Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.01.02 00:00 - 2014.03.27 20:00 (2014.01.02 - 2014.03.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Use_TP=true; TP=90; Use_SL=true; SL=960; AllCloseWithReverseSignal=true; MaxOrders=7; Distance=55; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=10; GoldDistancePips1=-185; Use_Violet=false; VioletShift1=15; VioletDistancePips1=-105; Use_Chocolate=true; ChocolateShift1=4; ChocolateDistancePips1=-65; Use_White=true; WhiteShift1=10; WhiteDistancePips1=-125; MarketOrdersType=true; STOPOrdersType=false; LIMITOrdersType=false; 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 | 1367 | Ticks modelled | 809188 | Modelling quality | n/a |
Mismatched charts errors | 383 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 30266.49 | Gross profit | 36389.30 | Gross loss | -6122.81 |
Profit factor | 5.94 | Expected payoff | 593.46 | ||
Absolute drawdown | 12781.96 | Maximal drawdown | 21224.32 (19.57%) | Relative drawdown | 19.57% (21224.32) |
Total trades | 51 | Short positions (won %) | 19 (100.00%) | Long positions (won %) | 32 (75.00%) |
Profit trades (% of total) | 43 (84.31%) | Loss trades (% of total) | 8 (15.69%) | ||
Largest | profit trade | 900.00 | loss trade | -1130.65 | |
Average | profit trade | 846.26 | loss trade | -765.35 | |
Maximum | consecutive wins (profit in money) | 43 (36389.30) | consecutive losses (loss in money) | 8 (-6122.81) | |
Maximal | consecutive profit (count of wins) | 36389.30 (43) | consecutive loss (count of losses) | -6122.81 (8) | |
Average | consecutive wins | 43 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.02 00:00 | buy | 1 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
2 | 2014.01.02 00:00 | modify | 1 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
3 | 2014.01.02 00:00 | sell | 2 | 1.00 | 1.3758 | 0.0000 | 0.0000 | ||
4 | 2014.01.02 00:00 | modify | 2 | 1.00 | 1.3758 | 1.4718 | 1.3668 | ||
5 | 2014.01.02 00:00 | buy | 3 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
6 | 2014.01.02 00:00 | modify | 3 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
7 | 2014.01.02 00:00 | sell | 4 | 1.00 | 1.3759 | 0.0000 | 0.0000 | ||
8 | 2014.01.02 00:00 | modify | 4 | 1.00 | 1.3759 | 1.4719 | 1.3669 | ||
9 | 2014.01.02 00:00 | buy | 5 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
10 | 2014.01.02 00:00 | modify | 5 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
11 | 2014.01.02 00:00 | sell | 6 | 1.00 | 1.3758 | 0.0000 | 0.0000 | ||
12 | 2014.01.02 00:00 | modify | 6 | 1.00 | 1.3758 | 1.4718 | 1.3668 | ||
13 | 2014.01.02 00:00 | buy | 7 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
14 | 2014.01.02 00:00 | modify | 7 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
15 | 2014.01.02 00:00 | sell | 8 | 1.00 | 1.3759 | 0.0000 | 0.0000 | ||
16 | 2014.01.02 00:00 | modify | 8 | 1.00 | 1.3759 | 1.4719 | 1.3669 | ||
17 | 2014.01.02 13:28 | t/p | 4 | 1.00 | 1.3669 | 1.4719 | 1.3669 | 900.00 | 100900.00 |
18 | 2014.01.02 13:28 | t/p | 8 | 1.00 | 1.3669 | 1.4719 | 1.3669 | 900.00 | 101800.00 |
19 | 2014.01.02 13:28 | buy | 9 | 1.00 | 1.3669 | 0.0000 | 0.0000 | ||
20 | 2014.01.02 13:28 | modify | 9 | 1.00 | 1.3669 | 1.2709 | 1.3759 | ||
21 | 2014.01.02 13:28 | sell | 10 | 1.00 | 1.3667 | 0.0000 | 0.0000 | ||
22 | 2014.01.02 13:28 | modify | 10 | 1.00 | 1.3667 | 1.4627 | 1.3577 | ||
23 | 2014.01.02 13:28 | t/p | 2 | 1.00 | 1.3668 | 1.4718 | 1.3668 | 900.00 | 102700.00 |
24 | 2014.01.02 13:28 | t/p | 6 | 1.00 | 1.3668 | 1.4718 | 1.3668 | 900.00 | 103600.00 |
25 | 2014.01.02 13:28 | buy | 11 | 1.00 | 1.3668 | 0.0000 | 0.0000 | ||
26 | 2014.01.02 13:28 | modify | 11 | 1.00 | 1.3668 | 1.2708 | 1.3758 | ||
27 | 2014.01.02 13:28 | sell | 12 | 1.00 | 1.3666 | 0.0000 | 0.0000 | ||
28 | 2014.01.02 13:28 | modify | 12 | 1.00 | 1.3666 | 1.4626 | 1.3576 | ||
29 | 2014.01.06 07:03 | t/p | 10 | 1.00 | 1.3577 | 1.4627 | 1.3577 | 896.36 | 104496.36 |
30 | 2014.01.06 07:03 | buy | 13 | 1.00 | 1.3577 | 0.0000 | 0.0000 | ||
31 | 2014.01.06 07:03 | modify | 13 | 1.00 | 1.3577 | 1.2617 | 1.3667 | ||
32 | 2014.01.06 07:03 | t/p | 12 | 1.00 | 1.3576 | 1.4626 | 1.3576 | 896.36 | 105392.72 |
33 | 2014.01.06 07:03 | buy | 14 | 1.00 | 1.3576 | 0.0000 | 0.0000 | ||
34 | 2014.01.06 07:03 | modify | 14 | 1.00 | 1.3576 | 1.2616 | 1.3666 | ||
35 | 2014.01.10 15:53 | t/p | 14 | 1.00 | 1.3666 | 1.2616 | 1.3666 | 875.22 | 106267.94 |
36 | 2014.01.10 15:53 | buy | 15 | 1.00 | 1.3668 | 0.0000 | 0.0000 | ||
37 | 2014.01.10 15:53 | modify | 15 | 1.00 | 1.3668 | 1.2708 | 1.3758 | ||
38 | 2014.01.10 15:53 | t/p | 13 | 1.00 | 1.3667 | 1.2617 | 1.3667 | 875.22 | 107143.16 |
39 | 2014.01.10 15:53 | buy | 16 | 1.00 | 1.3669 | 0.0000 | 0.0000 | ||
40 | 2014.01.10 15:53 | modify | 16 | 1.00 | 1.3669 | 1.2709 | 1.3759 | ||
41 | 2014.02.18 15:07 | t/p | 11 | 1.00 | 1.3758 | 1.2708 | 1.3758 | 714.15 | 107857.31 |
42 | 2014.02.18 15:07 | t/p | 15 | 1.00 | 1.3758 | 1.2708 | 1.3758 | 747.19 | 108604.50 |
43 | 2014.02.18 15:07 | buy | 17 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
44 | 2014.02.18 15:07 | modify | 17 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
45 | 2014.02.18 15:07 | sell | 18 | 1.00 | 1.3758 | 0.0000 | 0.0000 | ||
46 | 2014.02.18 15:07 | modify | 18 | 1.00 | 1.3758 | 1.4718 | 1.3668 | ||
47 | 2014.02.18 15:07 | t/p | 9 | 1.00 | 1.3759 | 1.2709 | 1.3759 | 714.15 | 109318.65 |
48 | 2014.02.18 15:07 | t/p | 16 | 1.00 | 1.3759 | 1.2709 | 1.3759 | 747.19 | 110065.84 |
49 | 2014.02.18 15:07 | buy | 19 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
50 | 2014.02.18 15:07 | modify | 19 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
51 | 2014.02.18 15:07 | sell | 20 | 1.00 | 1.3759 | 0.0000 | 0.0000 | ||
52 | 2014.02.18 15:07 | modify | 20 | 1.00 | 1.3759 | 1.4719 | 1.3669 | ||
53 | 2014.02.26 16:19 | t/p | 20 | 1.00 | 1.3669 | 1.4719 | 1.3669 | 885.44 | 110951.28 |
54 | 2014.02.26 16:19 | buy | 21 | 1.00 | 1.3669 | 0.0000 | 0.0000 | ||
55 | 2014.02.26 16:19 | modify | 21 | 1.00 | 1.3669 | 1.2709 | 1.3759 | ||
56 | 2014.02.26 16:19 | t/p | 18 | 1.00 | 1.3668 | 1.4718 | 1.3668 | 885.44 | 111836.72 |
57 | 2014.02.26 16:19 | buy | 22 | 1.00 | 1.3668 | 0.0000 | 0.0000 | ||
58 | 2014.02.26 16:19 | modify | 22 | 1.00 | 1.3668 | 1.2708 | 1.3758 | ||
59 | 2014.02.28 11:01 | t/p | 22 | 1.00 | 1.3758 | 1.2708 | 1.3758 | 883.48 | 112720.20 |
60 | 2014.02.28 11:01 | buy | 23 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
61 | 2014.02.28 11:01 | modify | 23 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
62 | 2014.02.28 11:01 | t/p | 21 | 1.00 | 1.3759 | 1.2709 | 1.3759 | 883.48 | 113603.68 |
63 | 2014.02.28 11:01 | buy | 24 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
64 | 2014.02.28 11:01 | modify | 24 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
65 | 2014.03.06 16:00 | t/p | 1 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 639.81 | 114243.49 |
66 | 2014.03.06 16:00 | t/p | 5 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 639.81 | 114883.30 |
67 | 2014.03.06 16:00 | t/p | 17 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 825.66 | 115708.96 |
68 | 2014.03.06 16:00 | t/p | 23 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 875.22 | 116584.18 |
69 | 2014.03.06 16:00 | sell | 25 | 1.00 | 1.3850 | 0.0000 | 0.0000 | ||
70 | 2014.03.06 16:00 | modify | 25 | 1.00 | 1.3850 | 1.4810 | 1.3760 | ||
71 | 2014.03.06 16:00 | t/p | 3 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 639.81 | 117223.99 |
72 | 2014.03.06 16:00 | t/p | 7 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 639.81 | 117863.80 |
73 | 2014.03.06 16:00 | t/p | 19 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 825.66 | 118689.46 |
74 | 2014.03.06 16:00 | t/p | 24 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 875.22 | 119564.68 |
75 | 2014.03.06 16:00 | sell | 26 | 1.00 | 1.3851 | 0.0000 | 0.0000 | ||
76 | 2014.03.06 16:00 | modify | 26 | 1.00 | 1.3851 | 1.4811 | 1.3761 | ||
77 | 2014.03.06 16:00 | sell | 27 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
78 | 2014.03.06 16:00 | modify | 27 | 1.00 | 1.3852 | 1.4812 | 1.3762 | ||
79 | 2014.03.06 16:00 | sell | 28 | 1.00 | 1.3851 | 0.0000 | 0.0000 | ||
80 | 2014.03.06 16:00 | modify | 28 | 1.00 | 1.3851 | 1.4811 | 1.3761 | ||
81 | 2014.03.06 16:00 | sell | 29 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
82 | 2014.03.06 16:00 | modify | 29 | 1.00 | 1.3852 | 1.4812 | 1.3762 | ||
83 | 2014.03.06 16:00 | sell | 30 | 1.00 | 1.3851 | 0.0000 | 0.0000 | ||
84 | 2014.03.06 16:00 | modify | 30 | 1.00 | 1.3851 | 1.4811 | 1.3761 | ||
85 | 2014.03.06 16:00 | sell | 31 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
86 | 2014.03.06 16:00 | modify | 31 | 1.00 | 1.3852 | 1.4812 | 1.3762 | ||
87 | 2014.03.06 16:00 | sell | 32 | 1.00 | 1.3851 | 0.0000 | 0.0000 | ||
88 | 2014.03.06 16:00 | modify | 32 | 1.00 | 1.3851 | 1.4811 | 1.3761 | ||
89 | 2014.03.20 11:52 | t/p | 27 | 1.00 | 1.3762 | 1.4812 | 1.3762 | 874.52 | 120439.20 |
90 | 2014.03.20 11:52 | t/p | 29 | 1.00 | 1.3762 | 1.4812 | 1.3762 | 874.52 | 121313.72 |
91 | 2014.03.20 11:52 | t/p | 31 | 1.00 | 1.3762 | 1.4812 | 1.3762 | 874.52 | 122188.24 |
92 | 2014.03.20 11:52 | buy | 33 | 1.00 | 1.3762 | 0.0000 | 0.0000 | ||
93 | 2014.03.20 11:52 | modify | 33 | 1.00 | 1.3762 | 1.2802 | 1.3852 | ||
94 | 2014.03.20 11:52 | buy | 34 | 1.00 | 1.3763 | 0.0000 | 0.0000 | ||
95 | 2014.03.20 11:52 | modify | 34 | 1.00 | 1.3763 | 1.2803 | 1.3853 | ||
96 | 2014.03.20 11:52 | t/p | 26 | 1.00 | 1.3761 | 1.4811 | 1.3761 | 874.52 | 123062.76 |
97 | 2014.03.20 11:52 | t/p | 28 | 1.00 | 1.3761 | 1.4811 | 1.3761 | 874.52 | 123937.28 |
98 | 2014.03.20 11:52 | t/p | 30 | 1.00 | 1.3761 | 1.4811 | 1.3761 | 874.52 | 124811.80 |
99 | 2014.03.20 11:52 | t/p | 32 | 1.00 | 1.3761 | 1.4811 | 1.3761 | 874.52 | 125686.32 |
100 | 2014.03.20 11:52 | buy | 35 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
101 | 2014.03.20 11:52 | modify | 35 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
102 | 2014.03.20 11:52 | buy | 36 | 1.00 | 1.3762 | 0.0000 | 0.0000 | ||
103 | 2014.03.20 11:52 | modify | 36 | 1.00 | 1.3762 | 1.2802 | 1.3852 | ||
104 | 2014.03.20 11:52 | buy | 37 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
105 | 2014.03.20 11:52 | modify | 37 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
106 | 2014.03.20 11:52 | t/p | 25 | 1.00 | 1.3760 | 1.4810 | 1.3760 | 874.52 | 126560.84 |
107 | 2014.03.20 11:52 | buy | 38 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
108 | 2014.03.20 11:52 | modify | 38 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
109 | 2014.03.20 11:52 | buy | 39 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
110 | 2014.03.20 11:52 | modify | 39 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
111 | 2014.03.20 11:52 | buy | 40 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
112 | 2014.03.20 11:52 | modify | 40 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
113 | 2014.03.24 18:57 | t/p | 38 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 891.74 | 127452.58 |
114 | 2014.03.24 18:57 | t/p | 40 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 891.74 | 128344.32 |
115 | 2014.03.24 18:57 | buy | 41 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
116 | 2014.03.24 18:57 | modify | 41 | 1.00 | 1.3852 | 1.2892 | 1.3942 | ||
117 | 2014.03.24 18:57 | sell | 42 | 1.00 | 1.3850 | 0.0000 | 0.0000 | ||
118 | 2014.03.24 18:57 | modify | 42 | 1.00 | 1.3850 | 1.4810 | 1.3760 | ||
119 | 2014.03.24 18:57 | t/p | 35 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 891.74 | 129236.06 |
120 | 2014.03.24 18:57 | t/p | 37 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 891.74 | 130127.80 |
121 | 2014.03.24 18:57 | t/p | 39 | 1.00 | 1.3851 | 1.2801 | 1.3851 | 891.74 | 131019.54 |
122 | 2014.03.24 18:57 | buy | 43 | 1.00 | 1.3853 | 0.0000 | 0.0000 | ||
123 | 2014.03.24 18:57 | modify | 43 | 1.00 | 1.3853 | 1.2893 | 1.3943 | ||
124 | 2014.03.24 18:57 | sell | 44 | 1.00 | 1.3851 | 0.0000 | 0.0000 | ||
125 | 2014.03.24 18:57 | modify | 44 | 1.00 | 1.3851 | 1.4811 | 1.3761 | ||
126 | 2014.03.24 18:57 | buy | 45 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
127 | 2014.03.24 18:57 | modify | 45 | 1.00 | 1.3852 | 1.2892 | 1.3942 | ||
128 | 2014.03.24 18:57 | t/p | 33 | 1.00 | 1.3852 | 1.2802 | 1.3852 | 891.74 | 131911.28 |
129 | 2014.03.24 18:57 | t/p | 36 | 1.00 | 1.3852 | 1.2802 | 1.3852 | 891.74 | 132803.02 |
130 | 2014.03.24 18:57 | buy | 46 | 1.00 | 1.3854 | 0.0000 | 0.0000 | ||
131 | 2014.03.24 18:57 | modify | 46 | 1.00 | 1.3854 | 1.2894 | 1.3944 | ||
132 | 2014.03.24 18:57 | sell | 47 | 1.00 | 1.3852 | 0.0000 | 0.0000 | ||
133 | 2014.03.24 18:57 | modify | 47 | 1.00 | 1.3852 | 1.4812 | 1.3762 | ||
134 | 2014.03.24 18:57 | t/p | 34 | 1.00 | 1.3853 | 1.2803 | 1.3853 | 891.74 | 133694.76 |
135 | 2014.03.24 18:57 | buy | 48 | 1.00 | 1.3855 | 0.0000 | 0.0000 | ||
136 | 2014.03.24 18:57 | modify | 48 | 1.00 | 1.3855 | 1.2895 | 1.3945 | ||
137 | 2014.03.25 17:16 | t/p | 47 | 1.00 | 1.3762 | 1.4812 | 1.3762 | 898.18 | 134592.94 |
138 | 2014.03.25 17:16 | buy | 49 | 1.00 | 1.3762 | 0.0000 | 0.0000 | ||
139 | 2014.03.25 17:16 | modify | 49 | 1.00 | 1.3762 | 1.2802 | 1.3852 | ||
140 | 2014.03.25 17:17 | t/p | 44 | 1.00 | 1.3761 | 1.4811 | 1.3761 | 898.18 | 135491.12 |
141 | 2014.03.25 17:17 | buy | 50 | 1.00 | 1.3761 | 0.0000 | 0.0000 | ||
142 | 2014.03.25 17:17 | modify | 50 | 1.00 | 1.3761 | 1.2801 | 1.3851 | ||
143 | 2014.03.25 17:17 | t/p | 42 | 1.00 | 1.3760 | 1.4810 | 1.3760 | 898.18 | 136389.30 |
144 | 2014.03.25 17:17 | buy | 51 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
145 | 2014.03.25 17:17 | modify | 51 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
146 | 2014.03.27 23:59 | close at stop | 51 | 1.00 | 1.3744 | 1.2800 | 1.3850 | -176.52 | 136212.78 |
147 | 2014.03.27 23:59 | close at stop | 50 | 1.00 | 1.3744 | 1.2801 | 1.3851 | -186.52 | 136026.26 |
148 | 2014.03.27 23:59 | close at stop | 49 | 1.00 | 1.3744 | 1.2802 | 1.3852 | -196.52 | 135829.74 |
149 | 2014.03.27 23:59 | close at stop | 48 | 1.00 | 1.3744 | 1.2895 | 1.3945 | -1130.65 | 134699.09 |
150 | 2014.03.27 23:59 | close at stop | 46 | 1.00 | 1.3744 | 1.2894 | 1.3944 | -1120.65 | 133578.44 |
151 | 2014.03.27 23:59 | close at stop | 45 | 1.00 | 1.3744 | 1.2892 | 1.3942 | -1100.65 | 132477.79 |
152 | 2014.03.27 23:59 | close at stop | 43 | 1.00 | 1.3744 | 1.2893 | 1.3943 | -1110.65 | 131367.14 |
153 | 2014.03.27 23:59 | close at stop | 41 | 1.00 | 1.3744 | 1.2892 | 1.3942 | -1100.65 | 130266.49 |