Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
Period | 4 Hours (H4) 2016.02.02 00:00 - 2016.03.31 20:00 (2016.02.02 - 2016.04.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MaxOrders=3; referenceInterval=100; LotSize=1; StopLoss=5000; TakeProfit=5000; SecsToClose=86930; maxSpread=50; minEquityForTakeProfit=1000000; MovingPeriod=4; MovingShift=0; | ||||
Bars in test | 1267 | Ticks modelled | 6298621 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50000.00 | Spread | 10 | ||
Total net profit | 3306.84 | Gross profit | 4690.65 | Gross loss | -1383.81 |
Profit factor | 3.39 | Expected payoff | 61.24 | ||
Absolute drawdown | 932.39 | Maximal drawdown | 1898.93 (3.73%) | Relative drawdown | 3.73% (1898.93) |
Total trades | 54 | Short positions (won %) | 26 (84.62%) | Long positions (won %) | 28 (71.43%) |
Profit trades (% of total) | 42 (77.78%) | Loss trades (% of total) | 12 (22.22%) | ||
Largest | profit trade | 940.53 | loss trade | -446.46 | |
Average | profit trade | 111.68 | loss trade | -115.32 | |
Maximum | consecutive wins (profit in money) | 12 (733.39) | consecutive losses (loss in money) | 3 (-380.29) | |
Maximal | consecutive profit (count of wins) | 1367.80 (7) | consecutive loss (count of losses) | -446.46 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.02.04 00:00 | sell | 1 | 1.00 | 1.07607 | 1.12617 | 1.02607 | ||
2 | 2016.02.04 04:00 | sell | 2 | 2.00 | 1.07655 | 1.12665 | 1.02655 | ||
3 | 2016.02.04 08:00 | close | 1 | 1.00 | 1.07542 | 1.12617 | 1.02607 | 44.88 | 50044.88 |
4 | 2016.02.04 08:00 | close | 2 | 2.00 | 1.07542 | 1.12665 | 1.02655 | 156.06 | 50200.94 |
5 | 2016.02.05 08:00 | sell | 3 | 1.00 | 1.07138 | 1.12148 | 1.02138 | ||
6 | 2016.02.05 08:01 | close | 3 | 1.00 | 1.07102 | 1.12148 | 1.02138 | 24.86 | 50225.80 |
7 | 2016.02.08 00:00 | sell | 4 | 1.00 | 1.06833 | 1.11843 | 1.01833 | ||
8 | 2016.02.08 02:26 | close | 4 | 1.00 | 1.06739 | 1.11843 | 1.01833 | 64.91 | 50290.71 |
9 | 2016.02.08 12:00 | sell | 5 | 1.00 | 1.06916 | 1.11926 | 1.01916 | ||
10 | 2016.02.08 12:22 | close | 5 | 1.00 | 1.06861 | 1.11926 | 1.01916 | 37.98 | 50328.69 |
11 | 2016.02.08 16:00 | sell | 6 | 1.00 | 1.06894 | 1.11904 | 1.01894 | ||
12 | 2016.02.08 16:00 | close | 6 | 1.00 | 1.06892 | 1.11904 | 1.01894 | 1.38 | 50330.07 |
13 | 2016.02.10 08:00 | sell | 7 | 1.00 | 1.06651 | 1.11661 | 1.01651 | ||
14 | 2016.02.10 08:38 | close | 7 | 1.00 | 1.06542 | 1.11661 | 1.01651 | 75.27 | 50405.34 |
15 | 2016.02.10 12:00 | sell | 8 | 1.00 | 1.06604 | 1.11614 | 1.01604 | ||
16 | 2016.02.10 12:06 | close | 8 | 1.00 | 1.06596 | 1.11614 | 1.01604 | 5.52 | 50410.86 |
17 | 2016.02.12 04:00 | sell | 9 | 1.00 | 1.06527 | 1.11537 | 1.01527 | ||
18 | 2016.02.12 08:00 | close | 9 | 1.00 | 1.06422 | 1.11537 | 1.01527 | 72.51 | 50483.37 |
19 | 2016.02.16 20:00 | buy | 10 | 1.00 | 1.08076 | 1.03066 | 1.13076 | ||
20 | 2016.02.17 00:00 | close | 10 | 1.00 | 1.08089 | 1.03066 | 1.13076 | 5.04 | 50488.41 |
21 | 2016.02.17 00:00 | buy | 11 | 1.00 | 1.08099 | 1.03089 | 1.13099 | ||
22 | 2016.02.17 00:23 | close | 11 | 1.00 | 1.08144 | 1.03089 | 1.13099 | 31.06 | 50519.47 |
23 | 2016.02.18 08:00 | buy | 12 | 1.00 | 1.07425 | 1.02415 | 1.12425 | ||
24 | 2016.02.18 09:01 | close | 12 | 1.00 | 1.07735 | 1.02415 | 1.12425 | 213.92 | 50733.39 |
25 | 2016.02.19 20:00 | sell | 13 | 1.00 | 1.07709 | 1.12719 | 1.02709 | ||
26 | 2016.02.21 20:02 | close | 13 | 1.00 | 1.07780 | 1.12719 | 1.02709 | -49.03 | 50684.36 |
27 | 2016.02.22 00:00 | sell | 14 | 1.00 | 1.07772 | 1.12782 | 1.02772 | ||
28 | 2016.02.22 01:54 | close | 14 | 1.00 | 1.07704 | 1.12782 | 1.02772 | 46.95 | 50731.31 |
29 | 2016.02.24 20:00 | buy | 15 | 1.00 | 1.08189 | 1.03179 | 1.13189 | ||
30 | 2016.02.25 00:00 | buy | 16 | 2.00 | 1.07872 | 1.02862 | 1.12872 | ||
31 | 2016.02.25 04:00 | buy | 17 | 3.00 | 1.07801 | 1.02791 | 1.12801 | ||
32 | 2016.02.25 08:08 | close | 15 | 1.00 | 1.07800 | 1.03179 | 1.13189 | -280.23 | 50451.08 |
33 | 2016.02.25 08:08 | close | 16 | 2.00 | 1.07801 | 1.02862 | 1.12872 | -97.99 | 50353.09 |
34 | 2016.02.25 08:08 | close | 17 | 3.00 | 1.07800 | 1.02791 | 1.12801 | -2.07 | 50351.02 |
35 | 2016.02.26 20:00 | sell | 18 | 1.00 | 1.07389 | 1.12399 | 1.02389 | ||
36 | 2016.02.28 20:00 | close | 18 | 1.00 | 1.07337 | 1.12399 | 1.02389 | 35.90 | 50386.92 |
37 | 2016.02.28 20:00 | sell | 19 | 1.00 | 1.07327 | 1.12337 | 1.02327 | ||
38 | 2016.02.29 00:00 | sell | 20 | 2.00 | 1.08080 | 1.13090 | 1.03080 | ||
39 | 2016.02.29 04:00 | sell | 21 | 3.00 | 1.08428 | 1.13438 | 1.03428 | ||
40 | 2016.02.29 08:00 | close | 19 | 1.00 | 1.07974 | 1.12337 | 1.02327 | -446.46 | 49940.46 |
41 | 2016.02.29 08:00 | close | 20 | 2.00 | 1.07974 | 1.13090 | 1.03080 | 146.40 | 50086.86 |
42 | 2016.02.29 08:00 | close | 21 | 3.00 | 1.07974 | 1.13438 | 1.03428 | 940.53 | 51027.39 |
43 | 2016.03.01 04:00 | buy | 22 | 1.00 | 1.08028 | 1.03018 | 1.13028 | ||
44 | 2016.03.01 04:41 | close | 22 | 1.00 | 1.08107 | 1.03018 | 1.13028 | 54.52 | 51081.91 |
45 | 2016.03.03 20:00 | buy | 23 | 1.00 | 1.09237 | 1.04227 | 1.14237 | ||
46 | 2016.03.03 21:51 | close | 23 | 1.00 | 1.09299 | 1.04227 | 1.14237 | 42.78 | 51124.69 |
47 | 2016.03.04 08:00 | buy | 24 | 1.00 | 1.09062 | 1.04052 | 1.14062 | ||
48 | 2016.03.04 09:24 | close | 24 | 1.00 | 1.09131 | 1.04052 | 1.14062 | 47.62 | 51172.31 |
49 | 2016.03.04 20:00 | buy | 25 | 1.00 | 1.09051 | 1.04041 | 1.14051 | ||
50 | 2016.03.04 20:27 | close | 25 | 1.00 | 1.09129 | 1.04041 | 1.14051 | 53.83 | 51226.14 |
51 | 2016.03.08 08:00 | buy | 26 | 1.00 | 1.09625 | 1.04615 | 1.14625 | ||
52 | 2016.03.08 08:15 | close | 26 | 1.00 | 1.09744 | 1.04615 | 1.14625 | 82.12 | 51308.26 |
53 | 2016.03.10 12:00 | buy | 27 | 1.00 | 1.12149 | 1.07139 | 1.17149 | ||
54 | 2016.03.10 16:00 | buy | 28 | 2.00 | 1.11785 | 1.06775 | 1.16785 | ||
55 | 2016.03.10 20:00 | buy | 29 | 3.00 | 1.11793 | 1.06783 | 1.16793 | ||
56 | 2016.03.10 22:00 | close | 27 | 1.00 | 1.11879 | 1.07139 | 1.17149 | -186.32 | 51121.94 |
57 | 2016.03.10 22:00 | close | 28 | 2.00 | 1.11911 | 1.06775 | 1.16785 | 173.89 | 51295.83 |
58 | 2016.03.10 22:00 | close | 29 | 3.00 | 1.11973 | 1.06783 | 1.16793 | 372.63 | 51668.46 |
59 | 2016.03.11 00:00 | buy | 30 | 1.00 | 1.11532 | 1.06522 | 1.16532 | ||
60 | 2016.03.11 02:51 | close | 30 | 1.00 | 1.11720 | 1.06522 | 1.16532 | 129.73 | 51798.19 |
61 | 2016.03.15 08:00 | buy | 31 | 1.00 | 1.12377 | 1.07367 | 1.17377 | ||
62 | 2016.03.15 12:00 | buy | 32 | 2.00 | 1.12185 | 1.07175 | 1.17185 | ||
63 | 2016.03.15 13:47 | close | 31 | 1.00 | 1.12316 | 1.07367 | 1.17377 | -42.09 | 51756.10 |
64 | 2016.03.15 13:47 | close | 32 | 2.00 | 1.12317 | 1.07175 | 1.17185 | 182.17 | 51938.27 |
65 | 2016.03.16 12:00 | buy | 33 | 1.00 | 1.12687 | 1.07677 | 1.17687 | ||
66 | 2016.03.16 16:00 | buy | 34 | 2.00 | 1.12574 | 1.07564 | 1.17574 | ||
67 | 2016.03.16 16:16 | close | 33 | 1.00 | 1.12694 | 1.07677 | 1.17687 | 4.83 | 51943.10 |
68 | 2016.03.16 16:16 | close | 34 | 2.00 | 1.12695 | 1.07564 | 1.17574 | 166.99 | 52110.09 |
69 | 2016.03.16 20:00 | buy | 35 | 1.00 | 1.12293 | 1.07283 | 1.17293 | ||
70 | 2016.03.17 00:00 | buy | 36 | 2.00 | 1.11901 | 1.06891 | 1.16901 | ||
71 | 2016.03.17 00:30 | close | 35 | 1.00 | 1.12270 | 1.07283 | 1.17293 | -27.67 | 52082.42 |
72 | 2016.03.17 00:30 | close | 36 | 2.00 | 1.12272 | 1.06891 | 1.16901 | 512.02 | 52594.44 |
73 | 2016.03.18 04:00 | sell | 37 | 1.00 | 1.11867 | 1.16877 | 1.06867 | ||
74 | 2016.03.18 05:12 | close | 37 | 1.00 | 1.11706 | 1.16877 | 1.06867 | 111.18 | 52705.62 |
75 | 2016.03.18 08:00 | sell | 38 | 1.00 | 1.11774 | 1.16784 | 1.06774 | ||
76 | 2016.03.18 08:04 | close | 38 | 1.00 | 1.11745 | 1.16784 | 1.06774 | 20.03 | 52725.65 |
77 | 2016.03.21 04:00 | sell | 39 | 1.00 | 1.12093 | 1.17103 | 1.07093 | ||
78 | 2016.03.21 06:29 | close | 39 | 1.00 | 1.11979 | 1.17103 | 1.07093 | 78.72 | 52804.37 |
79 | 2016.03.21 08:00 | sell | 40 | 1.00 | 1.12143 | 1.17153 | 1.07143 | ||
80 | 2016.03.21 12:00 | sell | 41 | 2.00 | 1.12212 | 1.17222 | 1.07212 | ||
81 | 2016.03.21 12:32 | close | 40 | 1.00 | 1.12149 | 1.17153 | 1.07143 | -4.14 | 52800.23 |
82 | 2016.03.21 12:32 | close | 41 | 2.00 | 1.12149 | 1.17222 | 1.07212 | 87.01 | 52887.24 |
83 | 2016.03.22 00:00 | buy | 42 | 1.00 | 1.11910 | 1.06900 | 1.16910 | ||
84 | 2016.03.22 04:00 | close | 42 | 1.00 | 1.12027 | 1.06900 | 1.16910 | 80.73 | 52967.97 |
85 | 2016.03.23 12:00 | buy | 43 | 1.00 | 1.12971 | 1.07961 | 1.17971 | ||
86 | 2016.03.23 12:06 | close | 43 | 1.00 | 1.13031 | 1.07961 | 1.17971 | 41.40 | 53009.37 |
87 | 2016.03.23 20:00 | buy | 44 | 1.00 | 1.12207 | 1.07197 | 1.17207 | ||
88 | 2016.03.24 00:00 | buy | 45 | 2.00 | 1.12071 | 1.07061 | 1.17071 | ||
89 | 2016.03.24 04:00 | buy | 46 | 3.00 | 1.11927 | 1.06917 | 1.16927 | ||
90 | 2016.03.24 08:00 | close | 44 | 1.00 | 1.12005 | 1.07197 | 1.17207 | -151.19 | 52858.18 |
91 | 2016.03.24 08:00 | close | 45 | 2.00 | 1.12006 | 1.07061 | 1.17071 | -89.71 | 52768.47 |
92 | 2016.03.24 08:00 | close | 46 | 3.00 | 1.12007 | 1.06917 | 1.16927 | 165.61 | 52934.08 |
93 | 2016.03.25 04:00 | sell | 47 | 1.00 | 1.12287 | 1.17297 | 1.07287 | ||
94 | 2016.03.25 04:00 | close | 47 | 1.00 | 1.12269 | 1.17297 | 1.07287 | 12.43 | 52946.51 |
95 | 2016.03.25 08:00 | sell | 48 | 1.00 | 1.12320 | 1.17330 | 1.07320 | ||
96 | 2016.03.25 09:07 | close | 48 | 1.00 | 1.12274 | 1.17330 | 1.07320 | 31.77 | 52978.28 |
97 | 2016.03.28 00:00 | sell | 49 | 1.00 | 1.12290 | 1.17300 | 1.07290 | ||
98 | 2016.03.28 00:49 | close | 49 | 1.00 | 1.12257 | 1.17300 | 1.07290 | 22.79 | 53001.07 |
99 | 2016.03.28 04:00 | sell | 50 | 1.00 | 1.12336 | 1.17346 | 1.07336 | ||
100 | 2016.03.28 08:00 | sell | 51 | 2.00 | 1.12422 | 1.17432 | 1.07422 | ||
101 | 2016.03.28 08:48 | close | 50 | 1.00 | 1.12346 | 1.17346 | 1.07336 | -6.91 | 52994.16 |
102 | 2016.03.28 08:48 | close | 51 | 2.00 | 1.12345 | 1.17432 | 1.07422 | 106.34 | 53100.50 |
103 | 2016.03.28 16:00 | buy | 52 | 1.00 | 1.12125 | 1.07115 | 1.17125 | ||
104 | 2016.03.28 20:00 | buy | 53 | 2.00 | 1.12051 | 1.07041 | 1.17051 | ||
105 | 2016.03.28 20:57 | close | 52 | 1.00 | 1.12159 | 1.07115 | 1.17125 | 23.46 | 53123.96 |
106 | 2016.03.28 20:57 | close | 53 | 2.00 | 1.12160 | 1.07041 | 1.17051 | 150.43 | 53274.39 |
107 | 2016.03.31 04:00 | sell | 54 | 1.00 | 1.10825 | 1.15835 | 1.05825 | ||
108 | 2016.03.31 07:57 | close | 54 | 1.00 | 1.10778 | 1.15835 | 1.05825 | 32.45 | 53306.84 |