Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2019.10.17 00:00 - 2020.01.13 20:00 (2019.10.17 - 2020.01.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Expert_Name="LSMA_Daily"; LSMAShortPeriod=15; LSMALongPeriod=41; mm="---Money Management---"; useTimeFilter=true; StartHour=0; EndHour=20; RiskPercent=70; Lots=1; UseMoneyManagement=true; st6="--Profit Controls--"; StopLoss=400; TakeProfit=550; Slippage=3; | ||||
Bars in test | 1365 | Ticks modelled | 1515978 | Modelling quality | 90.00% |
Mismatched charts errors | 64 | ||||
Initial deposit | 500.00 | Spread | 25 | ||
Total net profit | 1478411.62 | Gross profit | 2299395.71 | Gross loss | -820984.09 |
Profit factor | 2.80 | Expected payoff | 44800.35 | ||
Absolute drawdown | 255.20 | Maximal drawdown | 650621.53 (68.38%) | Relative drawdown | 93.23% (341208.12) |
Total trades | 33 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 17 (70.59%) |
Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
Largest | profit trade | 535800.00 | loss trade | -421400.00 | |
Average | profit trade | 104517.99 | loss trade | -74634.92 | |
Maximum | consecutive wins (profit in money) | 8 (43116.52) | consecutive losses (loss in money) | 2 (-30679.65) | |
Maximal | consecutive profit (count of wins) | 910572.11 (2) | consecutive loss (count of losses) | -421400.00 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.17 00:00 | sell | 1 | 0.88 | 1.10710 | 1.11135 | 1.10185 | ||
2 | 2019.10.17 04:00 | close | 1 | 0.88 | 1.10850 | 1.11135 | 1.10185 | -123.20 | 376.80 |
3 | 2019.10.17 04:00 | buy | 2 | 0.66 | 1.10850 | 1.10425 | 1.11375 | ||
4 | 2019.10.17 12:38 | t/p | 2 | 0.66 | 1.11375 | 1.10425 | 1.11375 | 346.50 | 723.30 |
5 | 2019.10.17 16:00 | buy | 3 | 1.27 | 1.11195 | 1.10770 | 1.11720 | ||
6 | 2019.10.21 11:14 | t/p | 3 | 1.27 | 1.11720 | 1.10770 | 1.11720 | 642.37 | 1365.67 |
7 | 2019.10.21 12:00 | buy | 4 | 2.39 | 1.11693 | 1.11268 | 1.12218 | ||
8 | 2019.10.22 04:00 | close | 4 | 2.39 | 1.11540 | 1.11268 | 1.12218 | -388.61 | 977.05 |
9 | 2019.10.22 04:00 | sell | 5 | 1.71 | 1.11540 | 1.11965 | 1.11015 | ||
10 | 2019.10.24 18:03 | t/p | 5 | 1.71 | 1.11015 | 1.11965 | 1.11015 | 922.37 | 1899.43 |
11 | 2019.10.25 00:00 | sell | 6 | 3.32 | 1.11036 | 1.11461 | 1.10511 | ||
12 | 2019.10.29 04:00 | close | 6 | 3.32 | 1.10967 | 1.11461 | 1.10511 | 252.98 | 2152.41 |
13 | 2019.10.29 04:00 | buy | 7 | 3.77 | 1.10967 | 1.10542 | 1.11492 | ||
14 | 2019.10.30 21:24 | t/p | 7 | 3.77 | 1.11492 | 1.10542 | 1.11492 | 1943.06 | 4095.47 |
15 | 2019.10.31 00:00 | buy | 8 | 7.17 | 1.11541 | 1.11116 | 1.12066 | ||
16 | 2019.11.04 12:00 | close | 8 | 7.17 | 1.11649 | 1.11116 | 1.12066 | 636.70 | 4732.16 |
17 | 2019.11.04 12:00 | sell | 9 | 8.28 | 1.11649 | 1.12074 | 1.11124 | ||
18 | 2019.11.05 14:09 | t/p | 9 | 8.28 | 1.11124 | 1.12074 | 1.11124 | 4376.81 | 9108.97 |
19 | 2019.11.05 16:00 | sell | 10 | 15.94 | 1.10992 | 1.11417 | 1.10467 | ||
20 | 2019.11.07 17:51 | t/p | 10 | 15.94 | 1.10467 | 1.11417 | 1.10467 | 8598.04 | 17707.01 |
21 | 2019.11.08 00:00 | sell | 11 | 30.99 | 1.10492 | 1.10917 | 1.09967 | ||
22 | 2019.11.11 08:00 | close | 11 | 30.99 | 1.10277 | 1.10917 | 1.09967 | 6774.41 | 24481.42 |
23 | 2019.11.11 08:00 | buy | 12 | 42.84 | 1.10277 | 1.09852 | 1.10802 | ||
24 | 2019.11.18 17:59 | t/p | 12 | 42.84 | 1.10802 | 1.09852 | 1.10802 | 19612.15 | 44093.57 |
25 | 2019.11.19 00:00 | buy | 13 | 77.16 | 1.10743 | 1.10318 | 1.11268 | ||
26 | 2019.11.20 16:00 | close | 13 | 77.16 | 1.10638 | 1.10318 | 1.11268 | -8842.54 | 35251.04 |
27 | 2019.11.20 16:00 | sell | 14 | 61.69 | 1.10638 | 1.11063 | 1.10113 | ||
28 | 2019.11.25 15:06 | t/p | 14 | 61.69 | 1.10113 | 1.11063 | 1.10113 | 33497.67 | 68748.71 |
29 | 2019.11.25 16:00 | sell | 15 | 120.31 | 1.10164 | 1.10589 | 1.09639 | ||
30 | 2019.11.27 04:00 | close | 15 | 120.31 | 1.10186 | 1.10589 | 1.09639 | -1780.59 | 66968.12 |
31 | 2019.11.27 04:00 | buy | 16 | 117.19 | 1.10186 | 1.09761 | 1.10711 | ||
32 | 2019.12.02 17:23 | t/p | 16 | 117.19 | 1.10711 | 1.09761 | 1.10711 | 55899.63 | 122867.75 |
33 | 2019.12.03 00:00 | buy | 17 | 215.02 | 1.10807 | 1.10382 | 1.11332 | ||
34 | 2019.12.05 08:00 | close | 17 | 215.02 | 1.10831 | 1.10382 | 1.11332 | -3096.29 | 119771.46 |
35 | 2019.12.05 08:00 | sell | 18 | 209.60 | 1.10831 | 1.11256 | 1.10306 | ||
36 | 2019.12.11 04:00 | close | 18 | 209.60 | 1.10977 | 1.11256 | 1.10306 | -27583.36 | 92188.10 |
37 | 2019.12.11 04:00 | buy | 19 | 161.33 | 1.10977 | 1.10552 | 1.11502 | ||
38 | 2019.12.12 15:38 | t/p | 19 | 161.33 | 1.11502 | 1.10552 | 1.11502 | 80051.95 | 172240.05 |
39 | 2019.12.12 16:00 | buy | 20 | 301.42 | 1.11410 | 1.10985 | 1.11935 | ||
40 | 2019.12.13 00:30 | t/p | 20 | 301.42 | 1.11935 | 1.10985 | 1.11935 | 155351.87 | 327591.92 |
41 | 2019.12.13 04:00 | buy | 21 | 573.29 | 1.11793 | 1.11368 | 1.12318 | ||
42 | 2019.12.13 17:07 | s/l | 21 | 573.29 | 1.11368 | 1.11368 | 1.12318 | -243648.25 | 83943.67 |
43 | 2019.12.16 00:02 | buy | 22 | 146.90 | 1.11284 | 1.10859 | 1.11809 | ||
44 | 2019.12.16 12:00 | close | 22 | 146.90 | 1.11347 | 1.10859 | 1.11809 | 9254.70 | 93198.37 |
45 | 2019.12.16 12:00 | sell | 23 | 163.10 | 1.11347 | 1.11772 | 1.10822 | ||
46 | 2019.12.20 18:21 | t/p | 23 | 163.10 | 1.10822 | 1.11772 | 1.10822 | 89150.46 | 182348.83 |
47 | 2019.12.23 00:00 | sell | 24 | 319.11 | 1.10750 | 1.11175 | 1.10225 | ||
48 | 2019.12.24 20:00 | close | 24 | 319.11 | 1.10902 | 1.11175 | 1.10225 | -47355.92 | 134992.90 |
49 | 2019.12.26 06:00 | buy | 25 | 236.24 | 1.10925 | 1.10500 | 1.11450 | ||
50 | 2019.12.27 12:56 | t/p | 25 | 236.24 | 1.11450 | 1.10500 | 1.11450 | 121758.10 | 256751.00 |
51 | 2019.12.27 16:00 | buy | 26 | 449.31 | 1.11559 | 1.11134 | 1.12084 | ||
52 | 2019.12.30 05:15 | t/p | 26 | 449.31 | 1.12084 | 1.11134 | 1.12084 | 231574.37 | 488325.37 |
53 | 2019.12.30 08:00 | buy | 27 | 854.57 | 1.12050 | 1.11625 | 1.12575 | ||
54 | 2020.01.02 12:00 | close | 27 | 854.57 | 1.12029 | 1.11625 | 1.12575 | -58965.33 | 429360.04 |
55 | 2020.01.02 12:00 | sell | 28 | 751.38 | 1.12029 | 1.12454 | 1.11504 | ||
56 | 2020.01.03 11:12 | t/p | 28 | 751.38 | 1.11504 | 1.12454 | 1.11504 | 397179.47 | 826539.51 |
57 | 2020.01.03 12:00 | sell | 29 | 1000.00 | 1.11400 | 1.11825 | 1.10875 | ||
58 | 2020.01.06 11:00 | s/l | 29 | 1000.00 | 1.11825 | 1.11825 | 1.10875 | -421400.00 | 405139.51 |
59 | 2020.01.06 12:00 | sell | 30 | 708.99 | 1.11932 | 1.12357 | 1.11407 | ||
60 | 2020.01.07 17:23 | t/p | 30 | 708.99 | 1.11407 | 1.12357 | 1.11407 | 374772.11 | 779911.62 |
61 | 2020.01.08 00:00 | sell | 31 | 1000.00 | 1.11529 | 1.11954 | 1.11004 | ||
62 | 2020.01.09 12:03 | t/p | 31 | 1000.00 | 1.11004 | 1.11954 | 1.11004 | 535800.00 | 1315711.62 |
63 | 2020.01.09 16:00 | sell | 32 | 1000.00 | 1.11139 | 1.11564 | 1.10614 | ||
64 | 2020.01.13 00:00 | close | 32 | 1000.00 | 1.11154 | 1.11564 | 1.10614 | -7800.00 | 1307911.62 |
65 | 2020.01.13 00:00 | buy | 33 | 1000.00 | 1.11154 | 1.10729 | 1.11679 | ||
66 | 2020.01.13 23:59 | close at stop | 33 | 1000.00 | 1.11325 | 1.10729 | 1.11679 | 171000.00 | 1478911.62 |