Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.04.02 00:00 - 2014.06.27 23:59 (2014.04.02 - 2014.06.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=100; Use_SL=true; SL=780; AllCloseWithReverseSignal=false; MaxOrders=10; Distance=5; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=11; GoldDistancePips1=-5; Use_Violet=false; VioletShift1=15; VioletDistancePips1=-105; Use_Chocolate=true; ChocolateShift1=14; ChocolateDistancePips1=-125; Use_White=false; WhiteShift1=10; WhiteDistancePips1=130; 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 | 21842.26 | Gross profit | 30441.78 | Gross loss | -8599.52 |
Profit factor | 3.54 | Expected payoff | 546.06 | ||
Absolute drawdown | 1500.55 | Maximal drawdown | 10219.16 (8.27%) | Relative drawdown | 8.27% (10219.16) |
Total trades | 40 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 20 (80.00%) |
Profit trades (% of total) | 35 (87.50%) | Loss trades (% of total) | 5 (12.50%) | ||
Largest | profit trade | 994.54 | loss trade | -3053.02 | |
Average | profit trade | 869.77 | loss trade | -1719.90 | |
Maximum | consecutive wins (profit in money) | 31 (29579.77) | consecutive losses (loss in money) | 4 (-7949.48) | |
Maximal | consecutive profit (count of wins) | 29579.77 (31) | consecutive loss (count of losses) | -7949.48 (4) | |
Average | consecutive wins | 18 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.02 00:00 | buy stop | 1 | 1.00 | 1.3800 | 1.3020 | 1.3900 | ||
2 | 2014.04.02 00:00 | sell limit | 2 | 1.00 | 1.3800 | 1.4580 | 1.3700 | ||
3 | 2014.04.02 00:00 | sell stop | 3 | 1.00 | 1.3790 | 1.4570 | 1.3690 | ||
4 | 2014.04.02 00:00 | buy limit | 4 | 1.00 | 1.3790 | 1.3010 | 1.3890 | ||
5 | 2014.04.02 04:00 | buy | 1 | 1.00 | 1.3800 | 1.3020 | 1.3900 | ||
6 | 2014.04.02 04:00 | sell | 2 | 1.00 | 1.3800 | 1.4580 | 1.3700 | ||
7 | 2014.04.02 04:00 | buy stop | 5 | 1.00 | 1.3811 | 1.3031 | 1.3911 | ||
8 | 2014.04.02 04:00 | sell limit | 6 | 1.00 | 1.3811 | 1.4591 | 1.3711 | ||
9 | 2014.04.02 04:00 | sell stop | 7 | 1.00 | 1.3801 | 1.4581 | 1.3701 | ||
10 | 2014.04.02 04:00 | buy limit | 8 | 1.00 | 1.3801 | 1.3021 | 1.3901 | ||
11 | 2014.04.02 08:00 | buy | 5 | 1.00 | 1.3811 | 1.3031 | 1.3911 | ||
12 | 2014.04.02 08:00 | sell | 6 | 1.00 | 1.3811 | 1.4591 | 1.3711 | ||
13 | 2014.04.02 08:00 | sell | 7 | 1.00 | 1.3801 | 1.4581 | 1.3701 | ||
14 | 2014.04.02 08:00 | buy | 8 | 1.00 | 1.3801 | 1.3021 | 1.3901 | ||
15 | 2014.04.02 08:00 | delete | 3 | 1.00 | 1.3790 | 1.4570 | 1.3690 | ||
16 | 2014.04.02 08:00 | buy stop | 9 | 1.00 | 1.3814 | 1.3034 | 1.3914 | ||
17 | 2014.04.02 08:00 | sell limit | 10 | 1.00 | 1.3814 | 1.4594 | 1.3714 | ||
18 | 2014.04.02 08:00 | sell stop | 11 | 1.00 | 1.3804 | 1.4584 | 1.3704 | ||
19 | 2014.04.02 08:00 | buy limit | 12 | 1.00 | 1.3804 | 1.3024 | 1.3904 | ||
20 | 2014.04.02 12:00 | buy | 4 | 1.00 | 1.3790 | 1.3010 | 1.3890 | ||
21 | 2014.04.02 12:00 | buy | 9 | 1.00 | 1.3814 | 1.3034 | 1.3914 | ||
22 | 2014.04.02 12:00 | sell | 10 | 1.00 | 1.3814 | 1.4594 | 1.3714 | ||
23 | 2014.04.02 12:00 | sell | 11 | 1.00 | 1.3804 | 1.4584 | 1.3704 | ||
24 | 2014.04.02 12:00 | buy | 12 | 1.00 | 1.3804 | 1.3024 | 1.3904 | ||
25 | 2014.04.03 16:00 | t/p | 10 | 1.00 | 1.3714 | 1.4594 | 1.3714 | 994.54 | 100994.54 |
26 | 2014.04.03 16:00 | buy stop | 13 | 1.00 | 1.3725 | 1.2945 | 1.3825 | ||
27 | 2014.04.03 16:00 | sell limit | 14 | 1.00 | 1.3725 | 1.4505 | 1.3625 | ||
28 | 2014.04.03 20:00 | t/p | 2 | 1.00 | 1.3700 | 1.4580 | 1.3700 | 994.54 | 101989.08 |
29 | 2014.04.03 20:00 | t/p | 6 | 1.00 | 1.3711 | 1.4591 | 1.3711 | 994.54 | 102983.62 |
30 | 2014.04.03 20:00 | t/p | 7 | 1.00 | 1.3701 | 1.4581 | 1.3701 | 994.54 | 103978.16 |
31 | 2014.04.03 20:00 | t/p | 11 | 1.00 | 1.3704 | 1.4584 | 1.3704 | 994.54 | 104972.70 |
32 | 2014.04.03 20:00 | buy | 13 | 1.00 | 1.3725 | 1.2945 | 1.3825 | ||
33 | 2014.04.03 20:00 | buy stop | 15 | 1.00 | 1.3724 | 1.2944 | 1.3824 | ||
34 | 2014.04.03 20:00 | sell limit | 16 | 1.00 | 1.3724 | 1.4504 | 1.3624 | ||
35 | 2014.04.03 20:00 | sell stop | 17 | 1.00 | 1.3714 | 1.4494 | 1.3614 | ||
36 | 2014.04.03 20:00 | buy limit | 18 | 1.00 | 1.3714 | 1.2934 | 1.3814 | ||
37 | 2014.04.04 00:00 | sell | 17 | 1.00 | 1.3714 | 1.4494 | 1.3614 | ||
38 | 2014.04.04 00:00 | buy | 18 | 1.00 | 1.3714 | 1.2934 | 1.3814 | ||
39 | 2014.04.04 00:00 | delete | 15 | 1.00 | 1.3724 | 1.2944 | 1.3824 | ||
40 | 2014.04.04 16:00 | sell | 14 | 1.00 | 1.3725 | 1.4505 | 1.3625 | ||
41 | 2014.04.04 16:00 | sell | 16 | 1.00 | 1.3724 | 1.4504 | 1.3624 | ||
42 | 2014.04.09 16:00 | t/p | 18 | 1.00 | 1.3814 | 1.2934 | 1.3814 | 987.61 | 105960.31 |
43 | 2014.04.09 16:00 | buy stop | 19 | 1.00 | 1.3820 | 1.3040 | 1.3920 | ||
44 | 2014.04.09 16:00 | sell limit | 20 | 1.00 | 1.3820 | 1.4600 | 1.3720 | ||
45 | 2014.04.09 20:00 | t/p | 13 | 1.00 | 1.3825 | 1.2945 | 1.3825 | 983.48 | 106943.79 |
46 | 2014.04.09 20:00 | buy | 19 | 1.00 | 1.3820 | 1.3040 | 1.3920 | ||
47 | 2014.04.09 20:00 | sell | 20 | 1.00 | 1.3820 | 1.4600 | 1.3720 | ||
48 | 2014.04.10 20:00 | t/p | 4 | 1.00 | 1.3890 | 1.3010 | 1.3890 | 958.70 | 107902.49 |
49 | 2014.04.10 20:00 | buy stop | 21 | 1.00 | 1.3891 | 1.3111 | 1.3991 | ||
50 | 2014.04.10 20:00 | sell limit | 22 | 1.00 | 1.3891 | 1.4671 | 1.3791 | ||
51 | 2014.04.11 00:00 | buy | 21 | 1.00 | 1.3891 | 1.3111 | 1.3991 | ||
52 | 2014.04.11 00:00 | sell | 22 | 1.00 | 1.3891 | 1.4671 | 1.3791 | ||
53 | 2014.04.11 12:00 | t/p | 1 | 1.00 | 1.3900 | 1.3020 | 1.3900 | 954.57 | 108857.06 |
54 | 2014.04.11 12:00 | t/p | 8 | 1.00 | 1.3901 | 1.3021 | 1.3901 | 954.57 | 109811.63 |
55 | 2014.04.11 12:00 | t/p | 12 | 1.00 | 1.3904 | 1.3024 | 1.3904 | 954.57 | 110766.20 |
56 | 2014.04.11 12:00 | sell stop | 23 | 1.00 | 1.3887 | 1.4667 | 1.3787 | ||
57 | 2014.04.11 12:00 | buy limit | 24 | 1.00 | 1.3887 | 1.3107 | 1.3987 | ||
58 | 2014.04.11 16:00 | sell | 23 | 1.00 | 1.3887 | 1.4667 | 1.3787 | ||
59 | 2014.04.11 16:00 | buy | 24 | 1.00 | 1.3887 | 1.3107 | 1.3987 | ||
60 | 2014.04.21 20:00 | t/p | 22 | 1.00 | 1.3791 | 1.4671 | 1.3791 | 985.44 | 111751.64 |
61 | 2014.04.21 20:00 | buy stop | 25 | 1.00 | 1.3799 | 1.3019 | 1.3899 | ||
62 | 2014.04.21 20:00 | sell limit | 26 | 1.00 | 1.3799 | 1.4579 | 1.3699 | ||
63 | 2014.04.22 08:00 | buy | 25 | 1.00 | 1.3799 | 1.3019 | 1.3899 | ||
64 | 2014.04.22 12:00 | t/p | 23 | 1.00 | 1.3787 | 1.4667 | 1.3787 | 983.62 | 112735.26 |
65 | 2014.04.22 12:00 | sell | 26 | 1.00 | 1.3799 | 1.4579 | 1.3699 | ||
66 | 2014.05.06 12:00 | t/p | 5 | 1.00 | 1.3911 | 1.3031 | 1.3911 | 859.58 | 113594.84 |
67 | 2014.05.06 12:00 | t/p | 9 | 1.00 | 1.3914 | 1.3034 | 1.3914 | 859.58 | 114454.42 |
68 | 2014.05.06 12:00 | t/p | 19 | 1.00 | 1.3920 | 1.3040 | 1.3920 | 888.49 | 115342.91 |
69 | 2014.05.06 12:00 | t/p | 25 | 1.00 | 1.3899 | 1.3019 | 1.3899 | 942.18 | 116285.09 |
70 | 2014.05.06 12:00 | buy stop | 27 | 1.00 | 1.3932 | 1.3152 | 1.4032 | ||
71 | 2014.05.06 12:00 | sell limit | 28 | 1.00 | 1.3932 | 1.4712 | 1.3832 | ||
72 | 2014.05.06 12:00 | sell stop | 29 | 1.00 | 1.3922 | 1.4702 | 1.3822 | ||
73 | 2014.05.06 12:00 | buy limit | 30 | 1.00 | 1.3922 | 1.3142 | 1.4022 | ||
74 | 2014.05.06 16:00 | buy | 27 | 1.00 | 1.3932 | 1.3152 | 1.4032 | ||
75 | 2014.05.06 16:00 | sell | 28 | 1.00 | 1.3932 | 1.4712 | 1.3832 | ||
76 | 2014.05.06 20:00 | sell | 29 | 1.00 | 1.3922 | 1.4702 | 1.3822 | ||
77 | 2014.05.06 20:00 | buy | 30 | 1.00 | 1.3922 | 1.3142 | 1.4022 | ||
78 | 2014.05.08 16:00 | t/p | 21 | 1.00 | 1.3991 | 1.3111 | 1.3991 | 888.49 | 117173.58 |
79 | 2014.05.08 16:00 | t/p | 24 | 1.00 | 1.3987 | 1.3107 | 1.3987 | 888.49 | 118062.07 |
80 | 2014.05.08 16:00 | buy stop | 31 | 1.00 | 1.3877 | 1.3097 | 1.3977 | ||
81 | 2014.05.08 16:00 | sell limit | 32 | 1.00 | 1.3877 | 1.4657 | 1.3777 | ||
82 | 2014.05.09 12:00 | t/p | 28 | 1.00 | 1.3832 | 1.4712 | 1.3832 | 990.90 | 119052.97 |
83 | 2014.05.09 12:00 | t/p | 29 | 1.00 | 1.3822 | 1.4702 | 1.3822 | 990.90 | 120043.87 |
84 | 2014.05.09 12:00 | buy stop | 33 | 1.00 | 1.3823 | 1.3043 | 1.3923 | ||
85 | 2014.05.09 12:00 | sell limit | 34 | 1.00 | 1.3823 | 1.4603 | 1.3723 | ||
86 | 2014.05.13 16:00 | t/p | 20 | 1.00 | 1.3720 | 1.4600 | 1.3720 | 938.12 | 120981.99 |
87 | 2014.05.13 16:00 | buy stop | 35 | 1.00 | 1.3732 | 1.2952 | 1.3832 | ||
88 | 2014.05.13 16:00 | sell limit | 36 | 1.00 | 1.3732 | 1.4512 | 1.3632 | ||
89 | 2014.05.13 20:00 | t/p | 26 | 1.00 | 1.3699 | 1.4579 | 1.3699 | 961.78 | 121943.77 |
90 | 2014.05.14 12:00 | buy | 35 | 1.00 | 1.3732 | 1.2952 | 1.3832 | ||
91 | 2014.05.15 20:00 | sell | 36 | 1.00 | 1.3732 | 1.4512 | 1.3632 | ||
92 | 2014.05.15 20:00 | delete | 33 | 1.00 | 1.3823 | 1.3043 | 1.3923 | ||
93 | 2014.05.15 20:00 | delete | 31 | 1.00 | 1.3877 | 1.3097 | 1.3977 | ||
94 | 2014.05.15 20:00 | buy stop | 37 | 1.00 | 1.3724 | 1.2944 | 1.3824 | ||
95 | 2014.05.15 20:00 | sell limit | 38 | 1.00 | 1.3724 | 1.4504 | 1.3624 | ||
96 | 2014.05.16 12:00 | buy | 37 | 1.00 | 1.3724 | 1.2944 | 1.3824 | ||
97 | 2014.05.16 12:00 | sell | 38 | 1.00 | 1.3724 | 1.4504 | 1.3624 | ||
98 | 2014.05.23 12:00 | t/p | 14 | 1.00 | 1.3625 | 1.4505 | 1.3625 | 910.82 | 122854.59 |
99 | 2014.05.23 12:00 | t/p | 16 | 1.00 | 1.3624 | 1.4504 | 1.3624 | 910.82 | 123765.41 |
100 | 2014.05.23 12:00 | t/p | 36 | 1.00 | 1.3632 | 1.4512 | 1.3632 | 985.44 | 124750.85 |
101 | 2014.05.23 12:00 | t/p | 38 | 1.00 | 1.3624 | 1.4504 | 1.3624 | 987.26 | 125738.11 |
102 | 2014.05.23 12:00 | buy stop | 39 | 1.00 | 1.3627 | 1.2847 | 1.3727 | ||
103 | 2014.05.23 12:00 | sell limit | 40 | 1.00 | 1.3627 | 1.4407 | 1.3527 | ||
104 | 2014.05.23 12:00 | sell stop | 41 | 1.00 | 1.3617 | 1.4397 | 1.3517 | ||
105 | 2014.05.23 12:00 | buy limit | 42 | 1.00 | 1.3617 | 1.2837 | 1.3717 | ||
106 | 2014.05.23 16:00 | buy | 39 | 1.00 | 1.3627 | 1.2847 | 1.3727 | ||
107 | 2014.05.23 16:00 | sell | 40 | 1.00 | 1.3627 | 1.4407 | 1.3527 | ||
108 | 2014.05.23 16:00 | sell | 41 | 1.00 | 1.3617 | 1.4397 | 1.3517 | ||
109 | 2014.05.26 08:00 | buy | 42 | 1.00 | 1.3617 | 1.2837 | 1.3717 | ||
110 | 2014.05.27 20:00 | t/p | 17 | 1.00 | 1.3614 | 1.4494 | 1.3614 | 907.18 | 126645.29 |
111 | 2014.05.27 20:00 | buy stop | 43 | 1.00 | 1.3625 | 1.2845 | 1.3725 | ||
112 | 2014.05.27 20:00 | sell limit | 44 | 1.00 | 1.3625 | 1.4405 | 1.3525 | ||
113 | 2014.05.28 00:00 | buy | 43 | 1.00 | 1.3625 | 1.2845 | 1.3725 | ||
114 | 2014.05.28 00:00 | sell | 44 | 1.00 | 1.3625 | 1.4405 | 1.3525 | ||
115 | 2014.06.05 16:00 | t/p | 40 | 1.00 | 1.3527 | 1.4407 | 1.3527 | 976.34 | 127621.63 |
116 | 2014.06.05 16:00 | t/p | 41 | 1.00 | 1.3517 | 1.4397 | 1.3517 | 976.34 | 128597.97 |
117 | 2014.06.05 16:00 | t/p | 44 | 1.00 | 1.3525 | 1.4405 | 1.3525 | 981.80 | 129579.77 |
118 | 2014.06.05 16:00 | buy stop | 45 | 1.00 | 1.3590 | 1.2810 | 1.3690 | ||
119 | 2014.06.05 16:00 | sell limit | 46 | 1.00 | 1.3590 | 1.4370 | 1.3490 | ||
120 | 2014.06.05 20:00 | buy | 45 | 1.00 | 1.3590 | 1.2810 | 1.3690 | ||
121 | 2014.06.05 20:00 | sell | 46 | 1.00 | 1.3590 | 1.4370 | 1.3490 | ||
122 | 2014.06.27 23:59 | close at stop | 46 | 1.00 | 1.3651 | 1.4370 | 1.3490 | -650.04 | 128929.73 |
123 | 2014.06.27 23:59 | close at stop | 45 | 1.00 | 1.3649 | 1.2810 | 1.3690 | 499.14 | 129428.87 |
124 | 2014.06.27 23:59 | close at stop | 43 | 1.00 | 1.3649 | 1.2845 | 1.3725 | 107.84 | 129536.71 |
125 | 2014.06.27 23:59 | close at stop | 42 | 1.00 | 1.3649 | 1.2837 | 1.3717 | 179.58 | 129716.29 |
126 | 2014.06.27 23:59 | close at stop | 39 | 1.00 | 1.3649 | 1.2847 | 1.3727 | 75.45 | 129791.74 |
127 | 2014.06.27 23:59 | close at stop | 37 | 1.00 | 1.3649 | 1.2944 | 1.3824 | -923.46 | 128868.28 |
128 | 2014.06.27 23:59 | close at stop | 35 | 1.00 | 1.3649 | 1.2952 | 1.3832 | -1019.98 | 127848.30 |
129 | 2014.06.27 23:59 | close at stop | 30 | 1.00 | 1.3649 | 1.3142 | 1.4022 | -2953.02 | 124895.28 |
130 | 2014.06.27 23:59 | close at stop | 27 | 1.00 | 1.3649 | 1.3152 | 1.4032 | -3053.02 | 121842.26 |