Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 5 Minutes (M5) 2013.08.01 00:00 - 2013.08.30 23:55 (2013.08.01 - 2013.09.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=4; BarsBack2=36; | ||||
Bars in test | 7336 | Ticks modelled | 1059569 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2851.46 | Gross profit | 2851.46 | Gross loss | -0.00 |
Profit factor | Expected payoff | 475.24 | |||
Absolute drawdown | 511.51 | Maximal drawdown | 767.19 (6.64%) | Relative drawdown | 6.64% (767.19) |
Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 702.95 | loss trade | -0.00 | |
Average | profit trade | 475.24 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 6 (2851.46) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 2851.46 (6) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 6 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.08.01 10:15 | sell | 1 | 0.50 | 0.92949 | 0.00000 | 0.00000 | ||
2 | 2013.08.01 10:20 | modify | 1 | 0.50 | 0.92949 | 0.93949 | 0.00000 | ||
3 | 2013.08.01 10:20 | modify | 1 | 0.50 | 0.92949 | 0.93949 | 0.87949 | ||
4 | 2013.08.07 20:40 | close | 1 | 0.50 | 0.92132 | 0.93949 | 0.87949 | 441.88 | 10441.88 |
5 | 2013.08.12 19:10 | buy | 2 | 0.52 | 0.92525 | 0.00000 | 0.00000 | ||
6 | 2013.08.12 19:15 | modify | 2 | 0.52 | 0.92525 | 0.91525 | 0.00000 | ||
7 | 2013.08.12 19:15 | modify | 2 | 0.52 | 0.92525 | 0.91525 | 0.97525 | ||
8 | 2013.08.13 16:15 | close | 2 | 0.52 | 0.93323 | 0.91525 | 0.97525 | 444.87 | 10886.75 |
9 | 2013.08.13 16:25 | sell | 3 | 0.54 | 0.93316 | 0.00000 | 0.00000 | ||
10 | 2013.08.13 16:30 | modify | 3 | 0.54 | 0.93316 | 0.94316 | 0.00000 | ||
11 | 2013.08.13 16:30 | modify | 3 | 0.54 | 0.93316 | 0.94316 | 0.88316 | ||
12 | 2013.08.19 13:45 | close | 3 | 0.54 | 0.92559 | 0.94316 | 0.88316 | 439.19 | 11325.94 |
13 | 2013.08.20 07:10 | buy | 4 | 0.57 | 0.92336 | 0.00000 | 0.00000 | ||
14 | 2013.08.20 07:15 | modify | 4 | 0.57 | 0.92336 | 0.91336 | 0.00000 | ||
15 | 2013.08.20 07:15 | modify | 4 | 0.57 | 0.92336 | 0.91336 | 0.97336 | ||
16 | 2013.08.22 13:35 | close | 4 | 0.57 | 0.92829 | 0.91336 | 0.97336 | 303.70 | 11629.65 |
17 | 2013.08.22 13:40 | sell | 5 | 0.58 | 0.92856 | 0.00000 | 0.00000 | ||
18 | 2013.08.22 13:45 | modify | 5 | 0.58 | 0.92856 | 0.93856 | 0.00000 | ||
19 | 2013.08.22 13:45 | modify | 5 | 0.58 | 0.92856 | 0.93856 | 0.87856 | ||
20 | 2013.08.23 18:10 | close | 5 | 0.58 | 0.92032 | 0.93856 | 0.87856 | 518.86 | 12148.51 |
21 | 2013.08.27 17:05 | buy | 6 | 0.61 | 0.91870 | 0.00000 | 0.00000 | ||
22 | 2013.08.27 17:10 | modify | 6 | 0.61 | 0.91870 | 0.90870 | 0.00000 | ||
23 | 2013.08.27 17:10 | modify | 6 | 0.61 | 0.91870 | 0.90870 | 0.96870 | ||
24 | 2013.08.30 23:59 | close at stop | 6 | 0.61 | 0.92939 | 0.90870 | 0.96870 | 702.95 | 12851.46 |