Symbol | NZDUSD (New Zealand 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 | 2038 | Ticks modelled | 1514317 | Modelling quality | 84.63% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -18.90 | Gross profit | 75.10 | Gross loss | -94.00 |
Profit factor | 0.80 | Expected payoff | -0.79 | ||
Absolute drawdown | 30.30 | Maximal drawdown | 48.70 (0.49%) | Relative drawdown | 0.49% (48.70) |
Total trades | 24 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
Largest | profit trade | 20.30 | loss trade | -19.60 | |
Average | profit trade | 4.42 | loss trade | -13.43 | |
Maximum | consecutive wins (profit in money) | 6 (26.80) | consecutive losses (loss in money) | 2 (-19.50) | |
Maximal | consecutive profit (count of wins) | 31.20 (4) | consecutive loss (count of losses) | -19.60 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 03:35 | buy | 1 | 0.10 | 0.68996 | 0.68847 | 0.00000 | ||
2 | 2017.01.04 04:03 | modify | 1 | 0.10 | 0.68996 | 0.69006 | 0.00000 | ||
3 | 2017.01.04 04:20 | s/l | 1 | 0.10 | 0.69006 | 0.69006 | 0.00000 | 0.30 | 10000.30 |
4 | 2017.01.04 15:31 | sell | 2 | 0.10 | 0.69478 | 0.69615 | 0.00000 | ||
5 | 2017.01.04 21:01 | s/l | 2 | 0.10 | 0.69615 | 0.69615 | 0.00000 | -14.40 | 9985.90 |
6 | 2017.01.05 13:15 | buy | 3 | 0.10 | 0.69652 | 0.69495 | 0.00000 | ||
7 | 2017.01.05 15:16 | modify | 3 | 0.10 | 0.69652 | 0.69662 | 0.00000 | ||
8 | 2017.01.05 15:18 | s/l | 3 | 0.10 | 0.69662 | 0.69662 | 0.00000 | 0.30 | 9986.20 |
9 | 2017.01.06 03:47 | buy | 4 | 0.10 | 0.70129 | 0.69983 | 0.00000 | ||
10 | 2017.01.06 04:23 | modify | 4 | 0.10 | 0.70129 | 0.70139 | 0.00000 | ||
11 | 2017.01.06 04:38 | modify | 4 | 0.10 | 0.70129 | 0.70189 | 0.00000 | ||
12 | 2017.01.06 05:24 | s/l | 4 | 0.10 | 0.70189 | 0.70189 | 0.00000 | 5.30 | 9991.50 |
13 | 2017.01.06 07:17 | buy | 5 | 0.10 | 0.70124 | 0.69983 | 0.00000 | ||
14 | 2017.01.06 07:41 | modify | 5 | 0.10 | 0.70124 | 0.70134 | 0.00000 | ||
15 | 2017.01.06 07:47 | s/l | 5 | 0.10 | 0.70134 | 0.70134 | 0.00000 | 0.30 | 9991.80 |
16 | 2017.01.06 08:45 | buy | 6 | 0.10 | 0.70124 | 0.69983 | 0.00000 | ||
17 | 2017.01.06 11:16 | modify | 6 | 0.10 | 0.70124 | 0.70134 | 0.00000 | ||
18 | 2017.01.06 11:32 | modify | 6 | 0.10 | 0.70124 | 0.70184 | 0.00000 | ||
19 | 2017.01.06 12:51 | modify | 6 | 0.10 | 0.70124 | 0.70234 | 0.00000 | ||
20 | 2017.01.06 13:02 | modify | 6 | 0.10 | 0.70124 | 0.70284 | 0.00000 | ||
21 | 2017.01.06 13:08 | s/l | 6 | 0.10 | 0.70284 | 0.70284 | 0.00000 | 15.30 | 10007.10 |
22 | 2017.01.06 16:34 | buy | 7 | 0.10 | 0.69934 | 0.69765 | 0.00000 | ||
23 | 2017.01.06 16:43 | modify | 7 | 0.10 | 0.69934 | 0.69944 | 0.00000 | ||
24 | 2017.01.06 16:46 | modify | 7 | 0.10 | 0.69934 | 0.69994 | 0.00000 | ||
25 | 2017.01.06 16:49 | s/l | 7 | 0.10 | 0.69994 | 0.69994 | 0.00000 | 5.30 | 10012.40 |
26 | 2017.01.06 17:32 | buy | 8 | 0.10 | 0.69934 | 0.69765 | 0.00000 | ||
27 | 2017.01.06 17:50 | modify | 8 | 0.10 | 0.69934 | 0.69944 | 0.00000 | ||
28 | 2017.01.06 17:51 | s/l | 8 | 0.10 | 0.69944 | 0.69944 | 0.00000 | 0.30 | 10012.70 |
29 | 2017.01.06 17:51 | buy | 9 | 0.10 | 0.69954 | 0.69765 | 0.00000 | ||
30 | 2017.01.06 18:19 | s/l | 9 | 0.10 | 0.69765 | 0.69765 | 0.00000 | -19.60 | 9993.10 |
31 | 2017.01.09 04:37 | sell | 10 | 0.10 | 0.69698 | 0.69780 | 0.00000 | ||
32 | 2017.01.09 05:30 | modify | 10 | 0.10 | 0.69698 | 0.69688 | 0.00000 | ||
33 | 2017.01.09 05:38 | modify | 10 | 0.10 | 0.69698 | 0.69638 | 0.00000 | ||
34 | 2017.01.09 06:15 | modify | 10 | 0.10 | 0.69698 | 0.69588 | 0.00000 | ||
35 | 2017.01.09 07:12 | s/l | 10 | 0.10 | 0.69588 | 0.69588 | 0.00000 | 10.30 | 10003.40 |
36 | 2017.01.09 13:18 | sell | 11 | 0.10 | 0.69708 | 0.69831 | 0.00000 | ||
37 | 2017.01.09 13:26 | s/l | 11 | 0.10 | 0.69831 | 0.69831 | 0.00000 | -13.00 | 9990.40 |
38 | 2017.01.10 02:16 | sell | 12 | 0.10 | 0.70167 | 0.70286 | 0.00000 | ||
39 | 2017.01.10 02:50 | modify | 12 | 0.10 | 0.70167 | 0.70157 | 0.00000 | ||
40 | 2017.01.10 03:01 | s/l | 12 | 0.10 | 0.70157 | 0.70157 | 0.00000 | 0.30 | 9990.70 |
41 | 2017.01.10 03:30 | sell | 13 | 0.10 | 0.70167 | 0.70286 | 0.00000 | ||
42 | 2017.01.10 03:33 | modify | 13 | 0.10 | 0.70167 | 0.70157 | 0.00000 | ||
43 | 2017.01.10 03:35 | s/l | 13 | 0.10 | 0.70157 | 0.70157 | 0.00000 | 0.30 | 9991.00 |
44 | 2017.01.10 03:35 | sell | 14 | 0.10 | 0.70147 | 0.70286 | 0.00000 | ||
45 | 2017.01.10 03:55 | modify | 14 | 0.10 | 0.70147 | 0.70137 | 0.00000 | ||
46 | 2017.01.10 04:17 | s/l | 14 | 0.10 | 0.70137 | 0.70137 | 0.00000 | 0.30 | 9991.30 |
47 | 2017.01.10 13:30 | buy | 15 | 0.10 | 0.69996 | 0.69875 | 0.00000 | ||
48 | 2017.01.10 13:43 | s/l | 15 | 0.10 | 0.69875 | 0.69875 | 0.00000 | -12.80 | 9978.50 |
49 | 2017.01.11 06:30 | sell | 16 | 0.10 | 0.69951 | 0.70061 | 0.00000 | ||
50 | 2017.01.11 07:04 | modify | 16 | 0.10 | 0.69951 | 0.69941 | 0.00000 | ||
51 | 2017.01.11 07:07 | s/l | 16 | 0.10 | 0.69941 | 0.69941 | 0.00000 | 0.30 | 9978.80 |
52 | 2017.01.11 18:21 | buy | 17 | 0.10 | 0.69784 | 0.69559 | 0.00000 | ||
53 | 2017.01.11 18:24 | modify | 17 | 0.10 | 0.69784 | 0.69794 | 0.00000 | ||
54 | 2017.01.11 18:25 | modify | 17 | 0.10 | 0.69784 | 0.69844 | 0.00000 | ||
55 | 2017.01.11 18:26 | modify | 17 | 0.10 | 0.69784 | 0.69894 | 0.00000 | ||
56 | 2017.01.11 18:27 | s/l | 17 | 0.10 | 0.69894 | 0.69894 | 0.00000 | 10.30 | 9989.10 |
57 | 2017.01.11 18:27 | buy | 18 | 0.10 | 0.69904 | 0.69559 | 0.00000 | ||
58 | 2017.01.11 18:28 | modify | 18 | 0.10 | 0.69904 | 0.69914 | 0.00000 | ||
59 | 2017.01.11 18:28 | modify | 18 | 0.10 | 0.69904 | 0.69964 | 0.00000 | ||
60 | 2017.01.11 18:29 | modify | 18 | 0.10 | 0.69904 | 0.70014 | 0.00000 | ||
61 | 2017.01.11 18:30 | modify | 18 | 0.10 | 0.69904 | 0.70064 | 0.00000 | ||
62 | 2017.01.11 18:30 | modify | 18 | 0.10 | 0.69904 | 0.70114 | 0.00000 | ||
63 | 2017.01.11 18:31 | s/l | 18 | 0.10 | 0.70114 | 0.70114 | 0.00000 | 20.30 | 10009.40 |
64 | 2017.01.12 06:18 | sell | 19 | 0.10 | 0.70775 | 0.70873 | 0.00000 | ||
65 | 2017.01.12 06:33 | modify | 19 | 0.10 | 0.70775 | 0.70765 | 0.00000 | ||
66 | 2017.01.12 06:54 | s/l | 19 | 0.10 | 0.70765 | 0.70765 | 0.00000 | 0.30 | 10009.70 |
67 | 2017.01.12 08:30 | sell | 20 | 0.10 | 0.70808 | 0.70873 | 0.00000 | ||
68 | 2017.01.12 08:38 | s/l | 20 | 0.10 | 0.70873 | 0.70873 | 0.00000 | -7.20 | 10002.50 |
69 | 2017.01.13 03:15 | sell | 21 | 0.10 | 0.71117 | 0.71233 | 0.00000 | ||
70 | 2017.01.13 03:48 | s/l | 21 | 0.10 | 0.71233 | 0.71233 | 0.00000 | -12.30 | 9990.20 |
71 | 2017.01.13 06:45 | sell | 22 | 0.10 | 0.71185 | 0.71274 | 0.00000 | ||
72 | 2017.01.13 07:26 | modify | 22 | 0.10 | 0.71185 | 0.71175 | 0.00000 | ||
73 | 2017.01.13 07:34 | modify | 22 | 0.10 | 0.71185 | 0.71125 | 0.00000 | ||
74 | 2017.01.13 08:08 | s/l | 22 | 0.10 | 0.71125 | 0.71125 | 0.00000 | 5.30 | 9995.50 |
75 | 2017.01.13 12:43 | sell | 23 | 0.10 | 0.71221 | 0.71361 | 0.00000 | ||
76 | 2017.01.13 15:20 | s/l | 23 | 0.10 | 0.71361 | 0.71361 | 0.00000 | -14.70 | 9980.80 |
77 | 2017.01.16 03:56 | buy | 24 | 0.10 | 0.71059 | 0.70936 | 0.00000 | ||
78 | 2017.01.16 04:32 | modify | 24 | 0.10 | 0.71059 | 0.71069 | 0.00000 | ||
79 | 2017.01.16 04:35 | s/l | 24 | 0.10 | 0.71069 | 0.71069 | 0.00000 | 0.30 | 9981.10 |