Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 4 Hours (H4) 2016.02.03 00:00 - 2016.05.01 21:00 (2016.02.03 - 2016.05.02) | ||||
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=0; | ||||
Bars in test | 1392 | Ticks modelled | 3216975 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 50000.00 | Spread | 50 | ||
Total net profit | 1129.48 | Gross profit | 2676.39 | Gross loss | -1546.91 |
Profit factor | 1.73 | Expected payoff | 26.89 | ||
Absolute drawdown | 1538.33 | Maximal drawdown | 2705.07 (5.29%) | Relative drawdown | 5.29% (2705.07) |
Total trades | 42 | Short positions (won %) | 29 (72.41%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 31 (73.81%) | Loss trades (% of total) | 11 (26.19%) | ||
Largest | profit trade | 320.29 | loss trade | -480.82 | |
Average | profit trade | 86.34 | loss trade | -140.63 | |
Maximum | consecutive wins (profit in money) | 6 (449.23) | consecutive losses (loss in money) | 3 (-1058.01) | |
Maximal | consecutive profit (count of wins) | 449.23 (6) | consecutive loss (count of losses) | -1058.01 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.02.05 08:00 | sell | 1 | 1.00 | 0.99392 | 1.04442 | 0.94392 | ||
2 | 2016.02.05 08:01 | close | 1 | 1.00 | 0.99348 | 1.04442 | 0.94392 | 44.29 | 50044.29 |
3 | 2016.02.08 04:00 | sell | 2 | 1.00 | 0.99369 | 1.04419 | 0.94369 | ||
4 | 2016.02.08 08:00 | sell | 3 | 2.00 | 0.99383 | 1.04433 | 0.94383 | ||
5 | 2016.02.08 08:16 | close | 2 | 1.00 | 0.99317 | 1.04419 | 0.94369 | 52.36 | 50096.65 |
6 | 2016.02.08 08:16 | close | 3 | 2.00 | 0.99316 | 1.04433 | 0.94383 | 134.92 | 50231.57 |
7 | 2016.02.10 04:00 | sell | 4 | 1.00 | 0.97265 | 1.02315 | 0.92265 | ||
8 | 2016.02.10 08:00 | sell | 5 | 2.00 | 0.97346 | 1.02396 | 0.92346 | ||
9 | 2016.02.10 08:10 | close | 4 | 1.00 | 0.97273 | 1.02315 | 0.92265 | -8.22 | 50223.35 |
10 | 2016.02.10 08:10 | close | 5 | 2.00 | 0.97272 | 1.02396 | 0.92346 | 152.15 | 50375.50 |
11 | 2016.02.10 12:00 | sell | 6 | 1.00 | 0.97385 | 1.02435 | 0.92385 | ||
12 | 2016.02.10 12:43 | close | 6 | 1.00 | 0.97307 | 1.02435 | 0.92385 | 80.16 | 50455.66 |
13 | 2016.02.11 20:00 | sell | 7 | 1.00 | 0.97234 | 1.02284 | 0.92234 | ||
14 | 2016.02.11 20:09 | close | 7 | 1.00 | 0.97141 | 1.02284 | 0.92234 | 95.74 | 50551.40 |
15 | 2016.02.12 00:00 | sell | 8 | 1.00 | 0.97234 | 1.02284 | 0.92234 | ||
16 | 2016.02.12 00:12 | close | 8 | 1.00 | 0.97222 | 1.02284 | 0.92234 | 12.34 | 50563.74 |
17 | 2016.02.17 08:00 | buy | 9 | 1.00 | 0.98722 | 0.93672 | 1.03722 | ||
18 | 2016.02.17 08:46 | close | 9 | 1.00 | 0.98735 | 0.93672 | 1.03722 | 13.17 | 50576.91 |
19 | 2016.02.19 04:00 | buy | 10 | 1.00 | 0.99206 | 0.94156 | 1.04206 | ||
20 | 2016.02.19 07:32 | close | 10 | 1.00 | 0.99301 | 0.94156 | 1.04206 | 95.67 | 50672.58 |
21 | 2016.02.23 08:00 | buy | 11 | 1.00 | 0.99452 | 0.94402 | 1.04452 | ||
22 | 2016.02.23 16:00 | buy | 12 | 2.00 | 0.99111 | 0.94061 | 1.04111 | ||
23 | 2016.02.23 20:00 | close | 11 | 1.00 | 0.99246 | 0.94402 | 1.04452 | -207.57 | 50465.01 |
24 | 2016.02.23 20:00 | close | 12 | 2.00 | 0.99246 | 0.94061 | 1.04111 | 272.05 | 50737.06 |
25 | 2016.02.25 12:00 | sell | 13 | 1.00 | 0.99079 | 1.04129 | 0.94079 | ||
26 | 2016.02.25 15:48 | close | 13 | 1.00 | 0.99015 | 1.04129 | 0.94079 | 64.64 | 50801.70 |
27 | 2016.03.01 20:00 | buy | 14 | 1.00 | 0.99775 | 0.94725 | 1.04775 | ||
28 | 2016.03.02 00:00 | buy | 15 | 2.00 | 0.99704 | 0.94654 | 1.04704 | ||
29 | 2016.03.02 01:07 | close | 14 | 1.00 | 0.99754 | 0.94725 | 1.04775 | -22.57 | 50779.13 |
30 | 2016.03.02 01:07 | close | 15 | 2.00 | 0.99754 | 0.94654 | 1.04704 | 100.25 | 50879.38 |
31 | 2016.03.04 08:00 | sell | 16 | 1.00 | 0.99244 | 1.04294 | 0.94244 | ||
32 | 2016.03.04 10:27 | close | 16 | 1.00 | 0.99214 | 1.04294 | 0.94244 | 30.24 | 50909.62 |
33 | 2016.03.04 20:00 | sell | 17 | 1.00 | 0.99478 | 1.04528 | 0.94478 | ||
34 | 2016.03.04 21:10 | close | 17 | 1.00 | 0.99321 | 1.04528 | 0.94478 | 158.07 | 51067.69 |
35 | 2016.03.09 20:00 | buy | 18 | 1.00 | 0.99794 | 0.94744 | 1.04794 | ||
36 | 2016.03.09 23:26 | close | 18 | 1.00 | 0.99823 | 0.94744 | 1.04794 | 29.05 | 51096.74 |
37 | 2016.03.11 12:00 | sell | 19 | 1.00 | 0.98639 | 1.03689 | 0.93639 | ||
38 | 2016.03.11 13:22 | close | 19 | 1.00 | 0.98572 | 1.03689 | 0.93639 | 67.97 | 51164.71 |
39 | 2016.03.14 00:00 | sell | 20 | 1.00 | 0.98291 | 1.03341 | 0.93291 | ||
40 | 2016.03.14 04:00 | sell | 21 | 2.00 | 0.98344 | 1.03394 | 0.93344 | ||
41 | 2016.03.14 08:00 | sell | 22 | 3.00 | 0.98487 | 1.03537 | 0.93487 | ||
42 | 2016.03.14 16:02 | close | 20 | 1.00 | 0.98581 | 1.03341 | 0.93291 | -294.17 | 50870.54 |
43 | 2016.03.14 16:05 | close | 21 | 2.00 | 0.98581 | 1.03394 | 0.93344 | -480.82 | 50389.72 |
44 | 2016.03.14 16:08 | close | 22 | 3.00 | 0.98580 | 1.03537 | 0.93487 | -283.02 | 50106.70 |
45 | 2016.03.16 16:00 | buy | 23 | 1.00 | 0.98836 | 0.93786 | 1.03836 | ||
46 | 2016.03.16 16:02 | close | 23 | 1.00 | 0.98852 | 0.93786 | 1.03836 | 16.19 | 50122.89 |
47 | 2016.03.18 12:00 | sell | 24 | 1.00 | 0.96787 | 1.01837 | 0.91787 | ||
48 | 2016.03.18 12:09 | close | 24 | 1.00 | 0.96768 | 1.01837 | 0.91787 | 19.63 | 50142.52 |
49 | 2016.03.18 16:00 | sell | 25 | 1.00 | 0.96811 | 1.01861 | 0.91811 | ||
50 | 2016.03.18 16:26 | close | 25 | 1.00 | 0.96807 | 1.01861 | 0.91811 | 4.13 | 50146.65 |
51 | 2016.03.21 00:00 | sell | 26 | 1.00 | 0.96976 | 1.02026 | 0.91976 | ||
52 | 2016.03.21 08:00 | sell | 27 | 2.00 | 0.97110 | 1.02160 | 0.92110 | ||
53 | 2016.03.21 09:32 | close | 26 | 1.00 | 0.97013 | 1.02026 | 0.91976 | -38.14 | 50108.51 |
54 | 2016.03.21 09:32 | close | 27 | 2.00 | 0.97012 | 1.02160 | 0.92110 | 202.04 | 50310.55 |
55 | 2016.03.23 16:00 | buy | 28 | 1.00 | 0.97366 | 0.92316 | 1.02366 | ||
56 | 2016.03.23 16:18 | close | 28 | 1.00 | 0.97428 | 0.92316 | 1.02366 | 63.64 | 50374.19 |
57 | 2016.03.28 08:00 | buy | 29 | 1.00 | 0.97704 | 0.92654 | 1.02704 | ||
58 | 2016.03.28 11:18 | close | 29 | 1.00 | 0.97734 | 0.92654 | 1.02704 | 30.70 | 50404.89 |
59 | 2016.03.29 12:00 | sell | 30 | 1.00 | 0.97486 | 1.02536 | 0.92486 | ||
60 | 2016.03.29 12:31 | close | 30 | 1.00 | 0.97441 | 1.02536 | 0.92486 | 46.18 | 50451.07 |
61 | 2016.03.30 20:00 | sell | 31 | 1.00 | 0.96436 | 1.01486 | 0.91436 | ||
62 | 2016.03.31 00:00 | sell | 32 | 2.00 | 0.96509 | 1.01559 | 0.91509 | ||
63 | 2016.03.31 04:00 | sell | 33 | 3.00 | 0.96579 | 1.01629 | 0.91579 | ||
64 | 2016.03.31 06:53 | close | 31 | 1.00 | 0.96481 | 1.01486 | 0.91436 | -53.40 | 50397.67 |
65 | 2016.03.31 06:53 | close | 32 | 2.00 | 0.96479 | 1.01559 | 0.91509 | 62.19 | 50459.86 |
66 | 2016.03.31 06:53 | close | 33 | 3.00 | 0.96476 | 1.01629 | 0.91579 | 320.29 | 50780.15 |
67 | 2016.04.01 00:00 | sell | 34 | 1.00 | 0.96119 | 1.01169 | 0.91119 | ||
68 | 2016.04.01 04:00 | close | 34 | 1.00 | 0.96103 | 1.01169 | 0.91119 | 16.65 | 50796.80 |
69 | 2016.04.04 04:00 | sell | 35 | 1.00 | 0.95858 | 1.00908 | 0.90858 | ||
70 | 2016.04.04 08:00 | sell | 36 | 2.00 | 0.95980 | 1.01030 | 0.90980 | ||
71 | 2016.04.04 12:00 | sell | 37 | 3.00 | 0.95993 | 1.01043 | 0.90993 | ||
72 | 2016.04.04 12:20 | close | 35 | 1.00 | 0.95919 | 1.00908 | 0.90858 | -63.60 | 50733.20 |
73 | 2016.04.04 12:20 | close | 36 | 2.00 | 0.95917 | 1.01030 | 0.90980 | 131.36 | 50864.56 |
74 | 2016.04.04 12:20 | close | 37 | 3.00 | 0.95915 | 1.01043 | 0.90993 | 243.97 | 51108.53 |
75 | 2016.04.08 00:00 | sell | 38 | 1.00 | 0.95641 | 1.00691 | 0.90641 | ||
76 | 2016.04.08 08:01 | close | 38 | 1.00 | 0.95619 | 1.00691 | 0.90641 | 23.01 | 51131.54 |
77 | 2016.04.20 04:00 | sell | 39 | 1.00 | 0.96141 | 1.01191 | 0.91141 | ||
78 | 2016.04.20 09:08 | close | 39 | 1.00 | 0.96142 | 1.01191 | 0.91141 | -1.04 | 51130.50 |
79 | 2016.04.25 08:00 | buy | 40 | 1.00 | 0.97586 | 0.92536 | 1.02586 | ||
80 | 2016.04.25 12:00 | buy | 41 | 2.00 | 0.97482 | 0.92432 | 1.02482 | ||
81 | 2016.04.25 16:00 | buy | 42 | 3.00 | 0.97474 | 0.92424 | 1.02474 | ||
82 | 2016.04.25 16:17 | close | 40 | 1.00 | 0.97494 | 0.92536 | 1.02586 | -94.36 | 51036.14 |
83 | 2016.04.25 16:17 | close | 41 | 2.00 | 0.97496 | 0.92432 | 1.02482 | 28.72 | 51064.86 |
84 | 2016.04.25 16:17 | close | 42 | 3.00 | 0.97495 | 0.92424 | 1.02474 | 64.62 | 51129.48 |