Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.12.23 00:00 - 2020.02.20 23:45 (2019.12.21 - 2020.02.21) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=1; HourEnd=19; StopLoss=250; TakeProfit=200; LotSize=0.1; MaximumRisk=85; Stop=1250; MAPeriod=55; CCIPeriod=44; CCIBuyLvl=-75; CCISellLvl=25; | ||||
Bars in test | 5033 | Ticks modelled | 1312919 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | ||||
Initial deposit | 250.00 | Spread | Current (15) | ||
Total net profit | 1174812.80 | Gross profit | 1174812.80 | Gross loss | -0.00 |
Profit factor | Expected payoff | 65267.38 | |||
Absolute drawdown | 89.25 | Maximal drawdown | 322320.00 (28.14%) | Relative drawdown | 84.95% (12986.57) |
Total trades | 18 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 18 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 207680.00 | loss trade | -0.00 | |
Average | profit trade | 65267.38 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 18 (1174812.80) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 1174812.80 (18) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 18 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.30 14:30 | buy | 1 | 0.85 | 1.11911 | 1.11646 | 1.12111 | ||
2 | 2019.12.30 18:05 | t/p | 1 | 0.85 | 1.12111 | 1.11646 | 1.12111 | 170.00 | 420.00 |
3 | 2020.01.03 04:15 | sell | 2 | 1.43 | 1.11748 | 1.12013 | 1.11548 | ||
4 | 2020.01.03 09:50 | t/p | 2 | 1.43 | 1.11548 | 1.12013 | 1.11548 | 286.00 | 706.00 |
5 | 2020.01.08 01:30 | sell | 3 | 2.40 | 1.11511 | 1.11776 | 1.11311 | ||
6 | 2020.01.08 11:13 | t/p | 3 | 2.40 | 1.11311 | 1.11776 | 1.11311 | 480.00 | 1186.00 |
7 | 2020.01.09 03:45 | sell | 4 | 4.03 | 1.11174 | 1.11439 | 1.10974 | ||
8 | 2020.01.09 12:03 | t/p | 4 | 4.03 | 1.10974 | 1.11439 | 1.10974 | 806.00 | 1992.00 |
9 | 2020.01.10 03:00 | sell | 5 | 6.77 | 1.11062 | 1.11327 | 1.10862 | ||
10 | 2020.01.10 13:03 | t/p | 5 | 6.77 | 1.10862 | 1.11327 | 1.10862 | 1354.00 | 3346.00 |
11 | 2020.01.16 09:15 | buy | 6 | 11.38 | 1.11496 | 1.11231 | 1.11696 | ||
12 | 2020.01.16 14:32 | t/p | 6 | 11.38 | 1.11696 | 1.11231 | 1.11696 | 2276.00 | 5622.00 |
13 | 2020.01.17 03:15 | sell | 7 | 19.11 | 1.11374 | 1.11639 | 1.11174 | ||
14 | 2020.01.17 12:58 | t/p | 7 | 19.11 | 1.11174 | 1.11639 | 1.11174 | 3822.00 | 9444.00 |
15 | 2020.01.20 03:30 | sell | 8 | 32.11 | 1.10961 | 1.11226 | 1.10761 | ||
16 | 2020.01.22 10:35 | t/p | 8 | 32.11 | 1.10761 | 1.11226 | 1.10761 | 6586.40 | 16030.40 |
17 | 2020.01.27 02:15 | sell | 9 | 54.50 | 1.10314 | 1.10579 | 1.10114 | ||
18 | 2020.01.27 18:07 | t/p | 9 | 54.50 | 1.10114 | 1.10579 | 1.10114 | 10900.00 | 26930.40 |
19 | 2020.01.28 02:15 | sell | 10 | 91.56 | 1.10187 | 1.10452 | 1.09987 | ||
20 | 2020.01.29 11:03 | t/p | 10 | 91.56 | 1.09987 | 1.10452 | 1.09987 | 18546.39 | 45476.80 |
21 | 2020.01.31 03:30 | buy | 11 | 154.62 | 1.10290 | 1.10025 | 1.10490 | ||
22 | 2020.01.31 15:11 | t/p | 11 | 154.62 | 1.10490 | 1.10025 | 1.10490 | 30924.00 | 76400.80 |
23 | 2020.02.04 08:15 | sell | 12 | 259.76 | 1.10598 | 1.10863 | 1.10398 | ||
24 | 2020.02.04 17:29 | t/p | 12 | 259.76 | 1.10398 | 1.10863 | 1.10398 | 51952.00 | 128352.80 |
25 | 2020.02.05 01:00 | sell | 13 | 436.40 | 1.10440 | 1.10705 | 1.10240 | ||
26 | 2020.02.05 11:47 | t/p | 13 | 436.40 | 1.10240 | 1.10705 | 1.10240 | 87280.00 | 215632.80 |
27 | 2020.02.07 04:45 | sell | 14 | 733.15 | 1.09827 | 1.10092 | 1.09627 | ||
28 | 2020.02.07 10:59 | t/p | 14 | 733.15 | 1.09627 | 1.10092 | 1.09627 | 146630.00 | 362262.80 |
29 | 2020.02.10 04:15 | sell | 15 | 1000.00 | 1.09510 | 1.09775 | 1.09310 | ||
30 | 2020.02.10 16:08 | t/p | 15 | 1000.00 | 1.09310 | 1.09775 | 1.09310 | 200000.00 | 562262.80 |
31 | 2020.02.11 05:15 | sell | 16 | 1000.00 | 1.09148 | 1.09413 | 1.08948 | ||
32 | 2020.02.11 15:35 | t/p | 16 | 1000.00 | 1.08948 | 1.09413 | 1.08948 | 200000.00 | 762262.80 |
33 | 2020.02.14 09:45 | sell | 17 | 1000.00 | 1.08400 | 1.08665 | 1.08200 | ||
34 | 2020.02.18 14:23 | t/p | 17 | 1000.00 | 1.08200 | 1.08665 | 1.08200 | 205120.00 | 967382.80 |
35 | 2020.02.19 05:30 | sell | 18 | 1000.00 | 1.08009 | 1.08274 | 1.07809 | ||
36 | 2020.02.20 09:21 | t/p | 18 | 1000.00 | 1.07809 | 1.08274 | 1.07809 | 207680.00 | 1175062.80 |