Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2018.09.27 00:00 - 2019.03.21 23:55 (2018.09.27 - 2019.03.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=16; HourEnd=17; dProfit=25100; maPerBig=20; ModeBig=2; appPriceBig=2; maPerSmal=15; ModeSmal=1; appPriceSmal=0; maDif=5; advPeriod=42; appPriceAdx=4; advLevelMa=9; advLevelPl=24; advLevelMi=16; TakeProfit=15; StopLoss=35; UseMM=true; lots=0.1; MaximumRisk=85; DecreaseFactor=5; | ||||
Bars in test | 36494 | Ticks modelled | 6992595 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (10) | ||
Total net profit | 1097035.29 | Gross profit | 1447035.29 | Gross loss | -350000.00 |
Profit factor | 4.13 | Expected payoff | 14824.80 | ||
Absolute drawdown | 137.86 | Maximal drawdown | 345380.00 (37.42%) | Relative drawdown | 83.79% (1743.86) |
Total trades | 74 | Short positions (won %) | 61 (96.72%) | Long positions (won %) | 13 (100.00%) |
Profit trades (% of total) | 72 (97.30%) | Loss trades (% of total) | 2 (2.70%) | ||
Largest | profit trade | 26500.00 | loss trade | -175000.00 | |
Average | profit trade | 20097.71 | loss trade | -175000.00 | |
Maximum | consecutive wins (profit in money) | 51 (910760.29) | consecutive losses (loss in money) | 1 (-175000.00) | |
Maximal | consecutive profit (count of wins) | 910760.29 (51) | consecutive loss (count of losses) | -175000.00 (1) | |
Average | consecutive wins | 24 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.09.27 16:00 | sell | 1 | 0.61 | 1.16744 | 1.17094 | 1.16594 | ||
2 | 2018.09.27 21:09 | t/p | 1 | 0.61 | 1.16594 | 1.17094 | 1.16594 | 91.50 | 341.50 |
3 | 2018.10.01 16:15 | sell | 2 | 0.83 | 1.15964 | 1.16314 | 1.15814 | ||
4 | 2018.10.01 17:41 | t/p | 2 | 0.83 | 1.15814 | 1.16314 | 1.15814 | 124.50 | 466.00 |
5 | 2018.10.03 16:00 | sell | 3 | 1.13 | 1.15290 | 1.15640 | 1.15140 | ||
6 | 2018.10.03 19:58 | t/p | 3 | 1.13 | 1.15140 | 1.15640 | 1.15140 | 169.50 | 635.50 |
7 | 2018.10.12 16:15 | sell | 4 | 1.54 | 1.15536 | 1.15886 | 1.15386 | ||
8 | 2018.10.12 17:07 | t/p | 4 | 1.54 | 1.15386 | 1.15886 | 1.15386 | 231.00 | 866.50 |
9 | 2018.10.18 16:05 | sell | 5 | 2.10 | 1.14992 | 1.15342 | 1.14842 | ||
10 | 2018.10.18 17:13 | t/p | 5 | 2.10 | 1.14842 | 1.15342 | 1.14842 | 315.00 | 1181.50 |
11 | 2018.10.22 16:25 | sell | 6 | 2.87 | 1.14776 | 1.15126 | 1.14626 | ||
12 | 2018.10.22 18:36 | t/p | 6 | 2.87 | 1.14626 | 1.15126 | 1.14626 | 430.50 | 1612.00 |
13 | 2018.10.23 16:15 | sell | 7 | 3.91 | 1.14615 | 1.14965 | 1.14465 | ||
14 | 2018.10.24 10:30 | t/p | 7 | 3.91 | 1.14465 | 1.14965 | 1.14465 | 587.44 | 2199.44 |
15 | 2018.10.25 16:30 | sell | 8 | 5.34 | 1.13883 | 1.14233 | 1.13733 | ||
16 | 2018.10.25 16:40 | t/p | 8 | 5.34 | 1.13733 | 1.14233 | 1.13733 | 801.00 | 3000.44 |
17 | 2018.10.25 16:45 | sell | 9 | 7.29 | 1.13776 | 1.14126 | 1.13626 | ||
18 | 2018.10.25 20:44 | t/p | 9 | 7.29 | 1.13626 | 1.14126 | 1.13626 | 1093.50 | 4093.94 |
19 | 2018.10.29 16:20 | sell | 10 | 9.94 | 1.13684 | 1.14034 | 1.13534 | ||
20 | 2018.10.30 12:23 | t/p | 10 | 9.94 | 1.13534 | 1.14034 | 1.13534 | 1493.39 | 5587.32 |
21 | 2018.11.05 16:30 | buy | 11 | 13.57 | 1.13907 | 1.13557 | 1.14057 | ||
22 | 2018.11.05 20:21 | t/p | 11 | 13.57 | 1.14057 | 1.13557 | 1.14057 | 2035.50 | 7622.82 |
23 | 2018.11.16 16:00 | buy | 12 | 18.51 | 1.13895 | 1.13545 | 1.14045 | ||
24 | 2018.11.16 16:22 | t/p | 12 | 18.51 | 1.14045 | 1.13545 | 1.14045 | 2776.50 | 10399.32 |
25 | 2018.11.16 16:25 | buy | 13 | 25.26 | 1.14071 | 1.13721 | 1.14221 | ||
26 | 2018.11.19 10:13 | t/p | 13 | 25.26 | 1.14221 | 1.13721 | 1.14221 | 3620.01 | 14019.33 |
27 | 2018.11.20 16:05 | sell | 14 | 34.05 | 1.14051 | 1.14401 | 1.13901 | ||
28 | 2018.11.20 17:02 | t/p | 14 | 34.05 | 1.13901 | 1.14401 | 1.13901 | 5107.50 | 19126.83 |
29 | 2018.11.26 16:30 | sell | 15 | 46.45 | 1.13540 | 1.13890 | 1.13390 | ||
30 | 2018.11.26 17:58 | t/p | 15 | 46.45 | 1.13390 | 1.13890 | 1.13390 | 6967.50 | 26094.33 |
31 | 2018.11.27 16:55 | sell | 16 | 63.37 | 1.13019 | 1.13369 | 1.12869 | ||
32 | 2018.11.27 18:12 | t/p | 16 | 63.37 | 1.12869 | 1.13369 | 1.12869 | 9505.50 | 35599.83 |
33 | 2018.11.30 16:35 | sell | 17 | 86.46 | 1.13491 | 1.13841 | 1.13341 | ||
34 | 2018.11.30 16:48 | t/p | 17 | 86.46 | 1.13341 | 1.13841 | 1.13341 | 12969.00 | 48568.83 |
35 | 2018.11.30 16:50 | sell | 18 | 117.95 | 1.13367 | 1.13717 | 1.13217 | ||
36 | 2018.11.30 17:57 | t/p | 18 | 117.95 | 1.13217 | 1.13717 | 1.13217 | 17692.50 | 66261.33 |
37 | 2018.12.05 16:55 | sell | 19 | 160.92 | 1.13276 | 1.13626 | 1.13126 | ||
38 | 2018.12.05 17:00 | t/p | 19 | 160.92 | 1.13126 | 1.13626 | 1.13126 | 24138.00 | 90399.33 |
39 | 2018.12.06 16:20 | buy | 20 | 219.54 | 1.13920 | 1.13570 | 1.14070 | ||
40 | 2018.12.06 17:24 | close | 20 | 219.54 | 1.14035 | 1.13570 | 1.14070 | 25247.10 | 115646.43 |
41 | 2018.12.10 16:15 | sell | 21 | 280.86 | 1.14061 | 1.14411 | 1.13911 | ||
42 | 2018.12.10 16:18 | close | 21 | 280.86 | 1.13971 | 1.14411 | 1.13911 | 25277.40 | 140923.83 |
43 | 2018.12.10 16:18 | sell | 22 | 342.24 | 1.13960 | 1.14310 | 1.13810 | ||
44 | 2018.12.10 17:57 | close | 22 | 342.24 | 1.13885 | 1.14310 | 1.13810 | 25668.00 | 166591.83 |
45 | 2018.12.11 16:00 | sell | 23 | 404.58 | 1.13693 | 1.14043 | 1.13543 | ||
46 | 2018.12.11 16:04 | close | 23 | 404.58 | 1.13630 | 1.14043 | 1.13543 | 25488.54 | 192080.37 |
47 | 2018.12.11 16:04 | sell | 24 | 466.48 | 1.13619 | 1.13969 | 1.13469 | ||
48 | 2018.12.11 16:19 | close | 24 | 466.48 | 1.13565 | 1.13969 | 1.13469 | 25189.92 | 217270.29 |
49 | 2018.12.11 16:20 | sell | 25 | 500.00 | 1.13553 | 1.13903 | 1.13403 | ||
50 | 2018.12.11 16:20 | close | 25 | 500.00 | 1.13501 | 1.13903 | 1.13403 | 26000.00 | 243270.29 |
51 | 2018.12.11 16:20 | sell | 26 | 500.00 | 1.13490 | 1.13840 | 1.13340 | ||
52 | 2018.12.11 16:21 | close | 26 | 500.00 | 1.13439 | 1.13840 | 1.13340 | 25500.00 | 268770.29 |
53 | 2018.12.11 16:21 | sell | 27 | 500.00 | 1.13427 | 1.13777 | 1.13277 | ||
54 | 2018.12.11 16:29 | close | 27 | 500.00 | 1.13376 | 1.13777 | 1.13277 | 25500.00 | 294270.29 |
55 | 2018.12.11 16:29 | sell | 28 | 500.00 | 1.13364 | 1.13714 | 1.13214 | ||
56 | 2018.12.11 17:24 | close | 28 | 500.00 | 1.13313 | 1.13714 | 1.13214 | 25500.00 | 319770.29 |
57 | 2018.12.17 16:20 | sell | 29 | 500.00 | 1.13381 | 1.13731 | 1.13231 | ||
58 | 2018.12.17 17:07 | close | 29 | 500.00 | 1.13329 | 1.13731 | 1.13231 | 26000.00 | 345770.29 |
59 | 2018.12.18 16:25 | sell | 30 | 500.00 | 1.13700 | 1.14050 | 1.13550 | ||
60 | 2018.12.18 16:59 | close | 30 | 500.00 | 1.13649 | 1.14050 | 1.13550 | 25500.00 | 371270.29 |
61 | 2018.12.19 16:40 | buy | 31 | 500.00 | 1.14199 | 1.13849 | 1.14349 | ||
62 | 2018.12.19 16:46 | close | 31 | 500.00 | 1.14250 | 1.13849 | 1.14349 | 25500.00 | 396770.29 |
63 | 2018.12.19 16:46 | buy | 32 | 500.00 | 1.14261 | 1.13911 | 1.14411 | ||
64 | 2018.12.19 16:56 | close | 32 | 500.00 | 1.14312 | 1.13911 | 1.14411 | 25500.00 | 422270.29 |
65 | 2018.12.19 16:56 | buy | 33 | 500.00 | 1.14323 | 1.13973 | 1.14473 | ||
66 | 2018.12.19 17:21 | close | 33 | 500.00 | 1.14374 | 1.13973 | 1.14473 | 25500.00 | 447770.29 |
67 | 2018.12.20 16:30 | sell | 34 | 500.00 | 1.14459 | 1.14809 | 1.14309 | ||
68 | 2018.12.20 17:01 | close | 34 | 500.00 | 1.14408 | 1.14809 | 1.14309 | 25500.00 | 473270.29 |
69 | 2018.12.31 16:25 | sell | 35 | 500.00 | 1.14417 | 1.14767 | 1.14267 | ||
70 | 2018.12.31 16:31 | close | 35 | 500.00 | 1.14366 | 1.14767 | 1.14267 | 25500.00 | 498770.29 |
71 | 2018.12.31 16:35 | sell | 36 | 500.00 | 1.14408 | 1.14758 | 1.14258 | ||
72 | 2018.12.31 16:56 | close | 36 | 500.00 | 1.14356 | 1.14758 | 1.14258 | 26000.00 | 524770.29 |
73 | 2019.01.02 16:20 | sell | 37 | 500.00 | 1.13698 | 1.14048 | 1.13548 | ||
74 | 2019.01.02 16:20 | close | 37 | 500.00 | 1.13645 | 1.14048 | 1.13548 | 26500.00 | 551270.29 |
75 | 2019.01.02 16:20 | sell | 38 | 500.00 | 1.13633 | 1.13983 | 1.13483 | ||
76 | 2019.01.02 17:21 | close | 38 | 500.00 | 1.13582 | 1.13983 | 1.13483 | 25500.00 | 576770.29 |
77 | 2019.01.04 16:05 | sell | 39 | 500.00 | 1.13703 | 1.14053 | 1.13553 | ||
78 | 2019.01.04 16:06 | close | 39 | 500.00 | 1.13652 | 1.14053 | 1.13553 | 25500.00 | 602270.29 |
79 | 2019.01.04 16:06 | sell | 40 | 500.00 | 1.13641 | 1.13991 | 1.13491 | ||
80 | 2019.01.04 16:23 | close | 40 | 500.00 | 1.13590 | 1.13991 | 1.13491 | 25500.00 | 627770.29 |
81 | 2019.01.04 16:25 | sell | 41 | 500.00 | 1.13582 | 1.13932 | 1.13432 | ||
82 | 2019.01.04 16:30 | close | 41 | 500.00 | 1.13530 | 1.13932 | 1.13432 | 26000.00 | 653770.29 |
83 | 2019.01.04 16:35 | sell | 42 | 500.00 | 1.13515 | 1.13865 | 1.13365 | ||
84 | 2019.01.04 17:20 | close | 42 | 500.00 | 1.13464 | 1.13865 | 1.13365 | 25500.00 | 679270.29 |
85 | 2019.01.11 16:20 | sell | 43 | 500.00 | 1.14922 | 1.15272 | 1.14772 | ||
86 | 2019.01.11 16:21 | close | 43 | 500.00 | 1.14870 | 1.15272 | 1.14772 | 26000.00 | 705270.29 |
87 | 2019.01.11 16:21 | sell | 44 | 500.00 | 1.14861 | 1.15211 | 1.14711 | ||
88 | 2019.01.11 16:23 | close | 44 | 500.00 | 1.14809 | 1.15211 | 1.14711 | 26000.00 | 731270.29 |
89 | 2019.01.11 16:23 | sell | 45 | 500.00 | 1.14798 | 1.15148 | 1.14648 | ||
90 | 2019.01.11 16:46 | close | 45 | 500.00 | 1.14747 | 1.15148 | 1.14648 | 25500.00 | 756770.29 |
91 | 2019.01.11 16:50 | sell | 46 | 500.00 | 1.14606 | 1.14956 | 1.14456 | ||
92 | 2019.01.14 09:18 | close | 46 | 500.00 | 1.14556 | 1.14956 | 1.14456 | 25120.00 | 781890.29 |
93 | 2019.01.18 16:35 | sell | 47 | 500.00 | 1.13870 | 1.14220 | 1.13720 | ||
94 | 2019.01.18 16:43 | close | 47 | 500.00 | 1.13819 | 1.14220 | 1.13720 | 25500.00 | 807390.29 |
95 | 2019.01.18 16:43 | sell | 48 | 500.00 | 1.13808 | 1.14158 | 1.13658 | ||
96 | 2019.01.18 16:44 | close | 48 | 500.00 | 1.13756 | 1.14158 | 1.13658 | 26000.00 | 833390.29 |
97 | 2019.01.18 16:44 | sell | 49 | 500.00 | 1.13745 | 1.14095 | 1.13595 | ||
98 | 2019.01.18 17:05 | close | 49 | 500.00 | 1.13693 | 1.14095 | 1.13595 | 26000.00 | 859390.29 |
99 | 2019.01.21 16:25 | sell | 50 | 500.00 | 1.13584 | 1.13934 | 1.13434 | ||
100 | 2019.01.22 08:23 | close | 50 | 500.00 | 1.13532 | 1.13934 | 1.13434 | 26120.00 | 885510.29 |
101 | 2019.01.22 16:00 | sell | 51 | 500.00 | 1.13453 | 1.13803 | 1.13303 | ||
102 | 2019.01.22 16:01 | close | 51 | 500.00 | 1.13402 | 1.13803 | 1.13303 | 25500.00 | 911010.29 |
103 | 2019.01.22 16:01 | sell | 52 | 500.00 | 1.13390 | 1.13740 | 1.13240 | ||
104 | 2019.01.22 20:02 | s/l | 52 | 500.00 | 1.13740 | 1.13740 | 1.13240 | -175000.00 | 736010.29 |
105 | 2019.01.25 16:35 | buy | 53 | 500.00 | 1.13768 | 1.13418 | 1.13918 | ||
106 | 2019.01.25 16:44 | close | 53 | 500.00 | 1.13819 | 1.13418 | 1.13918 | 25500.00 | 761510.29 |
107 | 2019.01.25 16:45 | buy | 54 | 500.00 | 1.13827 | 1.13477 | 1.13977 | ||
108 | 2019.01.25 16:57 | close | 54 | 500.00 | 1.13878 | 1.13477 | 1.13977 | 25500.00 | 787010.29 |
109 | 2019.01.30 16:10 | sell | 55 | 500.00 | 1.14096 | 1.14446 | 1.13946 | ||
110 | 2019.01.30 21:00 | s/l | 55 | 500.00 | 1.14446 | 1.14446 | 1.13946 | -175000.00 | 612010.29 |
111 | 2019.02.04 16:25 | sell | 56 | 500.00 | 1.14353 | 1.14703 | 1.14203 | ||
112 | 2019.02.04 16:51 | close | 56 | 500.00 | 1.14302 | 1.14703 | 1.14203 | 25500.00 | 637510.29 |
113 | 2019.02.04 16:51 | sell | 57 | 500.00 | 1.14291 | 1.14641 | 1.14141 | ||
114 | 2019.02.05 09:17 | close | 57 | 500.00 | 1.14241 | 1.14641 | 1.14141 | 25120.00 | 662630.29 |
115 | 2019.02.05 16:45 | sell | 58 | 500.00 | 1.14236 | 1.14586 | 1.14086 | ||
116 | 2019.02.05 16:56 | close | 58 | 500.00 | 1.14185 | 1.14586 | 1.14086 | 25500.00 | 688130.29 |
117 | 2019.02.06 16:05 | sell | 59 | 500.00 | 1.13837 | 1.14187 | 1.13687 | ||
118 | 2019.02.06 17:51 | close | 59 | 500.00 | 1.13786 | 1.14187 | 1.13687 | 25500.00 | 713630.29 |
119 | 2019.02.13 16:10 | sell | 60 | 500.00 | 1.12814 | 1.13164 | 1.12664 | ||
120 | 2019.02.13 19:25 | close | 60 | 500.00 | 1.12763 | 1.13164 | 1.12664 | 25500.00 | 739130.29 |
121 | 2019.02.19 16:20 | buy | 61 | 500.00 | 1.13105 | 1.12755 | 1.13255 | ||
122 | 2019.02.19 16:44 | close | 61 | 500.00 | 1.13156 | 1.12755 | 1.13255 | 25500.00 | 764630.29 |
123 | 2019.02.19 16:44 | buy | 62 | 500.00 | 1.13167 | 1.12817 | 1.13317 | ||
124 | 2019.02.19 16:59 | close | 62 | 500.00 | 1.13218 | 1.12817 | 1.13317 | 25500.00 | 790130.29 |
125 | 2019.02.19 16:59 | buy | 63 | 500.00 | 1.13229 | 1.12879 | 1.13379 | ||
126 | 2019.02.19 17:16 | close | 63 | 500.00 | 1.13280 | 1.12879 | 1.13379 | 25500.00 | 815630.29 |
127 | 2019.03.04 16:35 | sell | 64 | 500.00 | 1.13304 | 1.13654 | 1.13154 | ||
128 | 2019.03.04 16:47 | close | 64 | 500.00 | 1.13253 | 1.13654 | 1.13154 | 25500.00 | 841130.29 |
129 | 2019.03.04 16:47 | sell | 65 | 500.00 | 1.13241 | 1.13591 | 1.13091 | ||
130 | 2019.03.04 17:28 | close | 65 | 500.00 | 1.13190 | 1.13591 | 1.13091 | 25500.00 | 866630.29 |
131 | 2019.03.07 16:05 | sell | 66 | 500.00 | 1.12539 | 1.12889 | 1.12389 | ||
132 | 2019.03.07 16:06 | close | 66 | 500.00 | 1.12488 | 1.12889 | 1.12389 | 25500.00 | 892130.29 |
133 | 2019.03.07 16:06 | sell | 67 | 500.00 | 1.12479 | 1.12829 | 1.12329 | ||
134 | 2019.03.07 16:33 | close | 67 | 500.00 | 1.12428 | 1.12829 | 1.12329 | 25500.00 | 917630.29 |
135 | 2019.03.07 16:33 | sell | 68 | 500.00 | 1.12417 | 1.12767 | 1.12267 | ||
136 | 2019.03.07 16:43 | close | 68 | 500.00 | 1.12365 | 1.12767 | 1.12267 | 26000.00 | 943630.29 |
137 | 2019.03.07 16:45 | sell | 69 | 500.00 | 1.12347 | 1.12697 | 1.12197 | ||
138 | 2019.03.07 18:01 | close | 69 | 500.00 | 1.12296 | 1.12697 | 1.12197 | 25500.00 | 969130.29 |
139 | 2019.03.11 16:55 | sell | 70 | 500.00 | 1.12394 | 1.12744 | 1.12244 | ||
140 | 2019.03.11 17:20 | close | 70 | 500.00 | 1.12343 | 1.12744 | 1.12244 | 25500.00 | 994630.29 |
141 | 2019.03.15 16:15 | buy | 71 | 500.00 | 1.13418 | 1.13068 | 1.13568 | ||
142 | 2019.03.18 09:47 | close | 71 | 500.00 | 1.13475 | 1.13068 | 1.13568 | 25155.00 | 1019785.29 |
143 | 2019.03.21 16:40 | sell | 72 | 500.00 | 1.13796 | 1.14146 | 1.13646 | ||
144 | 2019.03.21 16:43 | close | 72 | 500.00 | 1.13745 | 1.14146 | 1.13646 | 25500.00 | 1045285.29 |
145 | 2019.03.21 16:43 | sell | 73 | 500.00 | 1.13733 | 1.14083 | 1.13583 | ||
146 | 2019.03.21 16:55 | close | 73 | 500.00 | 1.13681 | 1.14083 | 1.13583 | 26000.00 | 1071285.29 |
147 | 2019.03.21 16:55 | sell | 74 | 500.00 | 1.13670 | 1.14020 | 1.13520 | ||
148 | 2019.03.21 17:34 | close | 74 | 500.00 | 1.13618 | 1.14020 | 1.13520 | 26000.00 | 1097285.29 |