Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.12.26 08:00 - 2020.03.27 23:45 (2019.12.25 - 2020.03.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Expert_Name="---- RSI_R2_EA_v2.0 ----"; useTimeFilter=true; HourBegin=9; HourEnd=21; LotSize=1; RiskPercent=60; mi="--Moving Average settings--"; MaTrend_Period=245; ri="--RSI settings--"; RSI_Period=18; AssignRSI=false; BuyWhenRsiBelow=55; SellWhenRsiAbove=40; RSI_Overbought_Value=95; RSI_Oversold_Value=20; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; ai="--Moving Average Angle filter settings--"; a2=" Set switch to 1 to use filter"; useMaAngleFilter=0; TrendTimeFrame=0; Threshold=20; PrevShift=3; CurShift=1; st6="--Profit Controls--"; StopLoss=650; TakeProfit=650; useBlutoStopTakeFunctions=0; Slippage=3; tsp0="--Trailing Stop Types--"; tsp1=" 1 = Trail immediately"; tsp2=" 2 = Wait to trail"; tsp3=" 3 = Uses 3 levels before trail"; tsp4=" 4 = Breakeven + Lockin"; tsp5=" 5 = Step trail"; tsp6=" 6 = EMA trail"; tsp7=" 7 = pSAR trail"; tsp8=" 8 = Blutos pSar trail"; UseTrailingStop=false; TrailingStopType=8; ts2="Settings for Type 2"; TrailingStop=15; ts3="Settings for Type 3"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4="Settings for Type 4"; BreakEven=30; LockInPips=1; ts5="Settings for Type 5"; eTrailingStop=10; eTrailingStep=2; ts6="Settings for Type 6"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7="Settings for Type 7"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8="Settings for Type 8"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 6836 | Ticks modelled | 3095271 | Modelling quality | 90.00% |
Mismatched charts errors | 23 | ||||
Initial deposit | 150.00 | Spread | 20 | ||
Total net profit | 1192172.42 | Gross profit | 1847304.94 | Gross loss | -655132.52 |
Profit factor | 2.82 | Expected payoff | 38457.17 | ||
Absolute drawdown | 106.06 | Maximal drawdown | 864955.03 (56.45%) | Relative drawdown | 86.26% (275.83) |
Total trades | 31 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 15 (86.67%) |
Profit trades (% of total) | 27 (87.10%) | Loss trades (% of total) | 4 (12.90%) | ||
Largest | profit trade | 518011.00 | loss trade | -650000.00 | |
Average | profit trade | 68418.70 | loss trade | -163783.13 | |
Maximum | consecutive wins (profit in money) | 13 (1400793.82) | consecutive losses (loss in money) | 1 (-650000.00) | |
Maximal | consecutive profit (count of wins) | 1400793.82 (13) | consecutive loss (count of losses) | -650000.00 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.26 10:45 | buy | 1 | 0.13 | 1.10892 | 1.10242 | 1.11542 | ||
2 | 2019.12.27 16:22 | t/p | 1 | 0.13 | 1.11542 | 1.10242 | 1.11542 | 83.34 | 233.34 |
3 | 2019.12.30 13:15 | buy | 2 | 0.20 | 1.11951 | 1.11301 | 1.12601 | ||
4 | 2020.01.03 15:06 | s/l | 2 | 0.20 | 1.11301 | 1.11301 | 1.12601 | -140.68 | 92.66 |
5 | 2020.01.03 18:30 | sell | 3 | 0.08 | 1.11464 | 1.12114 | 1.10814 | ||
6 | 2020.01.17 19:45 | close | 3 | 0.08 | 1.10887 | 1.12114 | 1.10814 | 47.17 | 139.83 |
7 | 2020.01.20 09:00 | sell | 4 | 0.12 | 1.10964 | 1.11614 | 1.10314 | ||
8 | 2020.01.23 20:15 | close | 4 | 0.12 | 1.10404 | 1.11614 | 1.10314 | 67.74 | 207.57 |
9 | 2020.01.24 12:15 | sell | 5 | 0.18 | 1.10532 | 1.11182 | 1.09882 | ||
10 | 2020.02.06 19:00 | t/p | 5 | 0.18 | 1.09882 | 1.11182 | 1.09882 | 119.11 | 326.68 |
11 | 2020.02.07 09:15 | sell | 6 | 0.29 | 1.09823 | 1.10473 | 1.09173 | ||
12 | 2020.02.10 20:20 | t/p | 6 | 0.29 | 1.09173 | 1.10473 | 1.09173 | 188.76 | 515.44 |
13 | 2020.02.11 11:00 | sell | 7 | 0.46 | 1.09115 | 1.09765 | 1.08465 | ||
14 | 2020.02.13 19:18 | t/p | 7 | 0.46 | 1.08465 | 1.09765 | 1.08465 | 300.66 | 816.09 |
15 | 2020.02.14 09:45 | sell | 8 | 0.74 | 1.08353 | 1.09003 | 1.07703 | ||
16 | 2020.02.26 16:11 | s/l | 8 | 0.74 | 1.09003 | 1.09003 | 1.07703 | -474.34 | 341.75 |
17 | 2020.02.26 17:45 | buy | 9 | 0.31 | 1.08714 | 1.08064 | 1.09364 | ||
18 | 2020.02.27 12:27 | t/p | 9 | 0.31 | 1.09364 | 1.08064 | 1.09364 | 193.22 | 534.98 |
19 | 2020.02.28 12:00 | buy | 10 | 0.48 | 1.09974 | 1.09324 | 1.10624 | ||
20 | 2020.03.02 03:08 | t/p | 10 | 0.48 | 1.10624 | 1.09324 | 1.10624 | 307.73 | 842.71 |
21 | 2020.03.02 09:30 | buy | 11 | 0.75 | 1.10481 | 1.09831 | 1.11131 | ||
22 | 2020.03.02 15:56 | t/p | 11 | 0.75 | 1.11131 | 1.09831 | 1.11131 | 487.50 | 1330.21 |
23 | 2020.03.03 12:00 | buy | 12 | 1.17 | 1.11219 | 1.10569 | 1.11869 | ||
24 | 2020.03.03 19:01 | t/p | 12 | 1.17 | 1.11869 | 1.10569 | 1.11869 | 760.50 | 2090.70 |
25 | 2020.03.04 09:45 | buy | 13 | 1.84 | 1.11593 | 1.10943 | 1.12243 | ||
26 | 2020.03.06 00:33 | t/p | 13 | 1.84 | 1.12243 | 1.10943 | 1.12243 | 1130.50 | 3221.20 |
27 | 2020.03.06 10:30 | buy | 14 | 2.81 | 1.12277 | 1.11627 | 1.12927 | ||
28 | 2020.03.06 13:57 | t/p | 14 | 2.81 | 1.12927 | 1.11627 | 1.12927 | 1826.50 | 5047.70 |
29 | 2020.03.13 16:16 | buy | 15 | 4.45 | 1.11097 | 1.10447 | 1.11747 | ||
30 | 2020.03.16 00:21 | t/p | 15 | 4.45 | 1.11747 | 1.10447 | 1.11747 | 2852.89 | 7900.60 |
31 | 2020.03.16 09:30 | sell | 16 | 6.95 | 1.11360 | 1.12010 | 1.10710 | ||
32 | 2020.03.16 11:26 | s/l | 16 | 6.95 | 1.12010 | 1.12010 | 1.10710 | -4517.50 | 3383.10 |
33 | 2020.03.16 11:26 | sell | 17 | 2.96 | 1.11990 | 1.12640 | 1.11340 | ||
34 | 2020.03.16 16:24 | t/p | 17 | 2.96 | 1.11340 | 1.12640 | 1.11340 | 1924.00 | 5307.10 |
35 | 2020.03.16 17:00 | sell | 18 | 4.66 | 1.11479 | 1.12129 | 1.10829 | ||
36 | 2020.03.17 13:07 | t/p | 18 | 4.66 | 1.10829 | 1.12129 | 1.10829 | 3033.19 | 8340.29 |
37 | 2020.03.18 12:45 | sell | 19 | 7.43 | 1.10065 | 1.10715 | 1.09415 | ||
38 | 2020.03.18 15:58 | t/p | 19 | 7.43 | 1.09415 | 1.10715 | 1.09415 | 4829.50 | 13169.79 |
39 | 2020.03.19 09:30 | sell | 20 | 11.81 | 1.09241 | 1.09891 | 1.08591 | ||
40 | 2020.03.19 10:51 | t/p | 20 | 11.81 | 1.08591 | 1.09891 | 1.08591 | 7676.50 | 20846.29 |
41 | 2020.03.19 17:45 | sell | 21 | 19.24 | 1.07976 | 1.08626 | 1.07326 | ||
42 | 2020.03.19 18:57 | t/p | 21 | 19.24 | 1.07326 | 1.08626 | 1.07326 | 12506.00 | 33352.29 |
43 | 2020.03.20 09:45 | sell | 22 | 30.79 | 1.07737 | 1.08387 | 1.07087 | ||
44 | 2020.03.20 13:06 | t/p | 22 | 30.79 | 1.07087 | 1.08387 | 1.07087 | 20013.50 | 53365.79 |
45 | 2020.03.20 13:30 | sell | 23 | 49.26 | 1.07536 | 1.08186 | 1.06886 | ||
46 | 2020.03.20 16:25 | t/p | 23 | 49.26 | 1.06886 | 1.08186 | 1.06886 | 32019.00 | 85384.79 |
47 | 2020.03.20 17:30 | sell | 24 | 78.82 | 1.07276 | 1.07926 | 1.06626 | ||
48 | 2020.03.20 19:46 | t/p | 24 | 78.82 | 1.06626 | 1.07926 | 1.06626 | 51233.00 | 136617.79 |
49 | 2020.03.23 09:00 | sell | 25 | 126.11 | 1.07490 | 1.08140 | 1.06840 | ||
50 | 2020.03.23 12:33 | t/p | 25 | 126.11 | 1.06840 | 1.08140 | 1.06840 | 81971.50 | 218589.29 |
51 | 2020.03.23 19:15 | buy | 26 | 201.77 | 1.07430 | 1.06780 | 1.08080 | ||
52 | 2020.03.24 03:55 | t/p | 26 | 201.77 | 1.08080 | 1.06780 | 1.08080 | 129354.75 | 347944.04 |
53 | 2020.03.24 09:00 | buy | 27 | 321.18 | 1.07801 | 1.07151 | 1.08451 | ||
54 | 2020.03.24 09:48 | t/p | 27 | 321.18 | 1.08451 | 1.07151 | 1.08451 | 208767.00 | 556711.04 |
55 | 2020.03.24 17:30 | buy | 28 | 513.89 | 1.07847 | 1.07197 | 1.08497 | ||
56 | 2020.03.25 19:54 | t/p | 28 | 513.89 | 1.08497 | 1.07197 | 1.08497 | 329454.88 | 886165.92 |
57 | 2020.03.26 09:30 | buy | 29 | 796.94 | 1.08982 | 1.08332 | 1.09632 | ||
58 | 2020.03.26 14:03 | t/p | 29 | 796.94 | 1.09632 | 1.08332 | 1.09632 | 518011.00 | 1404176.92 |
59 | 2020.03.27 10:30 | buy | 30 | 1000.00 | 1.10267 | 1.09617 | 1.10917 | ||
60 | 2020.03.27 16:21 | s/l | 30 | 1000.00 | 1.09617 | 1.09617 | 1.10917 | -650000.00 | 754176.92 |
61 | 2020.03.27 16:30 | buy | 31 | 674.07 | 1.09656 | 1.09006 | 1.10306 | ||
62 | 2020.03.27 18:24 | t/p | 31 | 674.07 | 1.10306 | 1.09006 | 1.10306 | 438145.50 | 1192322.42 |