Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2016.01.04 00:00 - 2016.12.30 23:45 (2016.01.01 - 2017.01.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 75684 | Ticks modelled | 27144067 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (44) | ||
Total net profit | 172.76 | Gross profit | 344.64 | Gross loss | -71.88 |
Profit factor | 2.01 | Expected payoff | 2.11 | ||
Absolute drawdown | 347.51 | Maximal drawdown | 226.30 (19.52%) | Relative drawdown | 19.52% (226.30) |
Total trades | 82 | Short positions (won %) | 82 (54.88%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 45 (54.88%) | Loss trades (% of total) | 37 (45.12%) | ||
Largest | profit trade | 22.20 | loss trade | -8.80 | |
Average | profit trade | 7.66 | loss trade | -4.65 | |
Maximum | consecutive wins (profit in money) | 6 (46.43) | consecutive losses (loss in money) | 5 (-21.80) | |
Maximal | consecutive profit (count of wins) | 46.90 (3) | consecutive loss (count of losses) | -21.80 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.07 05:20 | sell | 1 | 0.10 | 1.08232 | 0.00000 | 1.08010 | ||
2 | 2016.01.07 06:15 | close | 1 | 0.10 | 1.08206 | 0.00000 | 1.08010 | 2.60 | 1002.60 |
3 | 2016.01.07 11:30 | sell | 2 | 0.10 | 1.08650 | 0.00000 | 1.08428 | ||
4 | 2016.01.07 12:04 | t/p | 2 | 0.10 | 1.08428 | 0.00000 | 1.08428 | 22.20 | 1024.80 |
5 | 2016.01.07 19:30 | sell | 3 | 0.10 | 1.08692 | 0.00000 | 1.08470 | ||
6 | 2016.01.08 08:35 | close | 3 | 0.10 | 1.08764 | 0.00000 | 1.08470 | -7.07 | 1017.73 |
7 | 2016.01.08 22:35 | sell | 4 | 0.10 | 1.09175 | 0.00000 | 1.08953 | ||
8 | 2016.01.11 04:15 | close | 4 | 0.10 | 1.09245 | 0.00000 | 1.08953 | -6.87 | 1010.86 |
9 | 2016.01.12 04:50 | sell | 5 | 0.10 | 1.08764 | 0.00000 | 1.08542 | ||
10 | 2016.01.12 07:50 | close | 5 | 0.10 | 1.08815 | 0.00000 | 1.08542 | -5.10 | 1005.76 |
11 | 2016.01.12 21:15 | sell | 6 | 0.10 | 1.08703 | 0.00000 | 1.08481 | ||
12 | 2016.01.12 22:20 | close | 6 | 0.10 | 1.08554 | 0.00000 | 1.08481 | 14.90 | 1020.66 |
13 | 2016.01.13 05:35 | sell | 7 | 0.10 | 1.08293 | 0.00000 | 1.08071 | ||
14 | 2016.01.13 06:05 | close | 7 | 0.10 | 1.08289 | 0.00000 | 1.08071 | 0.40 | 1021.06 |
15 | 2016.01.14 11:05 | sell | 8 | 0.10 | 1.09313 | 0.00000 | 1.09091 | ||
16 | 2016.01.14 11:35 | t/p | 8 | 0.10 | 1.09091 | 0.00000 | 1.09091 | 22.20 | 1043.26 |
17 | 2016.01.18 19:55 | sell | 9 | 0.10 | 1.08944 | 0.00000 | 1.08722 | ||
18 | 2016.01.18 23:30 | close | 9 | 0.10 | 1.09003 | 0.00000 | 1.08722 | -5.90 | 1037.36 |
19 | 2016.01.20 19:45 | sell | 10 | 0.10 | 1.09313 | 0.00000 | 1.09091 | ||
20 | 2016.01.20 20:25 | close | 10 | 0.10 | 1.09155 | 0.00000 | 1.09091 | 15.80 | 1053.16 |
21 | 2016.01.21 06:10 | sell | 11 | 0.10 | 1.08883 | 0.00000 | 1.08661 | ||
22 | 2016.01.21 10:20 | close | 11 | 0.10 | 1.08906 | 0.00000 | 1.08661 | -2.30 | 1050.86 |
23 | 2016.01.21 13:55 | sell | 12 | 0.10 | 1.09123 | 0.00000 | 1.08901 | ||
24 | 2016.01.21 14:30 | close | 12 | 0.10 | 1.09013 | 0.00000 | 1.08901 | 11.00 | 1061.86 |
25 | 2016.01.25 21:05 | sell | 13 | 0.10 | 1.08399 | 0.00000 | 1.08177 | ||
26 | 2016.01.26 07:50 | close | 13 | 0.10 | 1.08453 | 0.00000 | 1.08177 | -5.27 | 1056.59 |
27 | 2016.01.29 12:35 | sell | 14 | 0.10 | 1.09173 | 0.00000 | 1.08951 | ||
28 | 2016.01.29 14:35 | close | 14 | 0.10 | 1.09100 | 0.00000 | 1.08951 | 7.30 | 1063.89 |
29 | 2016.02.01 03:05 | sell | 15 | 0.10 | 1.08400 | 0.00000 | 1.08178 | ||
30 | 2016.02.01 03:55 | close | 15 | 0.10 | 1.08397 | 0.00000 | 1.08178 | 0.30 | 1064.19 |
31 | 2016.02.03 15:25 | sell | 16 | 0.10 | 1.09675 | 0.00000 | 1.09453 | ||
32 | 2016.02.24 13:40 | close | 16 | 0.10 | 1.09714 | 0.00000 | 1.09453 | -1.17 | 1063.02 |
33 | 2016.02.26 02:40 | sell | 17 | 0.10 | 1.10379 | 0.00000 | 1.10157 | ||
34 | 2016.02.26 10:05 | close | 17 | 0.10 | 1.10467 | 0.00000 | 1.10157 | -8.80 | 1054.22 |
35 | 2016.02.26 22:45 | sell | 18 | 0.10 | 1.09391 | 0.00000 | 1.09169 | ||
36 | 2016.02.26 23:55 | close | 18 | 0.10 | 1.09331 | 0.00000 | 1.09169 | 6.00 | 1060.22 |
37 | 2016.03.01 20:25 | sell | 19 | 0.10 | 1.08601 | 0.00000 | 1.08379 | ||
38 | 2016.03.01 22:05 | close | 19 | 0.10 | 1.08681 | 0.00000 | 1.08379 | -8.00 | 1052.22 |
39 | 2016.03.03 15:00 | sell | 20 | 0.10 | 1.09064 | 0.00000 | 1.08842 | ||
40 | 2016.03.03 16:25 | close | 20 | 0.10 | 1.08989 | 0.00000 | 1.08842 | 7.50 | 1059.72 |
41 | 2016.03.14 21:40 | sell | 21 | 0.10 | 1.10964 | 0.00000 | 1.10742 | ||
42 | 2016.03.15 01:15 | close | 21 | 0.10 | 1.11043 | 0.00000 | 1.10742 | -7.77 | 1051.95 |
43 | 2016.03.15 14:10 | sell | 22 | 0.10 | 1.11009 | 0.00000 | 1.10787 | ||
44 | 2016.03.15 15:45 | close | 22 | 0.10 | 1.11061 | 0.00000 | 1.10787 | -5.20 | 1046.75 |
45 | 2016.03.16 20:55 | sell | 23 | 0.10 | 1.12171 | 0.00000 | 1.11949 | ||
46 | 2016.03.16 20:59 | t/p | 23 | 0.10 | 1.11949 | 0.00000 | 1.11949 | 22.20 | 1068.95 |
47 | 2016.03.17 12:30 | sell | 24 | 0.10 | 1.13394 | 0.00000 | 1.13172 | ||
48 | 2016.03.17 13:15 | close | 24 | 0.10 | 1.13223 | 0.00000 | 1.13172 | 17.10 | 1086.05 |
49 | 2016.03.18 03:40 | sell | 25 | 0.10 | 1.13345 | 0.00000 | 1.13123 | ||
50 | 2016.03.18 04:20 | close | 25 | 0.10 | 1.13269 | 0.00000 | 1.13123 | 7.60 | 1093.65 |
51 | 2016.03.22 05:15 | sell | 26 | 0.10 | 1.12518 | 0.00000 | 1.12296 | ||
52 | 2016.03.22 06:35 | close | 26 | 0.10 | 1.12553 | 0.00000 | 1.12296 | -3.50 | 1090.15 |
53 | 2016.03.25 12:45 | sell | 27 | 0.10 | 1.11706 | 0.00000 | 1.11484 | ||
54 | 2016.03.25 13:40 | close | 27 | 0.10 | 1.11732 | 0.00000 | 1.11484 | -2.60 | 1087.55 |
55 | 2016.03.25 19:45 | sell | 28 | 0.10 | 1.11651 | 0.00000 | 1.11429 | ||
56 | 2016.03.25 21:10 | close | 28 | 0.10 | 1.11699 | 0.00000 | 1.11429 | -4.80 | 1082.75 |
57 | 2016.03.28 06:40 | sell | 29 | 0.10 | 1.11619 | 0.00000 | 1.11397 | ||
58 | 2016.03.28 08:05 | close | 29 | 0.10 | 1.11661 | 0.00000 | 1.11397 | -4.20 | 1078.55 |
59 | 2016.03.28 16:25 | sell | 30 | 0.10 | 1.11979 | 0.00000 | 1.11757 | ||
60 | 2016.03.28 19:35 | close | 30 | 0.10 | 1.12046 | 0.00000 | 1.11757 | -6.70 | 1071.85 |
61 | 2016.03.29 06:55 | sell | 31 | 0.10 | 1.11996 | 0.00000 | 1.11774 | ||
62 | 2016.03.29 07:10 | close | 31 | 0.10 | 1.11929 | 0.00000 | 1.11774 | 6.70 | 1078.55 |
63 | 2016.03.29 20:25 | sell | 32 | 0.10 | 1.12729 | 0.00000 | 1.12507 | ||
64 | 2016.04.13 18:35 | close | 32 | 0.10 | 1.12787 | 0.00000 | 1.12507 | -3.85 | 1074.70 |
65 | 2016.04.19 04:35 | sell | 33 | 0.10 | 1.13183 | 0.00000 | 1.12961 | ||
66 | 2016.04.19 07:05 | close | 33 | 0.10 | 1.13239 | 0.00000 | 1.12961 | -5.60 | 1069.10 |
67 | 2016.04.19 16:25 | sell | 34 | 0.10 | 1.13674 | 0.00000 | 1.13452 | ||
68 | 2016.04.19 17:50 | close | 34 | 0.10 | 1.13659 | 0.00000 | 1.13452 | 1.50 | 1070.60 |
69 | 2016.04.27 10:40 | sell | 35 | 0.10 | 1.13296 | 0.00000 | 1.13074 | ||
70 | 2016.04.27 11:40 | close | 35 | 0.10 | 1.13263 | 0.00000 | 1.13074 | 3.30 | 1073.90 |
71 | 2016.04.28 19:55 | sell | 36 | 0.10 | 1.13360 | 0.00000 | 1.13138 | ||
72 | 2016.05.13 10:05 | close | 36 | 0.10 | 1.13431 | 0.00000 | 1.13138 | -5.15 | 1068.75 |
73 | 2016.05.16 02:25 | sell | 37 | 0.10 | 1.13170 | 0.00000 | 1.12948 | ||
74 | 2016.05.16 03:15 | close | 37 | 0.10 | 1.13152 | 0.00000 | 1.12948 | 1.80 | 1070.55 |
75 | 2016.05.20 05:15 | sell | 38 | 0.10 | 1.12073 | 0.00000 | 1.11851 | ||
76 | 2016.05.20 06:00 | close | 38 | 0.10 | 1.12075 | 0.00000 | 1.11851 | -0.20 | 1070.35 |
77 | 2016.05.23 20:15 | sell | 39 | 0.10 | 1.12192 | 0.00000 | 1.11970 | ||
78 | 2016.05.23 21:55 | close | 39 | 0.10 | 1.12245 | 0.00000 | 1.11970 | -5.30 | 1065.05 |
79 | 2016.05.26 03:45 | sell | 40 | 0.10 | 1.11716 | 0.00000 | 1.11494 | ||
80 | 2016.05.26 04:45 | close | 40 | 0.10 | 1.11711 | 0.00000 | 1.11494 | 0.50 | 1065.55 |
81 | 2016.05.30 09:50 | sell | 41 | 0.10 | 1.11168 | 0.00000 | 1.10946 | ||
82 | 2016.06.01 05:00 | close | 41 | 0.10 | 1.11215 | 0.00000 | 1.10946 | -4.44 | 1061.11 |
83 | 2016.06.03 15:35 | sell | 42 | 0.10 | 1.12590 | 0.00000 | 1.12368 | ||
84 | 2016.06.10 20:50 | close | 42 | 0.10 | 1.12602 | 0.00000 | 1.12368 | -0.29 | 1060.82 |
85 | 2016.06.13 17:35 | sell | 43 | 0.10 | 1.12921 | 0.00000 | 1.12699 | ||
86 | 2016.06.13 18:45 | close | 43 | 0.10 | 1.12891 | 0.00000 | 1.12699 | 3.00 | 1063.82 |
87 | 2016.06.16 19:30 | sell | 44 | 0.10 | 1.11934 | 0.00000 | 1.11712 | ||
88 | 2016.06.24 04:10 | close | 44 | 0.10 | 1.11932 | 0.00000 | 1.11712 | 1.24 | 1065.06 |
89 | 2016.06.27 07:20 | sell | 45 | 0.10 | 1.10293 | 0.00000 | 1.10071 | ||
90 | 2016.06.27 07:36 | t/p | 45 | 0.10 | 1.10071 | 0.00000 | 1.10071 | 22.20 | 1087.26 |
91 | 2016.06.27 19:10 | sell | 46 | 0.10 | 1.10237 | 0.00000 | 1.10015 | ||
92 | 2016.06.27 20:35 | close | 46 | 0.10 | 1.10208 | 0.00000 | 1.10015 | 2.90 | 1090.16 |
93 | 2016.06.28 23:05 | sell | 47 | 0.10 | 1.10863 | 0.00000 | 1.10641 | ||
94 | 2016.06.28 23:55 | close | 47 | 0.10 | 1.10693 | 0.00000 | 1.10641 | 17.00 | 1107.16 |
95 | 2016.06.29 23:55 | sell | 48 | 0.10 | 1.11240 | 0.00000 | 1.11018 | ||
96 | 2016.06.30 02:05 | close | 48 | 0.10 | 1.11243 | 0.00000 | 1.11018 | 0.09 | 1107.25 |
97 | 2016.06.30 22:00 | sell | 49 | 0.10 | 1.10796 | 0.00000 | 1.10574 | ||
98 | 2016.07.01 09:00 | close | 49 | 0.10 | 1.10844 | 0.00000 | 1.10574 | -4.67 | 1102.58 |
99 | 2016.07.07 06:45 | sell | 50 | 0.10 | 1.10929 | 0.00000 | 1.10707 | ||
100 | 2016.07.07 08:15 | close | 50 | 0.10 | 1.10989 | 0.00000 | 1.10707 | -6.00 | 1096.58 |
101 | 2016.07.08 20:10 | sell | 51 | 0.10 | 1.10567 | 0.00000 | 1.10345 | ||
102 | 2016.07.08 20:45 | close | 51 | 0.10 | 1.10444 | 0.00000 | 1.10345 | 12.30 | 1108.88 |
103 | 2016.07.13 14:00 | sell | 52 | 0.10 | 1.10843 | 0.00000 | 1.10621 | ||
104 | 2016.07.13 14:30 | close | 52 | 0.10 | 1.10789 | 0.00000 | 1.10621 | 5.40 | 1114.28 |
105 | 2016.07.15 22:50 | sell | 53 | 0.10 | 1.10717 | 0.00000 | 1.10495 | ||
106 | 2016.07.15 23:20 | close | 53 | 0.10 | 1.10542 | 0.00000 | 1.10495 | 17.50 | 1131.78 |
107 | 2016.07.22 23:00 | sell | 54 | 0.10 | 1.09728 | 0.00000 | 1.09506 | ||
108 | 2016.07.25 00:05 | close | 54 | 0.10 | 1.09742 | 0.00000 | 1.09506 | -1.27 | 1130.51 |
109 | 2016.07.25 20:05 | sell | 55 | 0.10 | 1.09893 | 0.00000 | 1.09671 | ||
110 | 2016.07.25 22:00 | close | 55 | 0.10 | 1.09937 | 0.00000 | 1.09671 | -4.40 | 1126.11 |
111 | 2016.07.27 22:05 | sell | 56 | 0.10 | 1.10440 | 0.00000 | 1.10218 | ||
112 | 2016.10.12 03:20 | close | 56 | 0.10 | 1.10522 | 0.00000 | 1.10218 | 1.81 | 1127.92 |
113 | 2016.10.17 06:15 | sell | 57 | 0.10 | 1.09819 | 0.00000 | 1.09597 | ||
114 | 2016.10.17 10:45 | close | 57 | 0.10 | 1.09800 | 0.00000 | 1.09597 | 1.90 | 1129.82 |
115 | 2016.10.18 18:55 | sell | 58 | 0.10 | 1.09950 | 0.00000 | 1.09728 | ||
116 | 2016.10.18 20:35 | close | 58 | 0.10 | 1.09893 | 0.00000 | 1.09728 | 5.70 | 1135.52 |
117 | 2016.10.19 04:00 | sell | 59 | 0.10 | 1.09912 | 0.00000 | 1.09690 | ||
118 | 2016.10.19 05:45 | close | 59 | 0.10 | 1.09949 | 0.00000 | 1.09690 | -3.70 | 1131.82 |
119 | 2016.10.20 01:35 | sell | 60 | 0.10 | 1.09761 | 0.00000 | 1.09539 | ||
120 | 2016.10.20 02:25 | close | 60 | 0.10 | 1.09781 | 0.00000 | 1.09539 | -2.00 | 1129.82 |
121 | 2016.10.21 23:00 | sell | 61 | 0.10 | 1.08804 | 0.00000 | 1.08582 | ||
122 | 2016.10.24 02:00 | close | 61 | 0.10 | 1.08826 | 0.00000 | 1.08582 | -2.07 | 1127.75 |
123 | 2016.10.24 09:50 | sell | 62 | 0.10 | 1.08876 | 0.00000 | 1.08654 | ||
124 | 2016.10.24 10:15 | close | 62 | 0.10 | 1.08758 | 0.00000 | 1.08654 | 11.80 | 1139.55 |
125 | 2016.10.24 14:25 | sell | 63 | 0.10 | 1.08970 | 0.00000 | 1.08748 | ||
126 | 2016.10.24 14:55 | close | 63 | 0.10 | 1.08956 | 0.00000 | 1.08748 | 1.40 | 1140.95 |
127 | 2016.10.25 11:50 | sell | 64 | 0.10 | 1.08884 | 0.00000 | 1.08662 | ||
128 | 2016.10.25 12:55 | close | 64 | 0.10 | 1.08891 | 0.00000 | 1.08662 | -0.70 | 1140.25 |
129 | 2016.10.31 22:15 | sell | 65 | 0.10 | 1.09813 | 0.00000 | 1.09591 | ||
130 | 2016.11.01 00:10 | close | 65 | 0.10 | 1.09774 | 0.00000 | 1.09591 | 4.03 | 1144.28 |
131 | 2016.11.01 09:55 | sell | 66 | 0.10 | 1.09852 | 0.00000 | 1.09630 | ||
132 | 2016.11.09 16:25 | close | 66 | 0.10 | 1.09843 | 0.00000 | 1.09630 | 1.94 | 1146.22 |
133 | 2016.11.10 04:20 | sell | 67 | 0.10 | 1.09407 | 0.00000 | 1.09185 | ||
134 | 2016.11.10 05:50 | close | 67 | 0.10 | 1.09425 | 0.00000 | 1.09185 | -1.80 | 1144.42 |
135 | 2016.11.10 08:05 | sell | 68 | 0.10 | 1.09441 | 0.00000 | 1.09219 | ||
136 | 2016.11.10 09:20 | close | 68 | 0.10 | 1.09385 | 0.00000 | 1.09219 | 5.60 | 1150.02 |
137 | 2016.11.14 05:05 | sell | 69 | 0.10 | 1.08055 | 0.00000 | 1.07833 | ||
138 | 2016.11.14 05:35 | close | 69 | 0.10 | 1.08019 | 0.00000 | 1.07833 | 3.60 | 1153.62 |
139 | 2016.11.15 10:40 | sell | 70 | 0.10 | 1.08129 | 0.00000 | 1.07907 | ||
140 | 2016.11.15 11:40 | close | 70 | 0.10 | 1.07984 | 0.00000 | 1.07907 | 14.50 | 1168.12 |
141 | 2016.11.16 03:35 | sell | 71 | 0.10 | 1.07453 | 0.00000 | 1.07231 | ||
142 | 2016.11.16 05:50 | close | 71 | 0.10 | 1.07541 | 0.00000 | 1.07231 | -8.80 | 1159.32 |
143 | 2016.11.21 02:45 | sell | 72 | 0.10 | 1.06080 | 0.00000 | 1.05858 | ||
144 | 2016.11.21 04:50 | close | 72 | 0.10 | 1.06071 | 0.00000 | 1.05858 | 0.90 | 1160.22 |
145 | 2016.11.21 22:45 | sell | 73 | 0.10 | 1.06241 | 0.00000 | 1.06019 | ||
146 | 2016.11.22 04:45 | close | 73 | 0.10 | 1.06325 | 0.00000 | 1.06019 | -8.27 | 1151.95 |
147 | 2016.11.25 01:05 | sell | 74 | 0.10 | 1.05578 | 0.00000 | 1.05356 | ||
148 | 2016.11.25 02:15 | close | 74 | 0.10 | 1.05505 | 0.00000 | 1.05356 | 7.30 | 1159.25 |
149 | 2016.11.25 16:20 | sell | 75 | 0.10 | 1.06231 | 0.00000 | 1.06009 | ||
150 | 2016.11.25 17:20 | close | 75 | 0.10 | 1.06102 | 0.00000 | 1.06009 | 12.90 | 1172.15 |
151 | 2016.11.28 02:25 | sell | 76 | 0.10 | 1.06188 | 0.00000 | 1.05966 | ||
152 | 2016.11.28 13:05 | close | 76 | 0.10 | 1.06269 | 0.00000 | 1.05966 | -8.10 | 1164.05 |
153 | 2016.11.28 23:50 | sell | 77 | 0.10 | 1.06165 | 0.00000 | 1.05943 | ||
154 | 2016.11.29 03:10 | close | 77 | 0.10 | 1.06056 | 0.00000 | 1.05943 | 11.03 | 1175.08 |
155 | 2016.11.30 20:05 | sell | 78 | 0.10 | 1.05968 | 0.00000 | 1.05746 | ||
156 | 2016.11.30 20:50 | close | 78 | 0.10 | 1.05912 | 0.00000 | 1.05746 | 5.60 | 1180.68 |
157 | 2016.12.05 08:10 | sell | 79 | 0.10 | 1.05727 | 0.00000 | 1.05505 | ||
158 | 2016.12.09 13:55 | close | 79 | 0.10 | 1.05750 | 0.00000 | 1.05505 | -1.52 | 1179.16 |
159 | 2016.12.12 19:50 | sell | 80 | 0.10 | 1.06413 | 0.00000 | 1.06191 | ||
160 | 2016.12.12 20:45 | close | 80 | 0.10 | 1.06403 | 0.00000 | 1.06191 | 1.00 | 1180.16 |
161 | 2016.12.26 13:00 | sell | 81 | 0.10 | 1.04447 | 0.00000 | 1.04225 | ||
162 | 2016.12.26 14:25 | close | 81 | 0.10 | 1.04532 | 0.00000 | 1.04225 | -8.50 | 1171.66 |
163 | 2016.12.29 06:45 | sell | 82 | 0.10 | 1.04593 | 0.00000 | 1.04371 | ||
164 | 2016.12.29 08:35 | close | 82 | 0.10 | 1.04582 | 0.00000 | 1.04371 | 1.10 | 1172.76 |