Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 1 Hour (H1) 2014.01.02 00:00 - 2014.07.25 22:00 (2014.01.02 - 2014.07.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | magic=92016; CommonSettings="---------------------------------------------"; user_slippage=2; user_tp=50; user_sl=50; use_tp_sl=1; profit_lock=0.9; MoneyManagementSettings="---------------------------------------------"; money_management=1; min_lots=0.01; risk=2; progression=0; IndicatorSettings="---------------------------------------------"; RangePeriods=30; PriceSmoothing=0.3; IndexSmoothing=0.3; shift=1; | ||||
Bars in test | 4498 | Ticks modelled | 5289531 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 4500.00 | Spread | Current (11) | ||
Total net profit | 322.20 | Gross profit | 1647.06 | Gross loss | -1324.85 |
Profit factor | 1.24 | Expected payoff | 4.88 | ||
Absolute drawdown | 81.94 | Maximal drawdown | 496.96 (9.94%) | Relative drawdown | 9.94% (496.96) |
Total trades | 66 | Short positions (won %) | 36 (52.78%) | Long positions (won %) | 30 (60.00%) |
Profit trades (% of total) | 37 (56.06%) | Loss trades (% of total) | 29 (43.94%) | ||
Largest | profit trade | 57.42 | loss trade | -51.62 | |
Average | profit trade | 44.52 | loss trade | -45.68 | |
Maximum | consecutive wins (profit in money) | 8 (356.37) | consecutive losses (loss in money) | 8 (-369.12) | |
Maximal | consecutive profit (count of wins) | 356.37 (8) | consecutive loss (count of losses) | -369.12 (8) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.02 01:00 | sell | 1 | 0.09 | 0.88918 | 0.00000 | 0.00000 | ||
2 | 2014.01.02 16:22 | close | 1 | 0.09 | 0.89421 | 0.00000 | 0.00000 | -45.27 | 4454.73 |
3 | 2014.01.02 17:00 | buy | 2 | 0.08 | 0.89309 | 0.00000 | 0.00000 | ||
4 | 2014.01.03 06:07 | close | 2 | 0.08 | 0.89863 | 0.00000 | 0.00000 | 44.61 | 4499.34 |
5 | 2014.01.06 11:00 | sell | 3 | 0.08 | 0.89534 | 0.00000 | 0.00000 | ||
6 | 2014.01.07 16:13 | close | 3 | 0.08 | 0.89004 | 0.00000 | 0.00000 | 41.56 | 4540.90 |
7 | 2014.01.08 08:00 | buy | 4 | 0.09 | 0.89268 | 0.00000 | 0.00000 | ||
8 | 2014.01.09 03:07 | close | 4 | 0.09 | 0.88766 | 0.00000 | 0.00000 | -44.19 | 4496.71 |
9 | 2014.01.10 01:00 | buy | 5 | 0.08 | 0.88965 | 0.00000 | 0.00000 | ||
10 | 2014.01.10 14:33 | close | 5 | 0.08 | 0.89415 | 0.00000 | 0.00000 | 36.00 | 4532.71 |
11 | 2014.01.14 04:00 | sell | 6 | 0.09 | 0.90299 | 0.00000 | 0.00000 | ||
12 | 2014.01.14 16:00 | close | 6 | 0.09 | 0.89733 | 0.00000 | 0.00000 | 50.94 | 4583.65 |
13 | 2014.01.17 09:00 | buy | 7 | 0.09 | 0.88137 | 0.00000 | 0.00000 | ||
14 | 2014.01.17 16:04 | close | 7 | 0.09 | 0.87637 | 0.00000 | 0.00000 | -45.00 | 4538.65 |
15 | 2014.01.20 10:00 | buy | 8 | 0.09 | 0.88001 | 0.00000 | 0.00000 | ||
16 | 2014.01.22 01:32 | close | 8 | 0.09 | 0.88468 | 0.00000 | 0.00000 | 42.69 | 4581.35 |
17 | 2014.01.22 01:32 | sell | 9 | 0.09 | 0.88464 | 0.00000 | 0.00000 | ||
18 | 2014.01.23 03:03 | close | 9 | 0.09 | 0.87983 | 0.00000 | 0.00000 | 40.45 | 4621.80 |
19 | 2014.01.23 03:04 | sell | 10 | 0.09 | 0.87971 | 0.00000 | 0.00000 | ||
20 | 2014.01.23 18:31 | close | 10 | 0.09 | 0.87391 | 0.00000 | 0.00000 | 52.20 | 4674.00 |
21 | 2014.01.27 07:00 | buy | 11 | 0.09 | 0.87177 | 0.00000 | 0.00000 | ||
22 | 2014.01.28 01:47 | close | 11 | 0.09 | 0.87628 | 0.00000 | 0.00000 | 40.92 | 4714.92 |
23 | 2014.01.29 10:00 | sell | 12 | 0.09 | 0.87657 | 0.00000 | 0.00000 | ||
24 | 2014.01.30 02:45 | close | 12 | 0.09 | 0.87172 | 0.00000 | 0.00000 | 40.81 | 4755.74 |
25 | 2014.01.30 14:00 | buy | 13 | 0.09 | 0.87726 | 0.00000 | 0.00000 | ||
26 | 2014.01.31 01:57 | close | 13 | 0.09 | 0.88179 | 0.00000 | 0.00000 | 41.10 | 4796.84 |
27 | 2014.01.31 10:00 | sell | 14 | 0.09 | 0.87629 | 0.00000 | 0.00000 | ||
28 | 2014.01.31 12:35 | close | 14 | 0.09 | 0.87176 | 0.00000 | 0.00000 | 40.77 | 4837.61 |
29 | 2014.02.03 03:00 | buy | 15 | 0.09 | 0.87620 | 0.00000 | 0.00000 | ||
30 | 2014.02.03 16:09 | close | 15 | 0.09 | 0.88258 | 0.00000 | 0.00000 | 57.42 | 4895.03 |
31 | 2014.02.03 22:00 | sell | 16 | 0.09 | 0.87500 | 0.00000 | 0.00000 | ||
32 | 2014.02.04 04:31 | close | 16 | 0.09 | 0.88001 | 0.00000 | 0.00000 | -46.04 | 4848.99 |
33 | 2014.02.04 06:00 | buy | 17 | 0.09 | 0.88802 | 0.00000 | 0.00000 | ||
34 | 2014.02.04 19:13 | close | 17 | 0.09 | 0.89352 | 0.00000 | 0.00000 | 49.50 | 4898.49 |
35 | 2014.02.07 04:00 | sell | 18 | 0.09 | 0.89339 | 0.00000 | 0.00000 | ||
36 | 2014.02.07 14:51 | close | 18 | 0.09 | 0.89839 | 0.00000 | 0.00000 | -45.00 | 4853.49 |
37 | 2014.02.07 16:00 | buy | 19 | 0.09 | 0.89660 | 0.00000 | 0.00000 | ||
38 | 2014.02.10 09:28 | close | 19 | 0.09 | 0.89156 | 0.00000 | 0.00000 | -45.03 | 4808.46 |
39 | 2014.02.10 23:00 | buy | 20 | 0.09 | 0.89492 | 0.00000 | 0.00000 | ||
40 | 2014.02.11 02:06 | close | 20 | 0.09 | 0.90081 | 0.00000 | 0.00000 | 53.34 | 4861.80 |
41 | 2014.02.12 19:00 | sell | 21 | 0.09 | 0.90216 | 0.00000 | 0.00000 | ||
42 | 2014.02.13 01:30 | close | 21 | 0.09 | 0.89592 | 0.00000 | 0.00000 | 53.32 | 4915.13 |
43 | 2014.02.13 23:00 | buy | 22 | 0.09 | 0.89794 | 0.00000 | 0.00000 | ||
44 | 2014.02.14 09:58 | close | 22 | 0.09 | 0.90362 | 0.00000 | 0.00000 | 51.45 | 4966.58 |
45 | 2014.02.17 17:00 | sell | 23 | 0.09 | 0.90245 | 0.00000 | 0.00000 | ||
46 | 2014.02.18 01:49 | close | 23 | 0.09 | 0.90745 | 0.00000 | 0.00000 | -45.95 | 4920.63 |
47 | 2014.02.18 03:00 | buy | 24 | 0.09 | 0.90686 | 0.00000 | 0.00000 | ||
48 | 2014.02.18 09:49 | close | 24 | 0.09 | 0.90186 | 0.00000 | 0.00000 | -45.00 | 4875.63 |
49 | 2014.02.19 12:00 | buy | 25 | 0.09 | 0.90403 | 0.00000 | 0.00000 | ||
50 | 2014.02.20 02:45 | close | 25 | 0.09 | 0.89887 | 0.00000 | 0.00000 | -45.45 | 4830.18 |
51 | 2014.02.20 22:00 | buy | 26 | 0.09 | 0.90121 | 0.00000 | 0.00000 | ||
52 | 2014.02.21 14:29 | close | 26 | 0.09 | 0.89621 | 0.00000 | 0.00000 | -44.67 | 4785.51 |
53 | 2014.02.21 15:00 | sell | 27 | 0.09 | 0.89634 | 0.00000 | 0.00000 | ||
54 | 2014.02.24 16:53 | close | 27 | 0.09 | 0.90135 | 0.00000 | 0.00000 | -46.04 | 4739.48 |
55 | 2014.02.25 22:00 | sell | 28 | 0.09 | 0.90130 | 0.00000 | 0.00000 | ||
56 | 2014.02.26 16:59 | close | 28 | 0.09 | 0.89636 | 0.00000 | 0.00000 | 43.52 | 4782.99 |
57 | 2014.02.27 19:00 | buy | 29 | 0.09 | 0.89656 | 0.00000 | 0.00000 | ||
58 | 2014.02.28 21:19 | close | 29 | 0.09 | 0.89156 | 0.00000 | 0.00000 | -44.67 | 4738.32 |
59 | 2014.03.03 19:00 | buy | 30 | 0.09 | 0.89279 | 0.00000 | 0.00000 | ||
60 | 2014.03.05 01:30 | close | 30 | 0.09 | 0.89873 | 0.00000 | 0.00000 | 54.12 | 4792.44 |
61 | 2014.03.07 18:00 | sell | 31 | 0.09 | 0.90706 | 0.00000 | 0.00000 | ||
62 | 2014.03.10 15:37 | close | 31 | 0.09 | 0.90230 | 0.00000 | 0.00000 | 41.90 | 4834.34 |
63 | 2014.03.11 09:00 | buy | 32 | 0.09 | 0.90371 | 0.00000 | 0.00000 | ||
64 | 2014.03.11 18:19 | close | 32 | 0.09 | 0.89871 | 0.00000 | 0.00000 | -45.00 | 4789.34 |
65 | 2014.03.11 18:19 | sell | 33 | 0.09 | 0.89869 | 0.00000 | 0.00000 | ||
66 | 2014.03.12 10:23 | close | 33 | 0.09 | 0.89310 | 0.00000 | 0.00000 | 49.37 | 4838.70 |
67 | 2014.03.12 21:00 | buy | 34 | 0.09 | 0.89902 | 0.00000 | 0.00000 | ||
68 | 2014.03.13 01:30 | close | 34 | 0.09 | 0.90353 | 0.00000 | 0.00000 | 41.58 | 4880.28 |
69 | 2014.03.13 21:00 | sell | 35 | 0.09 | 0.90261 | 0.00000 | 0.00000 | ||
70 | 2014.03.17 10:04 | close | 35 | 0.09 | 0.90762 | 0.00000 | 0.00000 | -46.98 | 4833.30 |
71 | 2014.03.19 17:00 | sell | 36 | 0.09 | 0.91019 | 0.00000 | 0.00000 | ||
72 | 2014.03.19 19:18 | close | 36 | 0.09 | 0.90549 | 0.00000 | 0.00000 | 42.30 | 4875.60 |
73 | 2014.03.19 20:00 | sell | 37 | 0.09 | 0.90476 | 0.00000 | 0.00000 | ||
74 | 2014.03.20 12:21 | close | 37 | 0.09 | 0.90012 | 0.00000 | 0.00000 | 38.92 | 4914.53 |
75 | 2014.03.21 02:00 | buy | 38 | 0.09 | 0.90444 | 0.00000 | 0.00000 | ||
76 | 2014.03.21 18:26 | close | 38 | 0.09 | 0.90946 | 0.00000 | 0.00000 | 45.18 | 4959.71 |
77 | 2014.03.28 13:00 | sell | 39 | 0.09 | 0.92558 | 0.00000 | 0.00000 | ||
78 | 2014.04.04 16:30 | close | 39 | 0.09 | 0.93058 | 0.00000 | 0.00000 | -51.62 | 4908.09 |
79 | 2014.04.07 15:00 | sell | 40 | 0.09 | 0.92570 | 0.00000 | 0.00000 | ||
80 | 2014.04.08 08:41 | close | 40 | 0.09 | 0.93070 | 0.00000 | 0.00000 | -45.95 | 4862.15 |
81 | 2014.04.09 20:00 | sell | 41 | 0.09 | 0.93498 | 0.00000 | 0.00000 | ||
82 | 2014.04.09 20:27 | close | 41 | 0.09 | 0.93998 | 0.00000 | 0.00000 | -45.00 | 4817.15 |
83 | 2014.04.09 20:27 | sell | 42 | 0.09 | 0.93988 | 0.00000 | 0.00000 | ||
84 | 2014.04.10 10:04 | close | 42 | 0.09 | 0.94488 | 0.00000 | 0.00000 | -47.84 | 4769.31 |
85 | 2014.04.11 03:00 | sell | 43 | 0.09 | 0.93736 | 0.00000 | 0.00000 | ||
86 | 2014.04.11 11:59 | close | 43 | 0.09 | 0.94236 | 0.00000 | 0.00000 | -45.00 | 4724.31 |
87 | 2014.04.11 20:00 | buy | 44 | 0.09 | 0.93961 | 0.00000 | 0.00000 | ||
88 | 2014.04.15 15:49 | close | 44 | 0.09 | 0.93460 | 0.00000 | 0.00000 | -44.43 | 4679.89 |
89 | 2014.04.16 17:00 | buy | 45 | 0.09 | 0.93692 | 0.00000 | 0.00000 | ||
90 | 2014.04.21 03:12 | close | 45 | 0.09 | 0.93192 | 0.00000 | 0.00000 | -43.35 | 4636.54 |
91 | 2014.04.21 04:00 | sell | 46 | 0.09 | 0.93208 | 0.00000 | 0.00000 | ||
92 | 2014.04.22 16:01 | close | 46 | 0.09 | 0.93708 | 0.00000 | 0.00000 | -45.95 | 4590.59 |
93 | 2014.04.23 05:00 | sell | 47 | 0.09 | 0.93086 | 0.00000 | 0.00000 | ||
94 | 2014.04.24 14:43 | close | 47 | 0.09 | 0.92604 | 0.00000 | 0.00000 | 40.55 | 4631.14 |
95 | 2014.04.25 13:00 | buy | 48 | 0.09 | 0.92865 | 0.00000 | 0.00000 | ||
96 | 2014.04.29 03:01 | close | 48 | 0.09 | 0.92365 | 0.00000 | 0.00000 | -44.34 | 4586.80 |
97 | 2014.04.29 17:00 | buy | 49 | 0.09 | 0.92688 | 0.00000 | 0.00000 | ||
98 | 2014.05.02 14:30 | close | 49 | 0.09 | 0.92188 | 0.00000 | 0.00000 | -43.35 | 4543.45 |
99 | 2014.05.02 19:00 | buy | 50 | 0.09 | 0.92567 | 0.00000 | 0.00000 | ||
100 | 2014.05.06 06:34 | close | 50 | 0.09 | 0.93097 | 0.00000 | 0.00000 | 48.36 | 4591.81 |
101 | 2014.05.07 17:00 | sell | 51 | 0.09 | 0.93332 | 0.00000 | 0.00000 | ||
102 | 2014.05.08 08:09 | close | 51 | 0.09 | 0.93832 | 0.00000 | 0.00000 | -47.84 | 4543.97 |
103 | 2014.05.09 10:00 | sell | 52 | 0.09 | 0.93660 | 0.00000 | 0.00000 | ||
104 | 2014.05.20 02:52 | close | 52 | 0.09 | 0.93209 | 0.00000 | 0.00000 | 32.09 | 4576.06 |
105 | 2014.05.22 00:00 | buy | 53 | 0.09 | 0.92471 | 0.00000 | 0.00000 | ||
106 | 2014.05.29 08:18 | close | 53 | 0.09 | 0.92953 | 0.00000 | 0.00000 | 45.69 | 4621.75 |
107 | 2014.05.30 16:00 | sell | 54 | 0.09 | 0.92927 | 0.00000 | 0.00000 | ||
108 | 2014.06.02 15:10 | close | 54 | 0.09 | 0.92414 | 0.00000 | 0.00000 | 45.23 | 4666.98 |
109 | 2014.06.03 10:00 | buy | 55 | 0.09 | 0.92788 | 0.00000 | 0.00000 | ||
110 | 2014.06.05 18:34 | close | 55 | 0.09 | 0.93249 | 0.00000 | 0.00000 | 42.81 | 4709.79 |
111 | 2014.06.09 02:00 | sell | 56 | 0.09 | 0.93351 | 0.00000 | 0.00000 | ||
112 | 2014.06.11 05:16 | close | 56 | 0.09 | 0.93853 | 0.00000 | 0.00000 | -47.07 | 4662.72 |
113 | 2014.06.12 02:00 | sell | 57 | 0.09 | 0.93801 | 0.00000 | 0.00000 | ||
114 | 2014.06.12 17:25 | close | 57 | 0.09 | 0.94301 | 0.00000 | 0.00000 | -45.00 | 4617.72 |
115 | 2014.06.13 13:00 | sell | 58 | 0.09 | 0.93805 | 0.00000 | 0.00000 | ||
116 | 2014.06.18 06:54 | close | 58 | 0.09 | 0.93337 | 0.00000 | 0.00000 | 39.28 | 4657.00 |
117 | 2014.06.18 22:00 | buy | 59 | 0.09 | 0.93957 | 0.00000 | 0.00000 | ||
118 | 2014.07.01 06:36 | close | 59 | 0.09 | 0.94470 | 0.00000 | 0.00000 | 50.46 | 4707.47 |
119 | 2014.07.02 08:00 | sell | 60 | 0.09 | 0.94564 | 0.00000 | 0.00000 | ||
120 | 2014.07.03 03:00 | close | 60 | 0.09 | 0.94039 | 0.00000 | 0.00000 | 44.41 | 4751.88 |
121 | 2014.07.04 19:00 | buy | 61 | 0.09 | 0.93571 | 0.00000 | 0.00000 | ||
122 | 2014.07.08 15:16 | close | 61 | 0.09 | 0.94042 | 0.00000 | 0.00000 | 43.05 | 4794.93 |
123 | 2014.07.09 15:00 | sell | 62 | 0.09 | 0.93915 | 0.00000 | 0.00000 | ||
124 | 2014.07.10 03:30 | close | 62 | 0.09 | 0.94416 | 0.00000 | 0.00000 | -47.93 | 4747.01 |
125 | 2014.07.10 06:00 | sell | 63 | 0.09 | 0.93999 | 0.00000 | 0.00000 | ||
126 | 2014.07.16 04:13 | close | 63 | 0.09 | 0.93480 | 0.00000 | 0.00000 | 42.93 | 4789.94 |
127 | 2014.07.16 23:00 | buy | 64 | 0.09 | 0.93677 | 0.00000 | 0.00000 | ||
128 | 2014.07.22 14:54 | close | 64 | 0.09 | 0.94165 | 0.00000 | 0.00000 | 45.90 | 4835.84 |
129 | 2014.07.22 19:00 | sell | 65 | 0.09 | 0.93876 | 0.00000 | 0.00000 | ||
130 | 2014.07.23 03:40 | close | 65 | 0.09 | 0.94376 | 0.00000 | 0.00000 | -45.95 | 4789.89 |
131 | 2014.07.23 03:40 | sell | 66 | 0.09 | 0.94366 | 0.00000 | 0.00000 | ||
132 | 2014.07.25 22:52 | close at stop | 66 | 0.09 | 0.93965 | 0.00000 | 0.00000 | 32.31 | 4822.20 |