Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 30 Minutes (M30) 2013.08.01 00:00 - 2013.09.23 23:30 (2013.08.01 - 2013.09.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; EquityAmount=10100; | ||||
Bars in test | 2805 | Ticks modelled | 778797 | Modelling quality | n/a |
Mismatched charts errors | 452 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3509.24 | Gross profit | 9387.15 | Gross loss | -5877.91 |
Profit factor | 1.60 | Expected payoff | 47.42 | ||
Absolute drawdown | 997.09 | Maximal drawdown | 3642.32 (28.80%) | Relative drawdown | 28.80% (3642.32) |
Total trades | 74 | Short positions (won %) | 25 (84.00%) | Long positions (won %) | 49 (46.94%) |
Profit trades (% of total) | 44 (59.46%) | Loss trades (% of total) | 30 (40.54%) | ||
Largest | profit trade | 1229.68 | loss trade | -3595.47 | |
Average | profit trade | 213.34 | loss trade | -195.93 | |
Maximum | consecutive wins (profit in money) | 13 (1840.62) | consecutive losses (loss in money) | 9 (-260.86) | |
Maximal | consecutive profit (count of wins) | 1840.62 (13) | consecutive loss (count of losses) | -3595.47 (1) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.08.01 09:41 | sell | 1 | 1.00 | 0.9323 | 0.0000 | 0.0000 | ||
2 | 2013.08.01 14:49 | close | 1 | 1.00 | 0.9313 | 0.0000 | 0.0000 | 107.38 | 10107.38 |
3 | 2013.08.02 12:06 | sell | 2 | 1.00 | 0.9439 | 0.0000 | 0.0000 | ||
4 | 2013.08.02 14:30 | close | 2 | 1.00 | 0.9381 | 0.0000 | 0.0000 | 618.27 | 10725.65 |
5 | 2013.08.02 14:30 | buy | 3 | 1.00 | 0.9381 | 0.0000 | 0.0000 | ||
6 | 2013.08.02 14:30 | close | 3 | 1.00 | 0.9375 | 0.0000 | 0.0000 | -64.00 | 10661.65 |
7 | 2013.08.02 14:30 | buy | 4 | 1.00 | 0.9373 | 0.0000 | 0.0000 | ||
8 | 2013.08.02 14:30 | close | 4 | 1.00 | 0.9368 | 0.0000 | 0.0000 | -53.37 | 10608.28 |
9 | 2013.08.02 14:30 | buy | 5 | 1.00 | 0.9366 | 0.0000 | 0.0000 | ||
10 | 2013.08.02 14:30 | close | 5 | 1.00 | 0.9360 | 0.0000 | 0.0000 | -64.10 | 10544.18 |
11 | 2013.08.02 14:30 | buy | 6 | 1.00 | 0.9358 | 0.0000 | 0.0000 | ||
12 | 2013.08.02 14:30 | close | 6 | 1.00 | 0.9357 | 0.0000 | 0.0000 | -10.69 | 10533.49 |
13 | 2013.08.02 14:30 | buy | 7 | 1.00 | 0.9360 | 0.0000 | 0.0000 | ||
14 | 2013.08.05 12:00 | sell | 8 | 1.00 | 0.9340 | 0.0000 | 0.0000 | ||
15 | 2013.08.05 14:00 | close | 7 | 1.00 | 0.9362 | 0.0000 | 0.0000 | 20.28 | 10553.77 |
16 | 2013.08.05 16:00 | close | 8 | 1.00 | 0.9313 | 0.0000 | 0.0000 | 289.92 | 10843.69 |
17 | 2013.08.06 06:30 | sell | 9 | 1.00 | 0.9322 | 0.0000 | 0.0000 | ||
18 | 2013.08.06 06:30 | close | 9 | 1.00 | 0.9325 | 0.0000 | 0.0000 | -32.17 | 10811.52 |
19 | 2013.08.06 06:30 | sell | 10 | 1.00 | 0.9322 | 0.0000 | 0.0000 | ||
20 | 2013.08.06 06:32 | close | 10 | 1.00 | 0.9323 | 0.0000 | 0.0000 | -10.73 | 10800.79 |
21 | 2013.08.06 06:32 | sell | 11 | 1.00 | 0.9320 | 0.0000 | 0.0000 | ||
22 | 2013.08.08 09:00 | close | 11 | 1.00 | 0.9206 | 0.0000 | 0.0000 | 1229.68 | 12030.47 |
23 | 2013.08.08 09:00 | buy | 12 | 1.00 | 0.9206 | 0.0000 | 0.0000 | ||
24 | 2013.08.08 09:00 | close | 12 | 1.00 | 0.9203 | 0.0000 | 0.0000 | -32.60 | 11997.87 |
25 | 2013.08.08 09:00 | buy | 13 | 1.00 | 0.9206 | 0.0000 | 0.0000 | ||
26 | 2013.08.08 09:00 | close | 13 | 1.00 | 0.9203 | 0.0000 | 0.0000 | -32.60 | 11965.27 |
27 | 2013.08.08 09:00 | buy | 14 | 1.00 | 0.9204 | 0.0000 | 0.0000 | ||
28 | 2013.08.08 09:00 | close | 14 | 1.00 | 0.9203 | 0.0000 | 0.0000 | -10.87 | 11954.40 |
29 | 2013.08.08 09:00 | buy | 15 | 1.00 | 0.9203 | 0.0000 | 0.0000 | ||
30 | 2013.08.08 09:00 | close | 15 | 1.00 | 0.9202 | 0.0000 | 0.0000 | -10.87 | 11943.53 |
31 | 2013.08.08 09:00 | buy | 16 | 1.00 | 0.9203 | 0.0000 | 0.0000 | ||
32 | 2013.08.08 09:00 | close | 16 | 1.00 | 0.9200 | 0.0000 | 0.0000 | -32.61 | 11910.92 |
33 | 2013.08.08 09:00 | buy | 17 | 1.00 | 0.9203 | 0.0000 | 0.0000 | ||
34 | 2013.08.08 09:00 | close | 17 | 1.00 | 0.9199 | 0.0000 | 0.0000 | -43.48 | 11867.44 |
35 | 2013.08.08 09:00 | buy | 18 | 1.00 | 0.9202 | 0.0000 | 0.0000 | ||
36 | 2013.08.08 09:00 | close | 18 | 1.00 | 0.9199 | 0.0000 | 0.0000 | -32.61 | 11834.83 |
37 | 2013.08.08 09:00 | buy | 19 | 1.00 | 0.9202 | 0.0000 | 0.0000 | ||
38 | 2013.08.08 09:00 | close | 19 | 1.00 | 0.9199 | 0.0000 | 0.0000 | -32.61 | 11802.22 |
39 | 2013.08.08 09:00 | buy | 20 | 1.00 | 0.9202 | 0.0000 | 0.0000 | ||
40 | 2013.08.08 09:00 | close | 20 | 1.00 | 0.9199 | 0.0000 | 0.0000 | -32.61 | 11769.61 |
41 | 2013.08.08 09:00 | buy | 21 | 1.00 | 0.9202 | 0.0000 | 0.0000 | ||
42 | 2013.08.08 09:24 | close | 21 | 1.00 | 0.9205 | 0.0000 | 0.0000 | 32.59 | 11802.20 |
43 | 2013.08.08 09:24 | buy | 22 | 1.00 | 0.9206 | 0.0000 | 0.0000 | ||
44 | 2013.08.08 10:29 | close | 22 | 1.00 | 0.9216 | 0.0000 | 0.0000 | 108.51 | 11910.71 |
45 | 2013.08.08 10:29 | buy | 23 | 1.00 | 0.9217 | 0.0000 | 0.0000 | ||
46 | 2013.08.08 13:20 | close | 23 | 1.00 | 0.9226 | 0.0000 | 0.0000 | 97.55 | 12008.26 |
47 | 2013.08.09 09:30 | sell | 24 | 1.00 | 0.9276 | 0.0000 | 0.0000 | ||
48 | 2013.08.12 00:00 | close | 24 | 1.00 | 0.9223 | 0.0000 | 0.0000 | 572.49 | 12580.75 |
49 | 2013.08.12 00:00 | buy | 25 | 1.00 | 0.9223 | 0.0000 | 0.0000 | ||
50 | 2013.08.12 00:00 | close | 25 | 1.00 | 0.9220 | 0.0000 | 0.0000 | -32.54 | 12548.21 |
51 | 2013.08.12 00:00 | buy | 26 | 1.00 | 0.9223 | 0.0000 | 0.0000 | ||
52 | 2013.08.12 00:00 | close | 26 | 1.00 | 0.9220 | 0.0000 | 0.0000 | -32.54 | 12515.67 |
53 | 2013.08.12 00:00 | buy | 27 | 1.00 | 0.9223 | 0.0000 | 0.0000 | ||
54 | 2013.08.12 00:00 | close | 27 | 1.00 | 0.9220 | 0.0000 | 0.0000 | -32.54 | 12483.13 |
55 | 2013.08.12 00:00 | buy | 28 | 1.00 | 0.9223 | 0.0000 | 0.0000 | ||
56 | 2013.08.12 00:00 | close | 28 | 1.00 | 0.9220 | 0.0000 | 0.0000 | -32.54 | 12450.59 |
57 | 2013.08.12 00:00 | buy | 29 | 1.00 | 0.9223 | 0.0000 | 0.0000 | ||
58 | 2013.08.12 00:29 | close | 29 | 1.00 | 0.9228 | 0.0000 | 0.0000 | 54.18 | 12504.77 |
59 | 2013.08.12 00:30 | buy | 30 | 1.00 | 0.9230 | 0.0000 | 0.0000 | ||
60 | 2013.08.12 02:17 | close | 30 | 1.00 | 0.9239 | 0.0000 | 0.0000 | 97.41 | 12602.18 |
61 | 2013.08.12 10:30 | sell | 31 | 1.00 | 0.9296 | 0.0000 | 0.0000 | ||
62 | 2013.08.15 14:30 | buy | 32 | 1.00 | 0.9352 | 0.0000 | 0.0000 | ||
63 | 2013.08.16 15:30 | close | 31 | 1.00 | 0.9294 | 0.0000 | 0.0000 | 8.56 | 12610.74 |
64 | 2013.08.16 18:25 | close | 32 | 1.00 | 0.9361 | 0.0000 | 0.0000 | 95.06 | 12705.80 |
65 | 2013.08.19 00:00 | buy | 33 | 1.00 | 0.9262 | 0.0000 | 0.0000 | ||
66 | 2013.08.19 00:11 | close | 33 | 1.00 | 0.9271 | 0.0000 | 0.0000 | 97.08 | 12802.88 |
67 | 2013.08.19 00:11 | buy | 34 | 1.00 | 0.9272 | 0.0000 | 0.0000 | ||
68 | 2013.08.19 08:17 | close | 34 | 1.00 | 0.9282 | 0.0000 | 0.0000 | 107.74 | 12910.62 |
69 | 2013.08.20 09:30 | sell | 35 | 1.00 | 0.9321 | 0.0000 | 0.0000 | ||
70 | 2013.08.20 09:48 | close | 35 | 1.00 | 0.9312 | 0.0000 | 0.0000 | 96.65 | 13007.27 |
71 | 2013.08.20 09:48 | sell | 36 | 1.00 | 0.9311 | 0.0000 | 0.0000 | ||
72 | 2013.08.20 09:53 | close | 36 | 1.00 | 0.9302 | 0.0000 | 0.0000 | 96.75 | 13104.02 |
73 | 2013.08.20 09:53 | sell | 37 | 1.00 | 0.9301 | 0.0000 | 0.0000 | ||
74 | 2013.08.20 09:55 | close | 37 | 1.00 | 0.9292 | 0.0000 | 0.0000 | 96.86 | 13200.88 |
75 | 2013.08.20 09:55 | sell | 38 | 1.00 | 0.9291 | 0.0000 | 0.0000 | ||
76 | 2013.08.20 10:30 | close | 38 | 1.00 | 0.9289 | 0.0000 | 0.0000 | 21.53 | 13222.41 |
77 | 2013.08.20 10:30 | buy | 39 | 1.00 | 0.9289 | 0.0000 | 0.0000 | ||
78 | 2013.08.20 11:08 | close | 39 | 1.00 | 0.9297 | 0.0000 | 0.0000 | 86.05 | 13308.46 |
79 | 2013.08.20 11:08 | buy | 40 | 1.00 | 0.9298 | 0.0000 | 0.0000 | ||
80 | 2013.08.21 05:30 | sell | 41 | 1.00 | 0.9201 | 0.0000 | 0.0000 | ||
81 | 2013.08.21 17:30 | close | 40 | 1.00 | 0.9300 | 0.0000 | 0.0000 | 20.43 | 13328.89 |
82 | 2013.08.21 20:30 | buy | 42 | 1.00 | 0.9231 | 0.0000 | 0.0000 | ||
83 | 2013.08.22 12:00 | close | 42 | 1.00 | 0.9321 | 0.0000 | 0.0000 | 962.32 | 14291.21 |
84 | 2013.08.23 16:00 | buy | 43 | 1.00 | 0.9251 | 0.0000 | 0.0000 | ||
85 | 2013.08.23 16:00 | close | 43 | 1.00 | 0.9248 | 0.0000 | 0.0000 | -32.44 | 14258.77 |
86 | 2013.08.23 16:00 | close | 41 | 1.00 | 0.9250 | 0.0000 | 0.0000 | -538.37 | 13720.40 |
87 | 2013.08.23 16:00 | buy | 44 | 1.00 | 0.9249 | 0.0000 | 0.0000 | ||
88 | 2013.08.23 16:00 | close | 44 | 1.00 | 0.9246 | 0.0000 | 0.0000 | -32.45 | 13687.95 |
89 | 2013.08.23 16:00 | buy | 45 | 1.00 | 0.9247 | 0.0000 | 0.0000 | ||
90 | 2013.08.26 08:55 | close | 45 | 1.00 | 0.9249 | 0.0000 | 0.0000 | 20.54 | 13708.49 |
91 | 2013.08.26 09:00 | sell | 46 | 1.00 | 0.9249 | 0.0000 | 0.0000 | ||
92 | 2013.08.29 14:30 | buy | 47 | 1.00 | 0.9279 | 0.0000 | 0.0000 | ||
93 | 2013.08.30 09:00 | close | 47 | 1.00 | 0.9362 | 0.0000 | 0.0000 | 885.48 | 14593.97 |
94 | 2013.09.02 00:00 | buy | 48 | 1.00 | 0.9314 | 0.0000 | 0.0000 | ||
95 | 2013.09.02 00:00 | close | 48 | 1.00 | 0.9311 | 0.0000 | 0.0000 | -32.22 | 14561.75 |
96 | 2013.09.02 00:00 | close | 46 | 1.00 | 0.9313 | 0.0000 | 0.0000 | -702.33 | 13859.42 |
97 | 2013.09.02 00:00 | buy | 49 | 1.00 | 0.9314 | 0.0000 | 0.0000 | ||
98 | 2013.09.02 00:53 | close | 49 | 1.00 | 0.9328 | 0.0000 | 0.0000 | 150.09 | 14009.51 |
99 | 2013.09.02 00:53 | buy | 50 | 1.00 | 0.9329 | 0.0000 | 0.0000 | ||
100 | 2013.09.02 02:25 | close | 50 | 1.00 | 0.9338 | 0.0000 | 0.0000 | 96.38 | 14105.89 |
101 | 2013.09.02 10:00 | sell | 51 | 1.00 | 0.9360 | 0.0000 | 0.0000 | ||
102 | 2013.09.03 16:00 | close | 51 | 1.00 | 0.9359 | 0.0000 | 0.0000 | 8.52 | 14114.41 |
103 | 2013.09.03 16:00 | buy | 52 | 1.00 | 0.9359 | 0.0000 | 0.0000 | ||
104 | 2013.09.03 16:00 | close | 52 | 1.00 | 0.9368 | 0.0000 | 0.0000 | 96.07 | 14210.48 |
105 | 2013.09.03 16:00 | buy | 53 | 1.00 | 0.9371 | 0.0000 | 0.0000 | ||
106 | 2013.09.03 16:02 | close | 53 | 1.00 | 0.9380 | 0.0000 | 0.0000 | 95.95 | 14306.43 |
107 | 2013.09.03 16:02 | buy | 54 | 1.00 | 0.9381 | 0.0000 | 0.0000 | ||
108 | 2013.09.04 03:54 | close | 54 | 1.00 | 0.9390 | 0.0000 | 0.0000 | 94.77 | 14401.20 |
109 | 2013.09.04 15:33 | sell | 55 | 1.00 | 0.9427 | 0.0000 | 0.0000 | ||
110 | 2013.09.04 17:29 | close | 55 | 1.00 | 0.9417 | 0.0000 | 0.0000 | 106.19 | 14507.39 |
111 | 2013.09.05 07:30 | sell | 56 | 1.00 | 0.9505 | 0.0000 | 0.0000 | ||
112 | 2013.09.05 08:49 | close | 56 | 1.00 | 0.9496 | 0.0000 | 0.0000 | 94.78 | 14602.17 |
113 | 2013.09.05 15:00 | sell | 57 | 1.00 | 0.9532 | 0.0000 | 0.0000 | ||
114 | 2013.09.06 14:30 | close | 57 | 1.00 | 0.9439 | 0.0000 | 0.0000 | 983.11 | 15585.28 |
115 | 2013.09.06 14:30 | buy | 58 | 1.00 | 0.9439 | 0.0000 | 0.0000 | ||
116 | 2013.09.06 14:30 | close | 58 | 1.00 | 0.9431 | 0.0000 | 0.0000 | -84.83 | 15500.45 |
117 | 2013.09.06 14:30 | buy | 59 | 1.00 | 0.9426 | 0.0000 | 0.0000 | ||
118 | 2013.09.06 14:30 | close | 59 | 1.00 | 0.9418 | 0.0000 | 0.0000 | -84.94 | 15415.51 |
119 | 2013.09.06 14:30 | buy | 60 | 1.00 | 0.9421 | 0.0000 | 0.0000 | ||
120 | 2013.09.06 14:30 | close | 60 | 1.00 | 0.9421 | 0.0000 | 0.0000 | 0.00 | 15415.51 |
121 | 2013.09.06 14:30 | buy | 61 | 1.00 | 0.9424 | 0.0000 | 0.0000 | ||
122 | 2013.09.06 14:30 | close | 61 | 1.00 | 0.9423 | 0.0000 | 0.0000 | -10.61 | 15404.90 |
123 | 2013.09.06 14:30 | buy | 62 | 1.00 | 0.9420 | 0.0000 | 0.0000 | ||
124 | 2013.09.06 14:30 | close | 62 | 1.00 | 0.9414 | 0.0000 | 0.0000 | -63.73 | 15341.17 |
125 | 2013.09.06 14:30 | buy | 63 | 1.00 | 0.9411 | 0.0000 | 0.0000 | ||
126 | 2013.09.06 14:30 | close | 63 | 1.00 | 0.9404 | 0.0000 | 0.0000 | -74.44 | 15266.73 |
127 | 2013.09.06 14:30 | buy | 64 | 1.00 | 0.9407 | 0.0000 | 0.0000 | ||
128 | 2013.09.06 14:33 | close | 64 | 1.00 | 0.9411 | 0.0000 | 0.0000 | 42.50 | 15309.23 |
129 | 2013.09.06 14:33 | buy | 65 | 1.00 | 0.9414 | 0.0000 | 0.0000 | ||
130 | 2013.09.06 14:55 | close | 65 | 1.00 | 0.9423 | 0.0000 | 0.0000 | 95.51 | 15404.74 |
131 | 2013.09.06 14:55 | buy | 66 | 1.00 | 0.9424 | 0.0000 | 0.0000 | ||
132 | 2013.09.06 14:58 | close | 66 | 1.00 | 0.9433 | 0.0000 | 0.0000 | 95.41 | 15500.15 |
133 | 2013.09.06 14:58 | buy | 67 | 1.00 | 0.9434 | 0.0000 | 0.0000 | ||
134 | 2013.09.10 09:00 | sell | 68 | 1.00 | 0.9334 | 0.0000 | 0.0000 | ||
135 | 2013.09.11 16:00 | close | 68 | 1.00 | 0.9308 | 0.0000 | 0.0000 | 277.17 | 15777.32 |
136 | 2013.09.12 10:30 | sell | 69 | 1.00 | 0.9312 | 0.0000 | 0.0000 | ||
137 | 2013.09.12 16:30 | close | 69 | 1.00 | 0.9281 | 0.0000 | 0.0000 | 334.02 | 16111.34 |
138 | 2013.09.13 04:00 | sell | 70 | 1.00 | 0.9324 | 0.0000 | 0.0000 | ||
139 | 2013.09.13 15:00 | close | 70 | 1.00 | 0.9293 | 0.0000 | 0.0000 | 333.58 | 16444.92 |
140 | 2013.09.16 11:00 | sell | 71 | 1.00 | 0.9263 | 0.0000 | 0.0000 | ||
141 | 2013.09.17 08:30 | close | 71 | 1.00 | 0.9261 | 0.0000 | 0.0000 | 19.44 | 16464.36 |
142 | 2013.09.17 16:30 | sell | 72 | 1.00 | 0.9274 | 0.0000 | 0.0000 | ||
143 | 2013.09.18 11:30 | close | 72 | 1.00 | 0.9252 | 0.0000 | 0.0000 | 235.63 | 16699.99 |
144 | 2013.09.20 09:00 | sell | 73 | 1.00 | 0.9111 | 0.0000 | 0.0000 | ||
145 | 2013.09.20 10:00 | close | 73 | 1.00 | 0.9099 | 0.0000 | 0.0000 | 131.88 | 16831.87 |
146 | 2013.09.20 14:00 | sell | 74 | 1.00 | 0.9116 | 0.0000 | 0.0000 | ||
147 | 2013.09.23 15:00 | close | 74 | 1.00 | 0.9091 | 0.0000 | 0.0000 | 272.84 | 17104.71 |
148 | 2013.09.23 23:59 | close at stop | 67 | 1.00 | 0.9108 | 0.0000 | 0.0000 | -3595.47 | 13509.24 |