Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2011.01.12 00:00 - 2011.01.27 23:55 (2011.01.12 - 2011.01.28) | ||||
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 | 4431 | Ticks modelled | 843916 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2809.34 | Gross profit | 2809.34 | Gross loss | 0.00 |
Profit factor | Expected payoff | 90.62 | |||
Absolute drawdown | 63.10 | Maximal drawdown | 791.25 (7.18%) | Relative drawdown | 7.18% (791.25) |
Total trades | 31 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 31 (100.00%) |
Profit trades (% of total) | 31 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 100.00 | loss trade | 0.00 | |
Average | profit trade | 90.62 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 31 (2809.34) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 2809.34 (31) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 31 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.12 06:31 | buy | 1 | 0.10 | 1.29931 | 1.27931 | 1.30931 | ||
2 | 2011.01.12 12:47 | buy | 2 | 0.10 | 1.29824 | 1.27824 | 1.30824 | ||
3 | 2011.01.12 13:25 | buy | 3 | 0.10 | 1.29724 | 1.27724 | 1.30724 | ||
4 | 2011.01.12 19:14 | t/p | 3 | 0.10 | 1.30724 | 1.27724 | 1.30724 | 100.00 | 10100.00 |
5 | 2011.01.12 19:16 | t/p | 2 | 0.10 | 1.30824 | 1.27824 | 1.30824 | 100.00 | 10200.00 |
6 | 2011.01.12 19:24 | t/p | 1 | 0.10 | 1.30931 | 1.27931 | 1.30931 | 100.00 | 10300.00 |
7 | 2011.01.13 02:14 | buy | 4 | 0.10 | 1.31203 | 1.29203 | 1.32203 | ||
8 | 2011.01.13 04:21 | buy | 5 | 0.10 | 1.31100 | 1.29100 | 1.32100 | ||
9 | 2011.01.13 07:57 | buy | 6 | 0.10 | 1.30962 | 1.28962 | 1.31962 | ||
10 | 2011.01.13 14:58 | t/p | 6 | 0.10 | 1.31962 | 1.28962 | 1.31962 | 100.00 | 10400.00 |
11 | 2011.01.13 15:20 | t/p | 5 | 0.10 | 1.32100 | 1.29100 | 1.32100 | 100.00 | 10500.00 |
12 | 2011.01.13 15:30 | t/p | 4 | 0.10 | 1.32203 | 1.29203 | 1.32203 | 100.00 | 10600.00 |
13 | 2011.01.13 21:49 | buy | 7 | 0.10 | 1.33507 | 1.31507 | 1.34507 | ||
14 | 2011.01.14 02:38 | buy | 8 | 0.10 | 1.33394 | 1.31394 | 1.34394 | ||
15 | 2011.01.14 04:01 | buy | 9 | 0.10 | 1.33293 | 1.31293 | 1.34293 | ||
16 | 2011.01.14 10:21 | t/p | 9 | 0.10 | 1.34293 | 1.31293 | 1.34293 | 100.00 | 10700.00 |
17 | 2011.01.14 10:21 | t/p | 8 | 0.10 | 1.34394 | 1.31394 | 1.34394 | 100.00 | 10800.00 |
18 | 2011.01.14 10:22 | t/p | 7 | 0.10 | 1.34507 | 1.31507 | 1.34507 | 99.85 | 10899.85 |
19 | 2011.01.14 11:15 | buy | 10 | 0.10 | 1.33987 | 1.31987 | 1.34987 | ||
20 | 2011.01.14 11:41 | buy | 11 | 0.10 | 1.33886 | 1.31886 | 1.34886 | ||
21 | 2011.01.14 11:51 | buy | 12 | 0.10 | 1.33786 | 1.31786 | 1.34786 | ||
22 | 2011.01.14 11:54 | buy | 13 | 0.10 | 1.33677 | 1.31677 | 1.34677 | ||
23 | 2011.01.14 11:55 | buy | 14 | 0.10 | 1.33575 | 1.31575 | 1.34575 | ||
24 | 2011.01.18 16:39 | t/p | 14 | 0.10 | 1.34575 | 1.31575 | 1.34575 | 99.70 | 10999.55 |
25 | 2011.01.19 07:48 | t/p | 13 | 0.10 | 1.34677 | 1.31677 | 1.34677 | 99.55 | 11099.10 |
26 | 2011.01.19 07:56 | t/p | 12 | 0.10 | 1.34786 | 1.31786 | 1.34786 | 99.55 | 11198.66 |
27 | 2011.01.19 09:33 | t/p | 11 | 0.10 | 1.34886 | 1.31886 | 1.34886 | 99.55 | 11298.21 |
28 | 2011.01.19 09:34 | t/p | 10 | 0.10 | 1.34987 | 1.31987 | 1.34987 | 99.55 | 11397.76 |
29 | 2011.01.19 10:03 | buy | 15 | 0.10 | 1.34648 | 1.32648 | 1.35648 | ||
30 | 2011.01.19 10:22 | buy | 16 | 0.10 | 1.34547 | 1.32547 | 1.35547 | ||
31 | 2011.01.19 10:28 | buy | 17 | 0.10 | 1.34447 | 1.32447 | 1.35447 | ||
32 | 2011.01.20 02:22 | buy | 18 | 0.10 | 1.34347 | 1.32347 | 1.35347 | ||
33 | 2011.01.20 09:58 | buy | 19 | 0.10 | 1.34244 | 1.32244 | 1.35244 | ||
34 | 2011.01.21 09:07 | t/p | 19 | 0.10 | 1.35244 | 1.32244 | 1.35244 | 99.85 | 11497.61 |
35 | 2011.01.21 10:01 | t/p | 18 | 0.10 | 1.35347 | 1.32347 | 1.35347 | 99.85 | 11597.46 |
36 | 2011.01.21 10:05 | t/p | 17 | 0.10 | 1.35447 | 1.32447 | 1.35447 | 99.40 | 11696.87 |
37 | 2011.01.21 10:08 | t/p | 16 | 0.10 | 1.35547 | 1.32547 | 1.35547 | 99.40 | 11796.27 |
38 | 2011.01.21 11:00 | t/p | 15 | 0.10 | 1.35648 | 1.32648 | 1.35648 | 99.40 | 11895.67 |
39 | 2011.01.21 11:44 | buy | 20 | 0.10 | 1.35280 | 1.33280 | 1.36280 | ||
40 | 2011.01.21 13:53 | buy | 21 | 0.10 | 1.35179 | 1.33179 | 1.36179 | ||
41 | 2011.01.21 14:03 | buy | 22 | 0.10 | 1.35078 | 1.33078 | 1.36078 | ||
42 | 2011.01.21 22:02 | t/p | 22 | 0.10 | 1.36078 | 1.33078 | 1.36078 | 100.00 | 11995.67 |
43 | 2011.01.21 22:08 | t/p | 21 | 0.10 | 1.36179 | 1.33179 | 1.36179 | 100.00 | 12095.67 |
44 | 2011.01.24 16:46 | t/p | 20 | 0.10 | 1.36280 | 1.33280 | 1.36280 | 99.85 | 12195.52 |
45 | 2011.01.24 19:26 | buy | 23 | 0.10 | 1.36559 | 1.34559 | 1.37559 | ||
46 | 2011.01.24 19:39 | buy | 24 | 0.10 | 1.36459 | 1.34459 | 1.37459 | ||
47 | 2011.01.24 21:29 | buy | 25 | 0.10 | 1.36319 | 1.34319 | 1.37319 | ||
48 | 2011.01.25 11:11 | buy | 26 | 0.10 | 1.36216 | 1.34216 | 1.37216 | ||
49 | 2011.01.25 11:30 | buy | 27 | 0.10 | 1.36113 | 1.34113 | 1.37113 | ||
50 | 2011.01.26 11:26 | t/p | 27 | 0.10 | 1.37113 | 1.34113 | 1.37113 | 99.85 | 12295.38 |
51 | 2011.01.27 09:31 | t/p | 26 | 0.10 | 1.37216 | 1.34216 | 1.37216 | 99.40 | 12394.78 |
52 | 2011.01.27 12:33 | t/p | 25 | 0.10 | 1.37319 | 1.34319 | 1.37319 | 99.25 | 12494.03 |
53 | 2011.01.27 13:04 | t/p | 24 | 0.10 | 1.37459 | 1.34459 | 1.37459 | 99.25 | 12593.29 |
54 | 2011.01.27 15:50 | t/p | 23 | 0.10 | 1.37559 | 1.34559 | 1.37559 | 99.25 | 12692.54 |
55 | 2011.01.27 16:44 | buy | 28 | 0.10 | 1.37188 | 1.35188 | 1.38188 | ||
56 | 2011.01.27 18:16 | buy | 29 | 0.10 | 1.37086 | 1.35086 | 1.38086 | ||
57 | 2011.01.27 18:30 | buy | 30 | 0.10 | 1.36984 | 1.34984 | 1.37984 | ||
58 | 2011.01.27 18:44 | buy | 31 | 0.10 | 1.36882 | 1.34882 | 1.37882 | ||
59 | 2011.01.27 23:59 | close at stop | 31 | 0.10 | 1.37327 | 1.34882 | 1.37882 | 44.50 | 12737.04 |
60 | 2011.01.27 23:59 | close at stop | 30 | 0.10 | 1.37327 | 1.34984 | 1.37984 | 34.30 | 12771.34 |
61 | 2011.01.27 23:59 | close at stop | 29 | 0.10 | 1.37327 | 1.35086 | 1.38086 | 24.10 | 12795.44 |
62 | 2011.01.27 23:59 | close at stop | 28 | 0.10 | 1.37327 | 1.35188 | 1.38188 | 13.90 | 12809.34 |