Symbol | USDCADjfx (US Dollar vs Canadian Dollar) | ||||
Period | 15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | ProductKey="***** ENTER PRODUCT KEY HERE *****"; UsePresets=true; IsHedgingAllowed=true; Risk=50; FixedRisk=false; FixedRiskPercent=3; MaxLots=5; MaxOrders=3; UK_Offset=0; StartHour=2; StartMin=5; LossAction=1; TP.Percent=45; SL.Percent=102; SL_Length=1; SL_ATR_period=8; SL_Kv=3.9; ShowOnScreenBalance=true; BalanceColour=Lime; | ||||
Bars in test | 62116 | Ticks modelled | 12934356 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6262.86 | Gross profit | 2000.34 | Gross loss | -8263.20 |
Profit factor | 0.24 | Expected payoff | -223.67 | ||
Absolute drawdown | 6262.86 | Maximal drawdown | 6651.87 (64.03%) | Relative drawdown | 64.03% (6651.87) |
Total trades | 28 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 12 (42.86%) | Loss trades (% of total) | 16 (57.14%) | ||
Largest | profit trade | 647.99 | loss trade | -1602.87 | |
Average | profit trade | 166.70 | loss trade | -516.45 | |
Maximum | consecutive wins (profit in money) | 5 (333.22) | consecutive losses (loss in money) | 6 (-4253.56) | |
Maximal | consecutive profit (count of wins) | 647.99 (1) | consecutive loss (count of losses) | -4253.56 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.06.02 05:15 | buy | 1 | 0.17 | 0.99603 | 0.00000 | 0.00000 | ||
2 | 2008.06.02 05:15 | modify | 1 | 0.17 | 0.99603 | 0.99068 | 0.99984 | ||
3 | 2008.06.02 14:59 | t/p | 1 | 0.17 | 0.99984 | 0.99068 | 0.99984 | 64.78 | 10064.78 |
4 | 2008.06.03 05:16 | buy | 2 | 0.16 | 1.00183 | 0.00000 | 0.00000 | ||
5 | 2008.06.03 05:16 | modify | 2 | 0.16 | 1.00183 | 0.99606 | 1.00594 | ||
6 | 2008.06.03 13:44 | t/p | 2 | 0.16 | 1.00594 | 0.99606 | 1.00594 | 65.37 | 10130.15 |
7 | 2008.06.04 05:16 | buy | 3 | 0.14 | 1.00928 | 0.00000 | 0.00000 | ||
8 | 2008.06.04 05:16 | modify | 3 | 0.14 | 1.00928 | 1.00286 | 1.01385 | ||
9 | 2008.06.04 14:59 | t/p | 3 | 0.14 | 1.01385 | 1.00286 | 1.01385 | 63.10 | 10193.25 |
10 | 2008.06.05 05:15 | buy | 4 | 0.15 | 1.01513 | 0.00000 | 0.00000 | ||
11 | 2008.06.05 05:15 | modify | 4 | 0.15 | 1.01513 | 1.00859 | 1.01978 | ||
12 | 2008.06.05 11:16 | t/p | 4 | 0.15 | 1.01978 | 1.00859 | 1.01978 | 68.40 | 10261.65 |
13 | 2008.06.06 05:15 | buy | 5 | 0.22 | 1.01713 | 0.00000 | 0.00000 | ||
14 | 2008.06.06 05:15 | modify | 5 | 0.22 | 1.01713 | 1.01247 | 1.02045 | ||
15 | 2008.06.06 11:00 | t/p | 5 | 0.22 | 1.02045 | 1.01247 | 1.02045 | 71.57 | 10333.22 |
16 | 2008.06.09 05:15 | sell | 6 | 0.32 | 1.01700 | 0.00000 | 0.00000 | ||
17 | 2008.06.09 05:15 | modify | 6 | 0.32 | 1.01700 | 1.02019 | 1.01473 | ||
18 | 2008.06.09 08:57 | s/l | 6 | 0.32 | 1.02019 | 1.02019 | 1.01473 | -100.06 | 10233.16 |
19 | 2008.06.10 05:15 | sell | 7 | 0.58 | 1.02370 | 0.00000 | 0.00000 | ||
20 | 2008.06.10 05:15 | modify | 7 | 0.58 | 1.02370 | 1.02773 | 1.02083 | ||
21 | 2008.06.10 07:56 | s/l | 7 | 0.58 | 1.02773 | 1.02773 | 1.02083 | -227.43 | 10005.73 |
22 | 2008.06.11 05:15 | sell | 8 | 0.82 | 1.02380 | 0.00000 | 0.00000 | ||
23 | 2008.06.11 05:15 | modify | 8 | 0.82 | 1.02380 | 1.02903 | 1.02007 | ||
24 | 2008.06.11 08:50 | t/p | 8 | 0.82 | 1.02007 | 1.02903 | 1.02007 | 299.85 | 10305.58 |
25 | 2008.06.12 05:15 | sell | 9 | 0.21 | 1.02200 | 0.00000 | 0.00000 | ||
26 | 2008.06.12 05:15 | modify | 9 | 0.21 | 1.02200 | 1.02719 | 1.01830 | ||
27 | 2008.06.12 12:25 | s/l | 9 | 0.21 | 1.02719 | 1.02719 | 1.01830 | -106.10 | 10199.48 |
28 | 2008.06.13 05:15 | sell | 10 | 0.37 | 1.02320 | 0.00000 | 0.00000 | ||
29 | 2008.06.13 05:15 | modify | 10 | 0.37 | 1.02320 | 1.02754 | 1.02011 | ||
30 | 2008.06.13 10:23 | s/l | 10 | 0.37 | 1.02754 | 1.02754 | 1.02011 | -156.26 | 10043.22 |
31 | 2008.06.16 05:15 | buy | 11 | 0.63 | 1.02923 | 0.00000 | 0.00000 | ||
32 | 2008.06.16 05:15 | modify | 11 | 0.63 | 1.02923 | 1.02492 | 1.03230 | ||
33 | 2008.06.16 12:57 | s/l | 11 | 0.63 | 1.02492 | 1.02492 | 1.03230 | -264.93 | 9778.29 |
34 | 2008.06.17 05:15 | sell | 12 | 1.01 | 1.02210 | 0.00000 | 0.00000 | ||
35 | 2008.06.17 05:15 | modify | 12 | 1.01 | 1.02210 | 1.02668 | 1.01884 | ||
36 | 2008.06.17 07:58 | t/p | 12 | 1.01 | 1.01884 | 1.02668 | 1.01884 | 323.18 | 10101.47 |
37 | 2008.06.18 05:15 | sell | 13 | 0.24 | 1.01890 | 0.00000 | 0.00000 | ||
38 | 2008.06.18 05:15 | modify | 13 | 0.24 | 1.01890 | 1.02297 | 1.01600 | ||
39 | 2008.06.19 03:52 | t/p | 13 | 0.24 | 1.01600 | 1.02297 | 1.01600 | 67.85 | 10169.32 |
40 | 2008.06.19 05:15 | sell | 14 | 0.31 | 1.01670 | 0.00000 | 0.00000 | ||
41 | 2008.06.19 05:15 | modify | 14 | 0.31 | 1.01670 | 1.01962 | 1.01462 | ||
42 | 2008.06.19 11:02 | t/p | 14 | 0.31 | 1.01462 | 1.01962 | 1.01462 | 63.56 | 10232.88 |
43 | 2008.06.20 05:20 | sell | 15 | 0.24 | 1.01475 | 0.00000 | 0.00000 | ||
44 | 2008.06.20 05:20 | modify | 15 | 0.24 | 1.01475 | 1.01857 | 1.01203 | ||
45 | 2008.06.20 12:30 | t/p | 15 | 0.24 | 1.01203 | 1.01857 | 1.01203 | 64.55 | 10297.43 |
46 | 2008.06.23 05:15 | sell | 16 | 0.23 | 1.01455 | 0.00000 | 0.00000 | ||
47 | 2008.06.23 05:15 | modify | 16 | 0.23 | 1.01455 | 1.01886 | 1.01148 | ||
48 | 2008.06.23 08:04 | s/l | 16 | 0.23 | 1.01886 | 1.01886 | 1.01148 | -97.29 | 10200.14 |
49 | 2008.06.24 05:15 | buy | 17 | 0.51 | 1.01653 | 0.00000 | 0.00000 | ||
50 | 2008.06.24 05:15 | modify | 17 | 0.51 | 1.01653 | 1.01352 | 1.01867 | ||
51 | 2008.06.24 14:07 | s/l | 17 | 0.51 | 1.01352 | 1.01352 | 1.01867 | -151.48 | 10048.66 |
52 | 2008.06.25 05:15 | sell | 18 | 0.77 | 1.01155 | 0.00000 | 0.00000 | ||
53 | 2008.06.25 05:15 | modify | 18 | 0.77 | 1.01155 | 1.01527 | 1.00890 | ||
54 | 2008.06.26 05:15 | sell | 19 | 0.86 | 1.00935 | 0.00000 | 0.00000 | ||
55 | 2008.06.26 05:15 | modify | 19 | 0.86 | 1.00935 | 1.01250 | 1.00711 | ||
56 | 2008.06.26 09:49 | t/p | 18 | 0.77 | 1.00890 | 1.01527 | 1.00890 | 200.14 | 10248.80 |
57 | 2008.06.26 16:00 | s/l | 19 | 0.86 | 1.01250 | 1.01250 | 1.00711 | -267.55 | 9981.25 |
58 | 2008.06.27 05:15 | buy | 20 | 1.31 | 1.01203 | 0.00000 | 0.00000 | ||
59 | 2008.06.27 05:15 | modify | 20 | 1.31 | 1.01203 | 1.00863 | 1.01445 | ||
60 | 2008.06.27 08:57 | s/l | 20 | 1.31 | 1.00863 | 1.00863 | 1.01445 | -441.60 | 9539.65 |
61 | 2008.06.30 05:15 | sell | 21 | 1.74 | 1.00895 | 0.00000 | 0.00000 | ||
62 | 2008.06.30 05:15 | modify | 21 | 1.74 | 1.00895 | 1.01275 | 1.00625 | ||
63 | 2008.06.30 12:41 | s/l | 21 | 1.74 | 1.01275 | 1.01275 | 1.00625 | -652.86 | 8886.79 |
64 | 2008.07.01 05:15 | buy | 22 | 1.65 | 1.01993 | 0.00000 | 0.00000 | ||
65 | 2008.07.01 05:15 | modify | 22 | 1.65 | 1.01993 | 1.01423 | 1.02399 | ||
66 | 2008.07.01 10:53 | s/l | 22 | 1.65 | 1.01423 | 1.01423 | 1.02399 | -927.33 | 7959.46 |
67 | 2008.07.02 05:15 | buy | 23 | 1.65 | 1.01913 | 0.00000 | 0.00000 | ||
68 | 2008.07.02 05:15 | modify | 23 | 1.65 | 1.01913 | 1.01335 | 1.02325 | ||
69 | 2008.07.02 15:50 | s/l | 23 | 1.65 | 1.01335 | 1.01335 | 1.02325 | -941.18 | 7018.28 |
70 | 2008.07.03 05:15 | sell | 24 | 1.40 | 1.01340 | 0.00000 | 0.00000 | ||
71 | 2008.07.03 05:15 | modify | 24 | 1.40 | 1.01340 | 1.02086 | 1.00809 | ||
72 | 2008.07.03 15:00 | s/l | 24 | 1.40 | 1.02086 | 1.02086 | 1.00809 | -1023.04 | 5995.24 |
73 | 2008.07.04 05:15 | buy | 25 | 1.65 | 1.01713 | 0.00000 | 0.00000 | ||
74 | 2008.07.04 05:15 | modify | 25 | 1.65 | 1.01713 | 1.01150 | 1.02114 | ||
75 | 2008.07.07 05:15 | buy | 26 | 2.43 | 1.02093 | 0.00000 | 0.00000 | ||
76 | 2008.07.07 05:15 | modify | 25 | 1.65 | 1.01713 | 1.01295 | 1.02114 | ||
77 | 2008.07.07 05:15 | modify | 26 | 2.43 | 1.02093 | 1.01718 | 1.02360 | ||
78 | 2008.07.07 07:13 | t/p | 25 | 1.65 | 1.02114 | 1.01295 | 1.02114 | 647.99 | 6643.23 |
79 | 2008.07.07 14:41 | s/l | 26 | 2.43 | 1.01718 | 1.01718 | 1.02360 | -895.93 | 5747.30 |
80 | 2008.07.08 05:15 | sell | 27 | 3.78 | 1.01680 | 0.00000 | 0.00000 | ||
81 | 2008.07.08 05:15 | modify | 27 | 3.78 | 1.01680 | 1.02113 | 1.01372 | ||
82 | 2008.07.08 10:55 | s/l | 27 | 3.78 | 1.02113 | 1.02113 | 1.01372 | -1602.87 | 4144.43 |
83 | 2008.08.07 05:15 | buy | 28 | 3.77 | 1.04708 | 0.00000 | 0.00000 | ||
84 | 2008.08.07 05:15 | modify | 28 | 3.77 | 1.04708 | 1.04156 | 1.05101 | ||
85 | 2008.08.07 06:21 | close at stop | 28 | 3.77 | 1.04595 | 1.04156 | 1.05101 | -407.29 | 3737.14 |