0.00000 | ||
26 | 2017.01.10 04:46 | modify | 9 | 0.10 | 1.01498 | 1.01288 | 0.00000 | ||
27 | 2017.01.10 04:50 | s/l | 9 | 0.10 | 1.01288 | 1.01288 | 0.00000 | 20.03 | 9960.83 |
28 | 2017.01.10 16:15 | sell | 10 | 0.10 | 1.01557 | 1.01688 | 0.00000 | ||
29 | 2017.01.10 16:23 | modify | 10 | 0.10 | 1.01557 | 1.01547 | 0.00000 | ||
30 | 2017.01.10 16:31 | modify | 10 | 0.10 | 1.01557 | 1.01497 | 0.00000 | ||
31 | 2017.01.10 16:39 | modify | 10 | 0.10 | 1.01557 | 1.01447 | 0.00000 | ||
32 | 2017.01.10 16:45 | modify | 10 | 0.10 | 1.01557 | 1.01397 | 0.00000 | ||
33 | 2017.01.10 16:48 | modify | 10 | 0.10 | 1.01557 | 1.01347 | 0.00000 | ||
34 | 2017.01.10 16:50 | s/l | 10 | 0.10 | 1.01347 | 1.01347 | 0.00000 | 20.02 | 9980.85 |
35 | 2017.01.11 03:30 | buy | 11 | 0.10 | 1.01659 | 1.01554 | 0.00000 | ||
36 | 2017.01.11 04:21 | modify | 11 | 0.10 | 1.01659 | 1.01669 | 0.00000 | ||
37 | 2017.01.11 04:37 | modify | 11 | 0.10 | 1.01659 | 1.01719 | 0.00000 | ||
38 | 2017.01.11 04:55 | s/l | 11 | 0.10 | 1.01719 | 1.01719 | 0.00000 | 5.20 | 9986.05 |
39 | 2017.01.12 02:16 | buy | 12 | 0.10 | 1.01341 | 1.01214 | 0.00000 | ||
40 | 2017.01.12 02:36 | modify | 12 | 0.10 | 1.01341 | 1.01351 | 0.00000 | ||
41 | 2017.01.12 02:44 | modify | 12 | 0.10 | 1.01341 | 1.01401 | 0.00000 | ||
42 | 2017.01.12 03:04 | s/l | 12 | 0.10 | 1.01401 | 1.01401 | 0.00000 | 5.22 | 9991.27 |
43 | 2017.01.13 03:15 | buy | 13 | 0.10 | 1.01055 | 1.00941 | 0.00000 | ||
44 | 2017.01.13 04:47 | modify | 13 | 0.10 | 1.01055 | 1.01065 | 0.00000 | ||
45 | 2017.01.13 05:20 | s/l | 13 | 0.10 | 1.01065 | 1.01065 | 0.00000 | 0.29 | 9991.56 |
46 | 2017.01.13 12:46 | buy | 14 | 0.10 | 1.00815 | 1.00648 | 0.00000 | ||
47 | 2017.01.13 15:13 | s/l | 14 | 0.10 | 1.00648 | 1.00648 | 0.00000 | -17.29 | 9974.27 |
48 | 2017.01.16 03:55 | sell | 15 | 0.10 | 1.01034 | 1.01133 | 0.00000 | ||
49 | 2017.01.16 04:34 | modify | 15 | 0.10 | 1.01034 | 1.01024 | 0.00000 | ||
50 | 2017.01.16 04:39 | s/l | 15 | 0.10 | 1.01024 | 1.01024 | 0.00000 | 0.29 | 9974.56 |
51 | 2017.01.16 05:15 | sell | 16 | 0.10 | 1.01035 | 1.01171 | 0.00000 | ||
52 | 2017.01.16 08:24 | modify | 16 | 0.10 | 1.01035 | 1.01025 | 0.00000 | ||
53 | 2017.01.16 08:29 | s/l | 16 | 0.10 | 1.01025 | 1.01025 | 0.00000 | 0.29 | 9974.85 |
54 | 2017.01.16 08:46 | buy | 17 | 0.10 | 1.00956 | 1.00854 | 0.00000 | ||
55 | 2017.01.16 09:00 | modify | 17 | 0.10 | 1.00956 | 1.00966 | 0.00000 | ||
56 | 2017.01.16 09:01 | s/l | 17 | 0.10 | 1.00966 | 1.00966 | 0.00000 | 0.29 | 9975.14 |