Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2020.04.06 00:00 - 2020.06.04 20:00 (2020.04.05 - 2020.06.05) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Debug=false; Lots=0.1; UseMM=true; Risk=81; StopLoss=400; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=650; Margincutoff=0; SignalTimeFrame=0; MA_Period=6; m="--Moving Average Types--"; m0=" 0 = SMA"; m1=" 1 = EMA"; m2=" 2 = SMMA"; m3=" 3 = LWMA"; m4=" 4 = LSMA"; MA_Type=1; p="--Applied Price Types--"; p0=" 0 = close"; p1=" 1 = open"; p2=" 2 = high"; p3=" 3 = low"; p4=" 4 = median(high+low)/2"; p5=" 5 = typical(high+low+close)/3"; p6=" 6 = weighted(high+low+close+close)/4"; MA_AppliedPrice=0; EntryAngle_Threshold=28; ExitAngle_Threshold=6; PrevMAShift=4; CurMAShift=2; UseTradingHours=true; StartHour=5; StopHour=9; | ||||
Bars in test | 1274 | Ticks modelled | 2488808 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | 20 | ||
Total net profit | 2007819.25 | Gross profit | 2011119.38 | Gross loss | -3300.14 |
Profit factor | 609.41 | Expected payoff | 87296.49 | ||
Absolute drawdown | 462.97 | Maximal drawdown | 556000.00 (23.57%) | Relative drawdown | 95.15% (726.05) |
Total trades | 23 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
Largest | profit trade | 650000.00 | loss trade | -2785.04 | |
Average | profit trade | 111728.85 | loss trade | -660.03 | |
Maximum | consecutive wins (profit in money) | 10 (1999444.06) | consecutive losses (loss in money) | 2 (-469.60) | |
Maximal | consecutive profit (count of wins) | 1999444.06 (10) | consecutive loss (count of losses) | -2785.04 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.04.08 05:00 | buy | 1 | 1.01 | 1.08696 | 1.08296 | 1.09346 | ||
2 | 2020.04.08 16:00 | close | 1 | 1.01 | 1.08683 | 1.08296 | 1.09346 | -13.13 | 486.87 |
3 | 2020.04.10 05:00 | buy | 2 | 0.99 | 1.09243 | 1.08843 | 1.09893 | ||
4 | 2020.04.13 04:00 | close | 2 | 0.99 | 1.09314 | 1.08843 | 1.09893 | 66.37 | 553.24 |
5 | 2020.04.14 05:00 | sell | 3 | 1.12 | 1.09230 | 1.09630 | 1.08580 | ||
6 | 2020.04.14 12:00 | close | 3 | 1.12 | 1.09335 | 1.09630 | 1.08580 | -117.60 | 435.64 |
7 | 2020.04.15 05:00 | buy | 4 | 0.88 | 1.09879 | 1.09479 | 1.10529 | ||
8 | 2020.04.15 11:35 | s/l | 4 | 0.88 | 1.09479 | 1.09479 | 1.10529 | -352.00 | 83.64 |
9 | 2020.04.16 05:00 | sell | 5 | 0.17 | 1.08858 | 1.09258 | 1.08208 | ||
10 | 2020.04.16 20:37 | t/p | 5 | 0.17 | 1.08208 | 1.09258 | 1.08208 | 110.50 | 194.14 |
11 | 2020.04.17 05:00 | sell | 6 | 0.39 | 1.08626 | 1.09026 | 1.07976 | ||
12 | 2020.04.18 00:00 | close | 6 | 0.39 | 1.08709 | 1.09026 | 1.07976 | -32.37 | 161.77 |
13 | 2020.04.23 05:00 | sell | 7 | 0.33 | 1.08108 | 1.08508 | 1.07458 | ||
14 | 2020.04.24 10:57 | t/p | 7 | 0.33 | 1.07458 | 1.08508 | 1.07458 | 214.53 | 376.30 |
15 | 2020.04.27 05:00 | buy | 8 | 0.76 | 1.08200 | 1.07800 | 1.08850 | ||
16 | 2020.04.28 04:00 | close | 8 | 0.76 | 1.08243 | 1.07800 | 1.08850 | 29.67 | 405.97 |
17 | 2020.04.30 08:00 | buy | 9 | 0.82 | 1.08650 | 1.08250 | 1.09300 | ||
18 | 2020.04.30 18:56 | t/p | 9 | 0.82 | 1.09300 | 1.08250 | 1.09300 | 533.00 | 938.97 |
19 | 2020.05.01 05:00 | buy | 10 | 1.90 | 1.09476 | 1.09076 | 1.10126 | ||
20 | 2020.05.01 18:35 | t/p | 10 | 1.90 | 1.10126 | 1.09076 | 1.10126 | 1235.00 | 2173.97 |
21 | 2020.05.05 05:00 | sell | 11 | 4.40 | 1.09105 | 1.09505 | 1.08455 | ||
22 | 2020.05.05 12:58 | t/p | 11 | 4.40 | 1.08455 | 1.09505 | 1.08455 | 2860.00 | 5033.97 |
23 | 2020.05.06 05:00 | sell | 12 | 10.19 | 1.08369 | 1.08769 | 1.07719 | ||
24 | 2020.05.07 18:03 | t/p | 12 | 10.19 | 1.07719 | 1.08769 | 1.07719 | 6626.25 | 11660.22 |
25 | 2020.05.08 08:00 | buy | 13 | 23.61 | 1.08490 | 1.08090 | 1.09140 | ||
26 | 2020.05.11 04:00 | close | 13 | 23.61 | 1.08376 | 1.08090 | 1.09140 | -2785.04 | 8875.19 |
27 | 2020.05.13 05:00 | buy | 14 | 17.97 | 1.08568 | 1.08168 | 1.09218 | ||
28 | 2020.05.13 16:00 | close | 14 | 17.97 | 1.08767 | 1.08168 | 1.09218 | 3576.03 | 12451.22 |
29 | 2020.05.14 05:00 | sell | 15 | 25.21 | 1.08213 | 1.08613 | 1.07563 | ||
30 | 2020.05.15 08:00 | close | 15 | 25.21 | 1.08072 | 1.08613 | 1.07563 | 3556.88 | 16008.09 |
31 | 2020.05.19 05:00 | buy | 16 | 32.42 | 1.09211 | 1.08811 | 1.09861 | ||
32 | 2020.05.20 18:05 | t/p | 16 | 32.42 | 1.09861 | 1.08811 | 1.09861 | 20944.62 | 36952.71 |
33 | 2020.05.21 05:00 | buy | 17 | 74.83 | 1.09703 | 1.09303 | 1.10353 | ||
34 | 2020.05.21 16:00 | close | 17 | 74.83 | 1.09935 | 1.09303 | 1.10353 | 17360.56 | 54313.27 |
35 | 2020.05.22 05:00 | sell | 18 | 109.98 | 1.09476 | 1.09876 | 1.08826 | ||
36 | 2020.05.25 10:19 | t/p | 18 | 109.98 | 1.08826 | 1.09876 | 1.08826 | 71496.90 | 125810.17 |
37 | 2020.05.27 05:00 | buy | 19 | 254.77 | 1.09720 | 1.09320 | 1.10370 | ||
38 | 2020.05.27 16:00 | close | 19 | 254.77 | 1.10174 | 1.09320 | 1.10370 | 115665.58 | 241475.75 |
39 | 2020.05.28 08:00 | buy | 20 | 488.99 | 1.10135 | 1.09735 | 1.10785 | ||
40 | 2020.05.28 20:22 | t/p | 20 | 488.99 | 1.10785 | 1.09735 | 1.10785 | 317843.50 | 559319.25 |
41 | 2020.05.29 05:00 | buy | 21 | 1000.00 | 1.10786 | 1.10386 | 1.11436 | ||
42 | 2020.05.29 16:18 | t/p | 21 | 1000.00 | 1.11436 | 1.10386 | 1.11436 | 650000.00 | 1209319.25 |
43 | 2020.06.03 05:00 | buy | 22 | 1000.00 | 1.11894 | 1.11494 | 1.12544 | ||
44 | 2020.06.03 22:49 | t/p | 22 | 1000.00 | 1.12544 | 1.11494 | 1.12544 | 650000.00 | 1859319.25 |
45 | 2020.06.04 05:00 | buy | 23 | 1000.00 | 1.12216 | 1.11816 | 1.12866 | ||
46 | 2020.06.04 16:00 | close | 23 | 1000.00 | 1.12365 | 1.11816 | 1.12866 | 149000.00 | 2008319.25 |