Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2018.06.27 00:00 - 2019.07.05 23:00 (2018.06.27 - 2019.07.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Slippage=4; Percent=95; Breakout_Factor=30; TakeProfit=650; MaxRisk=95; BB_Period=68; BB_Dev=1; MACD_Fast_Period=10; MACD_Slow_Period=34; MACD_Signal_Period=10; RSI_Period=30; EMA_Period=121; | ||||
Bars in test | 7364 | Ticks modelled | 14330255 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (37) | ||
Total net profit | 2604830.48 | Gross profit | 3589300.48 | Gross loss | -984470.00 |
Profit factor | 3.65 | Expected payoff | 108534.60 | ||
Absolute drawdown | 88.23 | Maximal drawdown | 583245.00 (35.30%) | Relative drawdown | 94.81% (15113.42) |
Total trades | 24 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
Largest | profit trade | 307340.00 | loss trade | -197500.00 | |
Average | profit trade | 199405.58 | loss trade | -164078.33 | |
Maximum | consecutive wins (profit in money) | 10 (1148280.48) | consecutive losses (loss in money) | 2 (-320880.00) | |
Maximal | consecutive profit (count of wins) | 1148280.48 (10) | consecutive loss (count of losses) | -320880.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.09.27 10:00 | sell | 1 | 0.51 | 1.17062 | 1.17556 | 1.16449 | ||
2 | 2018.09.27 23:33 | t/p | 1 | 0.51 | 1.16449 | 1.17556 | 1.16449 | 312.63 | 562.63 |
3 | 2018.10.17 15:00 | sell | 2 | 1.46 | 1.15313 | 1.15715 | 1.14700 | ||
4 | 2018.10.18 19:54 | t/p | 2 | 1.46 | 1.14700 | 1.15715 | 1.14700 | 896.03 | 1458.66 |
5 | 2018.11.01 11:00 | buy | 3 | 4.68 | 1.13815 | 1.13519 | 1.14428 | ||
6 | 2018.11.02 11:47 | t/p | 3 | 4.68 | 1.14428 | 1.13519 | 1.14428 | 2837.53 | 4296.19 |
7 | 2018.11.23 12:00 | sell | 4 | 26.33 | 1.13739 | 1.13931 | 1.13126 | ||
8 | 2018.11.27 10:00 | t/p | 4 | 26.33 | 1.13126 | 1.13931 | 1.13126 | 16152.93 | 20449.12 |
9 | 2019.01.25 18:00 | buy | 5 | 41.68 | 1.14005 | 1.13539 | 1.14618 | ||
10 | 2019.01.30 21:02 | t/p | 5 | 41.68 | 1.14618 | 1.13539 | 1.14618 | 24713.32 | 45162.44 |
11 | 2019.02.04 17:00 | sell | 6 | 131.60 | 1.14261 | 1.14624 | 1.13648 | ||
12 | 2019.02.05 18:00 | sell | 7 | 171.28 | 1.14065 | 1.14427 | 1.13452 | ||
13 | 2019.02.06 23:46 | t/p | 6 | 131.60 | 1.13648 | 1.14624 | 1.13648 | 80733.97 | 125896.41 |
14 | 2019.02.07 11:36 | t/p | 7 | 171.28 | 1.13452 | 1.14427 | 1.13452 | 105159.07 | 231055.48 |
15 | 2019.03.04 17:00 | sell | 8 | 500.00 | 1.13254 | 1.13702 | 1.12641 | ||
16 | 2019.03.07 15:32 | t/p | 8 | 500.00 | 1.12641 | 1.13702 | 1.12641 | 307100.00 | 538155.48 |
17 | 2019.03.12 09:00 | buy | 9 | 500.00 | 1.12615 | 1.12309 | 1.13228 | ||
18 | 2019.03.13 20:55 | t/p | 9 | 500.00 | 1.13228 | 1.12309 | 1.13228 | 303155.00 | 841310.48 |
19 | 2019.03.22 11:00 | sell | 10 | 500.00 | 1.13023 | 1.13735 | 1.12410 | ||
20 | 2019.03.28 09:59 | t/p | 10 | 500.00 | 1.12410 | 1.13735 | 1.12410 | 307220.00 | 1148530.48 |
21 | 2019.04.03 14:00 | buy | 11 | 500.00 | 1.12465 | 1.12162 | 1.13078 | ||
22 | 2019.04.04 15:15 | s/l | 11 | 500.00 | 1.12162 | 1.12162 | 1.13078 | -161535.00 | 986995.48 |
23 | 2019.04.09 00:00 | buy | 12 | 500.00 | 1.12624 | 1.12312 | 1.13237 | ||
24 | 2019.04.10 16:15 | s/l | 12 | 500.00 | 1.12312 | 1.12312 | 1.13237 | -159345.00 | 827650.48 |
25 | 2019.04.18 17:00 | sell | 13 | 500.00 | 1.12493 | 1.12930 | 1.11880 | ||
26 | 2019.04.24 16:13 | t/p | 13 | 500.00 | 1.11880 | 1.12930 | 1.11880 | 306980.00 | 1134630.48 |
27 | 2019.04.30 02:00 | buy | 14 | 500.00 | 1.11876 | 1.11503 | 1.12489 | ||
28 | 2019.05.01 18:22 | t/p | 14 | 500.00 | 1.12489 | 1.11503 | 1.12489 | 303155.00 | 1437785.48 |
29 | 2019.05.15 16:00 | sell | 15 | 500.00 | 1.11832 | 1.12227 | 1.11219 | ||
30 | 2019.05.15 17:13 | s/l | 15 | 500.00 | 1.12227 | 1.12227 | 1.11219 | -197500.00 | 1240285.48 |
31 | 2019.05.16 19:00 | sell | 16 | 500.00 | 1.11773 | 1.12101 | 1.11160 | ||
32 | 2019.05.23 16:23 | t/p | 16 | 500.00 | 1.11160 | 1.12101 | 1.11160 | 307340.00 | 1547625.48 |
33 | 2019.05.24 13:00 | buy | 17 | 500.00 | 1.11934 | 1.11624 | 1.12547 | ||
34 | 2019.05.28 19:48 | s/l | 17 | 500.00 | 1.11624 | 1.11624 | 1.12547 | -161690.00 | 1385935.48 |
35 | 2019.05.29 10:00 | sell | 18 | 500.00 | 1.11562 | 1.11880 | 1.10949 | ||
36 | 2019.06.03 04:36 | s/l | 18 | 500.00 | 1.11880 | 1.11880 | 1.10949 | -158400.00 | 1227535.48 |
37 | 2019.06.03 06:00 | buy | 19 | 500.00 | 1.11915 | 1.11446 | 1.12528 | ||
38 | 2019.06.03 21:51 | t/p | 19 | 500.00 | 1.12528 | 1.11446 | 1.12528 | 306500.00 | 1534035.48 |
39 | 2019.06.13 16:00 | sell | 20 | 500.00 | 1.12781 | 1.13116 | 1.12168 | ||
40 | 2019.06.14 18:56 | t/p | 20 | 500.00 | 1.12168 | 1.13116 | 1.12168 | 306620.00 | 1840655.48 |
41 | 2019.06.19 22:00 | buy | 21 | 500.00 | 1.12494 | 1.12117 | 1.13107 | ||
42 | 2019.06.20 14:23 | t/p | 21 | 500.00 | 1.13107 | 1.12117 | 1.13107 | 296465.00 | 2137120.48 |
43 | 2019.06.26 17:00 | sell | 22 | 500.00 | 1.13500 | 1.13792 | 1.12887 | ||
44 | 2019.06.26 17:56 | s/l | 22 | 500.00 | 1.13792 | 1.13792 | 1.12887 | -146000.00 | 1991120.48 |
45 | 2019.07.01 14:00 | sell | 23 | 500.00 | 1.13366 | 1.13647 | 1.12753 | ||
46 | 2019.07.01 17:00 | sell | 24 | 500.00 | 1.13305 | 1.13631 | 1.12692 | ||
47 | 2019.07.03 10:12 | t/p | 23 | 500.00 | 1.12753 | 1.13647 | 1.12753 | 306740.00 | 2297860.48 |
48 | 2019.07.05 10:54 | t/p | 24 | 500.00 | 1.12692 | 1.13631 | 1.12692 | 307220.00 | 2605080.48 |