Symbol | USDCAD (US Dollar vs Canadian 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 | 4144 | Ticks modelled | 1930878 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -69.51 | Gross profit | 61.53 | Gross loss | -131.04 |
Profit factor | 0.47 | Expected payoff | -2.24 | ||
Absolute drawdown | 82.42 | Maximal drawdown | 84.10 (0.84%) | Relative drawdown | 0.84% (84.10) |
Total trades | 31 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 14 (42.86%) |
Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
Largest | profit trade | 18.99 | loss trade | -14.65 | |
Average | profit trade | 3.42 | loss trade | -10.08 | |
Maximum | consecutive wins (profit in money) | 5 (19.16) | consecutive losses (loss in money) | 4 (-40.16) | |
Maximal | consecutive profit (count of wins) | 19.21 (3) | consecutive loss (count of losses) | -40.16 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.02 02:35 | buy | 1 | 0.10 | 1.34263 | 1.34142 | 0.00000 | ||
2 | 2017.01.02 04:00 | s/l | 1 | 0.10 | 1.34142 | 1.34142 | 0.00000 | -9.72 | 9990.28 |
3 | 2017.01.02 10:05 | sell | 2 | 0.10 | 1.34439 | 1.34526 | 0.00000 | ||
4 | 2017.01.02 10:15 | modify | 2 | 0.10 | 1.34439 | 1.34429 | 0.00000 | ||
5 | 2017.01.02 10:19 | modify | 2 | 0.10 | 1.34439 | 1.34379 | 0.00000 | ||
6 | 2017.01.02 10:40 | s/l | 2 | 0.10 | 1.34379 | 1.34379 | 0.00000 | 3.76 | 9994.04 |
7 | 2017.01.03 13:27 | sell | 3 | 0.10 | 1.34441 | 1.34570 | 0.00000 | ||
8 | 2017.01.03 13:34 | modify | 3 | 0.10 | 1.34441 | 1.34431 | 0.00000 | ||
9 | 2017.01.03 13:36 | s/l | 3 | 0.10 | 1.34431 | 1.34431 | 0.00000 | 0.04 | 9994.08 |
10 | 2017.01.03 13:51 | sell | 4 | 0.10 | 1.34441 | 1.34570 | 0.00000 | ||
11 | 2017.01.03 14:04 | s/l | 4 | 0.10 | 1.34570 | 1.34570 | 0.00000 | -10.29 | 9983.79 |
12 | 2017.01.04 02:10 | sell | 5 | 0.10 | 1.34277 | 1.34361 | 0.00000 | ||
13 | 2017.01.04 02:26 | s/l | 5 | 0.10 | 1.34361 | 1.34361 | 0.00000 | -6.95 | 9976.84 |
14 | 2017.01.04 05:28 | sell | 6 | 0.10 | 1.34461 | 1.34621 | 0.00000 | ||
15 | 2017.01.04 08:25 | modify | 6 | 0.10 | 1.34461 | 1.34451 | 0.00000 | ||
16 | 2017.01.04 09:00 | s/l | 6 | 0.10 | 1.34451 | 1.34451 | 0.00000 | 0.04 | 9976.88 |
17 | 2017.01.05 10:25 | sell | 7 | 0.10 | 1.33001 | 1.33171 | 0.00000 | ||
18 | 2017.01.05 10:36 | modify | 7 | 0.10 | 1.33001 | 1.32991 | 0.00000 | ||
19 | 2017.01.05 10:37 | s/l | 7 | 0.10 | 1.32991 | 1.32991 | 0.00000 | 0.05 | 9976.93 |
20 | 2017.01.05 11:39 | sell | 8 | 0.10 | 1.33001 | 1.33171 | 0.00000 | ||
21 | 2017.01.05 11:54 | modify | 8 | 0.10 | 1.33001 | 1.32991 | 0.00000 | ||
22 | 2017.01.05 11:56 | s/l | 8 | 0.10 | 1.32991 | 1.32991 | 0.00000 | 0.05 | 9976.98 |
23 | 2017.01.06 04:06 | sell | 9 | 0.10 | 1.32533 | 1.32654 | 0.00000 | ||
24 | 2017.01.06 04:22 | modify | 9 | 0.10 | 1.32533 | 1.32523 | 0.00000 | ||
25 | 2017.01.06 04:56 | s/l | 9 | 0.10 | 1.32523 | 1.32523 | 0.00000 | 0.05 | 9977.03 |
26 | 2017.01.06 05:20 | sell | 10 | 0.10 | 1.32533 | 1.32654 | 0.00000 | ||
27 | 2017.01.06 08:45 | s/l | 10 | 0.10 | 1.32654 | 1.32654 | 0.00000 | -9.82 | 9967.21 |
28 | 2017.01.09 04:14 | buy | 11 | 0.10 | 1.32300 | 1.32207 | 0.00000 | ||
29 | 2017.01.09 04:32 | modify | 11 | 0.10 | 1.32300 | 1.32310 | 0.00000 | ||
30 | 2017.01.09 04:55 | modify | 11 | 0.10 | 1.32300 | 1.32360 | 0.00000 | ||
31 | 2017.01.09 05:18 | modify | 11 | 0.10 | 1.32300 | 1.32410 | 0.00000 | ||
32 | 2017.01.09 05:54 | modify | 11 | 0.10 | 1.32300 | 1.32460 | 0.00000 | ||
33 | 2017.01.09 07:24 | modify | 11 | 0.10 | 1.32300 | 1.32510 | 0.00000 | ||
34 | 2017.01.09 07:53 | modify | 11 | 0.10 | 1.32300 | 1.32561 | 0.00000 | ||
35 | 2017.01.09 08:33 | s/l | 11 | 0.10 | 1.32561 | 1.32561 | 0.00000 | 18.99 | 9986.20 |
36 | 2017.01.09 18:10 | buy | 12 | 0.10 | 1.32149 | 1.32016 | 0.00000 | ||
37 | 2017.01.09 18:24 | s/l | 12 | 0.10 | 1.32016 | 1.32016 | 0.00000 | -10.77 | 9975.43 |
38 | 2017.01.10 04:40 | buy | 13 | 0.10 | 1.32164 | 1.32043 | 0.00000 | ||
39 | 2017.01.10 05:06 | s/l | 13 | 0.10 | 1.32043 | 1.32043 | 0.00000 | -9.86 | 9965.57 |
40 | 2017.01.11 04:10 | sell | 14 | 0.10 | 1.32460 | 1.32565 | 0.00000 | ||
41 | 2017.01.11 07:54 | modify | 14 | 0.10 | 1.32460 | 1.32450 | 0.00000 | ||
42 | 2017.01.11 08:50 | modify | 14 | 0.10 | 1.32460 | 1.32400 | 0.00000 | ||
43 | 2017.01.11 08:55 | modify | 14 | 0.10 | 1.32460 | 1.32350 | 0.00000 | ||
44 | 2017.01.11 10:10 | s/l | 14 | 0.10 | 1.32350 | 1.32350 | 0.00000 | 7.61 | 9973.18 |
45 | 2017.01.11 13:15 | buy | 15 | 0.10 | 1.32258 | 1.32102 | 0.00000 | ||
46 | 2017.01.11 13:36 | modify | 15 | 0.10 | 1.32258 | 1.32268 | 0.00000 | ||
47 | 2017.01.11 13:39 | modify | 15 | 0.10 | 1.32258 | 1.32318 | 0.00000 | ||
48 | 2017.01.11 13:53 | s/l | 15 | 0.10 | 1.32318 | 1.32318 | 0.00000 | 3.83 | 9977.01 |
49 | 2017.01.11 14:30 | sell | 16 | 0.10 | 1.32487 | 1.32590 | 0.00000 | ||
50 | 2017.01.11 14:37 | modify | 16 | 0.10 | 1.32487 | 1.32477 | 0.00000 | ||
51 | 2017.01.11 14:58 | s/l | 16 | 0.10 | 1.32477 | 1.32477 | 0.00000 | 0.05 | 9977.06 |
52 | 2017.01.11 15:05 | sell | 17 | 0.10 | 1.32487 | 1.32590 | 0.00000 | ||
53 | 2017.01.11 15:20 | modify | 17 | 0.10 | 1.32487 | 1.32477 | 0.00000 | ||
54 | 2017.01.11 15:48 | modify | 17 | 0.10 | 1.32487 | 1.32427 | 0.00000 | ||
55 | 2017.01.11 15:55 | modify | 17 | 0.10 | 1.32487 | 1.32377 | 0.00000 | ||
56 | 2017.01.11 16:11 | s/l | 17 | 0.10 | 1.32377 | 1.32377 | 0.00000 | 7.61 | 9984.67 |
57 | 2017.01.12 03:08 | buy | 18 | 0.10 | 1.31650 | 1.31522 | 0.00000 | ||
58 | 2017.01.12 03:18 | modify | 18 | 0.10 | 1.31650 | 1.31660 | 0.00000 | ||
59 | 2017.01.12 03:21 | s/l | 18 | 0.10 | 1.31660 | 1.31660 | 0.00000 | 0.06 | 9984.73 |
60 | 2017.01.12 04:05 | buy | 19 | 0.10 | 1.31622 | 1.31519 | 0.00000 | ||
61 | 2017.01.12 04:13 | s/l | 19 | 0.10 | 1.31519 | 1.31519 | 0.00000 | -8.53 | 9976.20 |
62 | 2017.01.12 05:14 | buy | 20 | 0.10 | 1.31477 | 1.31301 | 0.00000 | ||
63 | 2017.01.12 05:55 | s/l | 20 | 0.10 | 1.31301 | 1.31301 | 0.00000 | -14.10 | 9962.10 |
64 | 2017.01.12 08:20 | buy | 21 | 0.10 | 1.31313 | 1.31205 | 0.00000 | ||
65 | 2017.01.12 08:47 | s/l | 21 | 0.10 | 1.31205 | 1.31205 | 0.00000 | -8.93 | 9953.17 |
66 | 2017.01.13 04:41 | sell | 22 | 0.10 | 1.31514 | 1.31618 | 0.00000 | ||
67 | 2017.01.13 04:47 | s/l | 22 | 0.10 | 1.31618 | 1.31618 | 0.00000 | -8.60 | 9944.57 |
68 | 2017.01.13 10:11 | buy | 23 | 0.10 | 1.31402 | 1.31273 | 0.00000 | ||
69 | 2017.01.13 10:16 | modify | 23 | 0.10 | 1.31402 | 1.31412 | 0.00000 | ||
70 | 2017.01.13 10:20 | s/l | 23 | 0.10 | 1.31412 | 1.31412 | 0.00000 | 0.06 | 9944.63 |
71 | 2017.01.13 13:05 | buy | 24 | 0.10 | 1.31402 | 1.31273 | 0.00000 | ||
72 | 2017.01.13 13:23 | s/l | 24 | 0.10 | 1.31273 | 1.31273 | 0.00000 | -10.53 | 9934.10 |
73 | 2017.01.13 14:29 | buy | 25 | 0.10 | 1.31391 | 1.31208 | 0.00000 | ||
74 | 2017.01.13 14:39 | modify | 25 | 0.10 | 1.31391 | 1.31401 | 0.00000 | ||
75 | 2017.01.13 14:49 | s/l | 25 | 0.10 | 1.31401 | 1.31401 | 0.00000 | 0.06 | 9934.16 |
76 | 2017.01.13 14:50 | buy | 26 | 0.10 | 1.31391 | 1.31208 | 0.00000 | ||
77 | 2017.01.13 14:52 | modify | 26 | 0.10 | 1.31391 | 1.31401 | 0.00000 | ||
78 | 2017.01.13 14:55 | s/l | 26 | 0.10 | 1.31401 | 1.31401 | 0.00000 | 0.06 | 9934.22 |
79 | 2017.01.13 15:05 | buy | 27 | 0.10 | 1.31391 | 1.31208 | 0.00000 | ||
80 | 2017.01.13 15:30 | s/l | 27 | 0.10 | 1.31208 | 1.31208 | 0.00000 | -14.65 | 9919.57 |
81 | 2017.01.16 07:06 | sell | 28 | 0.10 | 1.31411 | 1.31511 | 0.00000 | ||
82 | 2017.01.16 08:00 | modify | 28 | 0.10 | 1.31411 | 1.31401 | 0.00000 | ||
83 | 2017.01.16 08:39 | modify | 28 | 0.10 | 1.31411 | 1.31351 | 0.00000 | ||
84 | 2017.01.16 09:00 | s/l | 28 | 0.10 | 1.31351 | 1.31351 | 0.00000 | 3.87 | 9923.44 |
85 | 2017.01.16 13:14 | sell | 29 | 0.10 | 1.31479 | 1.31594 | 0.00000 | ||
86 | 2017.01.16 13:19 | modify | 29 | 0.10 | 1.31479 | 1.31469 | 0.00000 | ||
87 | 2017.01.16 13:30 | modify | 29 | 0.10 | 1.31479 | 1.31419 | 0.00000 | ||
88 | 2017.01.16 13:38 | modify | 29 | 0.10 | 1.31479 | 1.31369 | 0.00000 | ||
89 | 2017.01.16 14:00 | s/l | 29 | 0.10 | 1.31369 | 1.31369 | 0.00000 | 7.67 | 9931.11 |
90 | 2017.01.16 16:05 | sell | 30 | 0.10 | 1.31585 | 1.31685 | 0.00000 | ||
91 | 2017.01.16 16:11 | modify | 30 | 0.10 | 1.31585 | 1.31575 | 0.00000 | ||
92 | 2017.01.16 16:25 | modify | 30 | 0.10 | 1.31585 | 1.31525 | 0.00000 | ||
93 | 2017.01.16 16:40 | modify | 30 | 0.10 | 1.31585 | 1.31475 | 0.00000 | ||
94 | 2017.01.16 16:45 | s/l | 30 | 0.10 | 1.31475 | 1.31475 | 0.00000 | 7.67 | 9938.78 |
95 | 2017.01.16 18:20 | sell | 31 | 0.10 | 1.31585 | 1.31685 | 0.00000 | ||
96 | 2017.01.16 18:42 | s/l | 31 | 0.10 | 1.31685 | 1.31685 | 0.00000 | -8.29 | 9930.49 |