Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.12.09 00:00 - 2020.02.06 23:45 (2019.12.07 - 2020.02.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=5; HourEnd=18; ShortEma=10; ShortEma2=36; LongEma=141; CloseByMA=true; ShiftEma=2; RiskMax=95; Lots=1; TakeProfit=250; StopLoss=540; TrailingStop=0; | ||||
Bars in test | 4970 | Ticks modelled | 1181016 | Modelling quality | 90.00% |
Mismatched charts errors | 66 | ||||
Initial deposit | 500.00 | Spread | Current (11) | ||
Total net profit | 260606.39 | Gross profit | 261506.53 | Gross loss | -900.14 |
Profit factor | 290.52 | Expected payoff | 12409.83 | ||
Absolute drawdown | 212.56 | Maximal drawdown | 41794.24 (23.05%) | Relative drawdown | 84.81% (4076.52) |
Total trades | 21 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 19 (90.48%) | Loss trades (% of total) | 2 (9.52%) | ||
Largest | profit trade | 79760.00 | loss trade | -488.80 | |
Average | profit trade | 13763.50 | loss trade | -450.07 | |
Maximum | consecutive wins (profit in money) | 10 (251439.35) | consecutive losses (loss in money) | 1 (-488.80) | |
Maximal | consecutive profit (count of wins) | 251439.35 (10) | consecutive loss (count of losses) | -488.80 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.11 16:30 | buy | 1 | 0.88 | 1.10949 | 1.10409 | 1.11199 | ||
2 | 2019.12.11 21:43 | t/p | 1 | 0.88 | 1.11199 | 1.10409 | 1.11199 | 220.00 | 720.00 |
3 | 2019.12.12 15:30 | buy | 2 | 1.27 | 1.11363 | 1.10823 | 1.11613 | ||
4 | 2019.12.13 00:01 | t/p | 2 | 1.27 | 1.11613 | 1.10823 | 1.11613 | 305.31 | 1025.31 |
5 | 2019.12.17 05:15 | buy | 3 | 1.80 | 1.11473 | 1.10933 | 1.11723 | ||
6 | 2019.12.17 14:49 | t/p | 3 | 1.80 | 1.11723 | 1.10933 | 1.11723 | 450.00 | 1475.31 |
7 | 2019.12.19 14:45 | sell | 4 | 2.60 | 1.11147 | 1.11687 | 1.10897 | ||
8 | 2019.12.20 15:30 | t/p | 4 | 2.60 | 1.10897 | 1.11687 | 1.10897 | 659.36 | 2134.67 |
9 | 2019.12.23 13:45 | sell | 5 | 3.76 | 1.10797 | 1.11337 | 1.10547 | ||
10 | 2019.12.26 15:15 | close | 5 | 3.76 | 1.10945 | 1.11337 | 1.10547 | -488.80 | 1645.87 |
11 | 2019.12.26 15:15 | buy | 6 | 2.90 | 1.10947 | 1.10407 | 1.11197 | ||
12 | 2019.12.27 05:16 | t/p | 6 | 2.90 | 1.11197 | 1.10407 | 1.11197 | 697.16 | 2343.03 |
13 | 2019.12.30 16:45 | buy | 7 | 4.12 | 1.12079 | 1.11539 | 1.12329 | ||
14 | 2019.12.31 15:14 | t/p | 7 | 4.12 | 1.12329 | 1.11539 | 1.12329 | 990.45 | 3333.48 |
15 | 2020.01.03 05:00 | sell | 8 | 5.86 | 1.11725 | 1.12265 | 1.11475 | ||
16 | 2020.01.03 11:15 | t/p | 8 | 5.86 | 1.11475 | 1.12265 | 1.11475 | 1465.00 | 4798.48 |
17 | 2020.01.06 08:15 | sell | 9 | 8.44 | 1.11583 | 1.12123 | 1.11333 | ||
18 | 2020.01.08 10:13 | t/p | 9 | 8.44 | 1.11333 | 1.12123 | 1.11333 | 2170.77 | 6969.24 |
19 | 2020.01.09 09:00 | sell | 10 | 12.26 | 1.11122 | 1.11662 | 1.10872 | ||
20 | 2020.01.10 13:03 | t/p | 10 | 12.26 | 1.10872 | 1.11662 | 1.10872 | 3109.14 | 10078.38 |
21 | 2020.01.13 15:15 | buy | 11 | 17.73 | 1.11267 | 1.10727 | 1.11517 | ||
22 | 2020.01.15 00:15 | close | 11 | 17.73 | 1.11263 | 1.10727 | 1.11517 | -411.34 | 9667.04 |
23 | 2020.01.15 13:00 | buy | 12 | 17.01 | 1.11389 | 1.10849 | 1.11639 | ||
24 | 2020.01.16 14:30 | t/p | 12 | 17.01 | 1.11639 | 1.10849 | 1.11639 | 3762.61 | 13429.66 |
25 | 2020.01.17 05:00 | sell | 13 | 23.63 | 1.11356 | 1.11896 | 1.11106 | ||
26 | 2020.01.17 13:09 | t/p | 13 | 23.63 | 1.11106 | 1.11896 | 1.11106 | 5907.50 | 19337.16 |
27 | 2020.01.20 10:15 | sell | 14 | 34.02 | 1.10891 | 1.11431 | 1.10641 | ||
28 | 2020.01.23 16:21 | t/p | 14 | 34.02 | 1.10641 | 1.11431 | 1.10641 | 9117.36 | 28454.52 |
29 | 2020.01.23 16:21 | sell | 15 | 50.06 | 1.10630 | 1.11170 | 1.10380 | ||
30 | 2020.01.23 18:09 | t/p | 15 | 50.06 | 1.10380 | 1.11170 | 1.10380 | 12515.00 | 40969.52 |
31 | 2020.01.27 05:45 | sell | 16 | 72.08 | 1.10284 | 1.10824 | 1.10034 | ||
32 | 2020.01.28 14:19 | t/p | 16 | 72.08 | 1.10034 | 1.10824 | 1.10034 | 18279.49 | 59249.00 |
33 | 2020.01.29 05:00 | sell | 17 | 104.23 | 1.10154 | 1.10694 | 1.09904 | ||
34 | 2020.01.30 10:15 | close | 17 | 104.23 | 1.10146 | 1.10694 | 1.09904 | 1959.52 | 61208.53 |
35 | 2020.01.30 10:15 | buy | 18 | 107.68 | 1.10145 | 1.09605 | 1.10395 | ||
36 | 2020.01.31 14:11 | t/p | 18 | 107.68 | 1.10395 | 1.09605 | 1.10395 | 25886.27 | 87094.80 |
37 | 2020.02.04 09:15 | sell | 19 | 153.22 | 1.10526 | 1.11066 | 1.10276 | ||
38 | 2020.02.05 11:35 | t/p | 19 | 153.22 | 1.10276 | 1.11066 | 1.10276 | 38856.59 | 125951.39 |
39 | 2020.02.05 11:45 | sell | 20 | 221.58 | 1.10240 | 1.10780 | 1.09990 | ||
40 | 2020.02.05 17:02 | t/p | 20 | 221.58 | 1.09990 | 1.10780 | 1.09990 | 55395.00 | 181346.39 |
41 | 2020.02.06 11:00 | sell | 21 | 319.04 | 1.09949 | 1.10489 | 1.09699 | ||
42 | 2020.02.06 17:50 | t/p | 21 | 319.04 | 1.09699 | 1.10489 | 1.09699 | 79760.00 | 261106.39 |