Symbol | AUDUSD (Australian Dollar 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 | 4130 | Ticks modelled | 1551454 | Modelling quality | 80.96% |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 0.00 | Gross profit | 96.30 | Gross loss | -96.30 |
Profit factor | 1.00 | Expected payoff | 0.00 | ||
Absolute drawdown | 30.00 | Maximal drawdown | 47.50 (0.47%) | Relative drawdown | 0.47% (47.50) |
Total trades | 29 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
Largest | profit trade | 30.30 | loss trade | -17.20 | |
Average | profit trade | 4.59 | loss trade | -12.04 | |
Maximum | consecutive wins (profit in money) | 5 (11.50) | consecutive losses (loss in money) | 2 (-28.80) | |
Maximal | consecutive profit (count of wins) | 45.90 (3) | consecutive loss (count of losses) | -28.80 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 02:35 | 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 03:40 | sell | 2 | 0.10 | 0.72289 | 0.72402 | 0.00000 | ||
5 | 2017.01.04 04:59 | s/l | 2 | 0.10 | 0.72402 | 0.72402 | 0.00000 | -12.00 | 9988.30 |
6 | 2017.01.06 02:35 | sell | 3 | 0.10 | 0.73381 | 0.73581 | 0.00000 | ||
7 | 2017.01.06 02:37 | modify | 3 | 0.10 | 0.73381 | 0.73371 | 0.00000 | ||
8 | 2017.01.06 02:44 | s/l | 3 | 0.10 | 0.73371 | 0.73371 | 0.00000 | 0.30 | 9988.60 |
9 | 2017.01.06 04:10 | buy | 4 | 0.10 | 0.73304 | 0.73201 | 0.00000 | ||
10 | 2017.01.06 04:23 | modify | 4 | 0.10 | 0.73304 | 0.73314 | 0.00000 | ||
11 | 2017.01.06 04:41 | modify | 4 | 0.10 | 0.73304 | 0.73364 | 0.00000 | ||
12 | 2017.01.06 04:45 | s/l | 4 | 0.10 | 0.73364 | 0.73364 | 0.00000 | 5.30 | 9993.90 |
13 | 2017.01.06 05:15 | sell | 5 | 0.10 | 0.73381 | 0.73581 | 0.00000 | ||
14 | 2017.01.06 05:24 | modify | 5 | 0.10 | 0.73381 | 0.73371 | 0.00000 | ||
15 | 2017.01.06 05:33 | modify | 5 | 0.10 | 0.73381 | 0.73321 | 0.00000 | ||
16 | 2017.01.06 05:38 | s/l | 5 | 0.10 | 0.73321 | 0.73321 | 0.00000 | 5.30 | 9999.20 |
17 | 2017.01.06 05:38 | buy | 6 | 0.10 | 0.73321 | 0.73201 | 0.00000 | ||
18 | 2017.01.06 06:11 | modify | 6 | 0.10 | 0.73321 | 0.73331 | 0.00000 | ||
19 | 2017.01.06 06:17 | s/l | 6 | 0.10 | 0.73331 | 0.73331 | 0.00000 | 0.30 | 9999.50 |
20 | 2017.01.06 06:30 | buy | 7 | 0.10 | 0.73302 | 0.73201 | 0.00000 | ||
21 | 2017.01.06 06:47 | s/l | 7 | 0.10 | 0.73201 | 0.73201 | 0.00000 | -10.80 | 9988.70 |
22 | 2017.01.06 11:25 | sell | 8 | 0.10 | 0.73381 | 0.73581 | 0.00000 | ||
23 | 2017.01.06 14:26 | modify | 8 | 0.10 | 0.73381 | 0.73371 | 0.00000 | ||
24 | 2017.01.06 15:07 | s/l | 8 | 0.10 | 0.73371 | 0.73371 | 0.00000 | 0.30 | 9989.00 |
25 | 2017.01.06 16:05 | buy | 9 | 0.10 | 0.73175 | 0.73019 | 0.00000 | ||
26 | 2017.01.06 16:07 | modify | 9 | 0.10 | 0.73175 | 0.73185 | 0.00000 | ||
27 | 2017.01.06 16:08 | s/l | 9 | 0.10 | 0.73185 | 0.73185 | 0.00000 | 0.30 | 9989.30 |
28 | 2017.01.06 16:08 | buy | 10 | 0.10 | 0.73195 | 0.73019 | 0.00000 | ||
29 | 2017.01.06 16:45 | modify | 10 | 0.10 | 0.73195 | 0.73205 | 0.00000 | ||
30 | 2017.01.06 16:50 | s/l | 10 | 0.10 | 0.73205 | 0.73205 | 0.00000 | 0.30 | 9989.60 |
31 | 2017.01.09 05:08 | sell | 11 | 0.10 | 0.73222 | 0.73328 | 0.00000 | ||
32 | 2017.01.09 05:31 | modify | 11 | 0.10 | 0.73222 | 0.73212 | 0.00000 | ||
33 | 2017.01.09 05:39 | modify | 11 | 0.10 | 0.73222 | 0.73162 | 0.00000 | ||
34 | 2017.01.09 05:47 | s/l | 11 | 0.10 | 0.73162 | 0.73162 | 0.00000 | 5.30 | 9994.90 |
35 | 2017.01.09 10:31 | sell | 12 | 0.10 | 0.73222 | 0.73328 | 0.00000 | ||
36 | 2017.01.09 11:40 | modify | 12 | 0.10 | 0.73222 | 0.73212 | 0.00000 | ||
37 | 2017.01.09 11:45 | modify | 12 | 0.10 | 0.73222 | 0.73162 | 0.00000 | ||
38 | 2017.01.09 12:05 | s/l | 12 | 0.10 | 0.73162 | 0.73162 | 0.00000 | 5.30 | 10000.20 |
39 | 2017.01.09 14:15 | sell | 13 | 0.10 | 0.73231 | 0.73365 | 0.00000 | ||
40 | 2017.01.09 15:27 | s/l | 13 | 0.10 | 0.73365 | 0.73365 | 0.00000 | -14.10 | 9986.10 |
41 | 2017.01.10 02:07 | sell | 14 | 0.10 | 0.73592 | 0.73715 | 0.00000 | ||
42 | 2017.01.10 02:23 | modify | 14 | 0.10 | 0.73592 | 0.73582 | 0.00000 | ||
43 | 2017.01.10 02:43 | modify | 14 | 0.10 | 0.73592 | 0.73532 | 0.00000 | ||
44 | 2017.01.10 02:50 | modify | 14 | 0.10 | 0.73592 | 0.73482 | 0.00000 | ||
45 | 2017.01.10 03:34 | s/l | 14 | 0.10 | 0.73482 | 0.73482 | 0.00000 | 10.30 | 9996.40 |
46 | 2017.01.10 15:13 | buy | 15 | 0.10 | 0.73383 | 0.73258 | 0.00000 | ||
47 | 2017.01.10 15:24 | modify | 15 | 0.10 | 0.73383 | 0.73393 | 0.00000 | ||
48 | 2017.01.10 16:09 | modify | 15 | 0.10 | 0.73383 | 0.73443 | 0.00000 | ||
49 | 2017.01.10 16:22 | modify | 15 | 0.10 | 0.73383 | 0.73493 | 0.00000 | ||
50 | 2017.01.10 16:30 | modify | 15 | 0.10 | 0.73383 | 0.73543 | 0.00000 | ||
51 | 2017.01.10 16:32 | modify | 15 | 0.10 | 0.73383 | 0.73593 | 0.00000 | ||
52 | 2017.01.10 16:37 | modify | 15 | 0.10 | 0.73383 | 0.73643 | 0.00000 | ||
53 | 2017.01.10 16:45 | modify | 15 | 0.10 | 0.73383 | 0.73693 | 0.00000 | ||
54 | 2017.01.10 16:51 | s/l | 15 | 0.10 | 0.73693 | 0.73693 | 0.00000 | 30.30 | 10026.70 |
55 | 2017.01.11 02:11 | sell | 16 | 0.10 | 0.73671 | 0.73765 | 0.00000 | ||
56 | 2017.01.11 02:57 | modify | 16 | 0.10 | 0.73671 | 0.73661 | 0.00000 | ||
57 | 2017.01.11 03:02 | modify | 16 | 0.10 | 0.73671 | 0.73611 | 0.00000 | ||
58 | 2017.01.11 03:19 | s/l | 16 | 0.10 | 0.73611 | 0.73611 | 0.00000 | 5.30 | 10032.00 |
59 | 2017.01.11 03:50 | sell | 17 | 0.10 | 0.73671 | 0.73766 | 0.00000 | ||
60 | 2017.01.11 05:22 | s/l | 17 | 0.10 | 0.73766 | 0.73766 | 0.00000 | -10.20 | 10021.80 |
61 | 2017.01.11 06:05 | sell | 18 | 0.10 | 0.73787 | 0.73880 | 0.00000 | ||
62 | 2017.01.11 07:23 | modify | 18 | 0.10 | 0.73787 | 0.73777 | 0.00000 | ||
63 | 2017.01.11 07:45 | s/l | 18 | 0.10 | 0.73777 | 0.73777 | 0.00000 | 0.30 | 10022.10 |
64 | 2017.01.11 08:10 | sell | 19 | 0.10 | 0.73799 | 0.73880 | 0.00000 | ||
65 | 2017.01.11 08:50 | s/l | 19 | 0.10 | 0.73880 | 0.73880 | 0.00000 | -8.80 | 10013.30 |
66 | 2017.01.12 02:12 | sell | 20 | 0.10 | 0.74454 | 0.74593 | 0.00000 | ||
67 | 2017.01.12 02:24 | modify | 20 | 0.10 | 0.74454 | 0.74444 | 0.00000 | ||
68 | 2017.01.12 02:37 | modify | 20 | 0.10 | 0.74454 | 0.74394 | 0.00000 | ||
69 | 2017.01.12 03:04 | s/l | 20 | 0.10 | 0.74394 | 0.74394 | 0.00000 | 5.30 | 10018.60 |
70 | 2017.01.12 03:11 | buy | 21 | 0.10 | 0.74368 | 0.74265 | 0.00000 | ||
71 | 2017.01.12 03:32 | modify | 21 | 0.10 | 0.74368 | 0.74378 | 0.00000 | ||
72 | 2017.01.12 03:39 | modify | 21 | 0.10 | 0.74368 | 0.74428 | 0.00000 | ||
73 | 2017.01.12 03:44 | s/l | 21 | 0.10 | 0.74428 | 0.74428 | 0.00000 | 5.30 | 10023.90 |
74 | 2017.01.12 03:44 | sell | 22 | 0.10 | 0.74428 | 0.74593 | 0.00000 | ||
75 | 2017.01.12 04:13 | s/l | 22 | 0.10 | 0.74593 | 0.74593 | 0.00000 | -17.20 | 10006.70 |
76 | 2017.01.12 07:40 | sell | 23 | 0.10 | 0.74631 | 0.74740 | 0.00000 | ||
77 | 2017.01.12 08:17 | s/l | 23 | 0.10 | 0.74740 | 0.74740 | 0.00000 | -11.60 | 9995.10 |
78 | 2017.01.13 07:45 | buy | 24 | 0.10 | 0.74801 | 0.74713 | 0.00000 | ||
79 | 2017.01.13 08:04 | modify | 24 | 0.10 | 0.74801 | 0.74811 | 0.00000 | ||
80 | 2017.01.13 08:09 | modify | 24 | 0.10 | 0.74801 | 0.74861 | 0.00000 | ||
81 | 2017.01.13 08:14 | modify | 24 | 0.10 | 0.74801 | 0.74911 | 0.00000 | ||
82 | 2017.01.13 08:30 | s/l | 24 | 0.10 | 0.74911 | 0.74911 | 0.00000 | 10.30 | 10005.40 |
83 | 2017.01.13 10:10 | sell | 25 | 0.10 | 0.75037 | 0.75135 | 0.00000 | ||
84 | 2017.01.13 10:19 | modify | 25 | 0.10 | 0.75037 | 0.75027 | 0.00000 | ||
85 | 2017.01.13 10:26 | s/l | 25 | 0.10 | 0.75027 | 0.75027 | 0.00000 | 0.30 | 10005.70 |
86 | 2017.01.16 02:05 | sell | 26 | 0.10 | 0.74980 | 0.75103 | 0.00000 | ||
87 | 2017.01.16 02:11 | modify | 26 | 0.10 | 0.74980 | 0.74970 | 0.00000 | ||
88 | 2017.01.16 02:16 | s/l | 26 | 0.10 | 0.74970 | 0.74970 | 0.00000 | 0.30 | 10006.00 |
89 | 2017.01.16 07:06 | buy | 27 | 0.10 | 0.74765 | 0.74634 | 0.00000 | ||
90 | 2017.01.16 08:39 | modify | 27 | 0.10 | 0.74765 | 0.74775 | 0.00000 | ||
91 | 2017.01.16 08:44 | s/l | 27 | 0.10 | 0.74775 | 0.74775 | 0.00000 | 0.30 | 10006.30 |
92 | 2017.01.16 10:05 | buy | 28 | 0.10 | 0.74743 | 0.74634 | 0.00000 | ||
93 | 2017.01.16 10:08 | s/l | 28 | 0.10 | 0.74634 | 0.74634 | 0.00000 | -11.60 | 9994.70 |
94 | 2017.01.16 11:06 | buy | 29 | 0.10 | 0.74626 | 0.74529 | 0.00000 | ||
95 | 2017.01.16 11:36 | modify | 29 | 0.10 | 0.74626 | 0.74636 | 0.00000 | ||
96 | 2017.01.16 12:09 | modify | 29 | 0.10 | 0.74626 | 0.74686 | 0.00000 | ||
97 | 2017.01.16 12:51 | s/l | 29 | 0.10 | 0.74686 | 0.74686 | 0.00000 | 5.30 | 10000.00 |