Symbol | NZDUSD (New Zealand 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 | 4095 | Ticks modelled | 1515056 | Modelling quality | 81.59% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -3.60 | Gross profit | 142.20 | Gross loss | -145.80 |
Profit factor | 0.98 | Expected payoff | -0.10 | ||
Absolute drawdown | 15.90 | Maximal drawdown | 71.10 (0.71%) | Relative drawdown | 0.71% (71.10) |
Total trades | 35 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 18 (88.89%) |
Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
Largest | profit trade | 25.30 | loss trade | -19.80 | |
Average | profit trade | 5.93 | loss trade | -13.25 | |
Maximum | consecutive wins (profit in money) | 9 (42.70) | consecutive losses (loss in money) | 3 (-34.80) | |
Maximal | consecutive profit (count of wins) | 42.70 (9) | consecutive loss (count of losses) | -34.80 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 03:07 | 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 04:38 | buy | 2 | 0.10 | 0.68996 | 0.68847 | 0.00000 | ||
5 | 2017.01.04 04:59 | modify | 2 | 0.10 | 0.68996 | 0.69006 | 0.00000 | ||
6 | 2017.01.04 06:17 | modify | 2 | 0.10 | 0.68996 | 0.69056 | 0.00000 | ||
7 | 2017.01.04 07:57 | modify | 2 | 0.10 | 0.68996 | 0.69106 | 0.00000 | ||
8 | 2017.01.04 08:21 | modify | 2 | 0.10 | 0.68996 | 0.69156 | 0.00000 | ||
9 | 2017.01.04 08:52 | modify | 2 | 0.10 | 0.68996 | 0.69206 | 0.00000 | ||
10 | 2017.01.04 09:15 | s/l | 2 | 0.10 | 0.69206 | 0.69206 | 0.00000 | 20.30 | 10020.60 |
11 | 2017.01.04 11:07 | sell | 3 | 0.10 | 0.69434 | 0.69524 | 0.00000 | ||
12 | 2017.01.04 11:20 | s/l | 3 | 0.10 | 0.69524 | 0.69524 | 0.00000 | -9.70 | 10010.90 |
13 | 2017.01.04 15:20 | sell | 4 | 0.10 | 0.69478 | 0.69615 | 0.00000 | ||
14 | 2017.01.04 21:01 | s/l | 4 | 0.10 | 0.69615 | 0.69615 | 0.00000 | -14.40 | 9996.50 |
15 | 2017.01.05 13:05 | buy | 5 | 0.10 | 0.69652 | 0.69495 | 0.00000 | ||
16 | 2017.01.05 15:16 | modify | 5 | 0.10 | 0.69652 | 0.69662 | 0.00000 | ||
17 | 2017.01.05 15:18 | s/l | 5 | 0.10 | 0.69662 | 0.69662 | 0.00000 | 0.30 | 9996.80 |
18 | 2017.01.06 03:21 | buy | 6 | 0.10 | 0.70129 | 0.69983 | 0.00000 | ||
19 | 2017.01.06 03:39 | modify | 6 | 0.10 | 0.70129 | 0.70139 | 0.00000 | ||
20 | 2017.01.06 03:42 | s/l | 6 | 0.10 | 0.70139 | 0.70139 | 0.00000 | 0.30 | 9997.10 |
21 | 2017.01.06 03:47 | buy | 7 | 0.10 | 0.70129 | 0.69983 | 0.00000 | ||
22 | 2017.01.06 04:23 | modify | 7 | 0.10 | 0.70129 | 0.70139 | 0.00000 | ||
23 | 2017.01.06 04:38 | modify | 7 | 0.10 | 0.70129 | 0.70189 | 0.00000 | ||
24 | 2017.01.06 05:24 | s/l | 7 | 0.10 | 0.70189 | 0.70189 | 0.00000 | 5.30 | 10002.40 |
25 | 2017.01.06 06:57 | buy | 8 | 0.10 | 0.70128 | 0.69983 | 0.00000 | ||
26 | 2017.01.06 08:11 | modify | 8 | 0.10 | 0.70128 | 0.70138 | 0.00000 | ||
27 | 2017.01.06 08:40 | s/l | 8 | 0.10 | 0.70138 | 0.70138 | 0.00000 | 0.30 | 10002.70 |
28 | 2017.01.06 08:45 | buy | 9 | 0.10 | 0.70124 | 0.69983 | 0.00000 | ||
29 | 2017.01.06 11:16 | modify | 9 | 0.10 | 0.70124 | 0.70134 | 0.00000 | ||
30 | 2017.01.06 11:32 | modify | 9 | 0.10 | 0.70124 | 0.70184 | 0.00000 | ||
31 | 2017.01.06 12:51 | modify | 9 | 0.10 | 0.70124 | 0.70234 | 0.00000 | ||
32 | 2017.01.06 13:02 | modify | 9 | 0.10 | 0.70124 | 0.70284 | 0.00000 | ||
33 | 2017.01.06 13:08 | s/l | 9 | 0.10 | 0.70284 | 0.70284 | 0.00000 | 15.30 | 10018.00 |
34 | 2017.01.06 16:34 | buy | 10 | 0.10 | 0.69934 | 0.69765 | 0.00000 | ||
35 | 2017.01.06 16:43 | modify | 10 | 0.10 | 0.69934 | 0.69944 | 0.00000 | ||
36 | 2017.01.06 16:46 | modify | 10 | 0.10 | 0.69934 | 0.69994 | 0.00000 | ||
37 | 2017.01.06 16:49 | s/l | 10 | 0.10 | 0.69994 | 0.69994 | 0.00000 | 5.30 | 10023.30 |
38 | 2017.01.06 17:32 | buy | 11 | 0.10 | 0.69934 | 0.69765 | 0.00000 | ||
39 | 2017.01.06 17:50 | modify | 11 | 0.10 | 0.69934 | 0.69944 | 0.00000 | ||
40 | 2017.01.06 17:51 | s/l | 11 | 0.10 | 0.69944 | 0.69944 | 0.00000 | 0.30 | 10023.60 |
41 | 2017.01.09 02:40 | buy | 12 | 0.10 | 0.69606 | 0.69506 | 0.00000 | ||
42 | 2017.01.09 02:51 | modify | 12 | 0.10 | 0.69606 | 0.69616 | 0.00000 | ||
43 | 2017.01.09 03:07 | modify | 12 | 0.10 | 0.69606 | 0.69666 | 0.00000 | ||
44 | 2017.01.09 03:18 | s/l | 12 | 0.10 | 0.69666 | 0.69666 | 0.00000 | 5.30 | 10028.90 |
45 | 2017.01.09 04:37 | sell | 13 | 0.10 | 0.69698 | 0.69780 | 0.00000 | ||
46 | 2017.01.09 05:30 | modify | 13 | 0.10 | 0.69698 | 0.69688 | 0.00000 | ||
47 | 2017.01.09 05:38 | modify | 13 | 0.10 | 0.69698 | 0.69638 | 0.00000 | ||
48 | 2017.01.09 06:15 | modify | 13 | 0.10 | 0.69698 | 0.69588 | 0.00000 | ||
49 | 2017.01.09 07:12 | s/l | 13 | 0.10 | 0.69588 | 0.69588 | 0.00000 | 10.30 | 10039.20 |
50 | 2017.01.09 10:25 | sell | 14 | 0.10 | 0.69697 | 0.69780 | 0.00000 | ||
51 | 2017.01.09 11:32 | s/l | 14 | 0.10 | 0.69780 | 0.69780 | 0.00000 | -9.00 | 10030.20 |
52 | 2017.01.09 13:18 | sell | 15 | 0.10 | 0.69708 | 0.69831 | 0.00000 | ||
53 | 2017.01.09 13:26 | s/l | 15 | 0.10 | 0.69831 | 0.69831 | 0.00000 | -13.00 | 10017.20 |
54 | 2017.01.09 18:10 | sell | 16 | 0.10 | 0.70026 | 0.70147 | 0.00000 | ||
55 | 2017.01.09 18:23 | s/l | 16 | 0.10 | 0.70147 | 0.70147 | 0.00000 | -12.80 | 10004.40 |
56 | 2017.01.10 02:07 | sell | 17 | 0.10 | 0.70167 | 0.70286 | 0.00000 | ||
57 | 2017.01.10 02:50 | modify | 17 | 0.10 | 0.70167 | 0.70157 | 0.00000 | ||
58 | 2017.01.10 03:01 | s/l | 17 | 0.10 | 0.70157 | 0.70157 | 0.00000 | 0.30 | 10004.70 |
59 | 2017.01.10 03:10 | sell | 18 | 0.10 | 0.70167 | 0.70286 | 0.00000 | ||
60 | 2017.01.10 03:33 | modify | 18 | 0.10 | 0.70167 | 0.70157 | 0.00000 | ||
61 | 2017.01.10 03:35 | s/l | 18 | 0.10 | 0.70157 | 0.70157 | 0.00000 | 0.30 | 10005.00 |
62 | 2017.01.10 04:07 | buy | 19 | 0.10 | 0.70110 | 0.70014 | 0.00000 | ||
63 | 2017.01.10 04:19 | modify | 19 | 0.10 | 0.70110 | 0.70120 | 0.00000 | ||
64 | 2017.01.10 04:30 | modify | 19 | 0.10 | 0.70110 | 0.70170 | 0.00000 | ||
65 | 2017.01.10 04:34 | modify | 19 | 0.10 | 0.70110 | 0.70220 | 0.00000 | ||
66 | 2017.01.10 04:36 | modify | 19 | 0.10 | 0.70110 | 0.70270 | 0.00000 | ||
67 | 2017.01.10 04:46 | modify | 19 | 0.10 | 0.70110 | 0.70320 | 0.00000 | ||
68 | 2017.01.10 04:47 | modify | 19 | 0.10 | 0.70110 | 0.70370 | 0.00000 | ||
69 | 2017.01.10 04:48 | s/l | 19 | 0.10 | 0.70370 | 0.70370 | 0.00000 | 25.30 | 10030.30 |
70 | 2017.01.10 12:13 | buy | 20 | 0.10 | 0.69997 | 0.69880 | 0.00000 | ||
71 | 2017.01.10 12:51 | modify | 20 | 0.10 | 0.69997 | 0.70007 | 0.00000 | ||
72 | 2017.01.10 13:03 | s/l | 20 | 0.10 | 0.70007 | 0.70007 | 0.00000 | 0.30 | 10030.60 |
73 | 2017.01.10 13:28 | buy | 21 | 0.10 | 0.69996 | 0.69875 | 0.00000 | ||
74 | 2017.01.10 13:43 | s/l | 21 | 0.10 | 0.69875 | 0.69875 | 0.00000 | -12.80 | 10017.80 |
75 | 2017.01.10 15:12 | buy | 22 | 0.10 | 0.69670 | 0.69534 | 0.00000 | ||
76 | 2017.01.10 15:21 | modify | 22 | 0.10 | 0.69670 | 0.69680 | 0.00000 | ||
77 | 2017.01.10 15:59 | modify | 22 | 0.10 | 0.69670 | 0.69730 | 0.00000 | ||
78 | 2017.01.10 16:01 | s/l | 22 | 0.10 | 0.69730 | 0.69730 | 0.00000 | 5.30 | 10023.10 |
79 | 2017.01.11 02:10 | sell | 23 | 0.10 | 0.69889 | 0.70001 | 0.00000 | ||
80 | 2017.01.11 02:24 | modify | 23 | 0.10 | 0.69889 | 0.69879 | 0.00000 | ||
81 | 2017.01.11 02:30 | modify | 23 | 0.10 | 0.69889 | 0.69829 | 0.00000 | ||
82 | 2017.01.11 02:50 | modify | 23 | 0.10 | 0.69889 | 0.69779 | 0.00000 | ||
83 | 2017.01.11 02:57 | s/l | 23 | 0.10 | 0.69779 | 0.69779 | 0.00000 | 10.30 | 10033.40 |
84 | 2017.01.11 04:41 | buy | 24 | 0.10 | 0.69814 | 0.69656 | 0.00000 | ||
85 | 2017.01.11 04:44 | modify | 24 | 0.10 | 0.69814 | 0.69824 | 0.00000 | ||
86 | 2017.01.11 05:18 | modify | 24 | 0.10 | 0.69814 | 0.69874 | 0.00000 | ||
87 | 2017.01.11 05:22 | modify | 24 | 0.10 | 0.69814 | 0.69924 | 0.00000 | ||
88 | 2017.01.11 06:05 | s/l | 24 | 0.10 | 0.69924 | 0.69924 | 0.00000 | 10.30 | 10043.70 |
89 | 2017.01.11 06:30 | sell | 25 | 0.10 | 0.69951 | 0.70061 | 0.00000 | ||
90 | 2017.01.11 07:04 | modify | 25 | 0.10 | 0.69951 | 0.69941 | 0.00000 | ||
91 | 2017.01.11 07:07 | s/l | 25 | 0.10 | 0.69941 | 0.69941 | 0.00000 | 0.30 | 10044.00 |
92 | 2017.01.11 07:56 | sell | 26 | 0.10 | 0.69951 | 0.70061 | 0.00000 | ||
93 | 2017.01.11 08:50 | s/l | 26 | 0.10 | 0.70061 | 0.70061 | 0.00000 | -11.70 | 10032.30 |
94 | 2017.01.11 18:21 | buy | 27 | 0.10 | 0.69784 | 0.69559 | 0.00000 | ||
95 | 2017.01.11 18:24 | modify | 27 | 0.10 | 0.69784 | 0.69794 | 0.00000 | ||
96 | 2017.01.11 18:25 | modify | 27 | 0.10 | 0.69784 | 0.69844 | 0.00000 | ||
97 | 2017.01.11 18:26 | modify | 27 | 0.10 | 0.69784 | 0.69894 | 0.00000 | ||
98 | 2017.01.11 18:27 | s/l | 27 | 0.10 | 0.69894 | 0.69894 | 0.00000 | 10.30 | 10042.60 |
99 | 2017.01.12 02:12 | sell | 28 | 0.10 | 0.70644 | 0.70760 | 0.00000 | ||
100 | 2017.01.12 02:29 | modify | 28 | 0.10 | 0.70644 | 0.70634 | 0.00000 | ||
101 | 2017.01.12 02:46 | modify | 28 | 0.10 | 0.70644 | 0.70584 | 0.00000 | ||
102 | 2017.01.12 03:18 | modify | 28 | 0.10 | 0.70644 | 0.70534 | 0.00000 | ||
103 | 2017.01.12 03:29 | s/l | 28 | 0.10 | 0.70534 | 0.70534 | 0.00000 | 10.30 | 10052.90 |
104 | 2017.01.12 05:06 | sell | 29 | 0.10 | 0.70682 | 0.70873 | 0.00000 | ||
105 | 2017.01.12 08:38 | s/l | 29 | 0.10 | 0.70873 | 0.70873 | 0.00000 | -19.80 | 10033.10 |
106 | 2017.01.13 03:14 | sell | 30 | 0.10 | 0.71117 | 0.71233 | 0.00000 | ||
107 | 2017.01.13 03:48 | s/l | 30 | 0.10 | 0.71233 | 0.71233 | 0.00000 | -12.30 | 10020.80 |
108 | 2017.01.13 06:45 | sell | 31 | 0.10 | 0.71185 | 0.71274 | 0.00000 | ||
109 | 2017.01.13 07:26 | modify | 31 | 0.10 | 0.71185 | 0.71175 | 0.00000 | ||
110 | 2017.01.13 07:34 | modify | 31 | 0.10 | 0.71185 | 0.71125 | 0.00000 | ||
111 | 2017.01.13 08:08 | s/l | 31 | 0.10 | 0.71125 | 0.71125 | 0.00000 | 5.30 | 10026.10 |
112 | 2017.01.13 10:14 | sell | 32 | 0.10 | 0.71221 | 0.71361 | 0.00000 | ||
113 | 2017.01.13 10:18 | modify | 32 | 0.10 | 0.71221 | 0.71211 | 0.00000 | ||
114 | 2017.01.13 10:26 | s/l | 32 | 0.10 | 0.71211 | 0.71211 | 0.00000 | 0.30 | 10026.40 |
115 | 2017.01.13 12:29 | sell | 33 | 0.10 | 0.71221 | 0.71361 | 0.00000 | ||
116 | 2017.01.13 15:20 | s/l | 33 | 0.10 | 0.71361 | 0.71361 | 0.00000 | -14.70 | 10011.70 |
117 | 2017.01.13 16:12 | buy | 34 | 0.10 | 0.70965 | 0.70816 | 0.00000 | ||
118 | 2017.01.13 16:40 | s/l | 34 | 0.10 | 0.70816 | 0.70816 | 0.00000 | -15.60 | 9996.10 |
119 | 2017.01.16 03:41 | buy | 35 | 0.10 | 0.71059 | 0.70936 | 0.00000 | ||
120 | 2017.01.16 04:32 | modify | 35 | 0.10 | 0.71059 | 0.71069 | 0.00000 | ||
121 | 2017.01.16 04:35 | s/l | 35 | 0.10 | 0.71069 | 0.71069 | 0.00000 | 0.30 | 9996.40 |