Symbol | USDCADjfx (US Dollar vs Canadian 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="USDCAD"; EntropyFactor=0.2; SpreadMaxToOpen=7; StopLoss=50; TakeProfit=10; info="!!! All the times are CET times !!!"; SessionStopHour=0; CETOffset=-1; | ||||
Bars in test | 9906 | Ticks modelled | 1705127 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -197.68 | Gross profit | 225.12 | Gross loss | -422.80 |
Profit factor | 0.53 | Expected payoff | -28.24 | ||
Absolute drawdown | 346.70 | Maximal drawdown | 496.87 (4.90%) | Relative drawdown | 4.90% (496.87) |
Total trades | 7 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
Largest | profit trade | 58.13 | loss trade | -283.99 | |
Average | profit trade | 56.28 | loss trade | -140.93 | |
Maximum | consecutive wins (profit in money) | 2 (112.37) | consecutive losses (loss in money) | 1 (-283.99) | |
Maximal | consecutive profit (count of wins) | 112.37 (2) | consecutive loss (count of losses) | -283.99 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.16 22:35 | sell | 1 | 0.60 | 1.06705 | 0.00000 | 0.00000 | ||
2 | 2009.09.16 22:35 | modify | 1 | 0.60 | 1.06705 | 1.07205 | 0.00000 | ||
3 | 2009.09.16 22:35 | modify | 1 | 0.60 | 1.06705 | 1.07205 | 1.06605 | ||
4 | 2009.09.17 02:17 | t/p | 1 | 0.60 | 1.06605 | 1.07205 | 1.06605 | 54.62 | 10054.62 |
5 | 2009.09.22 22:47 | buy | 2 | 0.60 | 1.06865 | 0.00000 | 0.00000 | ||
6 | 2009.09.22 22:47 | modify | 2 | 0.60 | 1.06865 | 1.06365 | 0.00000 | ||
7 | 2009.09.22 22:47 | modify | 2 | 0.60 | 1.06865 | 1.06365 | 1.06965 | ||
8 | 2009.09.22 23:40 | close | 2 | 0.60 | 1.06825 | 1.06365 | 1.06965 | -22.47 | 10032.15 |
9 | 2009.09.23 22:00 | sell | 3 | 0.60 | 1.07695 | 0.00000 | 0.00000 | ||
10 | 2009.09.23 22:00 | modify | 3 | 0.60 | 1.07695 | 1.08195 | 0.00000 | ||
11 | 2009.09.23 22:00 | modify | 3 | 0.60 | 1.07695 | 1.08195 | 1.07595 | ||
12 | 2009.09.23 22:04 | t/p | 3 | 0.60 | 1.07595 | 1.08195 | 1.07595 | 55.76 | 10087.91 |
13 | 2009.10.06 22:00 | buy | 4 | 0.60 | 1.05930 | 0.00000 | 0.00000 | ||
14 | 2009.10.06 22:00 | modify | 4 | 0.60 | 1.05930 | 1.05430 | 0.00000 | ||
15 | 2009.10.06 22:00 | modify | 4 | 0.60 | 1.05930 | 1.05430 | 1.06030 | ||
16 | 2009.10.07 00:46 | t/p | 4 | 0.60 | 1.06030 | 1.05430 | 1.06030 | 56.61 | 10144.52 |
17 | 2009.10.07 22:40 | buy | 5 | 0.60 | 1.06120 | 0.00000 | 0.00000 | ||
18 | 2009.10.07 22:40 | modify | 5 | 0.60 | 1.06120 | 1.05620 | 0.00000 | ||
19 | 2009.10.07 22:40 | modify | 5 | 0.60 | 1.06120 | 1.05620 | 1.06220 | ||
20 | 2009.10.08 01:15 | s/l | 5 | 0.60 | 1.05620 | 1.05620 | 1.06220 | -283.99 | 9860.54 |
21 | 2009.10.13 22:14 | buy | 6 | 0.60 | 1.03120 | 0.00000 | 0.00000 | ||
22 | 2009.10.13 22:14 | modify | 6 | 0.60 | 1.03120 | 1.02620 | 0.00000 | ||
23 | 2009.10.13 22:14 | modify | 6 | 0.60 | 1.03120 | 1.02620 | 1.03220 | ||
24 | 2009.10.13 23:13 | t/p | 6 | 0.60 | 1.03220 | 1.02620 | 1.03220 | 58.13 | 9918.67 |
25 | 2009.10.15 22:31 | buy | 7 | 0.60 | 1.03325 | 0.00000 | 0.00000 | ||
26 | 2009.10.15 22:31 | modify | 7 | 0.60 | 1.03325 | 1.02825 | 0.00000 | ||
27 | 2009.10.15 22:31 | modify | 7 | 0.60 | 1.03325 | 1.02825 | 1.03425 | ||
28 | 2009.10.16 03:31 | close | 7 | 0.60 | 1.03125 | 1.02825 | 1.03425 | -116.34 | 9802.32 |