Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.01.02 00:00 - 2014.03.27 23:59 (2014.01.02 - 2014.03.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=130; Use_SL=true; SL=480; AllCloseWithReverseSignal=true; MaxOrders=10; Distance=35; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=true; GoldShift1=2; GoldDistancePips1=-5; Use_Violet=false; VioletShift1=3; VioletDistancePips1=-105; Use_Chocolate=true; ChocolateShift1=20; ChocolateDistancePips1=-125; Use_White=true; WhiteShift1=17; WhiteDistancePips1=55; MarketOrdersType=true; STOPOrdersType=false; 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 | 1367 | Ticks modelled | 1732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 27768.40 | Gross profit | 32065.29 | Gross loss | -4296.89 |
Profit factor | 7.46 | Expected payoff | 816.72 | ||
Absolute drawdown | 5878.87 | Maximal drawdown | 13746.68 (12.74%) | Relative drawdown | 12.74% (13746.68) |
Total trades | 34 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 29 (85.29%) | Loss trades (% of total) | 5 (14.71%) | ||
Largest | profit trade | 1300.00 | loss trade | -1347.36 | |
Average | profit trade | 1105.70 | loss trade | -859.38 | |
Maximum | consecutive wins (profit in money) | 24 (29339.19) | consecutive losses (loss in money) | 2 (-1750.16) | |
Maximal | consecutive profit (count of wins) | 29339.19 (24) | consecutive loss (count of losses) | -1750.16 (2) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.02 00:00 | sell | 1 | 1.00 | 1.3758 | 0.0000 | 0.0000 | ||
2 | 2014.01.02 00:00 | modify | 1 | 1.00 | 1.3758 | 1.4238 | 1.3628 | ||
3 | 2014.01.02 00:00 | buy limit | 2 | 1.00 | 1.3725 | 1.3245 | 1.3855 | ||
4 | 2014.01.02 04:00 | sell | 3 | 1.00 | 1.3766 | 0.0000 | 0.0000 | ||
5 | 2014.01.02 04:00 | modify | 3 | 1.00 | 1.3766 | 1.4246 | 1.3636 | ||
6 | 2014.01.02 04:00 | buy limit | 4 | 1.00 | 1.3733 | 1.3253 | 1.3863 | ||
7 | 2014.01.02 08:00 | sell | 5 | 1.00 | 1.3750 | 0.0000 | 0.0000 | ||
8 | 2014.01.02 08:00 | modify | 5 | 1.00 | 1.3750 | 1.4230 | 1.3620 | ||
9 | 2014.01.02 08:00 | buy limit | 6 | 1.00 | 1.3717 | 1.3237 | 1.3847 | ||
10 | 2014.01.02 12:00 | buy | 2 | 1.00 | 1.3725 | 1.3245 | 1.3855 | ||
11 | 2014.01.02 12:00 | buy | 4 | 1.00 | 1.3733 | 1.3253 | 1.3863 | ||
12 | 2014.01.02 16:00 | buy | 6 | 1.00 | 1.3717 | 1.3237 | 1.3847 | ||
13 | 2014.01.02 20:00 | t/p | 3 | 1.00 | 1.3636 | 1.4246 | 1.3636 | 1300.00 | 101300.00 |
14 | 2014.01.03 16:00 | t/p | 1 | 1.00 | 1.3628 | 1.4238 | 1.3628 | 1298.18 | 102598.18 |
15 | 2014.01.03 16:00 | t/p | 5 | 1.00 | 1.3620 | 1.4230 | 1.3620 | 1298.18 | 103896.36 |
16 | 2014.01.14 12:00 | sell | 7 | 1.00 | 1.3675 | 0.0000 | 0.0000 | ||
17 | 2014.01.14 12:00 | modify | 7 | 1.00 | 1.3675 | 1.4155 | 1.3545 | ||
18 | 2014.01.14 12:00 | buy limit | 8 | 1.00 | 1.3642 | 1.3162 | 1.3772 | ||
19 | 2014.01.14 16:00 | sell | 9 | 1.00 | 1.3670 | 0.0000 | 0.0000 | ||
20 | 2014.01.14 16:00 | modify | 9 | 1.00 | 1.3670 | 1.4150 | 1.3540 | ||
21 | 2014.01.14 16:00 | buy limit | 10 | 1.00 | 1.3637 | 1.3157 | 1.3767 | ||
22 | 2014.01.14 20:00 | sell | 11 | 1.00 | 1.3675 | 0.0000 | 0.0000 | ||
23 | 2014.01.14 20:00 | modify | 11 | 1.00 | 1.3675 | 1.4155 | 1.3545 | ||
24 | 2014.01.14 20:00 | buy limit | 12 | 1.00 | 1.3642 | 1.3162 | 1.3772 | ||
25 | 2014.01.15 04:00 | buy | 8 | 1.00 | 1.3642 | 1.3162 | 1.3772 | ||
26 | 2014.01.15 04:00 | buy | 10 | 1.00 | 1.3637 | 1.3157 | 1.3767 | ||
27 | 2014.01.15 04:00 | buy | 12 | 1.00 | 1.3642 | 1.3162 | 1.3772 | ||
28 | 2014.01.17 20:00 | t/p | 7 | 1.00 | 1.3545 | 1.4155 | 1.3545 | 1290.90 | 105187.26 |
29 | 2014.01.17 20:00 | t/p | 9 | 1.00 | 1.3540 | 1.4150 | 1.3540 | 1290.90 | 106478.16 |
30 | 2014.01.17 20:00 | t/p | 11 | 1.00 | 1.3545 | 1.4155 | 1.3545 | 1290.90 | 107769.06 |
31 | 2014.01.23 16:00 | sell | 13 | 1.00 | 1.3664 | 0.0000 | 0.0000 | ||
32 | 2014.01.23 16:00 | modify | 13 | 1.00 | 1.3664 | 1.4144 | 1.3534 | ||
33 | 2014.01.23 16:00 | buy limit | 14 | 1.00 | 1.3631 | 1.3151 | 1.3761 | ||
34 | 2014.01.23 20:00 | sell | 15 | 1.00 | 1.3693 | 0.0000 | 0.0000 | ||
35 | 2014.01.23 20:00 | modify | 15 | 1.00 | 1.3693 | 1.4173 | 1.3563 | ||
36 | 2014.01.23 20:00 | buy limit | 16 | 1.00 | 1.3660 | 1.3180 | 1.3790 | ||
37 | 2014.01.24 00:00 | sell | 17 | 1.00 | 1.3693 | 0.0000 | 0.0000 | ||
38 | 2014.01.24 00:00 | modify | 17 | 1.00 | 1.3693 | 1.4173 | 1.3563 | ||
39 | 2014.01.24 00:00 | buy limit | 18 | 1.00 | 1.3660 | 1.3180 | 1.3790 | ||
40 | 2014.01.27 16:00 | buy | 16 | 1.00 | 1.3660 | 1.3180 | 1.3790 | ||
41 | 2014.01.27 16:00 | buy | 18 | 1.00 | 1.3660 | 1.3180 | 1.3790 | ||
42 | 2014.01.28 12:00 | buy | 14 | 1.00 | 1.3631 | 1.3151 | 1.3761 | ||
43 | 2014.01.30 20:00 | t/p | 15 | 1.00 | 1.3563 | 1.4173 | 1.3563 | 1287.26 | 109056.32 |
44 | 2014.01.30 20:00 | t/p | 17 | 1.00 | 1.3563 | 1.4173 | 1.3563 | 1289.08 | 110345.40 |
45 | 2014.01.31 12:00 | t/p | 13 | 1.00 | 1.3534 | 1.4144 | 1.3534 | 1285.44 | 111630.84 |
46 | 2014.02.07 20:00 | sell | 19 | 1.00 | 1.3620 | 0.0000 | 0.0000 | ||
47 | 2014.02.07 20:00 | modify | 19 | 1.00 | 1.3620 | 1.4100 | 1.3490 | ||
48 | 2014.02.07 20:00 | buy limit | 20 | 1.00 | 1.3587 | 1.3107 | 1.3717 | ||
49 | 2014.02.12 16:00 | buy | 20 | 1.00 | 1.3587 | 1.3107 | 1.3717 | ||
50 | 2014.02.17 04:00 | t/p | 20 | 1.00 | 1.3717 | 1.3107 | 1.3717 | 1279.35 | 112910.19 |
51 | 2014.02.17 04:00 | sell | 21 | 1.00 | 1.3713 | 0.0000 | 0.0000 | ||
52 | 2014.02.17 04:00 | modify | 21 | 1.00 | 1.3713 | 1.4193 | 1.3583 | ||
53 | 2014.02.17 04:00 | buy limit | 22 | 1.00 | 1.3680 | 1.3200 | 1.3810 | ||
54 | 2014.02.18 16:00 | t/p | 10 | 1.00 | 1.3767 | 1.3157 | 1.3767 | 1159.58 | 114069.77 |
55 | 2014.02.18 16:00 | t/p | 14 | 1.00 | 1.3761 | 1.3151 | 1.3761 | 1213.27 | 115283.04 |
56 | 2014.02.18 20:00 | sell | 23 | 1.00 | 1.3756 | 0.0000 | 0.0000 | ||
57 | 2014.02.18 20:00 | modify | 23 | 1.00 | 1.3756 | 1.4236 | 1.3626 | ||
58 | 2014.02.18 20:00 | buy limit | 24 | 1.00 | 1.3723 | 1.3243 | 1.3853 | ||
59 | 2014.02.19 04:00 | t/p | 8 | 1.00 | 1.3772 | 1.3162 | 1.3772 | 1155.45 | 116438.49 |
60 | 2014.02.19 04:00 | t/p | 12 | 1.00 | 1.3772 | 1.3162 | 1.3772 | 1155.45 | 117593.94 |
61 | 2014.02.19 04:00 | sell | 25 | 1.00 | 1.3764 | 0.0000 | 0.0000 | ||
62 | 2014.02.19 04:00 | modify | 25 | 1.00 | 1.3764 | 1.4244 | 1.3634 | ||
63 | 2014.02.19 04:00 | buy limit | 26 | 1.00 | 1.3731 | 1.3251 | 1.3861 | ||
64 | 2014.02.20 00:00 | buy | 26 | 1.00 | 1.3731 | 1.3251 | 1.3861 | ||
65 | 2014.02.20 12:00 | buy | 24 | 1.00 | 1.3723 | 1.3243 | 1.3853 | ||
66 | 2014.02.26 16:00 | buy | 22 | 1.00 | 1.3680 | 1.3200 | 1.3810 | ||
67 | 2014.02.28 12:00 | t/p | 16 | 1.00 | 1.3790 | 1.3180 | 1.3790 | 1159.58 | 118753.52 |
68 | 2014.02.28 12:00 | t/p | 18 | 1.00 | 1.3790 | 1.3180 | 1.3790 | 1159.58 | 119913.10 |
69 | 2014.02.28 12:00 | t/p | 22 | 1.00 | 1.3810 | 1.3200 | 1.3810 | 1283.48 | 121196.58 |
70 | 2014.02.28 12:00 | sell | 27 | 1.00 | 1.3792 | 0.0000 | 0.0000 | ||
71 | 2014.02.28 12:00 | modify | 27 | 1.00 | 1.3792 | 1.4272 | 1.3662 | ||
72 | 2014.02.28 12:00 | buy limit | 28 | 1.00 | 1.3759 | 1.3279 | 1.3889 | ||
73 | 2014.03.03 20:00 | buy | 28 | 1.00 | 1.3759 | 1.3279 | 1.3889 | ||
74 | 2014.03.06 20:00 | t/p | 2 | 1.00 | 1.3855 | 1.3245 | 1.3855 | 1039.81 | 122236.39 |
75 | 2014.03.06 20:00 | t/p | 4 | 1.00 | 1.3863 | 1.3253 | 1.3863 | 1039.81 | 123276.20 |
76 | 2014.03.06 20:00 | t/p | 6 | 1.00 | 1.3847 | 1.3237 | 1.3847 | 1039.81 | 124316.01 |
77 | 2014.03.06 20:00 | t/p | 24 | 1.00 | 1.3853 | 1.3243 | 1.3853 | 1242.18 | 125558.19 |
78 | 2014.03.06 20:00 | t/p | 26 | 1.00 | 1.3861 | 1.3251 | 1.3861 | 1242.18 | 126800.37 |
79 | 2014.03.06 20:00 | sell | 29 | 1.00 | 1.3858 | 0.0000 | 0.0000 | ||
80 | 2014.03.06 20:00 | modify | 29 | 1.00 | 1.3858 | 1.4338 | 1.3728 | ||
81 | 2014.03.06 20:00 | buy limit | 30 | 1.00 | 1.3825 | 1.3345 | 1.3955 | ||
82 | 2014.03.07 00:00 | sell | 31 | 1.00 | 1.3860 | 0.0000 | 0.0000 | ||
83 | 2014.03.07 00:00 | modify | 31 | 1.00 | 1.3860 | 1.4340 | 1.3730 | ||
84 | 2014.03.07 00:00 | buy limit | 32 | 1.00 | 1.3827 | 1.3347 | 1.3957 | ||
85 | 2014.03.07 04:00 | sell | 33 | 1.00 | 1.3859 | 0.0000 | 0.0000 | ||
86 | 2014.03.07 04:00 | modify | 33 | 1.00 | 1.3859 | 1.4339 | 1.3729 | ||
87 | 2014.03.07 04:00 | buy limit | 34 | 1.00 | 1.3826 | 1.3346 | 1.3956 | ||
88 | 2014.03.07 16:00 | t/p | 28 | 1.00 | 1.3889 | 1.3279 | 1.3889 | 1275.22 | 128075.59 |
89 | 2014.03.20 00:00 | buy | 30 | 1.00 | 1.3825 | 1.3345 | 1.3955 | ||
90 | 2014.03.20 00:00 | buy | 32 | 1.00 | 1.3827 | 1.3347 | 1.3957 | ||
91 | 2014.03.20 00:00 | buy | 34 | 1.00 | 1.3826 | 1.3346 | 1.3956 | ||
92 | 2014.03.27 20:00 | t/p | 31 | 1.00 | 1.3730 | 1.4340 | 1.3730 | 1263.60 | 129339.19 |
93 | 2014.03.27 23:59 | close at stop | 34 | 1.00 | 1.3744 | 1.3346 | 1.3956 | -848.91 | 128490.28 |
94 | 2014.03.27 23:59 | close at stop | 33 | 1.00 | 1.3746 | 1.4339 | 1.3729 | 1093.60 | 129583.88 |
95 | 2014.03.27 23:59 | close at stop | 32 | 1.00 | 1.3744 | 1.3347 | 1.3957 | -858.91 | 128724.97 |
96 | 2014.03.27 23:59 | close at stop | 30 | 1.00 | 1.3744 | 1.3345 | 1.3955 | -838.91 | 127886.06 |
97 | 2014.03.27 23:59 | close at stop | 29 | 1.00 | 1.3746 | 1.4338 | 1.3728 | 1081.78 | 128967.84 |
98 | 2014.03.27 23:59 | close at stop | 27 | 1.00 | 1.3746 | 1.4272 | 1.3662 | 410.86 | 129378.70 |
99 | 2014.03.27 23:59 | close at stop | 25 | 1.00 | 1.3746 | 1.4244 | 1.3634 | 110.84 | 129489.54 |
100 | 2014.03.27 23:59 | close at stop | 23 | 1.00 | 1.3746 | 1.4236 | 1.3626 | 29.02 | 129518.56 |
101 | 2014.03.27 23:59 | close at stop | 21 | 1.00 | 1.3746 | 1.4193 | 1.3583 | -402.80 | 129115.76 |
102 | 2014.03.27 23:59 | close at stop | 19 | 1.00 | 1.3746 | 1.4100 | 1.3490 | -1347.36 | 127768.40 |