| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2010.01.04 00:00 - 2010.06.09 08:30 (2010.01.01 - 2010.06.12) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lot=1; CandleShift=2; MagicNumber=398275; TradeComment="SS"; StopLossPips=60; TakeProfitPips=40; CriminalIsECN=false; RsiPeriod=10; dist2=20; dist1=16; arrowDistance=10; tt="----Trading hours----"; Trade_Hours="Set Morning & Evening Hours"; Trade_Hoursi="Use 24 hour, local time clock"; Trade_Hours_M="Morning Hours 0-12"; start_hourm=0; end_hourm=12; Trade_Hours_E="Evening Hours 12-24"; start_houre=12; end_houre=24; | ||||
| Bars in test | 10844 | Ticks modelled | 4339710 | Modelling quality | 90.00% |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 8973.40 | Gross profit | 20387.70 | Gross loss | -11414.30 |
| Profit factor | 1.79 | Expected payoff | 128.19 | ||
| Absolute drawdown | 764.00 | Maximal drawdown | 2264.70 (15.56%) | Relative drawdown | 15.56% (2264.70) |
| Total trades | 70 | Short positions (won %) | 43 (76.74%) | Long positions (won %) | 27 (66.67%) |
| Profit trades (% of total) | 51 (72.86%) | Loss trades (% of total) | 19 (27.14%) | ||
| Largest | profit trade | 400.00 | loss trade | -609.10 | |
| Average | profit trade | 399.76 | loss trade | -600.75 | |
| Maximum | consecutive wins (profit in money) | 14 (5599.20) | consecutive losses (loss in money) | 3 (-1809.90) | |
| Maximal | consecutive profit (count of wins) | 5599.20 (14) | consecutive loss (count of losses) | -1809.90 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
-shift2-sl60-tp40-dist2-20-dist1-16.gif)
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 07:30 | sell | 1 | 1.00 | 1.42891 | 1.43491 | 1.42491 | ||
| 2 | 2010.01.04 10:06 | s/l | 1 | 1.00 | 1.43491 | 1.43491 | 1.42491 | -600.00 | 9400.00 |
| 3 | 2010.01.04 21:30 | buy | 2 | 1.00 | 1.44193 | 1.43593 | 1.44593 | ||
| 4 | 2010.01.05 06:49 | t/p | 2 | 1.00 | 1.44593 | 1.43593 | 1.44593 | 399.30 | 9799.30 |
| 5 | 2010.01.08 14:45 | buy | 3 | 1.00 | 1.43601 | 1.43001 | 1.44001 | ||
| 6 | 2010.01.08 14:51 | t/p | 3 | 1.00 | 1.44001 | 1.43001 | 1.44001 | 400.00 | 10199.30 |
| 7 | 2010.01.11 09:15 | buy | 4 | 1.00 | 1.45070 | 1.44470 | 1.45470 | ||
| 8 | 2010.01.11 16:52 | t/p | 4 | 1.00 | 1.45470 | 1.44470 | 1.45470 | 400.00 | 10599.30 |
| 9 | 2010.01.20 10:45 | sell | 5 | 1.00 | 1.41979 | 1.42579 | 1.41579 | ||
| 10 | 2010.01.20 12:12 | t/p | 5 | 1.00 | 1.41579 | 1.42579 | 1.41579 | 400.00 | 10999.30 |
| 11 | 2010.01.21 03:00 | sell | 6 | 1.00 | 1.41120 | 1.41720 | 1.40720 | ||
| 12 | 2010.01.21 10:02 | t/p | 6 | 1.00 | 1.40720 | 1.41720 | 1.40720 | 400.00 | 11399.30 |
| 13 | 2010.01.21 15:00 | sell | 7 | 1.00 | 1.40757 | 1.41357 | 1.40357 | ||
| 14 | 2010.01.21 17:15 | t/p | 7 | 1.00 | 1.40357 | 1.41357 | 1.40357 | 400.00 | 11799.30 |
| 15 | 2010.01.22 13:15 | buy | 8 | 1.00 | 1.41399 | 1.40799 | 1.41799 | ||
| 16 | 2010.01.22 18:27 | t/p | 8 | 1.00 | 1.41799 | 1.40799 | 1.41799 | 400.00 | 12199.30 |
| 17 | 2010.01.26 10:30 | sell | 9 | 1.00 | 1.40870 | 1.41470 | 1.40470 | ||
| 18 | 2010.01.26 16:38 | t/p | 9 | 1.00 | 1.40470 | 1.41470 | 1.40470 | 400.00 | 12599.30 |
| 19 | 2010.01.26 18:00 | sell | 10 | 1.00 | 1.40825 | 1.41425 | 1.40425 | ||
| 20 | 2010.01.27 08:19 | t/p | 10 | 1.00 | 1.40425 | 1.41425 | 1.40425 | 399.20 | 12998.50 |
| 21 | 2010.01.28 22:00 | sell | 11 | 1.00 | 1.39693 | 1.40293 | 1.39293 | ||
| 22 | 2010.01.29 01:28 | t/p | 11 | 1.00 | 1.39293 | 1.40293 | 1.39293 | 399.20 | 13397.70 |
| 23 | 2010.02.01 02:00 | sell | 12 | 1.00 | 1.38710 | 1.39310 | 1.38310 | ||
| 24 | 2010.02.01 14:47 | s/l | 12 | 1.00 | 1.39310 | 1.39310 | 1.38310 | -600.00 | 12797.70 |
| 25 | 2010.02.02 01:30 | buy | 13 | 1.00 | 1.39226 | 1.38626 | 1.39626 | ||
| 26 | 2010.02.02 16:33 | t/p | 13 | 1.00 | 1.39626 | 1.38626 | 1.39626 | 400.00 | 13197.70 |
| 27 | 2010.02.05 15:15 | sell | 14 | 1.00 | 1.36933 | 1.37533 | 1.36533 | ||
| 28 | 2010.02.05 16:06 | t/p | 14 | 1.00 | 1.36533 | 1.37533 | 1.36533 | 400.00 | 13597.70 |
| 29 | 2010.02.09 18:00 | buy | 15 | 1.00 | 1.37939 | 1.37339 | 1.38339 | ||
| 30 | 2010.02.09 18:15 | t/p | 15 | 1.00 | 1.38339 | 1.37339 | 1.38339 | 400.00 | 13997.70 |
| 31 | 2010.02.11 08:15 | buy | 16 | 1.00 | 1.37891 | 1.37291 | 1.38291 | ||
| 32 | 2010.02.11 12:19 | s/l | 16 | 1.00 | 1.37291 | 1.37291 | 1.38291 | -600.00 | 13397.70 |
| 33 | 2010.02.11 23:15 | sell | 17 | 1.00 | 1.36846 | 1.37446 | 1.36446 | ||
| 34 | 2010.02.12 08:43 | t/p | 17 | 1.00 | 1.36446 | 1.37446 | 1.36446 | 399.20 | 13796.90 |
| 35 | 2010.02.16 14:30 | buy | 18 | 1.00 | 1.36569 | 1.35969 | 1.36969 | ||
| 36 | 2010.02.16 16:45 | t/p | 18 | 1.00 | 1.36969 | 1.35969 | 1.36969 | 400.00 | 14196.90 |
| 37 | 2010.02.17 08:00 | buy | 19 | 1.00 | 1.37521 | 1.36921 | 1.37921 | ||
| 38 | 2010.02.17 16:04 | s/l | 19 | 1.00 | 1.36921 | 1.36921 | 1.37921 | -600.00 | 13596.90 |
| 39 | 2010.02.18 08:15 | sell | 20 | 1.00 | 1.35794 | 1.36394 | 1.35394 | ||
| 40 | 2010.02.18 15:40 | s/l | 20 | 1.00 | 1.36394 | 1.36394 | 1.35394 | -600.00 | 12996.90 |
| 41 | 2010.02.22 08:30 | buy | 21 | 1.00 | 1.36268 | 1.35668 | 1.36668 | ||
| 42 | 2010.02.23 08:17 | t/p | 21 | 1.00 | 1.36668 | 1.35668 | 1.36668 | 399.30 | 13396.20 |
| 43 | 2010.02.25 10:15 | sell | 22 | 1.00 | 1.34806 | 1.35406 | 1.34406 | ||
| 44 | 2010.02.25 19:50 | s/l | 22 | 1.00 | 1.35406 | 1.35406 | 1.34406 | -600.00 | 12796.20 |
| 45 | 2010.02.26 01:15 | buy | 23 | 1.00 | 1.35612 | 1.35012 | 1.36012 | ||
| 46 | 2010.02.26 05:37 | t/p | 23 | 1.00 | 1.36012 | 1.35012 | 1.36012 | 400.00 | 13196.20 |
| 47 | 2010.02.26 09:45 | buy | 24 | 1.00 | 1.35724 | 1.35124 | 1.36124 | ||
| 48 | 2010.02.26 10:51 | t/p | 24 | 1.00 | 1.36124 | 1.35124 | 1.36124 | 400.00 | 13596.20 |
| 49 | 2010.03.03 23:15 | buy | 25 | 1.00 | 1.36994 | 1.36394 | 1.37394 | ||
| 50 | 2010.03.04 08:47 | s/l | 25 | 1.00 | 1.36394 | 1.36394 | 1.37394 | -602.10 | 12994.10 |
| 51 | 2010.03.05 04:00 | sell | 26 | 1.00 | 1.35914 | 1.36514 | 1.35514 | ||
| 52 | 2010.03.05 14:30 | t/p | 26 | 1.00 | 1.35514 | 1.36514 | 1.35514 | 400.00 | 13394.10 |
| 53 | 2010.03.11 02:30 | buy | 27 | 1.00 | 1.36421 | 1.35821 | 1.36821 | ||
| 54 | 2010.03.11 14:30 | t/p | 27 | 1.00 | 1.36821 | 1.35821 | 1.36821 | 400.00 | 13794.10 |
| 55 | 2010.03.12 03:15 | buy | 28 | 1.00 | 1.36778 | 1.36178 | 1.37178 | ||
| 56 | 2010.03.12 09:20 | t/p | 28 | 1.00 | 1.37178 | 1.36178 | 1.37178 | 400.00 | 14194.10 |
| 57 | 2010.03.12 16:00 | buy | 29 | 1.00 | 1.37491 | 1.36891 | 1.37891 | ||
| 58 | 2010.03.25 22:14 | s/l | 29 | 1.00 | 1.36891 | 1.36891 | 1.37891 | -609.10 | 13585.00 |
| 59 | 2010.03.25 22:15 | sell | 30 | 1.00 | 1.32751 | 1.33351 | 1.32351 | ||
| 60 | 2010.03.26 04:37 | s/l | 30 | 1.00 | 1.33351 | 1.33351 | 1.32351 | -600.80 | 12984.20 |
| 61 | 2010.03.26 07:00 | sell | 31 | 1.00 | 1.33466 | 1.34066 | 1.33066 | ||
| 62 | 2010.03.26 15:06 | s/l | 31 | 1.00 | 1.34066 | 1.34066 | 1.33066 | -600.00 | 12384.20 |
| 63 | 2010.03.30 03:15 | buy | 32 | 1.00 | 1.34813 | 1.34213 | 1.35213 | ||
| 64 | 2010.03.30 08:17 | t/p | 32 | 1.00 | 1.35213 | 1.34213 | 1.35213 | 400.00 | 12784.20 |
| 65 | 2010.03.31 02:30 | sell | 33 | 1.00 | 1.34267 | 1.34867 | 1.33867 | ||
| 66 | 2010.03.31 06:04 | t/p | 33 | 1.00 | 1.33867 | 1.34867 | 1.33867 | 400.00 | 13184.20 |
| 67 | 2010.03.31 22:15 | buy | 34 | 1.00 | 1.35093 | 1.34493 | 1.35493 | ||
| 68 | 2010.04.01 02:22 | t/p | 34 | 1.00 | 1.35493 | 1.34493 | 1.35493 | 397.90 | 13582.10 |
| 69 | 2010.04.02 06:00 | buy | 35 | 1.00 | 1.35675 | 1.35075 | 1.36075 | ||
| 70 | 2010.04.02 15:10 | s/l | 35 | 1.00 | 1.35075 | 1.35075 | 1.36075 | -600.00 | 12982.10 |
| 71 | 2010.04.05 00:15 | sell | 36 | 1.00 | 1.34948 | 1.35548 | 1.34548 | ||
| 72 | 2010.04.06 02:20 | t/p | 36 | 1.00 | 1.34548 | 1.35548 | 1.34548 | 399.20 | 13381.30 |
| 73 | 2010.04.06 09:00 | sell | 37 | 1.00 | 1.34354 | 1.34954 | 1.33954 | ||
| 74 | 2010.04.06 14:12 | t/p | 37 | 1.00 | 1.33954 | 1.34954 | 1.33954 | 400.00 | 13781.30 |
| 75 | 2010.04.06 21:00 | sell | 38 | 1.00 | 1.33936 | 1.34536 | 1.33536 | ||
| 76 | 2010.04.07 12:56 | t/p | 38 | 1.00 | 1.33536 | 1.34536 | 1.33536 | 399.20 | 14180.50 |
| 77 | 2010.04.07 21:15 | sell | 39 | 1.00 | 1.33570 | 1.34170 | 1.33170 | ||
| 78 | 2010.04.08 03:24 | t/p | 39 | 1.00 | 1.33170 | 1.34170 | 1.33170 | 397.60 | 14578.10 |
| 79 | 2010.04.08 08:15 | sell | 40 | 1.00 | 1.33257 | 1.33857 | 1.32857 | ||
| 80 | 2010.04.08 09:53 | t/p | 40 | 1.00 | 1.32857 | 1.33857 | 1.32857 | 400.00 | 14978.10 |
| 81 | 2010.04.08 15:30 | sell | 41 | 1.00 | 1.33131 | 1.33731 | 1.32731 | ||
| 82 | 2010.04.09 01:26 | s/l | 41 | 1.00 | 1.33731 | 1.33731 | 1.32731 | -600.80 | 14377.30 |
| 83 | 2010.04.09 05:15 | buy | 42 | 1.00 | 1.33594 | 1.32994 | 1.33994 | ||
| 84 | 2010.04.09 09:47 | t/p | 42 | 1.00 | 1.33994 | 1.32994 | 1.33994 | 400.00 | 14777.30 |
| 85 | 2010.04.09 15:45 | buy | 43 | 1.00 | 1.34287 | 1.33687 | 1.34687 | ||
| 86 | 2010.04.09 16:11 | t/p | 43 | 1.00 | 1.34687 | 1.33687 | 1.34687 | 400.00 | 15177.30 |
| 87 | 2010.04.12 10:15 | buy | 44 | 1.00 | 1.36078 | 1.35478 | 1.36478 | ||
| 88 | 2010.04.13 17:11 | s/l | 44 | 1.00 | 1.35478 | 1.35478 | 1.36478 | -600.70 | 14576.60 |
| 89 | 2010.04.14 09:15 | buy | 45 | 1.00 | 1.36380 | 1.35780 | 1.36780 | ||
| 90 | 2010.04.14 17:44 | t/p | 45 | 1.00 | 1.36780 | 1.35780 | 1.36780 | 400.00 | 14976.60 |
| 91 | 2010.04.15 17:30 | sell | 46 | 1.00 | 1.35593 | 1.36193 | 1.35193 | ||
| 92 | 2010.04.16 08:23 | t/p | 46 | 1.00 | 1.35193 | 1.36193 | 1.35193 | 399.20 | 15375.80 |
| 93 | 2010.04.19 00:00 | sell | 47 | 1.00 | 1.34766 | 1.35366 | 1.34366 | ||
| 94 | 2010.04.19 11:06 | t/p | 47 | 1.00 | 1.34366 | 1.35366 | 1.34366 | 400.00 | 15775.80 |
| 95 | 2010.04.23 07:15 | sell | 48 | 1.00 | 1.32333 | 1.32933 | 1.31933 | ||
| 96 | 2010.04.23 10:34 | s/l | 48 | 1.00 | 1.32933 | 1.32933 | 1.31933 | -600.00 | 15175.80 |
| 97 | 2010.04.26 07:15 | buy | 49 | 1.00 | 1.33678 | 1.33078 | 1.34078 | ||
| 98 | 2010.04.26 11:15 | s/l | 49 | 1.00 | 1.33078 | 1.33078 | 1.34078 | -600.00 | 14575.80 |
| 99 | 2010.04.27 03:15 | buy | 50 | 1.00 | 1.33854 | 1.33254 | 1.34254 | ||
| 100 | 2010.04.27 11:40 | s/l | 50 | 1.00 | 1.33254 | 1.33254 | 1.34254 | -600.00 | 13975.80 |
| 101 | 2010.04.27 17:15 | sell | 51 | 1.00 | 1.33096 | 1.33696 | 1.32696 | ||
| 102 | 2010.04.27 17:29 | t/p | 51 | 1.00 | 1.32696 | 1.33696 | 1.32696 | 400.00 | 14375.80 |
| 103 | 2010.04.28 05:00 | sell | 52 | 1.00 | 1.31970 | 1.32570 | 1.31570 | ||
| 104 | 2010.04.28 10:38 | t/p | 52 | 1.00 | 1.31570 | 1.32570 | 1.31570 | 400.00 | 14775.80 |
| 105 | 2010.05.03 21:15 | sell | 53 | 1.00 | 1.32043 | 1.32643 | 1.31643 | ||
| 106 | 2010.05.04 09:07 | t/p | 53 | 1.00 | 1.31643 | 1.32643 | 1.31643 | 399.20 | 15175.00 |
| 107 | 2010.05.05 09:15 | sell | 54 | 1.00 | 1.29678 | 1.30278 | 1.29278 | ||
| 108 | 2010.05.05 13:01 | t/p | 54 | 1.00 | 1.29278 | 1.30278 | 1.29278 | 400.00 | 15575.00 |
| 109 | 2010.05.06 03:00 | sell | 55 | 1.00 | 1.28354 | 1.28954 | 1.27954 | ||
| 110 | 2010.05.06 08:10 | t/p | 55 | 1.00 | 1.27954 | 1.28954 | 1.27954 | 400.00 | 15975.00 |
| 111 | 2010.05.07 02:15 | sell | 56 | 1.00 | 1.26279 | 1.26879 | 1.25879 | ||
| 112 | 2010.05.07 02:21 | t/p | 56 | 1.00 | 1.25879 | 1.26879 | 1.25879 | 400.00 | 16375.00 |
| 113 | 2010.05.13 01:00 | sell | 57 | 1.00 | 1.26312 | 1.26912 | 1.25912 | ||
| 114 | 2010.05.13 10:43 | t/p | 57 | 1.00 | 1.25912 | 1.26912 | 1.25912 | 400.00 | 16775.00 |
| 115 | 2010.05.14 04:45 | sell | 58 | 1.00 | 1.25323 | 1.25923 | 1.24923 | ||
| 116 | 2010.05.14 10:59 | t/p | 58 | 1.00 | 1.24923 | 1.25923 | 1.24923 | 400.00 | 17175.00 |
| 117 | 2010.05.14 15:15 | sell | 59 | 1.00 | 1.24869 | 1.25469 | 1.24469 | ||
| 118 | 2010.05.14 15:42 | t/p | 59 | 1.00 | 1.24469 | 1.25469 | 1.24469 | 400.00 | 17575.00 |
| 119 | 2010.05.17 09:00 | sell | 60 | 1.00 | 1.23011 | 1.23611 | 1.22611 | ||
| 120 | 2010.05.17 09:48 | t/p | 60 | 1.00 | 1.22611 | 1.23611 | 1.22611 | 400.00 | 17975.00 |
| 121 | 2010.05.19 06:00 | sell | 61 | 1.00 | 1.21918 | 1.22518 | 1.21518 | ||
| 122 | 2010.05.19 09:06 | t/p | 61 | 1.00 | 1.21518 | 1.22518 | 1.21518 | 400.00 | 18375.00 |
| 123 | 2010.05.19 09:30 | sell | 62 | 1.00 | 1.21997 | 1.22597 | 1.21597 | ||
| 124 | 2010.05.19 10:27 | t/p | 62 | 1.00 | 1.21597 | 1.22597 | 1.21597 | 400.00 | 18775.00 |
| 125 | 2010.05.21 00:15 | buy | 63 | 1.00 | 1.24784 | 1.24184 | 1.25184 | ||
| 126 | 2010.05.21 01:22 | t/p | 63 | 1.00 | 1.25184 | 1.24184 | 1.25184 | 400.00 | 19175.00 |
| 127 | 2010.05.24 18:45 | sell | 64 | 1.00 | 1.23989 | 1.24589 | 1.23589 | ||
| 128 | 2010.05.24 22:28 | t/p | 64 | 1.00 | 1.23589 | 1.24589 | 1.23589 | 400.00 | 19575.00 |
| 129 | 2010.05.27 04:00 | sell | 65 | 1.00 | 1.21900 | 1.22500 | 1.21500 | ||
| 130 | 2010.05.27 06:24 | s/l | 65 | 1.00 | 1.22500 | 1.22500 | 1.21500 | -600.00 | 18975.00 |
| 131 | 2010.05.31 03:00 | sell | 66 | 1.00 | 1.22985 | 1.23585 | 1.22585 | ||
| 132 | 2010.06.01 02:32 | t/p | 66 | 1.00 | 1.22585 | 1.23585 | 1.22585 | 399.20 | 19374.20 |
| 133 | 2010.06.01 07:00 | sell | 67 | 1.00 | 1.22670 | 1.23270 | 1.22270 | ||
| 134 | 2010.06.01 09:03 | t/p | 67 | 1.00 | 1.22270 | 1.23270 | 1.22270 | 400.00 | 19774.20 |
| 135 | 2010.06.03 10:00 | buy | 68 | 1.00 | 1.22929 | 1.22329 | 1.23329 | ||
| 136 | 2010.06.03 13:31 | s/l | 68 | 1.00 | 1.22329 | 1.22329 | 1.23329 | -600.00 | 19174.20 |
| 137 | 2010.06.04 02:15 | sell | 69 | 1.00 | 1.21765 | 1.22365 | 1.21365 | ||
| 138 | 2010.06.04 13:02 | t/p | 69 | 1.00 | 1.21365 | 1.22365 | 1.21365 | 400.00 | 19574.20 |
| 139 | 2010.06.07 09:30 | sell | 70 | 1.00 | 1.19398 | 1.19998 | 1.18998 | ||
| 140 | 2010.06.08 17:50 | s/l | 70 | 1.00 | 1.19998 | 1.19998 | 1.18998 | -600.80 | 18973.40 |