Symbol | EURUSDjfx (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Key="1"; Pair="EURUSD"; EntropyFactor=0.11; SpreadMaxToOpen=4.1; StopLoss=60; TakeProfit=8; info="!!! All the times are CET times !!!"; SessionStopHour=0; CETOffset=-1; | ||||
Bars in test | 9928 | Ticks modelled | 2895582 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 133.99 | Gross profit | 562.44 | Gross loss | -428.44 |
Profit factor | 1.31 | Expected payoff | 4.79 | ||
Absolute drawdown | 116.91 | Maximal drawdown | 252.58 (2.48%) | Relative drawdown | 2.48% (252.58) |
Total trades | 28 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 15 (53.57%) | Loss trades (% of total) | 13 (46.43%) | ||
Largest | profit trade | 40.00 | loss trade | -80.00 | |
Average | profit trade | 37.50 | loss trade | -32.96 | |
Maximum | consecutive wins (profit in money) | 4 (157.50) | consecutive losses (loss in money) | 4 (-91.91) | |
Maximal | consecutive profit (count of wins) | 157.50 (4) | consecutive loss (count of losses) | -95.06 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.03 22:47 | sell | 1 | 0.50 | 1.42625 | 0.00000 | 0.00000 | ||
2 | 2009.09.03 22:47 | modify | 1 | 0.50 | 1.42625 | 1.43225 | 0.00000 | ||
3 | 2009.09.03 22:47 | modify | 1 | 0.50 | 1.42625 | 1.43225 | 1.42545 | ||
4 | 2009.09.03 23:14 | t/p | 1 | 0.50 | 1.42545 | 1.43225 | 1.42545 | 40.00 | 10040.00 |
5 | 2009.09.08 22:00 | sell | 2 | 0.50 | 1.44940 | 0.00000 | 0.00000 | ||
6 | 2009.09.08 22:00 | modify | 2 | 0.50 | 1.44940 | 1.45540 | 0.00000 | ||
7 | 2009.09.08 22:00 | modify | 2 | 0.50 | 1.44940 | 1.45540 | 1.44860 | ||
8 | 2009.09.09 00:00 | close | 2 | 0.50 | 1.45000 | 1.45540 | 1.44860 | -32.52 | 10007.48 |
9 | 2009.09.09 22:03 | buy | 3 | 0.50 | 1.45615 | 0.00000 | 0.00000 | ||
10 | 2009.09.09 22:03 | modify | 3 | 0.50 | 1.45615 | 1.45015 | 0.00000 | ||
11 | 2009.09.09 22:03 | modify | 3 | 0.50 | 1.45615 | 1.45015 | 1.45695 | ||
12 | 2009.09.10 00:54 | close | 3 | 0.50 | 1.45570 | 1.45015 | 1.45695 | -19.36 | 9988.12 |
13 | 2009.09.14 22:25 | sell | 4 | 0.50 | 1.46295 | 0.00000 | 0.00000 | ||
14 | 2009.09.14 22:25 | modify | 4 | 0.50 | 1.46295 | 1.46895 | 0.00000 | ||
15 | 2009.09.14 22:25 | modify | 4 | 0.50 | 1.46295 | 1.46895 | 1.46215 | ||
16 | 2009.09.15 00:35 | close | 4 | 0.50 | 1.46330 | 1.46895 | 1.46215 | -20.02 | 9968.11 |
17 | 2009.09.15 22:11 | sell | 5 | 0.50 | 1.46665 | 0.00000 | 0.00000 | ||
18 | 2009.09.15 22:11 | modify | 5 | 0.50 | 1.46665 | 1.47265 | 0.00000 | ||
19 | 2009.09.15 22:11 | modify | 5 | 0.50 | 1.46665 | 1.47265 | 1.46585 | ||
20 | 2009.09.16 01:26 | close | 5 | 0.50 | 1.46700 | 1.47265 | 1.46585 | -20.02 | 9948.09 |
21 | 2009.09.16 22:00 | buy | 6 | 0.50 | 1.47080 | 0.00000 | 0.00000 | ||
22 | 2009.09.16 22:00 | modify | 6 | 0.50 | 1.47080 | 1.46480 | 0.00000 | ||
23 | 2009.09.16 22:00 | modify | 6 | 0.50 | 1.47080 | 1.46480 | 1.47160 | ||
24 | 2009.09.16 23:24 | close | 6 | 0.50 | 1.47150 | 1.46480 | 1.47160 | 35.00 | 9983.09 |
25 | 2009.09.17 22:00 | sell | 7 | 0.50 | 1.47435 | 0.00000 | 0.00000 | ||
26 | 2009.09.17 22:00 | modify | 7 | 0.50 | 1.47435 | 1.48035 | 0.00000 | ||
27 | 2009.09.17 22:00 | modify | 7 | 0.50 | 1.47435 | 1.48035 | 1.47355 | ||
28 | 2009.09.17 23:33 | t/p | 7 | 0.50 | 1.47355 | 1.48035 | 1.47355 | 40.00 | 10023.09 |
29 | 2009.09.21 22:00 | sell | 8 | 0.50 | 1.46790 | 0.00000 | 0.00000 | ||
30 | 2009.09.21 22:00 | modify | 8 | 0.50 | 1.46790 | 1.47390 | 0.00000 | ||
31 | 2009.09.21 22:00 | modify | 8 | 0.50 | 1.46790 | 1.47390 | 1.46710 | ||
32 | 2009.09.21 23:49 | close | 8 | 0.50 | 1.46835 | 1.47390 | 1.46710 | -22.50 | 10000.59 |
33 | 2009.09.22 22:00 | buy | 9 | 0.50 | 1.47900 | 0.00000 | 0.00000 | ||
34 | 2009.09.22 22:00 | modify | 9 | 0.50 | 1.47900 | 1.47300 | 0.00000 | ||
35 | 2009.09.22 22:00 | modify | 9 | 0.50 | 1.47900 | 1.47300 | 1.47980 | ||
36 | 2009.09.22 23:00 | close | 9 | 0.50 | 1.47975 | 1.47300 | 1.47980 | 37.50 | 10038.09 |
37 | 2009.09.23 22:00 | buy | 10 | 0.50 | 1.46925 | 0.00000 | 0.00000 | ||
38 | 2009.09.23 22:00 | modify | 10 | 0.50 | 1.46925 | 1.46325 | 0.00000 | ||
39 | 2009.09.23 22:00 | modify | 10 | 0.50 | 1.46925 | 1.46325 | 1.47005 | ||
40 | 2009.09.23 22:06 | t/p | 10 | 0.50 | 1.47005 | 1.46325 | 1.47005 | 40.00 | 10078.09 |
41 | 2009.09.23 22:06 | sell | 11 | 0.50 | 1.47005 | 0.00000 | 0.00000 | ||
42 | 2009.09.23 22:06 | modify | 11 | 0.50 | 1.47005 | 1.47605 | 0.00000 | ||
43 | 2009.09.23 22:06 | modify | 11 | 0.50 | 1.47005 | 1.47605 | 1.46925 | ||
44 | 2009.09.23 22:15 | t/p | 11 | 0.50 | 1.46925 | 1.47605 | 1.46925 | 40.00 | 10118.09 |
45 | 2009.09.23 22:15 | buy | 12 | 0.50 | 1.46925 | 0.00000 | 0.00000 | ||
46 | 2009.09.23 22:15 | modify | 12 | 0.50 | 1.46925 | 1.46325 | 0.00000 | ||
47 | 2009.09.23 22:15 | modify | 12 | 0.50 | 1.46925 | 1.46325 | 1.47005 | ||
48 | 2009.09.23 22:21 | t/p | 12 | 0.50 | 1.47005 | 1.46325 | 1.47005 | 40.00 | 10158.09 |
49 | 2009.09.23 22:21 | sell | 13 | 0.50 | 1.47005 | 0.00000 | 0.00000 | ||
50 | 2009.09.23 22:21 | modify | 13 | 0.50 | 1.47005 | 1.47605 | 0.00000 | ||
51 | 2009.09.23 22:21 | modify | 13 | 0.50 | 1.47005 | 1.47605 | 1.46925 | ||
52 | 2009.09.23 23:00 | close | 13 | 0.50 | 1.47115 | 1.47605 | 1.46925 | -55.00 | 10103.09 |
53 | 2009.09.24 22:15 | sell | 14 | 0.50 | 1.46645 | 0.00000 | 0.00000 | ||
54 | 2009.09.24 22:15 | modify | 14 | 0.50 | 1.46645 | 1.47245 | 0.00000 | ||
55 | 2009.09.24 22:15 | modify | 14 | 0.50 | 1.46645 | 1.47245 | 1.46565 | ||
56 | 2009.09.24 22:51 | t/p | 14 | 0.50 | 1.46565 | 1.47245 | 1.46565 | 40.00 | 10143.09 |
57 | 2009.09.24 22:52 | buy | 15 | 0.50 | 1.46550 | 0.00000 | 0.00000 | ||
58 | 2009.09.24 22:52 | modify | 15 | 0.50 | 1.46550 | 1.45950 | 0.00000 | ||
59 | 2009.09.24 22:52 | modify | 15 | 0.50 | 1.46550 | 1.45950 | 1.46630 | ||
60 | 2009.09.24 23:53 | close | 15 | 0.50 | 1.46390 | 1.45950 | 1.46630 | -80.00 | 10063.09 |
61 | 2009.09.28 22:35 | sell | 16 | 0.50 | 1.46250 | 0.00000 | 0.00000 | ||
62 | 2009.09.28 22:35 | modify | 16 | 0.50 | 1.46250 | 1.46850 | 0.00000 | ||
63 | 2009.09.28 22:35 | modify | 16 | 0.50 | 1.46250 | 1.46850 | 1.46170 | ||
64 | 2009.09.29 00:04 | close | 16 | 0.50 | 1.46200 | 1.46850 | 1.46170 | 22.48 | 10085.58 |
65 | 2009.09.29 22:53 | sell | 17 | 0.50 | 1.45880 | 0.00000 | 0.00000 | ||
66 | 2009.09.29 22:53 | modify | 17 | 0.50 | 1.45880 | 1.46480 | 0.00000 | ||
67 | 2009.09.29 22:53 | modify | 17 | 0.50 | 1.45880 | 1.46480 | 1.45800 | ||
68 | 2009.09.30 00:46 | close | 17 | 0.50 | 1.45910 | 1.46480 | 1.45800 | -17.52 | 10068.06 |
69 | 2009.09.30 22:51 | sell | 18 | 0.50 | 1.46430 | 0.00000 | 0.00000 | ||
70 | 2009.09.30 22:51 | modify | 18 | 0.50 | 1.46430 | 1.47030 | 0.00000 | ||
71 | 2009.09.30 22:51 | modify | 18 | 0.50 | 1.46430 | 1.47030 | 1.46350 | ||
72 | 2009.10.01 00:54 | close | 18 | 0.50 | 1.46570 | 1.47030 | 1.46350 | -77.55 | 9990.51 |
73 | 2009.10.01 22:15 | buy | 19 | 0.50 | 1.45325 | 0.00000 | 0.00000 | ||
74 | 2009.10.01 22:15 | modify | 19 | 0.50 | 1.45325 | 1.44725 | 0.00000 | ||
75 | 2009.10.01 22:15 | modify | 19 | 0.50 | 1.45325 | 1.44725 | 1.45405 | ||
76 | 2009.10.01 22:36 | t/p | 19 | 0.50 | 1.45405 | 1.44725 | 1.45405 | 40.00 | 10030.51 |
77 | 2009.10.01 22:39 | buy | 20 | 0.50 | 1.45325 | 0.00000 | 0.00000 | ||
78 | 2009.10.01 22:39 | modify | 20 | 0.50 | 1.45325 | 1.44725 | 0.00000 | ||
79 | 2009.10.01 22:39 | modify | 20 | 0.50 | 1.45325 | 1.44725 | 1.45405 | ||
80 | 2009.10.01 22:46 | t/p | 20 | 0.50 | 1.45405 | 1.44725 | 1.45405 | 40.00 | 10070.51 |
81 | 2009.10.05 22:04 | buy | 21 | 0.50 | 1.46485 | 0.00000 | 0.00000 | ||
82 | 2009.10.05 22:04 | modify | 21 | 0.50 | 1.46485 | 1.45885 | 0.00000 | ||
83 | 2009.10.05 22:04 | modify | 21 | 0.50 | 1.46485 | 1.45885 | 1.46565 | ||
84 | 2009.10.05 23:36 | t/p | 21 | 0.50 | 1.46565 | 1.45885 | 1.46565 | 40.00 | 10110.51 |
85 | 2009.10.06 22:00 | sell | 22 | 0.50 | 1.47225 | 0.00000 | 0.00000 | ||
86 | 2009.10.06 22:00 | modify | 22 | 0.50 | 1.47225 | 1.47825 | 0.00000 | ||
87 | 2009.10.06 22:00 | modify | 22 | 0.50 | 1.47225 | 1.47825 | 1.47145 | ||
88 | 2009.10.06 23:54 | close | 22 | 0.50 | 1.47235 | 1.47825 | 1.47145 | -5.00 | 10105.51 |
89 | 2009.10.08 22:17 | sell | 23 | 0.50 | 1.47940 | 0.00000 | 0.00000 | ||
90 | 2009.10.08 22:17 | modify | 23 | 0.50 | 1.47940 | 1.48540 | 0.00000 | ||
91 | 2009.10.08 22:17 | modify | 23 | 0.50 | 1.47940 | 1.48540 | 1.47860 | ||
92 | 2009.10.08 22:59 | t/p | 23 | 0.50 | 1.47860 | 1.48540 | 1.47860 | 40.00 | 10145.51 |
93 | 2009.10.08 22:59 | buy | 24 | 0.50 | 1.47855 | 0.00000 | 0.00000 | ||
94 | 2009.10.08 22:59 | modify | 24 | 0.50 | 1.47855 | 1.47255 | 0.00000 | ||
95 | 2009.10.08 22:59 | modify | 24 | 0.50 | 1.47855 | 1.47255 | 1.47935 | ||
96 | 2009.10.08 23:30 | close | 24 | 0.50 | 1.47755 | 1.47255 | 1.47935 | -50.00 | 10095.51 |
97 | 2009.10.12 22:51 | sell | 25 | 0.50 | 1.47830 | 0.00000 | 0.00000 | ||
98 | 2009.10.12 22:51 | modify | 25 | 0.50 | 1.47830 | 1.48430 | 0.00000 | ||
99 | 2009.10.12 22:51 | modify | 25 | 0.50 | 1.47830 | 1.48430 | 1.47750 | ||
100 | 2009.10.13 00:02 | close | 25 | 0.50 | 1.47875 | 1.48430 | 1.47750 | -25.02 | 10070.50 |
101 | 2009.10.13 22:00 | buy | 26 | 0.50 | 1.48535 | 0.00000 | 0.00000 | ||
102 | 2009.10.13 22:00 | modify | 26 | 0.50 | 1.48535 | 1.47935 | 0.00000 | ||
103 | 2009.10.13 22:00 | modify | 26 | 0.50 | 1.48535 | 1.47935 | 1.48615 | ||
104 | 2009.10.14 01:22 | close | 26 | 0.50 | 1.48525 | 1.47935 | 1.48615 | -3.95 | 10066.54 |
105 | 2009.10.14 22:00 | sell | 27 | 0.50 | 1.49345 | 0.00000 | 0.00000 | ||
106 | 2009.10.14 22:00 | modify | 27 | 0.50 | 1.49345 | 1.49945 | 0.00000 | ||
107 | 2009.10.14 22:00 | modify | 27 | 0.50 | 1.49345 | 1.49945 | 1.49265 | ||
108 | 2009.10.15 00:16 | t/p | 27 | 0.50 | 1.49265 | 1.49945 | 1.49265 | 32.45 | 10098.99 |
109 | 2009.10.15 22:00 | buy | 28 | 0.50 | 1.49375 | 0.00000 | 0.00000 | ||
110 | 2009.10.15 22:00 | modify | 28 | 0.50 | 1.49375 | 1.48775 | 0.00000 | ||
111 | 2009.10.15 22:00 | modify | 28 | 0.50 | 1.49375 | 1.48775 | 1.49455 | ||
112 | 2009.10.15 23:31 | close | 28 | 0.50 | 1.49445 | 1.48775 | 1.49455 | 35.00 | 10133.99 |