Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.07.02 00:00 - 2014.09.26 23:59 (2014.07.02 - 2014.09.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=140; Use_SL=true; SL=680; AllCloseWithReverseSignal=true; MaxOrders=9; Distance=5; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=11; GoldDistancePips1=10; Use_Violet=true; VioletShift1=12; VioletDistancePips1=-105; Use_Chocolate=true; ChocolateShift1=8; ChocolateDistancePips1=10; Use_White=false; WhiteShift1=14; WhiteDistancePips1=-50; MarketOrdersType=false; STOPOrdersType=true; LIMITOrdersType=true; Slippage=2; OrdComment=""; OIJ="Optimization Intervals"; SetFileMade=2014.12.21 00:00; TraningStart=1970.01.01 00:00; TraningEnd=1970.01.01 00:00; WeTestStudyOfEADays=7; TrainingValidityDaysMax=21; StopRobotWithoutKnowledge=false; NameOfRobot="R_03_1_Comulative"; _important="Only after optimization use below !!!"; Use_DropDawnLimitation=false; Use_DropDawnLimitIfProfit=false; MaximumDropDawnMoney=0; MaximumDropDawnPercent=0; | ||||
Bars in test | 1378 | Ticks modelled | 1756 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | -60061.84 | Gross profit | 20868.74 | Gross loss | -80930.58 |
Profit factor | 0.26 | Expected payoff | -1876.93 | ||
Absolute drawdown | 60061.84 | Maximal drawdown | 60282.83 (60.15%) | Relative drawdown | 60.15% (60282.83) |
Total trades | 32 | Short positions (won %) | 16 (100.00%) | Long positions (won %) | 16 (0.00%) |
Profit trades (% of total) | 16 (50.00%) | Loss trades (% of total) | 16 (50.00%) | ||
Largest | profit trade | 1387.26 | loss trade | -7072.58 | |
Average | profit trade | 1304.30 | loss trade | -5058.16 | |
Maximum | consecutive wins (profit in money) | 9 (12365.22) | consecutive losses (loss in money) | 7 (-49417.20) | |
Maximal | consecutive profit (count of wins) | 12365.22 (9) | consecutive loss (count of losses) | -49417.20 (7) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.07.02 00:00 | sell stop | 1 | 1.00 | 1.3676 | 1.4356 | 1.3536 | ||
2 | 2014.07.02 00:00 | buy limit | 2 | 1.00 | 1.3676 | 1.2996 | 1.3816 | ||
3 | 2014.07.02 04:00 | sell | 1 | 1.00 | 1.3676 | 1.4356 | 1.3536 | ||
4 | 2014.07.02 04:00 | sell stop | 3 | 1.00 | 1.3673 | 1.4353 | 1.3533 | ||
5 | 2014.07.02 04:00 | buy limit | 4 | 1.00 | 1.3673 | 1.2993 | 1.3813 | ||
6 | 2014.07.02 08:00 | buy | 2 | 1.00 | 1.3676 | 1.2996 | 1.3816 | ||
7 | 2014.07.02 08:00 | sell | 3 | 1.00 | 1.3673 | 1.4353 | 1.3533 | ||
8 | 2014.07.02 08:00 | buy | 4 | 1.00 | 1.3673 | 1.2993 | 1.3813 | ||
9 | 2014.07.02 08:00 | sell stop | 5 | 1.00 | 1.3666 | 1.4346 | 1.3526 | ||
10 | 2014.07.02 08:00 | buy limit | 6 | 1.00 | 1.3666 | 1.2986 | 1.3806 | ||
11 | 2014.07.02 12:00 | sell | 5 | 1.00 | 1.3666 | 1.4346 | 1.3526 | ||
12 | 2014.07.02 12:00 | buy | 6 | 1.00 | 1.3666 | 1.2986 | 1.3806 | ||
13 | 2014.07.02 12:00 | sell stop | 7 | 1.00 | 1.3657 | 1.4337 | 1.3517 | ||
14 | 2014.07.02 12:00 | buy limit | 8 | 1.00 | 1.3657 | 1.2977 | 1.3797 | ||
15 | 2014.07.02 16:00 | sell | 7 | 1.00 | 1.3657 | 1.4337 | 1.3517 | ||
16 | 2014.07.02 16:00 | buy | 8 | 1.00 | 1.3657 | 1.2977 | 1.3797 | ||
17 | 2014.07.03 08:00 | buy stop | 9 | 1.00 | 1.3655 | 1.2975 | 1.3795 | ||
18 | 2014.07.03 08:00 | sell limit | 10 | 1.00 | 1.3655 | 1.4335 | 1.3515 | ||
19 | 2014.07.03 12:00 | buy | 9 | 1.00 | 1.3655 | 1.2975 | 1.3795 | ||
20 | 2014.07.03 12:00 | sell | 10 | 1.00 | 1.3655 | 1.4335 | 1.3515 | ||
21 | 2014.07.16 12:00 | t/p | 1 | 1.00 | 1.3536 | 1.4356 | 1.3536 | 1374.52 | 101374.52 |
22 | 2014.07.16 12:00 | buy stop | 11 | 1.00 | 1.3542 | 1.2862 | 1.3682 | ||
23 | 2014.07.16 12:00 | sell limit | 12 | 1.00 | 1.3542 | 1.4222 | 1.3402 | ||
24 | 2014.07.16 16:00 | t/p | 3 | 1.00 | 1.3533 | 1.4353 | 1.3533 | 1374.52 | 102749.04 |
25 | 2014.07.16 16:00 | buy | 11 | 1.00 | 1.3542 | 1.2862 | 1.3682 | ||
26 | 2014.07.16 20:00 | t/p | 5 | 1.00 | 1.3526 | 1.4346 | 1.3526 | 1374.52 | 104123.56 |
27 | 2014.07.16 20:00 | buy stop | 13 | 1.00 | 1.3529 | 1.2849 | 1.3669 | ||
28 | 2014.07.16 20:00 | sell limit | 14 | 1.00 | 1.3529 | 1.4209 | 1.3389 | ||
29 | 2014.07.17 04:00 | buy | 13 | 1.00 | 1.3529 | 1.2849 | 1.3669 | ||
30 | 2014.07.17 04:00 | sell | 14 | 1.00 | 1.3529 | 1.4209 | 1.3389 | ||
31 | 2014.07.18 04:00 | t/p | 7 | 1.00 | 1.3517 | 1.4337 | 1.3517 | 1367.24 | 105490.80 |
32 | 2014.07.18 04:00 | t/p | 10 | 1.00 | 1.3515 | 1.4335 | 1.3515 | 1372.70 | 106863.50 |
33 | 2014.07.18 20:00 | buy stop | 15 | 1.00 | 1.3535 | 1.2855 | 1.3675 | ||
34 | 2014.07.18 20:00 | sell limit | 16 | 1.00 | 1.3535 | 1.4215 | 1.3395 | ||
35 | 2014.07.21 08:00 | sell | 12 | 1.00 | 1.3542 | 1.4222 | 1.3402 | ||
36 | 2014.07.21 08:00 | buy | 15 | 1.00 | 1.3535 | 1.2855 | 1.3675 | ||
37 | 2014.07.21 08:00 | sell | 16 | 1.00 | 1.3535 | 1.4215 | 1.3395 | ||
38 | 2014.07.30 12:00 | t/p | 12 | 1.00 | 1.3402 | 1.4222 | 1.3402 | 1383.62 | 108247.12 |
39 | 2014.07.30 16:00 | t/p | 14 | 1.00 | 1.3389 | 1.4209 | 1.3389 | 1379.98 | 109627.10 |
40 | 2014.07.30 16:00 | t/p | 16 | 1.00 | 1.3395 | 1.4215 | 1.3395 | 1383.62 | 111010.72 |
41 | 2014.07.30 16:00 | buy stop | 17 | 1.00 | 1.3383 | 1.2703 | 1.3523 | ||
42 | 2014.07.30 16:00 | sell limit | 18 | 1.00 | 1.3383 | 1.4063 | 1.3243 | ||
43 | 2014.07.30 20:00 | buy | 17 | 1.00 | 1.3383 | 1.2703 | 1.3523 | ||
44 | 2014.07.30 20:00 | sell | 18 | 1.00 | 1.3383 | 1.4063 | 1.3243 | ||
45 | 2014.08.22 20:00 | t/p | 18 | 1.00 | 1.3243 | 1.4063 | 1.3243 | 1354.50 | 112365.22 |
46 | 2014.08.22 20:00 | buy stop | 19 | 1.00 | 1.3245 | 1.2565 | 1.3385 | ||
47 | 2014.08.22 20:00 | sell limit | 20 | 1.00 | 1.3245 | 1.3925 | 1.3105 | ||
48 | 2014.08.25 00:00 | buy | 19 | 1.00 | 1.3245 | 1.2565 | 1.3385 | ||
49 | 2014.08.25 00:00 | sell | 20 | 1.00 | 1.3245 | 1.3925 | 1.3105 | ||
50 | 2014.09.04 16:00 | s/l | 2 | 1.00 | 1.2996 | 1.2996 | 1.3816 | -7072.58 | 105292.64 |
51 | 2014.09.04 16:00 | t/p | 20 | 1.00 | 1.3105 | 1.3925 | 1.3105 | 1378.16 | 106670.80 |
52 | 2014.09.04 16:00 | buy stop | 21 | 1.00 | 1.3019 | 1.2339 | 1.3159 | ||
53 | 2014.09.04 16:00 | sell limit | 22 | 1.00 | 1.3019 | 1.3699 | 1.2879 | ||
54 | 2014.09.04 20:00 | s/l | 4 | 1.00 | 1.2993 | 1.2993 | 1.3813 | -7072.58 | 99598.22 |
55 | 2014.09.04 20:00 | s/l | 6 | 1.00 | 1.2986 | 1.2986 | 1.3806 | -7072.58 | 92525.64 |
56 | 2014.09.04 20:00 | s/l | 8 | 1.00 | 1.2977 | 1.2977 | 1.3797 | -7072.58 | 85453.06 |
57 | 2014.09.04 20:00 | s/l | 9 | 1.00 | 1.2975 | 1.2975 | 1.3795 | -7060.19 | 78392.87 |
58 | 2014.09.04 20:00 | buy stop | 23 | 1.00 | 1.2959 | 1.2279 | 1.3099 | ||
59 | 2014.09.04 20:00 | sell limit | 24 | 1.00 | 1.2959 | 1.3639 | 1.2819 | ||
60 | 2014.09.05 00:00 | buy | 23 | 1.00 | 1.2959 | 1.2279 | 1.3099 | ||
61 | 2014.09.05 00:00 | buy stop | 25 | 1.00 | 1.2943 | 1.2263 | 1.3083 | ||
62 | 2014.09.05 00:00 | sell limit | 26 | 1.00 | 1.2943 | 1.3623 | 1.2803 | ||
63 | 2014.09.05 04:00 | buy | 25 | 1.00 | 1.2943 | 1.2263 | 1.3083 | ||
64 | 2014.09.05 12:00 | sell | 26 | 1.00 | 1.2943 | 1.3623 | 1.2803 | ||
65 | 2014.09.05 16:00 | sell | 24 | 1.00 | 1.2959 | 1.3639 | 1.2819 | ||
66 | 2014.09.09 12:00 | s/l | 11 | 1.00 | 1.2862 | 1.2862 | 1.3682 | -7027.15 | 71365.72 |
67 | 2014.09.16 12:00 | delete | 21 | 1.00 | 1.3019 | 1.2339 | 1.3159 | ||
68 | 2014.09.16 12:00 | sell stop | 27 | 1.00 | 1.2947 | 1.3627 | 1.2807 | ||
69 | 2014.09.16 12:00 | buy limit | 28 | 1.00 | 1.2947 | 1.2267 | 1.3087 | ||
70 | 2014.09.16 16:00 | sell | 27 | 1.00 | 1.2947 | 1.3627 | 1.2807 | ||
71 | 2014.09.16 16:00 | buy | 28 | 1.00 | 1.2947 | 1.2267 | 1.3087 | ||
72 | 2014.09.18 00:00 | s/l | 13 | 1.00 | 1.2849 | 1.2849 | 1.3669 | -7060.19 | 64305.53 |
73 | 2014.09.18 00:00 | s/l | 15 | 1.00 | 1.2855 | 1.2855 | 1.3675 | -7051.93 | 57253.60 |
74 | 2014.09.18 00:00 | buy stop | 29 | 1.00 | 1.2853 | 1.2173 | 1.2993 | ||
75 | 2014.09.18 00:00 | sell limit | 30 | 1.00 | 1.2853 | 1.3533 | 1.2713 | ||
76 | 2014.09.18 04:00 | buy | 29 | 1.00 | 1.2853 | 1.2173 | 1.2993 | ||
77 | 2014.09.18 04:00 | sell | 30 | 1.00 | 1.2853 | 1.3533 | 1.2713 | ||
78 | 2014.09.22 20:00 | t/p | 24 | 1.00 | 1.2819 | 1.3639 | 1.2819 | 1372.70 | 58626.30 |
79 | 2014.09.24 16:00 | t/p | 26 | 1.00 | 1.2803 | 1.3623 | 1.2803 | 1369.06 | 59995.36 |
80 | 2014.09.24 16:00 | t/p | 27 | 1.00 | 1.2807 | 1.3627 | 1.2807 | 1385.44 | 61380.80 |
81 | 2014.09.24 16:00 | buy stop | 31 | 1.00 | 1.2794 | 1.2114 | 1.2934 | ||
82 | 2014.09.24 16:00 | sell limit | 32 | 1.00 | 1.2794 | 1.3474 | 1.2654 | ||
83 | 2014.09.24 20:00 | buy | 31 | 1.00 | 1.2794 | 1.2114 | 1.2934 | ||
84 | 2014.09.24 20:00 | sell | 32 | 1.00 | 1.2794 | 1.3474 | 1.2654 | ||
85 | 2014.09.25 12:00 | s/l | 17 | 1.00 | 1.2703 | 1.2703 | 1.3523 | -7043.67 | 54337.13 |
86 | 2014.09.25 12:00 | t/p | 30 | 1.00 | 1.2713 | 1.3533 | 1.2713 | 1387.26 | 55724.39 |
87 | 2014.09.25 12:00 | buy stop | 33 | 1.00 | 1.2738 | 1.2058 | 1.2878 | ||
88 | 2014.09.25 12:00 | sell limit | 34 | 1.00 | 1.2738 | 1.3418 | 1.2598 | ||
89 | 2014.09.25 16:00 | buy | 33 | 1.00 | 1.2738 | 1.2058 | 1.2878 | ||
90 | 2014.09.25 16:00 | sell | 34 | 1.00 | 1.2738 | 1.3418 | 1.2598 | ||
91 | 2014.09.26 23:59 | close at stop | 34 | 1.00 | 1.2685 | 1.3418 | 1.2598 | 528.18 | 56252.57 |
92 | 2014.09.26 23:59 | close at stop | 33 | 1.00 | 1.2683 | 1.2058 | 1.2878 | -554.13 | 55698.44 |
93 | 2014.09.26 23:59 | close at stop | 32 | 1.00 | 1.2685 | 1.3474 | 1.2654 | 1082.72 | 56781.16 |
94 | 2014.09.26 23:59 | close at stop | 31 | 1.00 | 1.2683 | 1.2114 | 1.2934 | -1126.52 | 55654.64 |
95 | 2014.09.26 23:59 | close at stop | 29 | 1.00 | 1.2683 | 1.2173 | 1.2993 | -1733.04 | 53921.60 |
96 | 2014.09.26 23:59 | close at stop | 28 | 1.00 | 1.2683 | 1.2267 | 1.3087 | -2689.56 | 51232.04 |
97 | 2014.09.26 23:59 | close at stop | 25 | 1.00 | 1.2683 | 1.2263 | 1.3083 | -2686.73 | 48545.31 |
98 | 2014.09.26 23:59 | close at stop | 23 | 1.00 | 1.2683 | 1.2279 | 1.3099 | -2846.73 | 45698.58 |
99 | 2014.09.26 23:59 | close at stop | 19 | 1.00 | 1.2683 | 1.2565 | 1.3385 | -5760.42 | 39938.16 |