Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.12.02 00:00 - 2010.12.06 23:55 (2010.12.02 - 2010.12.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | s0="Section for Trend Analysis"; TrendAnalysis=false; EmailAlert=false; PopupAlert=false; TrendLine_watch=false; Reduce_factor=2; Trend_line_Keep=3; AutoTrend_timeperiod=240; s1="Section for Autotrade"; Manage_Trade=false; Heiken_Ashi_timeperiod=240; index=1; email=false; s2="Section for FireBird"; Chart_Time_Frame=5; MA_length=21; MA_timeframe=5; MAtype=1; Percent=0.05; TradeOnFriday=1; slip=25; Lots=0.1; MaxOpenOrders=5; SafeArea=10000; PipStep=100; TakeProfit=1000; Stoploss=2000; s3="Section for Trailing stop"; TrailingStopFlag=false; TrailingStop=200; TStrigger=200; MinMarginLevel=250; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=10; TradeFrom4=0; TradeUntil4=0; s4="Section for iFXAnalyzer"; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.1; Use_V63D_Divergence=false; IncreasementType=0; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=24; writelog=0; | ||||
Bars in test | 1853 | Ticks modelled | 214542 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 708.05 | Gross profit | 899.70 | Gross loss | -191.65 |
Profit factor | 4.69 | Expected payoff | 50.58 | ||
Absolute drawdown | 54.10 | Maximal drawdown | 614.10 (5.57%) | Relative drawdown | 5.57% (614.10) |
Total trades | 14 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 100.00 | loss trade | -58.45 | |
Average | profit trade | 99.97 | loss trade | -38.33 | |
Maximum | consecutive wins (profit in money) | 9 (899.70) | consecutive losses (loss in money) | 5 (-191.65) | |
Maximal | consecutive profit (count of wins) | 899.70 (9) | consecutive loss (count of losses) | -191.65 (5) | |
Average | consecutive wins | 9 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.12.02 02:01 | buy | 1 | 0.10 | 1.31191 | 1.29191 | 1.32191 | ||
2 | 2010.12.02 06:18 | buy | 2 | 0.10 | 1.31037 | 1.29037 | 1.32037 | ||
3 | 2010.12.02 06:26 | buy | 3 | 0.10 | 1.30935 | 1.28935 | 1.31935 | ||
4 | 2010.12.02 11:52 | t/p | 3 | 0.10 | 1.31935 | 1.28935 | 1.31935 | 100.00 | 10100.00 |
5 | 2010.12.02 12:32 | t/p | 2 | 0.10 | 1.32037 | 1.29037 | 1.32037 | 100.00 | 10200.00 |
6 | 2010.12.02 15:48 | buy | 4 | 0.10 | 1.31088 | 1.29088 | 1.32088 | ||
7 | 2010.12.02 15:50 | buy | 5 | 0.10 | 1.30987 | 1.28987 | 1.31987 | ||
8 | 2010.12.02 15:52 | buy | 6 | 0.10 | 1.30884 | 1.28884 | 1.31884 | ||
9 | 2010.12.02 15:54 | buy | 7 | 0.10 | 1.30783 | 1.28783 | 1.31783 | ||
10 | 2010.12.02 17:02 | t/p | 7 | 0.10 | 1.31783 | 1.28783 | 1.31783 | 100.00 | 10300.00 |
11 | 2010.12.02 17:02 | t/p | 6 | 0.10 | 1.31884 | 1.28884 | 1.31884 | 100.00 | 10400.00 |
12 | 2010.12.02 17:08 | t/p | 5 | 0.10 | 1.31987 | 1.28987 | 1.31987 | 100.00 | 10500.00 |
13 | 2010.12.02 18:21 | t/p | 4 | 0.10 | 1.32088 | 1.29088 | 1.32088 | 100.00 | 10600.00 |
14 | 2010.12.02 18:21 | t/p | 1 | 0.10 | 1.32191 | 1.29191 | 1.32191 | 100.00 | 10700.00 |
15 | 2010.12.02 19:56 | buy | 8 | 0.10 | 1.32076 | 1.30076 | 1.33076 | ||
16 | 2010.12.02 20:11 | buy | 9 | 0.10 | 1.31976 | 1.29976 | 1.32976 | ||
17 | 2010.12.03 15:39 | t/p | 9 | 0.10 | 1.32976 | 1.29976 | 1.32976 | 99.85 | 10799.85 |
18 | 2010.12.03 15:39 | t/p | 8 | 0.10 | 1.33076 | 1.30076 | 1.33076 | 99.85 | 10899.70 |
19 | 2010.12.03 21:12 | buy | 10 | 0.10 | 1.33652 | 1.31652 | 1.34652 | ||
20 | 2010.12.06 04:03 | buy | 11 | 0.10 | 1.33552 | 1.31552 | 1.34552 | ||
21 | 2010.12.06 04:20 | buy | 12 | 0.10 | 1.33452 | 1.31452 | 1.34452 | ||
22 | 2010.12.06 09:05 | buy | 13 | 0.10 | 1.33352 | 1.31352 | 1.34352 | ||
23 | 2010.12.06 10:28 | buy | 14 | 0.10 | 1.33252 | 1.31252 | 1.34252 | ||
24 | 2010.12.06 23:59 | close at stop | 14 | 0.10 | 1.33069 | 1.31252 | 1.34252 | -18.30 | 10881.40 |
25 | 2010.12.06 23:59 | close at stop | 13 | 0.10 | 1.33069 | 1.31352 | 1.34352 | -28.30 | 10853.10 |
26 | 2010.12.06 23:59 | close at stop | 12 | 0.10 | 1.33069 | 1.31452 | 1.34452 | -38.30 | 10814.80 |
27 | 2010.12.06 23:59 | close at stop | 11 | 0.10 | 1.33069 | 1.31552 | 1.34552 | -48.30 | 10766.50 |
28 | 2010.12.06 23:59 | close at stop | 10 | 0.10 | 1.33069 | 1.31652 | 1.34652 | -58.45 | 10708.05 |