Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2014.07.02 00:00 - 2014.09.26 22:59 (2014.07.02 - 2014.09.28) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Use_TP=true; TP=130; Use_SL=true; SL=420; AllCloseWithReverseSignal=false; MaxOrders=10; Distance=40; RSIperiod=14; Delta=0.5; Lots=1; Duplex=false; Magic=666999; InitialPoint=50; Use_Gold=false; GoldShift1=11; GoldDistancePips1=160; Use_Violet=false; VioletShift1=15; VioletDistancePips1=-105; Use_Chocolate=true; ChocolateShift1=13; ChocolateDistancePips1=-185; Use_White=true; WhiteShift1=3; WhiteDistancePips1=-185; MarketOrdersType=false; 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 | 2500 | Ticks modelled | 4000 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | -30671.70 | Gross profit | 0.00 | Gross loss | -30671.70 |
Profit factor | 0.00 | Expected payoff | -4381.67 | ||
Absolute drawdown | 30671.70 | Maximal drawdown | 30909.95 (30.84%) | Relative drawdown | 30.84% (30909.95) |
Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 7 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4406.55 | |
Average | profit trade | 0.00 | loss trade | -4381.67 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 7 (-30671.70) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -30671.70 (7) | |
Average | consecutive wins | 0 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.07.02 00:00 | sell limit | 1 | 1.00 | 1.3721 | 1.4141 | 1.3591 | ||
2 | 2014.07.02 00:00 | buy limit | 2 | 1.00 | 1.3641 | 1.3221 | 1.3771 | ||
3 | 2014.07.02 01:00 | sell limit | 3 | 1.00 | 1.3721 | 1.4141 | 1.3591 | ||
4 | 2014.07.02 01:00 | buy limit | 4 | 1.00 | 1.3641 | 1.3221 | 1.3771 | ||
5 | 2014.07.02 02:00 | sell limit | 5 | 1.00 | 1.3722 | 1.4142 | 1.3592 | ||
6 | 2014.07.02 02:00 | buy limit | 6 | 1.00 | 1.3642 | 1.3222 | 1.3772 | ||
7 | 2014.07.02 03:00 | sell limit | 7 | 1.00 | 1.3720 | 1.4140 | 1.3590 | ||
8 | 2014.07.02 03:00 | buy limit | 8 | 1.00 | 1.3640 | 1.3220 | 1.3770 | ||
9 | 2014.07.02 04:00 | sell limit | 9 | 1.00 | 1.3718 | 1.4138 | 1.3588 | ||
10 | 2014.07.02 04:00 | buy limit | 10 | 1.00 | 1.3638 | 1.3218 | 1.3768 | ||
11 | 2014.07.02 05:00 | sell limit | 11 | 1.00 | 1.3719 | 1.4139 | 1.3589 | ||
12 | 2014.07.03 15:00 | buy | 2 | 1.00 | 1.3641 | 1.3221 | 1.3771 | ||
13 | 2014.07.03 15:00 | buy | 4 | 1.00 | 1.3641 | 1.3221 | 1.3771 | ||
14 | 2014.07.03 15:00 | buy | 6 | 1.00 | 1.3642 | 1.3222 | 1.3772 | ||
15 | 2014.07.03 15:00 | buy | 8 | 1.00 | 1.3640 | 1.3220 | 1.3770 | ||
16 | 2014.07.03 15:00 | buy | 10 | 1.00 | 1.3638 | 1.3218 | 1.3768 | ||
17 | 2014.08.22 17:00 | s/l | 2 | 1.00 | 1.3221 | 1.3221 | 1.3771 | -4402.50 | 95597.50 |
18 | 2014.08.22 17:00 | s/l | 4 | 1.00 | 1.3221 | 1.3221 | 1.3771 | -4402.50 | 91195.00 |
19 | 2014.08.22 17:00 | s/l | 6 | 1.00 | 1.3222 | 1.3222 | 1.3772 | -4402.50 | 86792.50 |
20 | 2014.08.22 17:00 | s/l | 8 | 1.00 | 1.3220 | 1.3220 | 1.3770 | -4402.50 | 82390.00 |
21 | 2014.08.22 17:00 | sell limit | 12 | 1.00 | 1.3273 | 1.3693 | 1.3143 | ||
22 | 2014.08.22 17:00 | buy limit | 13 | 1.00 | 1.3193 | 1.2773 | 1.3323 | ||
23 | 2014.08.22 18:00 | sell limit | 14 | 1.00 | 1.3278 | 1.3698 | 1.3148 | ||
24 | 2014.08.22 18:00 | buy limit | 15 | 1.00 | 1.3198 | 1.2778 | 1.3328 | ||
25 | 2014.08.25 00:00 | s/l | 10 | 1.00 | 1.3218 | 1.3218 | 1.3768 | -4406.55 | 77983.45 |
26 | 2014.08.25 00:00 | buy | 13 | 1.00 | 1.3193 | 1.2773 | 1.3323 | ||
27 | 2014.08.25 00:00 | buy | 15 | 1.00 | 1.3198 | 1.2778 | 1.3328 | ||
28 | 2014.08.25 00:00 | sell limit | 16 | 1.00 | 1.3233 | 1.3653 | 1.3103 | ||
29 | 2014.09.24 17:00 | s/l | 15 | 1.00 | 1.2778 | 1.2778 | 1.3328 | -4321.50 | 73661.95 |
30 | 2014.09.24 17:00 | sell limit | 17 | 1.00 | 1.2840 | 1.3260 | 1.2710 | ||
31 | 2014.09.25 06:00 | s/l | 13 | 1.00 | 1.2773 | 1.2773 | 1.3323 | -4333.65 | 69328.30 |
32 | 2014.09.25 06:00 | sell limit | 18 | 1.00 | 1.2809 | 1.3229 | 1.2679 |