Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 2019.01.07 00:00 - 2019.05.29 00:00 (2019.01.05 - 2019.05.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RSIPeriod=24; HiHiLVL=70; HiLoLVL=85; LoHiLVL=25; LoLoLVL=15; TrailingStop=825; TP=100; SL=15; UseMM=true; PercentMM=40; Lots=0.1; | ||||
Bars in test | 1102 | Ticks modelled | 4579759 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 5000.00 | Spread | Current (9) | ||
Total net profit | 2746238.28 | Gross profit | 4156115.28 | Gross loss | -1409877.00 |
Profit factor | 2.95 | Expected payoff | 144538.86 | ||
Absolute drawdown | 186.62 | Maximal drawdown | 1008140.00 (38.57%) | Relative drawdown | 75.40% (599186.02) |
Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (44.44%) |
Profit trades (% of total) | 9 (47.37%) | Loss trades (% of total) | 10 (52.63%) | ||
Largest | profit trade | 1002400.00 | loss trade | -170070.00 | |
Average | profit trade | 461790.59 | loss trade | -140987.70 | |
Maximum | consecutive wins (profit in money) | 2 (1541061.75) | consecutive losses (loss in money) | 5 (-763140.00) | |
Maximal | consecutive profit (count of wins) | 1541061.75 (2) | consecutive loss (count of losses) | -763140.00 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.01.07 00:04 | buy | 1 | 13.33 | 1.13966 | 1.13816 | 1.14966 | ||
2 | 2019.01.09 16:36 | t/p | 1 | 13.33 | 1.14966 | 1.13816 | 1.14966 | 13151.64 | 18151.64 |
3 | 2019.01.16 00:00 | sell | 2 | 48.40 | 1.14114 | 1.14264 | 1.13114 | ||
4 | 2019.01.24 15:37 | t/p | 2 | 48.40 | 1.13114 | 1.14264 | 1.13114 | 48516.16 | 66667.80 |
5 | 2019.01.29 00:00 | buy | 3 | 177.78 | 1.14262 | 1.14112 | 1.15262 | ||
6 | 2019.01.29 17:58 | s/l | 3 | 177.78 | 1.14112 | 1.14112 | 1.15262 | -26667.00 | 40000.80 |
7 | 2019.01.29 17:58 | buy | 4 | 106.67 | 1.14121 | 1.13971 | 1.15121 | ||
8 | 2019.01.31 09:28 | t/p | 4 | 106.67 | 1.15121 | 1.13971 | 1.15121 | 103815.51 | 143816.32 |
9 | 2019.02.06 00:00 | sell | 5 | 383.51 | 1.14038 | 1.14188 | 1.13038 | ||
10 | 2019.02.11 11:59 | t/p | 5 | 383.51 | 1.13038 | 1.14188 | 1.13038 | 383970.21 | 527786.53 |
11 | 2019.02.27 00:00 | buy | 6 | 1000.00 | 1.13896 | 1.13746 | 1.14896 | ||
12 | 2019.02.27 08:32 | s/l | 6 | 1000.00 | 1.13746 | 1.13746 | 1.14896 | -150000.00 | 377786.53 |
13 | 2019.02.27 08:32 | buy | 7 | 1000.00 | 1.13755 | 1.13605 | 1.14755 | ||
14 | 2019.02.28 17:21 | s/l | 7 | 1000.00 | 1.13605 | 1.13605 | 1.14755 | -170070.00 | 207716.53 |
15 | 2019.03.05 00:00 | sell | 8 | 553.91 | 1.13393 | 1.13543 | 1.12393 | ||
16 | 2019.03.07 16:34 | t/p | 8 | 553.91 | 1.12393 | 1.13543 | 1.12393 | 554441.75 | 762158.28 |
17 | 2019.03.18 00:00 | buy | 9 | 1000.00 | 1.13239 | 1.13089 | 1.14239 | ||
18 | 2019.03.20 20:26 | t/p | 9 | 1000.00 | 1.14239 | 1.13089 | 1.14239 | 986620.00 | 1748778.28 |
19 | 2019.03.25 00:00 | sell | 10 | 1000.00 | 1.12934 | 1.13084 | 1.11934 | ||
20 | 2019.03.25 09:07 | s/l | 10 | 1000.00 | 1.13084 | 1.13084 | 1.11934 | -150000.00 | 1598778.28 |
21 | 2019.03.25 09:07 | sell | 11 | 1000.00 | 1.13076 | 1.13226 | 1.12076 | ||
22 | 2019.03.25 11:08 | s/l | 11 | 1000.00 | 1.13226 | 1.13226 | 1.12076 | -150000.00 | 1448778.28 |
23 | 2019.03.25 11:08 | sell | 12 | 1000.00 | 1.13218 | 1.13368 | 1.12218 | ||
24 | 2019.03.28 14:40 | t/p | 12 | 1000.00 | 1.12218 | 1.13368 | 1.12218 | 1001200.00 | 2449978.28 |
25 | 2019.04.15 00:02 | buy | 13 | 1000.00 | 1.13041 | 1.12891 | 1.14041 | ||
26 | 2019.04.16 12:14 | s/l | 13 | 1000.00 | 1.12891 | 1.12891 | 1.14041 | -156690.00 | 2293288.28 |
27 | 2019.04.19 00:00 | sell | 14 | 1000.00 | 1.12306 | 1.12456 | 1.11306 | ||
28 | 2019.04.19 09:08 | s/l | 14 | 1000.00 | 1.12456 | 1.12456 | 1.11306 | -150000.00 | 2143288.28 |
29 | 2019.04.19 09:08 | sell | 15 | 1000.00 | 1.12447 | 1.12597 | 1.11447 | ||
30 | 2019.04.22 18:29 | s/l | 15 | 1000.00 | 1.12597 | 1.12597 | 1.11447 | -149760.00 | 1993528.28 |
31 | 2019.05.13 00:02 | buy | 16 | 1000.00 | 1.12305 | 1.12155 | 1.13305 | ||
32 | 2019.05.14 15:15 | s/l | 16 | 1000.00 | 1.12155 | 1.12155 | 1.13305 | -156690.00 | 1836838.28 |
33 | 2019.05.15 00:00 | sell | 17 | 1000.00 | 1.12029 | 1.12179 | 1.11029 | ||
34 | 2019.05.15 17:13 | s/l | 17 | 1000.00 | 1.12179 | 1.12179 | 1.11029 | -150000.00 | 1686838.28 |
35 | 2019.05.15 17:13 | sell | 18 | 1000.00 | 1.12170 | 1.12320 | 1.11170 | ||
36 | 2019.05.23 16:09 | t/p | 18 | 1000.00 | 1.11170 | 1.12320 | 1.11170 | 1002400.00 | 2689238.28 |
37 | 2019.05.29 18:19 | buy | 19 | 1000.00 | 1.11287 | 1.11137 | 1.12287 | ||
38 | 2019.05.29 18:51 | close at stop | 19 | 1000.00 | 1.11349 | 1.11137 | 1.12287 | 62000.00 | 2751238.28 |