Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.01.25 00:00 - 2019.06.21 23:45 (2019.01.25 - 2019.06.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=2; HourEnd=12; TakeProfit=900; Lots=1; MaximumRisk=60; DecreaseFactor=-2.5; Stoploss=600; | ||||
Bars in test | 11165 | Ticks modelled | 4704202 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (11) | ||
Total net profit | 1374903.13 | Gross profit | 2326459.05 | Gross loss | -951555.91 |
Profit factor | 2.44 | Expected payoff | 50922.34 | ||
Absolute drawdown | 22.00 | Maximal drawdown | 567525.11 (65.85%) | Relative drawdown | 87.21% (2947.43) |
Total trades | 27 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
Largest | profit trade | 450720.00 | loss trade | -325570.00 | |
Average | profit trade | 110783.76 | loss trade | -158592.65 | |
Maximum | consecutive wins (profit in money) | 7 (696955.75) | consecutive losses (loss in money) | 2 (-2740.49) | |
Maximal | consecutive profit (count of wins) | 820005.42 (2) | consecutive loss (count of losses) | -325570.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.01.25 02:00 | buy | 1 | 0.25 | 1.13133 | 1.12522 | 1.14033 | ||
2 | 2019.01.25 17:24 | t/p | 1 | 0.25 | 1.14033 | 1.12522 | 1.14033 | 225.00 | 475.00 |
3 | 2019.01.28 02:00 | buy | 2 | 0.48 | 1.14134 | 1.13523 | 1.15034 | ||
4 | 2019.01.31 04:54 | t/p | 2 | 0.48 | 1.15034 | 1.13523 | 1.15034 | 415.94 | 890.94 |
5 | 2019.01.31 04:54 | sell | 3 | 0.89 | 1.15034 | 1.15645 | 1.14134 | ||
6 | 2019.02.05 10:39 | t/p | 3 | 0.89 | 1.14134 | 1.15645 | 1.14134 | 801.64 | 1692.58 |
7 | 2019.02.05 10:39 | sell | 4 | 1.69 | 1.14123 | 1.14734 | 1.13223 | ||
8 | 2019.02.08 18:24 | t/p | 4 | 1.69 | 1.13223 | 1.14734 | 1.13223 | 1523.03 | 3215.61 |
9 | 2019.02.11 02:00 | buy | 5 | 3.22 | 1.13245 | 1.12634 | 1.14145 | ||
10 | 2019.02.12 10:29 | s/l | 5 | 3.22 | 1.12634 | 1.12634 | 1.14145 | -1988.96 | 1226.65 |
11 | 2019.02.12 10:29 | sell | 6 | 1.23 | 1.12634 | 1.13245 | 1.11734 | ||
12 | 2019.02.12 20:07 | s/l | 6 | 1.23 | 1.13245 | 1.13245 | 1.11734 | -751.53 | 475.12 |
13 | 2019.02.13 02:00 | sell | 7 | 0.48 | 1.13332 | 1.13943 | 1.12432 | ||
14 | 2019.02.15 15:28 | t/p | 7 | 0.48 | 1.12432 | 1.13943 | 1.12432 | 432.46 | 907.58 |
15 | 2019.02.18 02:00 | buy | 8 | 0.91 | 1.12957 | 1.12346 | 1.13857 | ||
16 | 2019.02.26 21:05 | t/p | 8 | 0.91 | 1.13857 | 1.12346 | 1.13857 | 770.30 | 1677.88 |
17 | 2019.02.27 02:00 | sell | 9 | 1.68 | 1.13926 | 1.14537 | 1.13026 | ||
18 | 2019.03.05 17:18 | t/p | 9 | 1.68 | 1.13026 | 1.14537 | 1.13026 | 1514.42 | 3192.30 |
19 | 2019.03.06 02:00 | sell | 10 | 3.19 | 1.13056 | 1.13667 | 1.12156 | ||
20 | 2019.03.07 18:51 | t/p | 10 | 3.19 | 1.12156 | 1.13667 | 1.12156 | 2873.30 | 6065.59 |
21 | 2019.03.08 02:00 | buy | 11 | 6.07 | 1.11987 | 1.11376 | 1.12887 | ||
22 | 2019.03.12 17:23 | t/p | 11 | 6.07 | 1.12887 | 1.11376 | 1.12887 | 5381.78 | 11447.38 |
23 | 2019.03.13 02:00 | buy | 12 | 11.45 | 1.12872 | 1.12261 | 1.13772 | ||
24 | 2019.03.20 20:00 | t/p | 12 | 11.45 | 1.13772 | 1.12261 | 1.13772 | 9768.80 | 21216.17 |
25 | 2019.03.21 02:00 | buy | 13 | 21.22 | 1.14291 | 1.13680 | 1.15191 | ||
26 | 2019.03.21 16:55 | s/l | 13 | 21.22 | 1.13680 | 1.13680 | 1.15191 | -12965.42 | 8250.75 |
27 | 2019.03.22 02:00 | sell | 14 | 8.25 | 1.13734 | 1.14345 | 1.12834 | ||
28 | 2019.03.22 16:33 | t/p | 14 | 8.25 | 1.12834 | 1.14345 | 1.12834 | 7425.00 | 15675.75 |
29 | 2019.03.25 02:00 | sell | 15 | 15.68 | 1.12952 | 1.13563 | 1.12052 | ||
30 | 2019.04.01 19:58 | t/p | 15 | 15.68 | 1.12052 | 1.13563 | 1.12052 | 14138.34 | 29814.10 |
31 | 2019.04.02 02:00 | buy | 16 | 29.81 | 1.12069 | 1.11458 | 1.12969 | ||
32 | 2019.04.12 11:06 | t/p | 16 | 29.81 | 1.12969 | 1.11458 | 1.12969 | 24435.85 | 54249.95 |
33 | 2019.04.12 11:06 | sell | 17 | 54.25 | 1.12969 | 1.13580 | 1.12069 | ||
34 | 2019.04.23 16:26 | t/p | 17 | 54.25 | 1.12069 | 1.13580 | 1.12069 | 48942.18 | 103192.13 |
35 | 2019.04.24 02:00 | sell | 18 | 103.19 | 1.12213 | 1.12824 | 1.11313 | ||
36 | 2019.04.25 12:45 | t/p | 18 | 103.19 | 1.11313 | 1.12824 | 1.11313 | 92945.30 | 196137.43 |
37 | 2019.04.26 02:00 | buy | 19 | 196.14 | 1.11378 | 1.10767 | 1.12278 | ||
38 | 2019.04.30 16:47 | t/p | 19 | 196.14 | 1.12278 | 1.10767 | 1.12278 | 173901.65 | 370039.07 |
39 | 2019.05.01 02:00 | sell | 20 | 370.04 | 1.12109 | 1.12720 | 1.11209 | ||
40 | 2019.05.23 16:06 | t/p | 20 | 370.04 | 1.11209 | 1.12720 | 1.11209 | 335167.43 | 705206.50 |
41 | 2019.05.24 02:00 | buy | 21 | 500.00 | 1.11830 | 1.11219 | 1.12730 | ||
42 | 2019.05.30 16:34 | s/l | 21 | 500.00 | 1.11219 | 1.11219 | 1.12730 | -325570.00 | 379636.50 |
43 | 2019.05.31 02:00 | buy | 22 | 379.64 | 1.11338 | 1.10727 | 1.12238 | ||
44 | 2019.06.03 20:25 | t/p | 22 | 379.64 | 1.12238 | 1.10727 | 1.12238 | 339136.21 | 718772.71 |
45 | 2019.06.04 02:00 | sell | 23 | 500.00 | 1.12451 | 1.13062 | 1.11551 | ||
46 | 2019.06.05 15:25 | s/l | 23 | 500.00 | 1.13062 | 1.13062 | 1.11551 | -305380.00 | 413392.71 |
47 | 2019.06.06 02:00 | buy | 24 | 413.39 | 1.12288 | 1.11677 | 1.13188 | ||
48 | 2019.06.07 15:36 | t/p | 24 | 413.39 | 1.13188 | 1.11677 | 1.13188 | 369285.42 | 782678.13 |
49 | 2019.06.10 02:00 | sell | 25 | 500.00 | 1.13165 | 1.13776 | 1.12265 | ||
50 | 2019.06.14 17:51 | t/p | 25 | 500.00 | 1.12265 | 1.13776 | 1.12265 | 450720.00 | 1233398.13 |
51 | 2019.06.17 02:00 | sell | 26 | 500.00 | 1.12142 | 1.12753 | 1.11242 | ||
52 | 2019.06.20 09:06 | s/l | 26 | 500.00 | 1.12753 | 1.12753 | 1.11242 | -304900.00 | 928498.13 |
53 | 2019.06.20 09:06 | buy | 27 | 500.00 | 1.12753 | 1.12142 | 1.13653 | ||
54 | 2019.06.21 20:19 | t/p | 27 | 500.00 | 1.13653 | 1.12142 | 1.13653 | 446655.00 | 1375153.13 |