Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2019.08.14 00:00 - 2020.02.13 23:55 (2019.08.14 - 2020.02.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=1; HourEnd=21; Risk=55; TakeProfit_L=189; StopLoss_L=500; TakeProfit_S=300; StopLoss_S=450; t1=8; t2=2; delta_L=240; delta_S=141; lot=0.01; | ||||
Bars in test | 37768 | Ticks modelled | 4012719 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | 20 | ||
Total net profit | 1947953.08 | Gross profit | 2588294.45 | Gross loss | -640341.37 |
Profit factor | 4.04 | Expected payoff | 28231.20 | ||
Absolute drawdown | 123.83 | Maximal drawdown | 352349.05 (66.41%) | Relative drawdown | 76.21% (12480.40) |
Total trades | 69 | Short positions (won %) | 50 (82.00%) | Long positions (won %) | 19 (94.74%) |
Profit trades (% of total) | 59 (85.51%) | Loss trades (% of total) | 10 (14.49%) | ||
Largest | profit trade | 306917.38 | loss trade | -208552.50 | |
Average | profit trade | 43869.40 | loss trade | -64034.14 | |
Maximum | consecutive wins (profit in money) | 12 (91889.99) | consecutive losses (loss in money) | 1 (-208552.50) | |
Maximal | consecutive profit (count of wins) | 1685736.66 (8) | consecutive loss (count of losses) | -208552.50 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.08.14 14:35 | sell | 1 | 0.61 | 1.11724 | 1.12174 | 1.11424 | ||
2 | 2019.08.14 17:35 | t/p | 1 | 0.61 | 1.11424 | 1.12174 | 1.11424 | 183.00 | 683.00 |
3 | 2019.08.14 17:35 | sell | 2 | 0.61 | 1.11404 | 1.11854 | 1.11104 | ||
4 | 2019.08.15 16:57 | t/p | 2 | 0.61 | 1.11104 | 1.11854 | 1.11104 | 189.59 | 872.59 |
5 | 2019.08.15 17:00 | sell | 3 | 0.83 | 1.11125 | 1.11575 | 1.10825 | ||
6 | 2019.08.16 12:04 | t/p | 3 | 0.83 | 1.10825 | 1.11575 | 1.10825 | 251.99 | 1124.58 |
7 | 2019.08.16 18:00 | buy | 4 | 1.07 | 1.11074 | 1.10574 | 1.11263 | ||
8 | 2019.08.23 12:44 | s/l | 4 | 1.07 | 1.10574 | 1.10574 | 1.11263 | -606.90 | 517.67 |
9 | 2019.08.23 18:00 | buy | 5 | 0.57 | 1.11115 | 1.10615 | 1.11304 | ||
10 | 2019.08.23 18:14 | t/p | 5 | 0.57 | 1.11304 | 1.10615 | 1.11304 | 107.73 | 625.40 |
11 | 2019.08.23 18:14 | buy | 6 | 0.57 | 1.11324 | 1.10824 | 1.11513 | ||
12 | 2019.08.23 21:37 | t/p | 6 | 0.57 | 1.11513 | 1.10824 | 1.11513 | 107.73 | 733.13 |
13 | 2019.08.23 23:15 | sell | 7 | 0.69 | 1.11357 | 1.11807 | 1.11057 | ||
14 | 2019.08.26 20:08 | t/p | 7 | 0.69 | 1.11057 | 1.11807 | 1.11057 | 209.48 | 942.62 |
15 | 2019.08.26 20:20 | sell | 8 | 0.90 | 1.10987 | 1.11437 | 1.10687 | ||
16 | 2019.08.29 16:13 | t/p | 8 | 0.90 | 1.10687 | 1.11437 | 1.10687 | 286.20 | 1228.82 |
17 | 2019.08.29 16:25 | sell | 9 | 1.15 | 1.10655 | 1.11105 | 1.10355 | ||
18 | 2019.08.30 10:19 | t/p | 9 | 1.15 | 1.10355 | 1.11105 | 1.10355 | 349.14 | 1577.96 |
19 | 2019.08.30 18:10 | sell | 10 | 1.50 | 1.10000 | 1.10450 | 1.09700 | ||
20 | 2019.08.30 20:27 | t/p | 10 | 1.50 | 1.09700 | 1.10450 | 1.09700 | 450.00 | 2027.96 |
21 | 2019.08.30 20:40 | sell | 11 | 1.93 | 1.09654 | 1.10104 | 1.09354 | ||
22 | 2019.09.03 05:38 | t/p | 11 | 1.93 | 1.09354 | 1.10104 | 1.09354 | 592.90 | 2620.85 |
23 | 2019.09.03 17:15 | buy | 12 | 2.48 | 1.09758 | 1.09258 | 1.09947 | ||
24 | 2019.09.04 11:02 | t/p | 12 | 2.48 | 1.09947 | 1.09258 | 1.09947 | 444.91 | 3065.76 |
25 | 2019.09.05 17:35 | sell | 13 | 2.88 | 1.10521 | 1.10971 | 1.10221 | ||
26 | 2019.09.09 02:50 | t/p | 13 | 2.88 | 1.10221 | 1.10971 | 1.10221 | 884.74 | 3950.50 |
27 | 2019.09.09 14:00 | sell | 14 | 3.75 | 1.10254 | 1.10704 | 1.09954 | ||
28 | 2019.09.11 17:00 | t/p | 14 | 3.75 | 1.09954 | 1.10704 | 1.09954 | 1152.00 | 5102.50 |
29 | 2019.09.12 15:00 | sell | 15 | 4.83 | 1.09656 | 1.10106 | 1.09356 | ||
30 | 2019.09.12 15:42 | t/p | 15 | 4.83 | 1.09356 | 1.10106 | 1.09356 | 1449.00 | 6551.50 |
31 | 2019.09.12 15:50 | sell | 16 | 6.24 | 1.09336 | 1.09786 | 1.09036 | ||
32 | 2019.09.12 16:16 | s/l | 16 | 6.24 | 1.09786 | 1.09786 | 1.09036 | -2808.00 | 3743.50 |
33 | 2019.09.12 16:25 | buy | 17 | 4.12 | 1.09751 | 1.09251 | 1.09940 | ||
34 | 2019.09.12 16:43 | t/p | 17 | 4.12 | 1.09940 | 1.09251 | 1.09940 | 778.68 | 4522.18 |
35 | 2019.09.12 16:43 | buy | 18 | 4.12 | 1.09960 | 1.09460 | 1.10149 | ||
36 | 2019.09.12 16:45 | t/p | 18 | 4.12 | 1.10149 | 1.09460 | 1.10149 | 778.68 | 5300.86 |
37 | 2019.09.12 16:50 | buy | 19 | 4.97 | 1.10368 | 1.09868 | 1.10557 | ||
38 | 2019.09.12 17:10 | t/p | 19 | 4.97 | 1.10557 | 1.09868 | 1.10557 | 939.33 | 6240.19 |
39 | 2019.09.12 17:10 | buy | 20 | 5.83 | 1.10579 | 1.10079 | 1.10768 | ||
40 | 2019.09.12 18:54 | t/p | 20 | 5.83 | 1.10768 | 1.10079 | 1.10768 | 1101.87 | 7342.06 |
41 | 2019.09.12 19:00 | buy | 21 | 6.86 | 1.10753 | 1.10253 | 1.10942 | ||
42 | 2019.09.13 09:57 | t/p | 21 | 6.86 | 1.10942 | 1.10253 | 1.10942 | 1230.68 | 8572.74 |
43 | 2019.09.13 11:40 | sell | 22 | 8.08 | 1.10968 | 1.11418 | 1.10668 | ||
44 | 2019.09.13 17:08 | t/p | 22 | 8.08 | 1.10668 | 1.11418 | 1.10668 | 2424.00 | 10996.74 |
45 | 2019.09.13 17:08 | sell | 23 | 10.48 | 1.10647 | 1.11097 | 1.10347 | ||
46 | 2019.09.16 14:45 | t/p | 23 | 10.48 | 1.10347 | 1.11097 | 1.10347 | 3181.73 | 14178.47 |
47 | 2019.09.16 17:15 | sell | 24 | 13.44 | 1.10082 | 1.10532 | 1.09782 | ||
48 | 2019.09.17 18:02 | s/l | 24 | 13.44 | 1.10532 | 1.10532 | 1.09782 | -5999.62 | 8178.86 |
49 | 2019.09.18 21:20 | sell | 25 | 10.00 | 1.10315 | 1.10765 | 1.10015 | ||
50 | 2019.09.20 18:34 | t/p | 25 | 10.00 | 1.10015 | 1.10765 | 1.10015 | 3144.00 | 11322.86 |
51 | 2019.09.20 18:55 | sell | 26 | 10.00 | 1.10031 | 1.10481 | 1.09731 | ||
52 | 2019.09.23 10:39 | t/p | 26 | 10.00 | 1.09731 | 1.10481 | 1.09731 | 3036.00 | 14358.86 |
53 | 2019.09.23 10:45 | sell | 27 | 13.84 | 1.09683 | 1.10133 | 1.09383 | ||
54 | 2019.09.24 17:04 | s/l | 27 | 13.84 | 1.10133 | 1.10133 | 1.09383 | -6178.18 | 8180.68 |
55 | 2019.09.24 21:40 | sell | 28 | 10.00 | 1.10086 | 1.10536 | 1.09786 | ||
56 | 2019.09.25 17:14 | t/p | 28 | 10.00 | 1.09786 | 1.10536 | 1.09786 | 3036.00 | 11216.68 |
57 | 2019.09.25 17:30 | sell | 29 | 10.00 | 1.09681 | 1.10131 | 1.09381 | ||
58 | 2019.09.26 11:34 | t/p | 29 | 10.00 | 1.09381 | 1.10131 | 1.09381 | 3108.00 | 14324.68 |
59 | 2019.09.26 18:00 | sell | 30 | 13.71 | 1.09420 | 1.09870 | 1.09120 | ||
60 | 2019.09.26 22:37 | t/p | 30 | 13.71 | 1.09120 | 1.09870 | 1.09120 | 4113.00 | 18437.68 |
61 | 2019.09.26 22:45 | sell | 31 | 17.51 | 1.09164 | 1.09614 | 1.08864 | ||
62 | 2019.10.01 09:09 | t/p | 31 | 17.51 | 1.08864 | 1.09614 | 1.08864 | 5442.11 | 23879.79 |
63 | 2019.10.01 17:40 | buy | 32 | 22.53 | 1.09209 | 1.08709 | 1.09398 | ||
64 | 2019.10.01 19:18 | t/p | 32 | 22.53 | 1.09398 | 1.08709 | 1.09398 | 4258.17 | 28137.96 |
65 | 2019.10.03 11:55 | buy | 33 | 26.27 | 1.09654 | 1.09154 | 1.09843 | ||
66 | 2019.10.03 17:00 | t/p | 33 | 26.27 | 1.09843 | 1.09154 | 1.09843 | 4965.03 | 33102.99 |
67 | 2019.10.03 17:15 | buy | 34 | 30.95 | 1.09906 | 1.09406 | 1.10095 | ||
68 | 2019.10.10 10:05 | t/p | 34 | 30.95 | 1.10095 | 1.09406 | 1.10095 | 3769.71 | 36872.70 |
69 | 2019.10.11 15:40 | sell | 35 | 36.41 | 1.10405 | 1.10855 | 1.10105 | ||
70 | 2019.10.15 12:36 | t/p | 35 | 36.41 | 1.10105 | 1.10855 | 1.10105 | 11185.15 | 48057.85 |
71 | 2019.10.15 17:40 | buy | 36 | 45.07 | 1.10246 | 1.09746 | 1.10435 | ||
72 | 2019.10.15 17:54 | t/p | 36 | 45.07 | 1.10435 | 1.09746 | 1.10435 | 8518.23 | 56576.08 |
73 | 2019.10.15 17:54 | buy | 37 | 52.86 | 1.10455 | 1.09955 | 1.10644 | ||
74 | 2019.10.16 18:31 | t/p | 37 | 52.86 | 1.10644 | 1.09955 | 1.10644 | 9483.08 | 66059.16 |
75 | 2019.10.17 12:50 | buy | 38 | 62.23 | 1.11227 | 1.10727 | 1.11416 | ||
76 | 2019.10.18 14:28 | t/p | 38 | 62.23 | 1.11416 | 1.10727 | 1.11416 | 11164.06 | 77223.23 |
77 | 2019.10.22 21:45 | sell | 39 | 72.67 | 1.11305 | 1.11755 | 1.11005 | ||
78 | 2019.10.24 18:03 | t/p | 39 | 72.67 | 1.11005 | 1.11755 | 1.11005 | 22847.45 | 100070.67 |
79 | 2019.10.24 18:15 | sell | 40 | 94.38 | 1.10970 | 1.11420 | 1.10670 | ||
80 | 2019.10.30 21:09 | s/l | 40 | 94.38 | 1.11420 | 1.11420 | 1.10670 | -41111.93 | 58958.75 |
81 | 2019.10.30 21:20 | buy | 41 | 64.85 | 1.11442 | 1.10942 | 1.11631 | ||
82 | 2019.10.31 03:11 | t/p | 41 | 64.85 | 1.11631 | 1.10942 | 1.11631 | 10388.97 | 69347.72 |
83 | 2019.10.31 13:10 | sell | 42 | 64.85 | 1.11579 | 1.12029 | 1.11279 | ||
84 | 2019.11.04 21:44 | t/p | 42 | 64.85 | 1.11279 | 1.12029 | 1.11279 | 19921.92 | 89269.64 |
85 | 2019.11.05 16:35 | sell | 43 | 84.76 | 1.10915 | 1.11365 | 1.10615 | ||
86 | 2019.11.07 04:45 | t/p | 43 | 84.76 | 1.10615 | 1.11365 | 1.10615 | 26648.54 | 115918.18 |
87 | 2019.11.08 13:20 | sell | 44 | 109.11 | 1.10288 | 1.10738 | 1.09988 | ||
88 | 2019.11.13 19:03 | t/p | 44 | 109.11 | 1.09988 | 1.10738 | 1.09988 | 33911.39 | 149829.57 |
89 | 2019.11.21 17:40 | sell | 45 | 141.68 | 1.10661 | 1.11111 | 1.10361 | ||
90 | 2019.11.22 17:51 | t/p | 45 | 141.68 | 1.10361 | 1.11111 | 1.10361 | 43014.05 | 192843.62 |
91 | 2019.11.29 15:25 | sell | 46 | 183.13 | 1.09855 | 1.10305 | 1.09555 | ||
92 | 2019.12.02 15:42 | s/l | 46 | 183.13 | 1.10305 | 1.10305 | 1.09555 | -81749.23 | 111094.38 |
93 | 2019.12.02 17:35 | buy | 47 | 122.20 | 1.10754 | 1.10254 | 1.10943 | ||
94 | 2019.12.04 15:18 | t/p | 47 | 122.20 | 1.10943 | 1.10254 | 1.10943 | 20749.56 | 131843.94 |
95 | 2019.12.04 19:05 | sell | 48 | 122.20 | 1.10773 | 1.11223 | 1.10473 | ||
96 | 2019.12.06 17:45 | t/p | 48 | 122.20 | 1.10473 | 1.11223 | 1.10473 | 38419.68 | 170263.62 |
97 | 2019.12.06 18:00 | sell | 49 | 161.14 | 1.10503 | 1.10953 | 1.10203 | ||
98 | 2019.12.10 18:06 | s/l | 49 | 161.14 | 1.10953 | 1.10953 | 1.10203 | -71352.79 | 98910.83 |
99 | 2019.12.11 22:05 | buy | 50 | 108.80 | 1.11392 | 1.10892 | 1.11581 | ||
100 | 2019.12.13 00:01 | t/p | 50 | 108.80 | 1.11581 | 1.10892 | 1.11581 | 16385.28 | 115296.11 |
101 | 2019.12.13 00:15 | buy | 51 | 108.80 | 1.11703 | 1.11203 | 1.11892 | ||
102 | 2019.12.13 00:27 | t/p | 51 | 108.80 | 1.11892 | 1.11203 | 1.11892 | 20563.20 | 135859.31 |
103 | 2019.12.13 02:15 | sell | 52 | 126.83 | 1.11750 | 1.12200 | 1.11450 | ||
104 | 2019.12.13 17:07 | t/p | 52 | 126.83 | 1.11450 | 1.12200 | 1.11450 | 38049.00 | 173908.31 |
105 | 2019.12.13 17:20 | sell | 53 | 166.05 | 1.11393 | 1.11843 | 1.11093 | ||
106 | 2019.12.19 17:24 | t/p | 53 | 166.05 | 1.11093 | 1.11843 | 1.11093 | 53401.68 | 227309.99 |
107 | 2019.12.19 17:35 | sell | 54 | 212.55 | 1.11118 | 1.11568 | 1.10818 | ||
108 | 2019.12.20 18:21 | t/p | 54 | 212.55 | 1.10818 | 1.11568 | 1.10818 | 64530.18 | 291840.17 |
109 | 2019.12.31 17:00 | sell | 55 | 277.82 | 1.12199 | 1.12649 | 1.11899 | ||
110 | 2020.01.02 13:33 | t/p | 55 | 277.82 | 1.11899 | 1.12649 | 1.11899 | 87346.61 | 379186.78 |
111 | 2020.01.02 16:40 | sell | 56 | 356.69 | 1.11779 | 1.12229 | 1.11479 | ||
112 | 2020.01.03 11:15 | t/p | 56 | 356.69 | 1.11479 | 1.12229 | 1.11479 | 108291.08 | 487477.86 |
113 | 2020.01.03 12:20 | sell | 57 | 463.45 | 1.11363 | 1.11813 | 1.11063 | ||
114 | 2020.01.03 18:34 | s/l | 57 | 463.45 | 1.11813 | 1.11813 | 1.11063 | -208552.50 | 278925.36 |
115 | 2020.01.07 12:40 | sell | 58 | 340.91 | 1.11722 | 1.12172 | 1.11422 | ||
116 | 2020.01.07 17:22 | t/p | 58 | 340.91 | 1.11422 | 1.12172 | 1.11422 | 102273.00 | 381198.36 |
117 | 2020.01.07 17:55 | sell | 59 | 340.91 | 1.11387 | 1.11837 | 1.11087 | ||
118 | 2020.01.08 23:45 | t/p | 59 | 340.91 | 1.11087 | 1.11837 | 1.11087 | 103500.28 | 484698.64 |
119 | 2020.01.10 16:15 | sell | 60 | 465.91 | 1.10946 | 1.11396 | 1.10646 | ||
120 | 2020.01.13 17:43 | s/l | 60 | 465.91 | 1.11396 | 1.11396 | 1.10646 | -207982.22 | 276716.42 |
121 | 2020.01.15 17:15 | sell | 61 | 338.21 | 1.11444 | 1.11894 | 1.11144 | ||
122 | 2020.01.17 13:01 | t/p | 61 | 338.21 | 1.11144 | 1.11894 | 1.11144 | 106333.22 | 383049.64 |
123 | 2020.01.22 17:10 | sell | 62 | 338.21 | 1.10745 | 1.11195 | 1.10445 | ||
124 | 2020.01.23 17:33 | t/p | 62 | 338.21 | 1.10445 | 1.11195 | 1.10445 | 105115.67 | 488165.31 |
125 | 2020.01.23 17:40 | sell | 63 | 468.17 | 1.10438 | 1.10888 | 1.10138 | ||
126 | 2020.01.27 17:59 | t/p | 63 | 468.17 | 1.10138 | 1.10888 | 1.10138 | 143821.82 | 631987.13 |
127 | 2020.02.05 11:55 | sell | 64 | 596.65 | 1.10237 | 1.10687 | 1.09937 | ||
128 | 2020.02.06 16:59 | t/p | 64 | 596.65 | 1.09937 | 1.10687 | 1.09937 | 185438.82 | 817425.95 |
129 | 2020.02.06 17:25 | sell | 65 | 772.43 | 1.09835 | 1.10285 | 1.09535 | ||
130 | 2020.02.07 12:14 | t/p | 65 | 772.43 | 1.09535 | 1.10285 | 1.09535 | 234509.75 | 1051935.70 |
131 | 2020.02.07 16:20 | sell | 66 | 999.08 | 1.09549 | 1.09999 | 1.09249 | ||
132 | 2020.02.11 13:53 | t/p | 66 | 999.08 | 1.09249 | 1.09999 | 1.09249 | 306917.38 | 1358853.08 |
133 | 2020.02.11 14:00 | sell | 67 | 1000.00 | 1.09127 | 1.09577 | 1.08827 | ||
134 | 2020.02.12 19:14 | t/p | 67 | 1000.00 | 1.08827 | 1.09577 | 1.08827 | 303600.00 | 1662453.08 |
135 | 2020.02.13 13:20 | sell | 68 | 1000.00 | 1.08719 | 1.09169 | 1.08419 | ||
136 | 2020.02.13 17:20 | t/p | 68 | 1000.00 | 1.08419 | 1.09169 | 1.08419 | 300000.00 | 1962453.08 |
137 | 2020.02.13 17:35 | sell | 69 | 1000.00 | 1.08390 | 1.08840 | 1.08090 | ||
138 | 2020.02.13 23:59 | close at stop | 69 | 1000.00 | 1.08404 | 1.08840 | 1.08090 | -14000.00 | 1948453.08 |