Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.11.23 00:00 - 2010.11.30 23:55 (2010.11.23 - 2010.12.01) | ||||
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 | 2717 | Ticks modelled | 417978 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2079.04 | Gross profit | 2079.04 | Gross loss | 0.00 |
Profit factor | Expected payoff | 94.50 | |||
Absolute drawdown | 32.20 | Maximal drawdown | 504.50 (4.75%) | Relative drawdown | 4.75% (504.50) |
Total trades | 22 | Short positions (won %) | 22 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 22 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 100.00 | loss trade | 0.00 | |
Average | profit trade | 94.50 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 22 (2079.04) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 2079.04 (22) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 22 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.11.23 06:18 | sell | 1 | 0.10 | 1.35872 | 1.37872 | 1.34872 | ||
2 | 2010.11.23 07:46 | sell | 2 | 0.10 | 1.35972 | 1.37972 | 1.34972 | ||
3 | 2010.11.23 15:12 | t/p | 2 | 0.10 | 1.34972 | 1.37972 | 1.34972 | 100.00 | 10100.00 |
4 | 2010.11.23 15:45 | t/p | 1 | 0.10 | 1.34872 | 1.37872 | 1.34872 | 100.00 | 10200.00 |
5 | 2010.11.23 19:59 | sell | 3 | 0.10 | 1.33927 | 1.35927 | 1.32927 | ||
6 | 2010.11.23 20:06 | sell | 4 | 0.10 | 1.34027 | 1.36027 | 1.33027 | ||
7 | 2010.11.24 04:28 | sell | 5 | 0.10 | 1.34127 | 1.36127 | 1.33127 | ||
8 | 2010.11.24 11:09 | t/p | 5 | 0.10 | 1.33127 | 1.36127 | 1.33127 | 100.00 | 10300.00 |
9 | 2010.11.24 11:09 | t/p | 4 | 0.10 | 1.33027 | 1.36027 | 1.33027 | 99.26 | 10399.26 |
10 | 2010.11.24 11:11 | t/p | 3 | 0.10 | 1.32927 | 1.35927 | 1.32927 | 99.26 | 10498.51 |
11 | 2010.11.24 13:01 | sell | 6 | 0.10 | 1.33265 | 1.35265 | 1.32265 | ||
12 | 2010.11.24 13:02 | sell | 7 | 0.10 | 1.33366 | 1.35366 | 1.32366 | ||
13 | 2010.11.24 13:15 | sell | 8 | 0.10 | 1.33466 | 1.35466 | 1.32466 | ||
14 | 2010.11.24 13:20 | sell | 9 | 0.10 | 1.33567 | 1.35567 | 1.32567 | ||
15 | 2010.11.24 13:28 | sell | 10 | 0.10 | 1.33667 | 1.35667 | 1.32667 | ||
16 | 2010.11.26 09:32 | t/p | 10 | 0.10 | 1.32667 | 1.35667 | 1.32667 | 97.03 | 10595.54 |
17 | 2010.11.26 09:56 | t/p | 9 | 0.10 | 1.32567 | 1.35567 | 1.32567 | 97.03 | 10692.56 |
18 | 2010.11.26 11:09 | t/p | 8 | 0.10 | 1.32466 | 1.35466 | 1.32466 | 97.03 | 10789.59 |
19 | 2010.11.26 11:20 | t/p | 7 | 0.10 | 1.32366 | 1.35366 | 1.32366 | 97.03 | 10886.62 |
20 | 2010.11.26 11:38 | t/p | 6 | 0.10 | 1.32265 | 1.35265 | 1.32265 | 97.03 | 10983.64 |
21 | 2010.11.26 14:10 | sell | 11 | 0.10 | 1.32398 | 1.34398 | 1.31398 | ||
22 | 2010.11.26 16:43 | sell | 12 | 0.10 | 1.32498 | 1.34498 | 1.31498 | ||
23 | 2010.11.26 16:54 | sell | 13 | 0.10 | 1.32599 | 1.34599 | 1.31599 | ||
24 | 2010.11.29 09:16 | sell | 14 | 0.10 | 1.32699 | 1.34699 | 1.31699 | ||
25 | 2010.11.29 09:45 | sell | 15 | 0.10 | 1.32799 | 1.34799 | 1.31799 | ||
26 | 2010.11.29 13:06 | t/p | 15 | 0.10 | 1.31799 | 1.34799 | 1.31799 | 100.00 | 11083.64 |
27 | 2010.11.29 13:07 | t/p | 14 | 0.10 | 1.31699 | 1.34699 | 1.31699 | 100.00 | 11183.64 |
28 | 2010.11.29 14:13 | t/p | 13 | 0.10 | 1.31599 | 1.34599 | 1.31599 | 99.26 | 11282.90 |
29 | 2010.11.29 14:23 | t/p | 12 | 0.10 | 1.31498 | 1.34498 | 1.31498 | 99.26 | 11382.15 |
30 | 2010.11.29 14:23 | t/p | 11 | 0.10 | 1.31398 | 1.34398 | 1.31398 | 99.26 | 11481.41 |
31 | 2010.11.29 18:08 | sell | 16 | 0.10 | 1.31022 | 1.33022 | 1.30022 | ||
32 | 2010.11.29 21:27 | sell | 17 | 0.10 | 1.31123 | 1.33123 | 1.30123 | ||
33 | 2010.11.29 22:20 | sell | 18 | 0.10 | 1.31223 | 1.33223 | 1.30223 | ||
34 | 2010.11.29 23:57 | sell | 19 | 0.10 | 1.31326 | 1.33326 | 1.30326 | ||
35 | 2010.11.30 03:26 | sell | 20 | 0.10 | 1.31430 | 1.33430 | 1.30430 | ||
36 | 2010.11.30 10:59 | t/p | 20 | 0.10 | 1.30430 | 1.33430 | 1.30430 | 100.00 | 11581.41 |
37 | 2010.11.30 11:13 | t/p | 19 | 0.10 | 1.30326 | 1.33326 | 1.30326 | 99.26 | 11680.67 |
38 | 2010.11.30 11:15 | t/p | 18 | 0.10 | 1.30223 | 1.33223 | 1.30223 | 99.26 | 11779.92 |
39 | 2010.11.30 11:19 | t/p | 17 | 0.10 | 1.30123 | 1.33123 | 1.30123 | 99.26 | 11879.18 |
40 | 2010.11.30 11:42 | t/p | 16 | 0.10 | 1.30022 | 1.33022 | 1.30022 | 99.26 | 11978.44 |
41 | 2010.11.30 12:35 | sell | 21 | 0.10 | 1.30303 | 1.32303 | 1.29303 | ||
42 | 2010.11.30 12:51 | sell | 22 | 0.10 | 1.30403 | 1.32403 | 1.29403 | ||
43 | 2010.11.30 23:59 | close at stop | 22 | 0.10 | 1.29850 | 1.32403 | 1.29403 | 55.30 | 12033.74 |
44 | 2010.11.30 23:59 | close at stop | 21 | 0.10 | 1.29850 | 1.32303 | 1.29303 | 45.30 | 12079.04 |