Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2018.04.16 00:00 - 2019.05.23 23:45 (2018.04.16 - 2019.05.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=14; HourEnd=11; FMa=10; SMa=56; PCCi=44; pATR=16; Lots=0.01; SndMl=false; DcF=3.5; MaxR=50; | ||||
Bars in test | 28473 | Ticks modelled | 17157833 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (16) | ||
Total net profit | 1148642.30 | Gross profit | 1561430.14 | Gross loss | -412787.83 |
Profit factor | 3.78 | Expected payoff | 32818.35 | ||
Absolute drawdown | 183.02 | Maximal drawdown | 243500.00 (20.64%) | Relative drawdown | 92.54% (35580.22) |
Total trades | 35 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 14 (40.00%) | Loss trades (% of total) | 21 (60.00%) | ||
Largest | profit trade | 600303.63 | loss trade | -58500.00 | |
Average | profit trade | 111530.72 | loss trade | -19656.56 | |
Maximum | consecutive wins (profit in money) | 4 (447775.00) | consecutive losses (loss in money) | 10 (-160504.40) | |
Maximal | consecutive profit (count of wins) | 620084.41 (2) | consecutive loss (count of losses) | -160504.40 (10) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.04.16 02:30 | buy | 1 | 2.53 | 1.23326 | 1.23261 | 0.00000 | ||
2 | 2018.04.16 09:00 | close | 1 | 2.53 | 1.23298 | 1.23261 | 0.00000 | -70.84 | 179.16 |
3 | 2018.05.23 04:45 | sell | 2 | 1.58 | 1.17629 | 1.17702 | 0.00000 | ||
4 | 2018.05.24 02:30 | close | 2 | 1.58 | 1.17137 | 1.17702 | 0.00000 | 778.50 | 957.66 |
5 | 2018.05.30 09:00 | buy | 3 | 5.73 | 1.15573 | 1.15474 | 0.00000 | ||
6 | 2018.05.31 17:15 | close | 3 | 5.73 | 1.16643 | 1.15474 | 0.00000 | 6016.10 | 6973.76 |
7 | 2018.07.12 18:00 | buy | 4 | 32.16 | 1.16856 | 1.16732 | 0.00000 | ||
8 | 2018.07.12 20:16 | s/l | 4 | 32.16 | 1.16732 | 1.16732 | 0.00000 | -3987.84 | 2985.92 |
9 | 2018.07.20 14:30 | buy | 5 | 16.98 | 1.16564 | 1.16460 | 0.00000 | ||
10 | 2018.07.23 09:45 | close | 5 | 16.98 | 1.17268 | 1.16460 | 0.00000 | 11840.32 | 14826.24 |
11 | 2018.07.27 09:15 | sell | 6 | 173.15 | 1.16423 | 1.16482 | 0.00000 | ||
12 | 2018.07.27 09:43 | s/l | 6 | 173.15 | 1.16482 | 1.16482 | 0.00000 | -10215.85 | 4610.39 |
13 | 2018.08.01 18:00 | sell | 7 | 27.30 | 1.16721 | 1.16821 | 0.00000 | ||
14 | 2018.08.03 09:00 | close | 7 | 27.30 | 1.15919 | 1.16821 | 0.00000 | 21920.81 | 26531.20 |
15 | 2018.08.07 08:15 | sell | 8 | 458.42 | 1.15553 | 1.15598 | 0.00000 | ||
16 | 2018.08.07 08:58 | s/l | 8 | 458.42 | 1.15598 | 1.15598 | 0.00000 | -20628.90 | 5902.30 |
17 | 2018.08.07 09:15 | buy | 9 | 86.64 | 1.15647 | 1.15597 | 0.00000 | ||
18 | 2018.08.08 12:00 | close | 9 | 86.64 | 1.15882 | 1.15597 | 0.00000 | 19780.78 | 25683.08 |
19 | 2018.08.09 09:30 | sell | 10 | 295.21 | 1.16070 | 1.16130 | 0.00000 | ||
20 | 2018.08.13 15:15 | close | 10 | 295.21 | 1.14037 | 1.16130 | 0.00000 | 600303.63 | 625986.71 |
21 | 2018.08.16 16:30 | buy | 11 | 500.00 | 1.13802 | 1.13685 | 0.00000 | ||
22 | 2018.08.16 19:40 | s/l | 11 | 500.00 | 1.13685 | 1.13685 | 0.00000 | -58500.00 | 567486.71 |
23 | 2018.08.21 18:30 | buy | 12 | 500.00 | 1.15276 | 1.15154 | 0.00000 | ||
24 | 2018.08.22 09:30 | close | 12 | 500.00 | 1.15626 | 1.15154 | 0.00000 | 171655.00 | 739141.71 |
25 | 2018.08.23 01:45 | sell | 13 | 500.00 | 1.15969 | 1.16031 | 0.00000 | ||
26 | 2018.08.23 14:45 | close | 13 | 500.00 | 1.15867 | 1.16031 | 0.00000 | 51000.00 | 790141.71 |
27 | 2018.09.05 15:45 | buy | 14 | 500.00 | 1.15879 | 1.15762 | 0.00000 | ||
28 | 2018.09.06 08:45 | close | 14 | 500.00 | 1.16206 | 1.15762 | 0.00000 | 153465.00 | 943606.71 |
29 | 2018.09.13 15:45 | buy | 15 | 500.00 | 1.16734 | 1.16611 | 0.00000 | ||
30 | 2018.09.14 15:15 | close | 15 | 500.00 | 1.16884 | 1.16611 | 0.00000 | 71655.00 | 1015261.71 |
31 | 2018.09.27 03:15 | buy | 16 | 500.00 | 1.17548 | 1.17481 | 0.00000 | ||
32 | 2018.09.27 04:21 | s/l | 16 | 500.00 | 1.17481 | 1.17481 | 0.00000 | -33500.00 | 981761.71 |
33 | 2018.10.30 17:30 | sell | 17 | 500.00 | 1.13619 | 1.13735 | 0.00000 | ||
34 | 2018.10.31 10:00 | close | 17 | 500.00 | 1.13481 | 1.13735 | 0.00000 | 69120.00 | 1050881.71 |
35 | 2018.11.02 16:45 | sell | 18 | 500.00 | 1.14191 | 1.14318 | 0.00000 | ||
36 | 2018.11.05 08:45 | close | 18 | 500.00 | 1.13972 | 1.14318 | 0.00000 | 109620.00 | 1160501.71 |
37 | 2018.11.06 21:30 | buy | 19 | 500.00 | 1.14173 | 1.14091 | 0.00000 | ||
38 | 2018.11.06 21:45 | close | 19 | 500.00 | 1.14142 | 1.14091 | 0.00000 | -15500.00 | 1145001.71 |
39 | 2018.11.23 04:30 | buy | 20 | 500.00 | 1.14108 | 1.14060 | 0.00000 | ||
40 | 2018.11.23 10:30 | s/l | 20 | 500.00 | 1.14060 | 1.14060 | 0.00000 | -24000.00 | 1121001.71 |
41 | 2018.11.28 06:45 | buy | 21 | 500.00 | 1.12954 | 1.12903 | 0.00000 | ||
42 | 2018.11.28 09:03 | s/l | 21 | 500.00 | 1.12903 | 1.12903 | 0.00000 | -25500.00 | 1095501.71 |
43 | 2018.12.28 16:45 | sell | 22 | 500.00 | 1.14502 | 1.14626 | 0.00000 | ||
44 | 2018.12.31 11:45 | close | 22 | 500.00 | 1.14375 | 1.14626 | 0.00000 | 63620.00 | 1159121.71 |
45 | 2019.01.17 17:45 | sell | 23 | 500.00 | 1.13753 | 1.13851 | 0.00000 | ||
46 | 2019.01.17 18:05 | s/l | 23 | 500.00 | 1.13851 | 1.13851 | 0.00000 | -49000.00 | 1110121.71 |
47 | 2019.02.04 16:15 | sell | 24 | 500.00 | 1.14370 | 1.14443 | 0.00000 | ||
48 | 2019.02.05 04:00 | close | 24 | 500.00 | 1.14393 | 1.14443 | 0.00000 | -11380.00 | 1098741.71 |
49 | 2019.02.12 14:00 | buy | 25 | 500.00 | 1.12836 | 1.12745 | 0.00000 | ||
50 | 2019.02.13 09:45 | close | 25 | 500.00 | 1.13264 | 1.12745 | 0.00000 | 210655.00 | 1309396.71 |
51 | 2019.02.14 15:45 | buy | 26 | 500.00 | 1.13085 | 1.12980 | 0.00000 | ||
52 | 2019.02.14 15:46 | s/l | 26 | 500.00 | 1.12980 | 1.12980 | 0.00000 | -52500.00 | 1256896.71 |
53 | 2019.03.05 16:30 | sell | 27 | 500.00 | 1.13234 | 1.13307 | 0.00000 | ||
54 | 2019.03.05 16:33 | s/l | 27 | 500.00 | 1.13307 | 1.13307 | 0.00000 | -36500.00 | 1220396.71 |
55 | 2019.03.18 03:00 | sell | 28 | 500.00 | 1.13204 | 1.13253 | 0.00000 | ||
56 | 2019.03.18 03:26 | s/l | 28 | 500.00 | 1.13253 | 1.13253 | 0.00000 | -24500.00 | 1195896.71 |
57 | 2019.03.19 18:45 | buy | 29 | 500.00 | 1.13566 | 1.13472 | 0.00000 | ||
58 | 2019.03.19 18:51 | s/l | 29 | 500.00 | 1.13472 | 1.13472 | 0.00000 | -47000.00 | 1148896.71 |
59 | 2019.04.01 03:00 | sell | 30 | 0.01 | 1.12229 | 1.12283 | 0.00000 | ||
60 | 2019.04.01 03:51 | s/l | 30 | 0.01 | 1.12283 | 1.12283 | 0.00000 | -0.54 | 1148896.17 |
61 | 2019.05.06 05:15 | sell | 31 | 0.01 | 1.11875 | 1.11943 | 0.00000 | ||
62 | 2019.05.06 06:49 | s/l | 31 | 0.01 | 1.11943 | 1.11943 | 0.00000 | -0.68 | 1148895.49 |
63 | 2019.05.06 17:15 | sell | 32 | 0.01 | 1.11892 | 1.11966 | 0.00000 | ||
64 | 2019.05.06 17:59 | s/l | 32 | 0.01 | 1.11966 | 1.11966 | 0.00000 | -0.74 | 1148894.75 |
65 | 2019.05.08 14:45 | buy | 33 | 0.01 | 1.12044 | 1.11961 | 0.00000 | ||
66 | 2019.05.08 15:34 | s/l | 33 | 0.01 | 1.11961 | 1.11961 | 0.00000 | -0.83 | 1148893.92 |
67 | 2019.05.08 16:45 | sell | 34 | 0.01 | 1.12013 | 1.12100 | 0.00000 | ||
68 | 2019.05.08 18:04 | s/l | 34 | 0.01 | 1.12100 | 1.12100 | 0.00000 | -0.87 | 1148893.05 |
69 | 2019.05.08 19:15 | sell | 35 | 0.01 | 1.11915 | 1.12013 | 0.00000 | ||
70 | 2019.05.09 03:00 | close | 35 | 0.01 | 1.11990 | 1.12013 | 0.00000 | -0.74 | 1148892.30 |