Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2019.01.02 00:05 - 2019.02.26 23:55 (2019.01.02 - 2019.02.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TOOLS="............................................................................................................."; CloseAll=false; ContinueTrading=true; RISK="............................................................................................................."; BaseLotSize=0.35; RangeUsage=0.08; TrendUsage=0.5; TRADING="............................................................................................................."; MaxTrades=9; MaxScalping=5; Aggressive=35; TradeSpace=6; DynamicSlippage=0.5; PROFITS="............................................................................................................."; QueryHistory=22; BasketProfit=15; OpenProfit=1.5; MinProfit=130; TRENDING="............................................................................................................."; CrossBars=20; RangingMarket=0.5; TurboStart=0.4; INDICATOR_ATR="............................................................................................................."; ATRTimeFrame=0; ATRPeriod=14; ATRShift=0; INDICATOR_MA="............................................................................................................."; MATimeFrame=0; MA1Period=5; MA2Period=9; MA3Period=18; MMAShift=0; MAShift=0; INDICATOR_ADX="............................................................................................................."; ADXLine1=15; ADXLine2=45; ADXTimeFrame=0; ADXPeriod=10; ADXShift=0; INDICATOR_FRACTAL="............................................................................................................."; FractalTimeFrame=0; FractalShift=1; FractalBars=5; | ||||
Bars in test | 12521 | Ticks modelled | 2903911 | Modelling quality | n/a |
Mismatched charts errors | 100 | ||||
Initial deposit | 5000.00 | Spread | Current (11) | ||
Total net profit | 363752.55 | Gross profit | 420942.01 | Gross loss | -57189.45 |
Profit factor | 7.36 | Expected payoff | 15156.36 | ||
Absolute drawdown | 2497.03 | Maximal drawdown | 174866.72 (88.98%) | Relative drawdown | 88.98% (174866.72) |
Total trades | 24 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 22 (91.67%) | Loss trades (% of total) | 2 (8.33%) | ||
Largest | profit trade | 72236.95 | loss trade | -47368.78 | |
Average | profit trade | 19133.73 | loss trade | -28594.73 | |
Maximum | consecutive wins (profit in money) | 14 (185576.27) | consecutive losses (loss in money) | 1 (-47368.78) | |
Maximal | consecutive profit (count of wins) | 195198.18 (7) | consecutive loss (count of losses) | -47368.78 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.01.03 02:58 | buy | 1 | 7.05 | 1.13404 | 0.00000 | 0.00000 | ||
2 | 2019.01.03 02:59 | buy | 2 | 6.23 | 1.13389 | 0.00000 | 0.00000 | ||
3 | 2019.01.03 11:21 | sell | 3 | 12.55 | 1.13749 | 0.00000 | 0.00000 | ||
4 | 2019.01.03 11:21 | close | 1 | 7.05 | 1.13748 | 0.00000 | 0.00000 | 2425.20 | 7425.20 |
5 | 2019.01.03 11:21 | close | 2 | 6.23 | 1.13747 | 0.00000 | 0.00000 | 2230.34 | 9655.54 |
6 | 2019.01.03 12:06 | close | 3 | 12.55 | 1.13724 | 0.00000 | 0.00000 | 313.75 | 9969.29 |
7 | 2019.01.03 22:31 | buy | 4 | 13.99 | 1.13979 | 0.00000 | 0.00000 | ||
8 | 2019.01.04 22:20 | buy | 5 | 13.33 | 1.14020 | 0.00000 | 0.00000 | ||
9 | 2019.01.04 22:20 | buy | 6 | 11.79 | 1.14013 | 0.00000 | 0.00000 | ||
10 | 2019.01.04 23:05 | buy | 7 | 10.34 | 1.14007 | 0.00000 | 0.00000 | ||
11 | 2019.01.04 23:05 | buy | 8 | 9.00 | 1.14002 | 0.00000 | 0.00000 | ||
12 | 2019.01.10 15:12 | sell | 9 | 116.08 | 1.15364 | 0.00000 | 0.00000 | ||
13 | 2019.01.10 15:12 | close | 4 | 13.99 | 1.15362 | 0.00000 | 0.00000 | 18693.02 | 28662.31 |
14 | 2019.01.10 15:12 | close | 6 | 11.79 | 1.15362 | 0.00000 | 0.00000 | 15431.46 | 44093.77 |
15 | 2019.01.10 15:12 | close | 8 | 9.00 | 1.15362 | 0.00000 | 0.00000 | 11878.74 | 55972.51 |
16 | 2019.01.10 15:12 | close | 5 | 13.33 | 1.15361 | 0.00000 | 0.00000 | 17340.46 | 73312.97 |
17 | 2019.01.10 15:12 | close | 7 | 10.34 | 1.15360 | 0.00000 | 0.00000 | 13574.97 | 86887.94 |
18 | 2019.01.10 15:39 | close | 9 | 116.08 | 1.15315 | 0.00000 | 0.00000 | 5687.92 | 92575.86 |
19 | 2019.01.10 18:23 | sell | 10 | 128.56 | 1.15207 | 0.00000 | 0.00000 | ||
20 | 2019.01.10 18:29 | close | 10 | 128.56 | 1.15160 | 0.00000 | 0.00000 | 6042.32 | 98618.18 |
21 | 2019.01.16 09:55 | sell | 11 | 138.44 | 1.13976 | 0.00000 | 0.00000 | ||
22 | 2019.01.16 09:57 | close | 11 | 138.44 | 1.13928 | 0.00000 | 0.00000 | 6645.12 | 105263.30 |
23 | 2019.01.17 02:55 | sell | 12 | 147.79 | 1.13957 | 0.00000 | 0.00000 | ||
24 | 2019.01.17 04:40 | close | 12 | 147.79 | 1.13910 | 0.00000 | 0.00000 | 6946.13 | 112209.43 |
25 | 2019.01.17 19:46 | sell | 13 | 157.68 | 1.13849 | 0.00000 | 0.00000 | ||
26 | 2019.01.18 08:35 | buy | 14 | 127.99 | 1.13926 | 0.00000 | 0.00000 | ||
27 | 2019.01.21 07:25 | sell | 15 | 132.33 | 1.13741 | 0.00000 | 0.00000 | ||
28 | 2019.01.22 08:23 | close | 13 | 157.68 | 1.13530 | 0.00000 | 0.00000 | 50413.45 | 162622.88 |
29 | 2019.01.22 08:23 | close | 15 | 132.33 | 1.13530 | 0.00000 | 0.00000 | 27953.39 | 190576.27 |
30 | 2019.01.23 03:05 | sell | 16 | 199.33 | 1.13620 | 0.00000 | 0.00000 | ||
31 | 2019.01.31 08:50 | sell | 17 | 38.55 | 1.15015 | 0.00000 | 0.00000 | ||
32 | 2019.02.01 17:25 | sell | 18 | 97.26 | 1.14602 | 0.00000 | 0.00000 | ||
33 | 2019.02.06 07:59 | close | 14 | 127.99 | 1.13963 | 0.00000 | 0.00000 | -9820.67 | 180755.60 |
34 | 2019.02.06 07:59 | close | 17 | 38.55 | 1.13974 | 0.00000 | 0.00000 | 40167.56 | 220923.16 |
35 | 2019.02.06 09:07 | close | 16 | 199.33 | 1.13861 | 0.00000 | 0.00000 | -47368.78 | 173554.38 |
36 | 2019.02.06 09:07 | close | 18 | 97.26 | 1.13860 | 0.00000 | 0.00000 | 72236.95 | 245791.32 |
37 | 2019.02.13 00:46 | sell | 19 | 347.16 | 1.13271 | 0.00000 | 0.00000 | ||
38 | 2019.02.13 09:54 | close | 19 | 347.16 | 1.13220 | 0.00000 | 0.00000 | 17705.16 | 263496.48 |
39 | 2019.02.14 02:30 | sell | 20 | 374.35 | 1.12615 | 0.00000 | 0.00000 | ||
40 | 2019.02.14 10:32 | close | 20 | 374.35 | 1.12566 | 0.00000 | 0.00000 | 18343.15 | 281839.63 |
41 | 2019.02.20 04:55 | sell | 21 | 397.24 | 1.13506 | 0.00000 | 0.00000 | ||
42 | 2019.02.20 05:41 | close | 21 | 397.24 | 1.13456 | 0.00000 | 0.00000 | 19862.00 | 301701.63 |
43 | 2019.02.21 22:30 | sell | 22 | 425.91 | 1.13337 | 0.00000 | 0.00000 | ||
44 | 2019.02.22 14:37 | close | 22 | 425.91 | 1.13288 | 0.00000 | 0.00000 | 20971.81 | 322673.44 |
45 | 2019.02.25 15:10 | sell | 23 | 454.63 | 1.13557 | 0.00000 | 0.00000 | ||
46 | 2019.02.25 15:42 | close | 23 | 454.63 | 1.13508 | 0.00000 | 0.00000 | 22276.87 | 344950.31 |
47 | 2019.02.26 14:00 | sell | 24 | 485.76 | 1.13617 | 0.00000 | 0.00000 | ||
48 | 2019.02.26 15:17 | close | 24 | 485.76 | 1.13568 | 0.00000 | 0.00000 | 23802.24 | 368752.55 |