Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.11.08 01:00 - 2010.11.17 23:55 (2010.11.08 - 2010.11.18) | ||||
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 | 3282 | Ticks modelled | 552155 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2181.17 | Gross profit | 2286.62 | Gross loss | -105.44 |
Profit factor | 21.69 | Expected payoff | 77.90 | ||
Absolute drawdown | 18.10 | Maximal drawdown | 582.50 (4.90%) | Relative drawdown | 4.90% (582.50) |
Total trades | 28 | Short positions (won %) | 28 (82.14%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 23 (82.14%) | Loss trades (% of total) | 5 (17.86%) | ||
Largest | profit trade | 100.00 | loss trade | -41.84 | |
Average | profit trade | 99.42 | loss trade | -21.09 | |
Maximum | consecutive wins (profit in money) | 23 (2286.62) | consecutive losses (loss in money) | 5 (-105.44) | |
Maximal | consecutive profit (count of wins) | 2286.62 (23) | consecutive loss (count of losses) | -105.44 (5) | |
Average | consecutive wins | 23 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.11.08 02:00 | sell | 1 | 0.10 | 1.40735 | 1.42735 | 1.39735 | ||
2 | 2010.11.08 02:02 | sell | 2 | 0.10 | 1.40836 | 1.42836 | 1.39836 | ||
3 | 2010.11.08 03:51 | t/p | 2 | 0.10 | 1.39836 | 1.42836 | 1.39836 | 100.00 | 10100.00 |
4 | 2010.11.08 04:04 | t/p | 1 | 0.10 | 1.39735 | 1.42735 | 1.39735 | 100.00 | 10200.00 |
5 | 2010.11.08 07:11 | sell | 3 | 0.10 | 1.39589 | 1.41589 | 1.38589 | ||
6 | 2010.11.08 07:21 | sell | 4 | 0.10 | 1.39689 | 1.41689 | 1.38689 | ||
7 | 2010.11.09 01:58 | t/p | 4 | 0.10 | 1.38689 | 1.41689 | 1.38689 | 99.26 | 10299.26 |
8 | 2010.11.09 02:00 | t/p | 3 | 0.10 | 1.38589 | 1.41589 | 1.38589 | 99.26 | 10398.51 |
9 | 2010.11.09 03:22 | sell | 5 | 0.10 | 1.38817 | 1.40817 | 1.37817 | ||
10 | 2010.11.09 03:52 | sell | 6 | 0.10 | 1.38918 | 1.40918 | 1.37918 | ||
11 | 2010.11.09 11:50 | sell | 7 | 0.10 | 1.39019 | 1.41019 | 1.38019 | ||
12 | 2010.11.09 11:58 | sell | 8 | 0.10 | 1.39121 | 1.41121 | 1.38121 | ||
13 | 2010.11.09 12:10 | sell | 9 | 0.10 | 1.39222 | 1.41222 | 1.38222 | ||
14 | 2010.11.09 20:43 | t/p | 9 | 0.10 | 1.38222 | 1.41222 | 1.38222 | 100.00 | 10498.51 |
15 | 2010.11.09 22:12 | t/p | 8 | 0.10 | 1.38121 | 1.41121 | 1.38121 | 100.00 | 10598.51 |
16 | 2010.11.09 22:13 | t/p | 7 | 0.10 | 1.38019 | 1.41019 | 1.38019 | 100.00 | 10698.51 |
17 | 2010.11.09 22:13 | t/p | 6 | 0.10 | 1.37918 | 1.40918 | 1.37918 | 100.00 | 10798.51 |
18 | 2010.11.09 22:13 | t/p | 5 | 0.10 | 1.37817 | 1.40817 | 1.37817 | 100.00 | 10898.51 |
19 | 2010.11.10 02:04 | sell | 10 | 0.10 | 1.37740 | 1.39740 | 1.36740 | ||
20 | 2010.11.10 03:21 | sell | 11 | 0.10 | 1.37841 | 1.39841 | 1.36841 | ||
21 | 2010.11.10 09:19 | sell | 12 | 0.10 | 1.37942 | 1.39942 | 1.36942 | ||
22 | 2010.11.10 10:24 | sell | 13 | 0.10 | 1.38044 | 1.40044 | 1.37044 | ||
23 | 2010.11.10 10:28 | sell | 14 | 0.10 | 1.38144 | 1.40144 | 1.37144 | ||
24 | 2010.11.10 16:50 | t/p | 14 | 0.10 | 1.37144 | 1.40144 | 1.37144 | 100.00 | 10998.51 |
25 | 2010.11.10 16:54 | t/p | 13 | 0.10 | 1.37044 | 1.40044 | 1.37044 | 100.00 | 11098.51 |
26 | 2010.11.10 16:55 | t/p | 12 | 0.10 | 1.36942 | 1.39942 | 1.36942 | 100.00 | 11198.51 |
27 | 2010.11.10 17:05 | t/p | 11 | 0.10 | 1.36841 | 1.39841 | 1.36841 | 100.00 | 11298.51 |
28 | 2010.11.10 20:20 | sell | 15 | 0.10 | 1.37840 | 1.39840 | 1.36840 | ||
29 | 2010.11.10 21:01 | sell | 16 | 0.10 | 1.37942 | 1.39942 | 1.36942 | ||
30 | 2010.11.11 03:17 | sell | 17 | 0.10 | 1.38042 | 1.40042 | 1.37042 | ||
31 | 2010.11.11 04:05 | sell | 18 | 0.10 | 1.38142 | 1.40142 | 1.37142 | ||
32 | 2010.11.11 13:32 | t/p | 18 | 0.10 | 1.37142 | 1.40142 | 1.37142 | 100.00 | 11398.51 |
33 | 2010.11.11 14:19 | t/p | 17 | 0.10 | 1.37042 | 1.40042 | 1.37042 | 100.00 | 11498.51 |
34 | 2010.11.11 14:51 | t/p | 16 | 0.10 | 1.36942 | 1.39942 | 1.36942 | 97.77 | 11596.28 |
35 | 2010.11.11 16:41 | t/p | 15 | 0.10 | 1.36840 | 1.39840 | 1.36840 | 97.77 | 11694.05 |
36 | 2010.11.11 16:52 | t/p | 10 | 0.10 | 1.36740 | 1.39740 | 1.36740 | 97.77 | 11791.82 |
37 | 2010.11.11 21:34 | sell | 19 | 0.10 | 1.36621 | 1.38621 | 1.35621 | ||
38 | 2010.11.12 12:26 | sell | 20 | 0.10 | 1.36724 | 1.38724 | 1.35724 | ||
39 | 2010.11.12 12:29 | sell | 21 | 0.10 | 1.36825 | 1.38825 | 1.35825 | ||
40 | 2010.11.12 12:30 | sell | 22 | 0.10 | 1.36926 | 1.38926 | 1.35926 | ||
41 | 2010.11.12 12:39 | sell | 23 | 0.10 | 1.37029 | 1.39029 | 1.36029 | ||
42 | 2010.11.15 17:53 | t/p | 23 | 0.10 | 1.36029 | 1.39029 | 1.36029 | 99.26 | 11891.08 |
43 | 2010.11.15 18:01 | t/p | 22 | 0.10 | 1.35926 | 1.38926 | 1.35926 | 99.26 | 11990.33 |
44 | 2010.11.15 22:31 | t/p | 21 | 0.10 | 1.35825 | 1.38825 | 1.35825 | 99.26 | 12089.59 |
45 | 2010.11.15 22:57 | t/p | 20 | 0.10 | 1.35724 | 1.38724 | 1.35724 | 99.26 | 12188.85 |
46 | 2010.11.16 17:35 | t/p | 19 | 0.10 | 1.35621 | 1.38621 | 1.35621 | 97.77 | 12286.62 |
47 | 2010.11.16 20:58 | sell | 24 | 0.10 | 1.34901 | 1.36901 | 1.33901 | ||
48 | 2010.11.17 03:49 | sell | 25 | 0.10 | 1.35002 | 1.37002 | 1.34002 | ||
49 | 2010.11.17 04:15 | sell | 26 | 0.10 | 1.35103 | 1.37103 | 1.34103 | ||
50 | 2010.11.17 11:48 | sell | 27 | 0.10 | 1.35203 | 1.37203 | 1.34203 | ||
51 | 2010.11.17 16:48 | sell | 28 | 0.10 | 1.35304 | 1.37304 | 1.34304 | ||
52 | 2010.11.17 23:59 | close at stop | 28 | 0.10 | 1.35312 | 1.37304 | 1.34304 | -0.80 | 12285.82 |
53 | 2010.11.17 23:59 | close at stop | 27 | 0.10 | 1.35312 | 1.37203 | 1.34203 | -10.90 | 12274.92 |
54 | 2010.11.17 23:59 | close at stop | 26 | 0.10 | 1.35312 | 1.37103 | 1.34103 | -20.90 | 12254.02 |
55 | 2010.11.17 23:59 | close at stop | 25 | 0.10 | 1.35312 | 1.37002 | 1.34002 | -31.00 | 12223.02 |
56 | 2010.11.17 23:59 | close at stop | 24 | 0.10 | 1.35312 | 1.36901 | 1.33901 | -41.84 | 12181.17 |