Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 4 Hours (H4) 2016.02.24 00:00 - 2016.05.22 21:00 (2016.02.24 - 2016.05.23) | ||||
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=86390; maxSpread=50; minEquityForTakeProfit=1000000; MovingPeriod=4; MovingShift=0; priority=60; | ||||
Bars in test | 1392 | Ticks modelled | 3640363 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50000.00 | Spread | 50 | ||
Total net profit | 845.62 | Gross profit | 2976.54 | Gross loss | -2130.92 |
Profit factor | 1.40 | Expected payoff | 20.62 | ||
Absolute drawdown | 819.00 | Maximal drawdown | 2430.00 (4.69%) | Relative drawdown | 4.69% (2430.00) |
Total trades | 41 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 20 (65.00%) |
Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
Largest | profit trade | 716.00 | loss trade | -428.00 | |
Average | profit trade | 119.06 | loss trade | -133.18 | |
Maximum | consecutive wins (profit in money) | 7 (840.00) | consecutive losses (loss in money) | 4 (-619.00) | |
Maximal | consecutive profit (count of wins) | 840.00 (7) | consecutive loss (count of losses) | -619.00 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.02.24 00:01 | buy | 1 | 1.00 | 0.72002 | 0.66952 | 0.77002 | ||
2 | 2016.02.24 01:10 | close | 1 | 1.00 | 0.72101 | 0.66952 | 0.77002 | 99.00 | 50099.00 |
3 | 2016.02.29 16:01 | sell | 2 | 1.00 | 0.71430 | 0.76480 | 0.66430 | ||
4 | 2016.02.29 20:00 | close | 2 | 1.00 | 0.71413 | 0.76480 | 0.66430 | 17.00 | 50116.00 |
5 | 2016.03.07 00:01 | buy | 3 | 1.00 | 0.74131 | 0.69081 | 0.79131 | ||
6 | 2016.03.07 06:22 | close | 3 | 1.00 | 0.74159 | 0.69081 | 0.79131 | 28.00 | 50144.00 |
7 | 2016.03.08 08:01 | buy | 4 | 1.00 | 0.74274 | 0.69224 | 0.79274 | ||
8 | 2016.03.08 11:27 | close | 4 | 1.00 | 0.74376 | 0.69224 | 0.79274 | 102.00 | 50246.00 |
9 | 2016.03.10 04:01 | buy | 5 | 1.00 | 0.74840 | 0.69790 | 0.79840 | ||
10 | 2016.03.10 08:01 | buy | 6 | 2.00 | 0.74710 | 0.69660 | 0.79710 | ||
11 | 2016.03.10 08:19 | close | 5 | 1.00 | 0.74744 | 0.69790 | 0.79840 | -96.00 | 50150.00 |
12 | 2016.03.10 08:19 | close | 6 | 2.00 | 0.74747 | 0.69660 | 0.79710 | 74.00 | 50224.00 |
13 | 2016.03.14 12:01 | buy | 7 | 1.00 | 0.75389 | 0.70339 | 0.80389 | ||
14 | 2016.03.14 16:01 | buy | 8 | 2.00 | 0.75192 | 0.70142 | 0.80192 | ||
15 | 2016.03.14 20:01 | buy | 9 | 3.00 | 0.75116 | 0.70066 | 0.80116 | ||
16 | 2016.03.14 23:55 | close | 7 | 1.00 | 0.75179 | 0.70339 | 0.80389 | -210.00 | 50014.00 |
17 | 2016.03.14 23:55 | close | 8 | 2.00 | 0.75181 | 0.70142 | 0.80192 | -22.00 | 49992.00 |
18 | 2016.03.14 23:55 | close | 9 | 3.00 | 0.75180 | 0.70066 | 0.80116 | 192.00 | 50184.00 |
19 | 2016.03.18 12:01 | buy | 10 | 1.00 | 0.76257 | 0.71207 | 0.81257 | ||
20 | 2016.03.18 16:01 | buy | 11 | 2.00 | 0.76205 | 0.71155 | 0.81205 | ||
21 | 2016.03.18 20:01 | buy | 12 | 3.00 | 0.76016 | 0.70966 | 0.81016 | ||
22 | 2016.03.20 20:00 | close | 10 | 1.00 | 0.76060 | 0.71207 | 0.81257 | -197.00 | 49987.00 |
23 | 2016.03.20 20:00 | close | 11 | 2.00 | 0.76065 | 0.71155 | 0.81205 | -280.00 | 49707.00 |
24 | 2016.03.20 20:01 | close | 12 | 3.00 | 0.76060 | 0.70966 | 0.81016 | 132.00 | 49839.00 |
25 | 2016.03.24 20:01 | sell | 13 | 1.00 | 0.75294 | 0.80344 | 0.70294 | ||
26 | 2016.03.25 00:49 | close | 13 | 1.00 | 0.75201 | 0.80344 | 0.70294 | 85.54 | 49924.54 |
27 | 2016.03.25 12:01 | sell | 14 | 1.00 | 0.75249 | 0.80299 | 0.70249 | ||
28 | 2016.03.25 12:21 | close | 14 | 1.00 | 0.75221 | 0.80299 | 0.70249 | 28.00 | 49952.54 |
29 | 2016.03.29 12:01 | buy | 15 | 1.00 | 0.75265 | 0.70215 | 0.80265 | ||
30 | 2016.03.29 14:03 | close | 15 | 1.00 | 0.75369 | 0.70215 | 0.80265 | 104.00 | 50056.54 |
31 | 2016.03.31 08:01 | buy | 16 | 1.00 | 0.76478 | 0.71428 | 0.81478 | ||
32 | 2016.03.31 08:08 | close | 16 | 1.00 | 0.76528 | 0.71428 | 0.81478 | 50.00 | 50106.54 |
33 | 2016.04.06 00:01 | sell | 17 | 1.00 | 0.75434 | 0.80484 | 0.70434 | ||
34 | 2016.04.06 04:01 | sell | 18 | 2.00 | 0.75621 | 0.80671 | 0.70621 | ||
35 | 2016.04.06 08:15 | close | 17 | 1.00 | 0.75505 | 0.80484 | 0.70434 | -71.00 | 50035.54 |
36 | 2016.04.06 08:15 | close | 18 | 2.00 | 0.75502 | 0.80671 | 0.70621 | 238.00 | 50273.54 |
37 | 2016.04.08 08:01 | sell | 19 | 1.00 | 0.75552 | 0.80602 | 0.70552 | ||
38 | 2016.04.08 12:00 | close | 19 | 1.00 | 0.75443 | 0.80602 | 0.70552 | 109.00 | 50382.54 |
39 | 2016.04.13 12:01 | buy | 20 | 1.00 | 0.76558 | 0.71508 | 0.81558 | ||
40 | 2016.04.13 13:19 | close | 20 | 1.00 | 0.76713 | 0.71508 | 0.81558 | 155.00 | 50537.54 |
41 | 2016.04.13 16:01 | buy | 21 | 1.00 | 0.76490 | 0.71440 | 0.81490 | ||
42 | 2016.04.13 17:59 | close | 21 | 1.00 | 0.76589 | 0.71440 | 0.81490 | 99.00 | 50636.54 |
43 | 2016.04.15 00:01 | buy | 22 | 1.00 | 0.76916 | 0.71866 | 0.81916 | ||
44 | 2016.04.15 01:18 | close | 22 | 1.00 | 0.76985 | 0.71866 | 0.81916 | 69.00 | 50705.54 |
45 | 2016.04.20 04:01 | buy | 23 | 1.00 | 0.77837 | 0.72787 | 0.82837 | ||
46 | 2016.04.20 07:56 | close | 23 | 1.00 | 0.77973 | 0.72787 | 0.82837 | 136.00 | 50841.54 |
47 | 2016.04.25 16:01 | sell | 24 | 1.00 | 0.77158 | 0.82208 | 0.72158 | ||
48 | 2016.04.25 18:27 | close | 24 | 1.00 | 0.77124 | 0.82208 | 0.72158 | 34.00 | 50875.54 |
49 | 2016.04.28 04:01 | sell | 25 | 1.00 | 0.75942 | 0.80992 | 0.70942 | ||
50 | 2016.04.28 08:01 | sell | 26 | 2.00 | 0.76447 | 0.81497 | 0.71447 | ||
51 | 2016.04.28 11:19 | close | 25 | 1.00 | 0.76092 | 0.80992 | 0.70942 | -150.00 | 50725.54 |
52 | 2016.04.28 11:19 | close | 26 | 2.00 | 0.76089 | 0.81497 | 0.71447 | 716.00 | 51441.54 |
53 | 2016.04.28 20:01 | sell | 27 | 1.00 | 0.76265 | 0.81315 | 0.71265 | ||
54 | 2016.04.29 00:01 | sell | 28 | 2.00 | 0.76349 | 0.81399 | 0.71349 | ||
55 | 2016.04.29 04:01 | sell | 29 | 3.00 | 0.76503 | 0.81553 | 0.71503 | ||
56 | 2016.04.29 08:00 | close | 27 | 1.00 | 0.76395 | 0.81315 | 0.71265 | -137.46 | 51304.08 |
57 | 2016.04.29 08:00 | close | 28 | 2.00 | 0.76395 | 0.81399 | 0.71349 | -92.00 | 51212.08 |
58 | 2016.04.29 08:00 | close | 29 | 3.00 | 0.76395 | 0.81553 | 0.71503 | 324.00 | 51536.08 |
59 | 2016.05.05 08:01 | sell | 30 | 1.00 | 0.74795 | 0.79845 | 0.69795 | ||
60 | 2016.05.05 09:53 | close | 30 | 1.00 | 0.74770 | 0.79845 | 0.69795 | 25.00 | 51561.08 |
61 | 2016.05.05 12:01 | sell | 31 | 1.00 | 0.74947 | 0.79997 | 0.69947 | ||
62 | 2016.05.05 13:46 | close | 31 | 1.00 | 0.74855 | 0.79997 | 0.69947 | 92.00 | 51653.08 |
63 | 2016.05.09 04:01 | sell | 32 | 1.00 | 0.73691 | 0.78741 | 0.68691 | ||
64 | 2016.05.09 06:34 | close | 32 | 1.00 | 0.73688 | 0.78741 | 0.68691 | 3.00 | 51656.08 |
65 | 2016.05.10 08:01 | sell | 33 | 1.00 | 0.73384 | 0.78434 | 0.68384 | ||
66 | 2016.05.10 12:00 | close | 33 | 1.00 | 0.73343 | 0.78434 | 0.68384 | 41.00 | 51697.08 |
67 | 2016.05.16 04:01 | sell | 34 | 1.00 | 0.72889 | 0.77939 | 0.67889 | ||
68 | 2016.05.16 08:01 | sell | 35 | 2.00 | 0.72916 | 0.77966 | 0.67916 | ||
69 | 2016.05.16 17:25 | close | 34 | 1.00 | 0.72920 | 0.77939 | 0.67889 | -31.00 | 51666.08 |
70 | 2016.05.16 17:26 | close | 35 | 2.00 | 0.72920 | 0.77966 | 0.67916 | -8.00 | 51658.08 |
71 | 2016.05.18 00:01 | buy | 36 | 1.00 | 0.73207 | 0.68157 | 0.78207 | ||
72 | 2016.05.18 04:01 | buy | 37 | 2.00 | 0.72856 | 0.67806 | 0.77856 | ||
73 | 2016.05.18 08:01 | buy | 38 | 3.00 | 0.72773 | 0.67723 | 0.77773 | ||
74 | 2016.05.18 15:25 | close | 36 | 1.00 | 0.72779 | 0.68157 | 0.78207 | -428.00 | 51230.08 |
75 | 2016.05.18 15:25 | close | 37 | 2.00 | 0.72780 | 0.67806 | 0.77856 | -152.00 | 51078.08 |
76 | 2016.05.18 15:25 | close | 38 | 3.00 | 0.72781 | 0.67723 | 0.77773 | 24.00 | 51102.08 |
77 | 2016.05.19 20:01 | sell | 39 | 1.00 | 0.72227 | 0.77277 | 0.67227 | ||
78 | 2016.05.20 00:01 | sell | 40 | 2.00 | 0.72285 | 0.77335 | 0.67285 | ||
79 | 2016.05.20 04:01 | sell | 41 | 3.00 | 0.72289 | 0.77339 | 0.67289 | ||
80 | 2016.05.20 09:26 | close | 39 | 1.00 | 0.72322 | 0.77277 | 0.67227 | -102.46 | 50999.62 |
81 | 2016.05.20 09:26 | close | 40 | 2.00 | 0.72320 | 0.77335 | 0.67285 | -70.00 | 50929.62 |
82 | 2016.05.20 09:26 | close | 41 | 3.00 | 0.72317 | 0.77339 | 0.67289 | -84.00 | 50845.62 |