Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2019.09.16 00:00 - 2020.01.15 20:00 (2019.09.16 - 2020.01.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=10; HourEnd=23; extRperiod=12; StopLoss=150; TakeProfit=525; extQualforHowLong=6; UseMM=true; MMRiskFactor=0.62; extLots=0.1; | ||||
Bars in test | 1517 | Ticks modelled | 2529836 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Current (15) | ||
Total net profit | 312809.37 | Gross profit | 317322.26 | Gross loss | -4512.89 |
Profit factor | 70.31 | Expected payoff | 18400.55 | ||
Absolute drawdown | 243.34 | Maximal drawdown | 123564.08 (37.54%) | Relative drawdown | 79.01% (5450.12) |
Total trades | 17 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 15 (88.24%) | Loss trades (% of total) | 2 (11.76%) | ||
Largest | profit trade | 113447.25 | loss trade | -4395.60 | |
Average | profit trade | 21154.82 | loss trade | -2256.45 | |
Maximum | consecutive wins (profit in money) | 11 (311260.00) | consecutive losses (loss in money) | 1 (-4395.60) | |
Maximal | consecutive profit (count of wins) | 311260.00 (11) | consecutive loss (count of losses) | -4395.60 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.18 12:00 | buy | 1 | 2.07 | 1.10435 | 1.10270 | 1.10960 | ||
2 | 2019.09.18 16:00 | close | 1 | 2.07 | 1.10564 | 1.10270 | 1.10960 | 267.03 | 767.03 |
3 | 2019.10.01 12:00 | sell | 2 | 3.17 | 1.08932 | 1.09097 | 1.08407 | ||
4 | 2019.10.01 16:00 | close | 2 | 3.17 | 1.08969 | 1.09097 | 1.08407 | -117.29 | 649.74 |
5 | 2019.10.02 16:00 | buy | 3 | 2.69 | 1.09322 | 1.09157 | 1.09847 | ||
6 | 2019.10.02 20:00 | close | 3 | 2.69 | 1.09580 | 1.09157 | 1.09847 | 694.02 | 1343.76 |
7 | 2019.10.15 12:00 | sell | 4 | 5.55 | 1.10263 | 1.10428 | 1.09738 | ||
8 | 2019.10.15 16:00 | close | 4 | 5.55 | 1.10066 | 1.10428 | 1.09738 | 1093.35 | 2437.11 |
9 | 2019.10.16 16:00 | buy | 5 | 10.07 | 1.10411 | 1.10246 | 1.10936 | ||
10 | 2019.10.16 20:00 | close | 5 | 10.07 | 1.10809 | 1.10246 | 1.10936 | 4007.86 | 6444.97 |
11 | 2019.10.22 16:00 | sell | 6 | 26.64 | 1.11267 | 1.11432 | 1.10742 | ||
12 | 2019.10.22 18:23 | s/l | 6 | 26.64 | 1.11432 | 1.11432 | 1.10742 | -4395.60 | 2049.37 |
13 | 2019.10.25 16:00 | sell | 7 | 8.47 | 1.10997 | 1.11162 | 1.10472 | ||
14 | 2019.10.25 20:00 | close | 7 | 8.47 | 1.10751 | 1.11162 | 1.10472 | 2083.62 | 4132.99 |
15 | 2019.11.05 12:00 | sell | 8 | 17.08 | 1.11292 | 1.11457 | 1.10767 | ||
16 | 2019.11.05 16:00 | close | 8 | 17.08 | 1.11007 | 1.11457 | 1.10767 | 4867.80 | 9000.79 |
17 | 2019.11.08 16:00 | sell | 9 | 37.20 | 1.10305 | 1.10470 | 1.09780 | ||
18 | 2019.11.08 20:00 | close | 9 | 37.20 | 1.10214 | 1.10470 | 1.09780 | 3385.20 | 12385.99 |
19 | 2019.11.13 12:00 | sell | 10 | 51.20 | 1.10150 | 1.10315 | 1.09625 | ||
20 | 2019.11.13 16:00 | close | 10 | 51.20 | 1.10090 | 1.10315 | 1.09625 | 3072.00 | 15457.99 |
21 | 2019.11.15 16:00 | buy | 11 | 63.89 | 1.10434 | 1.10269 | 1.10959 | ||
22 | 2019.11.15 20:00 | close | 11 | 63.89 | 1.10537 | 1.10269 | 1.10959 | 6580.67 | 22038.66 |
23 | 2019.11.22 16:00 | sell | 12 | 91.09 | 1.10581 | 1.10746 | 1.10056 | ||
24 | 2019.11.22 20:00 | close | 12 | 91.09 | 1.10249 | 1.10746 | 1.10056 | 30241.88 | 52280.54 |
25 | 2019.12.02 16:00 | buy | 13 | 216.09 | 1.10342 | 1.10177 | 1.10867 | ||
26 | 2019.12.02 18:29 | t/p | 13 | 216.09 | 1.10867 | 1.10177 | 1.10867 | 113447.25 | 165727.79 |
27 | 2019.12.10 20:00 | buy | 14 | 685.01 | 1.10879 | 1.10714 | 1.11404 | ||
28 | 2019.12.11 00:00 | close | 14 | 685.01 | 1.10914 | 1.10714 | 1.11404 | 17399.25 | 183127.04 |
29 | 2019.12.18 20:00 | sell | 15 | 756.93 | 1.11171 | 1.11336 | 1.10646 | ||
30 | 2019.12.19 00:00 | close | 15 | 756.93 | 1.11129 | 1.11336 | 1.10646 | 39965.90 | 223092.95 |
31 | 2019.12.23 12:00 | sell | 16 | 922.12 | 1.10824 | 1.10989 | 1.10299 | ||
32 | 2019.12.23 16:00 | close | 16 | 922.12 | 1.10809 | 1.10989 | 1.10299 | 13831.80 | 236924.75 |
33 | 2019.12.24 16:00 | buy | 17 | 979.29 | 1.10789 | 1.10624 | 1.11314 | ||
34 | 2019.12.24 20:00 | close | 17 | 979.29 | 1.10867 | 1.10624 | 1.11314 | 76384.62 | 313309.37 |