Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 4 Hours (H4) 2016.01.22 00:00 - 2016.04.20 16:00 (2016.01.22 - 2016.04.21) | ||||
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=35990; maxSpread=50; minEquityForTakeProfit=1000000; MovingPeriod=4; MovingShift=0; priority=0; | ||||
Bars in test | 1396 | Ticks modelled | 3309524 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 50000.00 | Spread | 50 | ||
Total net profit | 849.04 | Gross profit | 3186.82 | Gross loss | -2337.78 |
Profit factor | 1.36 | Expected payoff | 18.46 | ||
Absolute drawdown | 1722.33 | Maximal drawdown | 2828.20 (5.53%) | Relative drawdown | 5.53% (2828.20) |
Total trades | 46 | Short positions (won %) | 30 (73.33%) | Long positions (won %) | 16 (87.50%) |
Profit trades (% of total) | 36 (78.26%) | Loss trades (% of total) | 10 (21.74%) | ||
Largest | profit trade | 505.17 | loss trade | -870.67 | |
Average | profit trade | 88.52 | loss trade | -233.78 | |
Maximum | consecutive wins (profit in money) | 9 (343.66) | consecutive losses (loss in money) | 3 (-1633.63) | |
Maximal | consecutive profit (count of wins) | 545.12 (4) | consecutive loss (count of losses) | -1633.63 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.01.25 08:00 | buy | 1 | 1.00 | 1.01470 | 0.96420 | 1.06470 | ||
2 | 2016.01.25 10:59 | close | 1 | 1.00 | 1.01472 | 0.96420 | 1.06470 | 1.97 | 50001.97 |
3 | 2016.01.27 04:00 | buy | 2 | 1.00 | 1.01682 | 0.96632 | 1.06682 | ||
4 | 2016.01.27 05:43 | close | 2 | 1.00 | 1.01719 | 0.96632 | 1.06682 | 36.37 | 50038.34 |
5 | 2016.01.27 08:00 | buy | 3 | 1.00 | 1.01628 | 0.96578 | 1.06628 | ||
6 | 2016.01.27 08:24 | close | 3 | 1.00 | 1.01660 | 0.96578 | 1.06628 | 31.48 | 50069.82 |
7 | 2016.01.27 12:00 | buy | 4 | 1.00 | 1.01574 | 0.96524 | 1.06574 | ||
8 | 2016.01.27 12:19 | close | 4 | 1.00 | 1.01608 | 0.96524 | 1.06574 | 33.46 | 50103.28 |
9 | 2016.02.01 08:00 | buy | 5 | 1.00 | 1.02239 | 0.97189 | 1.07239 | ||
10 | 2016.02.01 09:52 | close | 5 | 1.00 | 1.02239 | 0.97189 | 1.07239 | 0.00 | 50103.28 |
11 | 2016.02.01 12:00 | buy | 6 | 1.00 | 1.02175 | 0.97125 | 1.07175 | ||
12 | 2016.02.01 12:32 | close | 6 | 1.00 | 1.02184 | 0.97125 | 1.07175 | 8.81 | 50112.09 |
13 | 2016.02.05 08:00 | sell | 7 | 1.00 | 0.99392 | 1.04442 | 0.94392 | ||
14 | 2016.02.05 08:01 | close | 7 | 1.00 | 0.99348 | 1.04442 | 0.94392 | 44.29 | 50156.38 |
15 | 2016.02.08 04:00 | sell | 8 | 1.00 | 0.99369 | 1.04419 | 0.94369 | ||
16 | 2016.02.08 08:00 | sell | 9 | 2.00 | 0.99383 | 1.04433 | 0.94383 | ||
17 | 2016.02.08 08:16 | close | 8 | 1.00 | 0.99317 | 1.04419 | 0.94369 | 52.36 | 50208.74 |
18 | 2016.02.08 08:16 | close | 9 | 2.00 | 0.99316 | 1.04433 | 0.94383 | 134.92 | 50343.66 |
19 | 2016.02.10 04:00 | sell | 10 | 1.00 | 0.97265 | 1.02315 | 0.92265 | ||
20 | 2016.02.10 08:00 | sell | 11 | 2.00 | 0.97346 | 1.02396 | 0.92346 | ||
21 | 2016.02.10 08:10 | close | 10 | 1.00 | 0.97273 | 1.02315 | 0.92265 | -8.22 | 50335.44 |
22 | 2016.02.10 08:10 | close | 11 | 2.00 | 0.97272 | 1.02396 | 0.92346 | 152.15 | 50487.59 |
23 | 2016.02.10 12:00 | sell | 12 | 1.00 | 0.97385 | 1.02435 | 0.92385 | ||
24 | 2016.02.10 12:43 | close | 12 | 1.00 | 0.97307 | 1.02435 | 0.92385 | 80.16 | 50567.75 |
25 | 2016.02.11 20:00 | sell | 13 | 1.00 | 0.97234 | 1.02284 | 0.92234 | ||
26 | 2016.02.11 20:09 | close | 13 | 1.00 | 0.97141 | 1.02284 | 0.92234 | 95.74 | 50663.49 |
27 | 2016.02.12 00:00 | sell | 14 | 1.00 | 0.97234 | 1.02284 | 0.92234 | ||
28 | 2016.02.12 00:12 | close | 14 | 1.00 | 0.97222 | 1.02284 | 0.92234 | 12.34 | 50675.83 |
29 | 2016.02.17 08:00 | buy | 15 | 1.00 | 0.98722 | 0.93672 | 1.03722 | ||
30 | 2016.02.17 08:46 | close | 15 | 1.00 | 0.98735 | 0.93672 | 1.03722 | 13.17 | 50689.00 |
31 | 2016.02.19 04:00 | buy | 16 | 1.00 | 0.99206 | 0.94156 | 1.04206 | ||
32 | 2016.02.19 07:32 | close | 16 | 1.00 | 0.99301 | 0.94156 | 1.04206 | 95.67 | 50784.67 |
33 | 2016.02.23 08:00 | buy | 17 | 1.00 | 0.99452 | 0.94402 | 1.04452 | ||
34 | 2016.02.23 16:00 | buy | 18 | 2.00 | 0.99111 | 0.94061 | 1.04111 | ||
35 | 2016.02.23 18:00 | close | 17 | 1.00 | 0.99075 | 0.94402 | 1.04452 | -380.52 | 50404.15 |
36 | 2016.02.23 20:00 | close | 18 | 2.00 | 0.99246 | 0.94061 | 1.04111 | 272.05 | 50676.20 |
37 | 2016.02.25 12:00 | sell | 19 | 1.00 | 0.99079 | 1.04129 | 0.94079 | ||
38 | 2016.02.25 15:48 | close | 19 | 1.00 | 0.99015 | 1.04129 | 0.94079 | 64.64 | 50740.84 |
39 | 2016.03.01 20:00 | buy | 20 | 1.00 | 0.99775 | 0.94725 | 1.04775 | ||
40 | 2016.03.02 00:00 | buy | 21 | 2.00 | 0.99704 | 0.94654 | 1.04704 | ||
41 | 2016.03.02 01:07 | close | 20 | 1.00 | 0.99754 | 0.94725 | 1.04775 | -22.58 | 50718.26 |
42 | 2016.03.02 01:07 | close | 21 | 2.00 | 0.99754 | 0.94654 | 1.04704 | 100.25 | 50818.51 |
43 | 2016.03.04 08:00 | sell | 22 | 1.00 | 0.99244 | 1.04294 | 0.94244 | ||
44 | 2016.03.04 10:27 | close | 22 | 1.00 | 0.99214 | 1.04294 | 0.94244 | 30.24 | 50848.75 |
45 | 2016.03.04 20:00 | sell | 23 | 1.00 | 0.99478 | 1.04528 | 0.94478 | ||
46 | 2016.03.04 21:10 | close | 23 | 1.00 | 0.99321 | 1.04528 | 0.94478 | 158.07 | 51006.82 |
47 | 2016.03.09 20:00 | buy | 24 | 1.00 | 0.99794 | 0.94744 | 1.04794 | ||
48 | 2016.03.09 23:26 | close | 24 | 1.00 | 0.99823 | 0.94744 | 1.04794 | 29.05 | 51035.87 |
49 | 2016.03.11 12:00 | sell | 25 | 1.00 | 0.98639 | 1.03689 | 0.93639 | ||
50 | 2016.03.11 13:22 | close | 25 | 1.00 | 0.98572 | 1.03689 | 0.93639 | 67.97 | 51103.84 |
51 | 2016.03.14 00:00 | sell | 26 | 1.00 | 0.98291 | 1.03341 | 0.93291 | ||
52 | 2016.03.14 04:00 | sell | 27 | 2.00 | 0.98344 | 1.03394 | 0.93344 | ||
53 | 2016.03.14 08:00 | sell | 28 | 3.00 | 0.98487 | 1.03537 | 0.93487 | ||
54 | 2016.03.14 09:59 | close | 26 | 1.00 | 0.98762 | 1.03341 | 0.93291 | -476.90 | 50626.94 |
55 | 2016.03.14 12:00 | sell | 29 | 3.00 | 0.98747 | 1.03797 | 0.93747 | ||
56 | 2016.03.14 13:59 | close | 27 | 2.00 | 0.98774 | 1.03394 | 0.93344 | -870.67 | 49756.27 |
57 | 2016.03.14 16:02 | close | 28 | 3.00 | 0.98581 | 1.03537 | 0.93487 | -286.06 | 49470.21 |
58 | 2016.03.14 16:05 | close | 29 | 3.00 | 0.98581 | 1.03797 | 0.93747 | 505.17 | 49975.38 |
59 | 2016.03.16 16:00 | buy | 30 | 1.00 | 0.98836 | 0.93786 | 1.03836 | ||
60 | 2016.03.16 16:02 | close | 30 | 1.00 | 0.98852 | 0.93786 | 1.03836 | 16.19 | 49991.57 |
61 | 2016.03.18 12:00 | sell | 31 | 1.00 | 0.96787 | 1.01837 | 0.91787 | ||
62 | 2016.03.18 12:09 | close | 31 | 1.00 | 0.96768 | 1.01837 | 0.91787 | 19.63 | 50011.20 |
63 | 2016.03.18 16:00 | sell | 32 | 1.00 | 0.96811 | 1.01861 | 0.91811 | ||
64 | 2016.03.18 16:26 | close | 32 | 1.00 | 0.96807 | 1.01861 | 0.91811 | 4.13 | 50015.33 |
65 | 2016.03.21 00:00 | sell | 33 | 1.00 | 0.96976 | 1.02026 | 0.91976 | ||
66 | 2016.03.21 08:00 | sell | 34 | 2.00 | 0.97110 | 1.02160 | 0.92110 | ||
67 | 2016.03.21 09:32 | close | 33 | 1.00 | 0.97013 | 1.02026 | 0.91976 | -38.14 | 49977.19 |
68 | 2016.03.21 09:32 | close | 34 | 2.00 | 0.97012 | 1.02160 | 0.92110 | 202.04 | 50179.23 |
69 | 2016.03.23 16:00 | buy | 35 | 1.00 | 0.97366 | 0.92316 | 1.02366 | ||
70 | 2016.03.23 16:18 | close | 35 | 1.00 | 0.97428 | 0.92316 | 1.02366 | 63.64 | 50242.87 |
71 | 2016.03.28 08:00 | buy | 36 | 1.00 | 0.97704 | 0.92654 | 1.02704 | ||
72 | 2016.03.28 11:18 | close | 36 | 1.00 | 0.97734 | 0.92654 | 1.02704 | 30.70 | 50273.57 |
73 | 2016.03.29 12:00 | sell | 37 | 1.00 | 0.97486 | 1.02536 | 0.92486 | ||
74 | 2016.03.29 12:31 | close | 37 | 1.00 | 0.97441 | 1.02536 | 0.92486 | 46.18 | 50319.75 |
75 | 2016.03.30 20:00 | sell | 38 | 1.00 | 0.96436 | 1.01486 | 0.91436 | ||
76 | 2016.03.31 00:00 | sell | 39 | 2.00 | 0.96509 | 1.01559 | 0.91509 | ||
77 | 2016.03.31 04:00 | sell | 40 | 3.00 | 0.96579 | 1.01629 | 0.91579 | ||
78 | 2016.03.31 06:00 | close | 38 | 1.00 | 0.96613 | 1.01486 | 0.91436 | -190.04 | 50129.70 |
79 | 2016.03.31 06:53 | close | 39 | 2.00 | 0.96481 | 1.01559 | 0.91509 | 58.04 | 50187.74 |
80 | 2016.03.31 06:53 | close | 40 | 3.00 | 0.96479 | 1.01629 | 0.91579 | 310.95 | 50498.69 |
81 | 2016.04.01 00:00 | sell | 41 | 1.00 | 0.96119 | 1.01169 | 0.91119 | ||
82 | 2016.04.01 04:00 | close | 41 | 1.00 | 0.96103 | 1.01169 | 0.91119 | 16.65 | 50515.34 |
83 | 2016.04.04 04:00 | sell | 42 | 1.00 | 0.95858 | 1.00908 | 0.90858 | ||
84 | 2016.04.04 08:00 | sell | 43 | 2.00 | 0.95980 | 1.01030 | 0.90980 | ||
85 | 2016.04.04 12:00 | sell | 44 | 3.00 | 0.95993 | 1.01043 | 0.90993 | ||
86 | 2016.04.04 12:20 | close | 42 | 1.00 | 0.95919 | 1.00908 | 0.90858 | -63.60 | 50451.74 |
87 | 2016.04.04 12:20 | close | 43 | 2.00 | 0.95917 | 1.01030 | 0.90980 | 131.36 | 50583.10 |
88 | 2016.04.04 12:20 | close | 44 | 3.00 | 0.95915 | 1.01043 | 0.90993 | 243.97 | 50827.07 |
89 | 2016.04.08 00:00 | sell | 45 | 1.00 | 0.95641 | 1.00691 | 0.90641 | ||
90 | 2016.04.08 08:01 | close | 45 | 1.00 | 0.95619 | 1.00691 | 0.90641 | 23.01 | 50850.08 |
91 | 2016.04.20 04:00 | sell | 46 | 1.00 | 0.96141 | 1.01191 | 0.91141 | ||
92 | 2016.04.20 09:08 | close | 46 | 1.00 | 0.96142 | 1.01191 | 0.91141 | -1.04 | 50849.04 |