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=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 | 1732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 2 | ||
Total net profit | 29236.25 | Gross profit | 32299.94 | Gross loss | -3063.69 |
Profit factor | 10.54 | Expected payoff | 649.69 | ||
Absolute drawdown | 9593.48 | Maximal drawdown | 16427.36 (15.38%) | Relative drawdown | 15.38% (16427.36) |
Total trades | 45 | Short positions (won %) | 20 (100.00%) | Long positions (won %) | 25 (84.00%) |
Profit trades (% of total) | 41 (91.11%) | Loss trades (% of total) | 4 (8.89%) | ||
Largest | profit trade | 900.00 | loss trade | -990.65 | |
Average | profit trade | 787.80 | loss trade | -765.92 | |
Maximum | consecutive wins (profit in money) | 38 (31220.96) | consecutive losses (loss in money) | 4 (-3063.69) | |
Maximal | consecutive profit (count of wins) | 31220.96 (38) | consecutive loss (count of losses) | -3063.69 (4) | |
Average | consecutive wins | 21 | consecutive losses | 4 |
# | 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 04:00 | buy | 3 | 1.00 | 1.3768 | 0.0000 | 0.0000 | ||
6 | 2014.01.02 04:00 | modify | 3 | 1.00 | 1.3768 | 1.2808 | 1.3858 | ||
7 | 2014.01.02 04:00 | sell | 4 | 1.00 | 1.3766 | 0.0000 | 0.0000 | ||
8 | 2014.01.02 04:00 | modify | 4 | 1.00 | 1.3766 | 1.4726 | 1.3676 | ||
9 | 2014.01.02 08:00 | buy | 5 | 1.00 | 1.3752 | 0.0000 | 0.0000 | ||
10 | 2014.01.02 08:00 | modify | 5 | 1.00 | 1.3752 | 1.2792 | 1.3842 | ||
11 | 2014.01.02 08:00 | sell | 6 | 1.00 | 1.3750 | 0.0000 | 0.0000 | ||
12 | 2014.01.02 08:00 | modify | 6 | 1.00 | 1.3750 | 1.4710 | 1.3660 | ||
13 | 2014.01.02 12:00 | buy | 7 | 1.00 | 1.3726 | 0.0000 | 0.0000 | ||
14 | 2014.01.02 12:00 | modify | 7 | 1.00 | 1.3726 | 1.2766 | 1.3816 | ||
15 | 2014.01.02 12:00 | sell | 8 | 1.00 | 1.3724 | 0.0000 | 0.0000 | ||
16 | 2014.01.02 12:00 | modify | 8 | 1.00 | 1.3724 | 1.4684 | 1.3634 | ||
17 | 2014.01.02 16:00 | t/p | 2 | 1.00 | 1.3668 | 1.4718 | 1.3668 | 900.00 | 100900.00 |
18 | 2014.01.02 16:00 | t/p | 4 | 1.00 | 1.3676 | 1.4726 | 1.3676 | 900.00 | 101800.00 |
19 | 2014.01.02 16:00 | t/p | 6 | 1.00 | 1.3660 | 1.4710 | 1.3660 | 900.00 | 102700.00 |
20 | 2014.01.02 16:00 | buy | 9 | 1.00 | 1.3649 | 0.0000 | 0.0000 | ||
21 | 2014.01.02 16:00 | modify | 9 | 1.00 | 1.3649 | 1.2689 | 1.3739 | ||
22 | 2014.01.02 16:00 | sell | 10 | 1.00 | 1.3647 | 0.0000 | 0.0000 | ||
23 | 2014.01.02 16:00 | modify | 10 | 1.00 | 1.3647 | 1.4607 | 1.3557 | ||
24 | 2014.01.02 20:00 | t/p | 8 | 1.00 | 1.3634 | 1.4684 | 1.3634 | 900.00 | 103600.00 |
25 | 2014.01.02 20:00 | buy | 11 | 1.00 | 1.3669 | 0.0000 | 0.0000 | ||
26 | 2014.01.02 20:00 | modify | 11 | 1.00 | 1.3669 | 1.2709 | 1.3759 | ||
27 | 2014.01.02 20:00 | sell | 12 | 1.00 | 1.3667 | 0.0000 | 0.0000 | ||
28 | 2014.01.02 20:00 | modify | 12 | 1.00 | 1.3667 | 1.4627 | 1.3577 | ||
29 | 2014.01.06 08:00 | t/p | 12 | 1.00 | 1.3577 | 1.4627 | 1.3577 | 896.36 | 104496.36 |
30 | 2014.01.06 08:00 | buy | 13 | 1.00 | 1.3587 | 0.0000 | 0.0000 | ||
31 | 2014.01.06 08:00 | modify | 13 | 1.00 | 1.3587 | 1.2627 | 1.3677 | ||
32 | 2014.01.09 00:00 | t/p | 10 | 1.00 | 1.3557 | 1.4607 | 1.3557 | 887.26 | 105383.62 |
33 | 2014.01.09 00:00 | buy | 14 | 1.00 | 1.3577 | 0.0000 | 0.0000 | ||
34 | 2014.01.09 00:00 | modify | 14 | 1.00 | 1.3577 | 1.2617 | 1.3667 | ||
35 | 2014.01.10 16:00 | t/p | 13 | 1.00 | 1.3677 | 1.2627 | 1.3677 | 875.22 | 106258.84 |
36 | 2014.01.10 16:00 | t/p | 14 | 1.00 | 1.3667 | 1.2617 | 1.3667 | 895.87 | 107154.71 |
37 | 2014.01.10 16:00 | buy | 15 | 1.00 | 1.3677 | 0.0000 | 0.0000 | ||
38 | 2014.01.10 16:00 | modify | 15 | 1.00 | 1.3677 | 1.2717 | 1.3767 | ||
39 | 2014.01.10 16:00 | sell | 16 | 1.00 | 1.3675 | 0.0000 | 0.0000 | ||
40 | 2014.01.10 16:00 | modify | 16 | 1.00 | 1.3675 | 1.4635 | 1.3585 | ||
41 | 2014.01.15 20:00 | t/p | 16 | 1.00 | 1.3585 | 1.4635 | 1.3585 | 894.54 | 108049.25 |
42 | 2014.01.15 20:00 | buy | 17 | 1.00 | 1.3595 | 0.0000 | 0.0000 | ||
43 | 2014.01.15 20:00 | modify | 17 | 1.00 | 1.3595 | 1.2635 | 1.3685 | ||
44 | 2014.01.23 20:00 | t/p | 17 | 1.00 | 1.3685 | 1.2635 | 1.3685 | 858.70 | 108907.95 |
45 | 2014.01.23 20:00 | buy | 18 | 1.00 | 1.3695 | 0.0000 | 0.0000 | ||
46 | 2014.01.23 20:00 | modify | 18 | 1.00 | 1.3695 | 1.2735 | 1.3785 | ||
47 | 2014.01.24 16:00 | t/p | 9 | 1.00 | 1.3739 | 1.2689 | 1.3739 | 809.14 | 109717.09 |
48 | 2014.01.24 16:00 | buy | 19 | 1.00 | 1.3686 | 0.0000 | 0.0000 | ||
49 | 2014.01.24 16:00 | modify | 19 | 1.00 | 1.3686 | 1.2726 | 1.3776 | ||
50 | 2014.02.18 16:00 | t/p | 11 | 1.00 | 1.3759 | 1.2709 | 1.3759 | 714.15 | 110431.24 |
51 | 2014.02.18 16:00 | t/p | 15 | 1.00 | 1.3767 | 1.2717 | 1.3767 | 747.19 | 111178.43 |
52 | 2014.02.18 16:00 | buy | 20 | 1.00 | 1.3760 | 0.0000 | 0.0000 | ||
53 | 2014.02.18 16:00 | modify | 20 | 1.00 | 1.3760 | 1.2800 | 1.3850 | ||
54 | 2014.02.18 16:00 | sell | 21 | 1.00 | 1.3758 | 0.0000 | 0.0000 | ||
55 | 2014.02.18 16:00 | modify | 21 | 1.00 | 1.3758 | 1.4718 | 1.3668 | ||
56 | 2014.02.26 20:00 | t/p | 21 | 1.00 | 1.3668 | 1.4718 | 1.3668 | 885.44 | 112063.87 |
57 | 2014.02.26 20:00 | buy | 22 | 1.00 | 1.3674 | 0.0000 | 0.0000 | ||
58 | 2014.02.26 20:00 | modify | 22 | 1.00 | 1.3674 | 1.2714 | 1.3764 | ||
59 | 2014.02.28 12:00 | t/p | 18 | 1.00 | 1.3785 | 1.2735 | 1.3785 | 751.32 | 112815.19 |
60 | 2014.02.28 12:00 | t/p | 19 | 1.00 | 1.3776 | 1.2726 | 1.3776 | 755.45 | 113570.64 |
61 | 2014.02.28 12:00 | t/p | 22 | 1.00 | 1.3764 | 1.2714 | 1.3764 | 883.48 | 114454.12 |
62 | 2014.02.28 12:00 | buy | 23 | 1.00 | 1.3794 | 0.0000 | 0.0000 | ||
63 | 2014.02.28 12:00 | modify | 23 | 1.00 | 1.3794 | 1.2834 | 1.3884 | ||
64 | 2014.02.28 12:00 | sell | 24 | 1.00 | 1.3792 | 0.0000 | 0.0000 | ||
65 | 2014.02.28 12:00 | modify | 24 | 1.00 | 1.3792 | 1.4752 | 1.3702 | ||
66 | 2014.02.28 16:00 | t/p | 7 | 1.00 | 1.3816 | 1.2766 | 1.3816 | 664.59 | 115118.71 |
67 | 2014.02.28 16:00 | buy | 25 | 1.00 | 1.3796 | 0.0000 | 0.0000 | ||
68 | 2014.02.28 16:00 | modify | 25 | 1.00 | 1.3796 | 1.2836 | 1.3886 | ||
69 | 2014.02.28 16:00 | sell | 26 | 1.00 | 1.3794 | 0.0000 | 0.0000 | ||
70 | 2014.02.28 16:00 | modify | 26 | 1.00 | 1.3794 | 1.4754 | 1.3704 | ||
71 | 2014.03.06 16:00 | t/p | 5 | 1.00 | 1.3842 | 1.2792 | 1.3842 | 639.81 | 115758.52 |
72 | 2014.03.06 16:00 | sell | 27 | 1.00 | 1.3845 | 0.0000 | 0.0000 | ||
73 | 2014.03.06 16:00 | modify | 27 | 1.00 | 1.3845 | 1.4805 | 1.3755 | ||
74 | 2014.03.06 20:00 | t/p | 1 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 639.81 | 116398.33 |
75 | 2014.03.06 20:00 | t/p | 3 | 1.00 | 1.3858 | 1.2808 | 1.3858 | 639.81 | 117038.14 |
76 | 2014.03.06 20:00 | t/p | 20 | 1.00 | 1.3850 | 1.2800 | 1.3850 | 825.66 | 117863.80 |
77 | 2014.03.06 20:00 | sell | 28 | 1.00 | 1.3858 | 0.0000 | 0.0000 | ||
78 | 2014.03.06 20:00 | modify | 28 | 1.00 | 1.3858 | 1.4818 | 1.3768 | ||
79 | 2014.03.07 00:00 | sell | 29 | 1.00 | 1.3860 | 0.0000 | 0.0000 | ||
80 | 2014.03.07 00:00 | modify | 29 | 1.00 | 1.3860 | 1.4820 | 1.3770 | ||
81 | 2014.03.07 04:00 | sell | 30 | 1.00 | 1.3859 | 0.0000 | 0.0000 | ||
82 | 2014.03.07 04:00 | modify | 30 | 1.00 | 1.3859 | 1.4819 | 1.3769 | ||
83 | 2014.03.07 12:00 | t/p | 23 | 1.00 | 1.3884 | 1.2834 | 1.3884 | 871.09 | 118734.89 |
84 | 2014.03.07 12:00 | t/p | 25 | 1.00 | 1.3886 | 1.2836 | 1.3886 | 871.09 | 119605.98 |
85 | 2014.03.07 12:00 | sell | 31 | 1.00 | 1.3886 | 0.0000 | 0.0000 | ||
86 | 2014.03.07 12:00 | modify | 31 | 1.00 | 1.3886 | 1.4846 | 1.3796 | ||
87 | 2014.03.07 16:00 | sell | 32 | 1.00 | 1.3871 | 0.0000 | 0.0000 | ||
88 | 2014.03.07 16:00 | modify | 32 | 1.00 | 1.3871 | 1.4831 | 1.3781 | ||
89 | 2014.03.20 12:00 | t/p | 28 | 1.00 | 1.3768 | 1.4818 | 1.3768 | 874.52 | 120480.50 |
90 | 2014.03.20 12:00 | t/p | 29 | 1.00 | 1.3770 | 1.4820 | 1.3770 | 876.34 | 121356.84 |
91 | 2014.03.20 12:00 | t/p | 30 | 1.00 | 1.3769 | 1.4819 | 1.3769 | 876.34 | 122233.18 |
92 | 2014.03.20 12:00 | t/p | 31 | 1.00 | 1.3796 | 1.4846 | 1.3796 | 876.34 | 123109.52 |
93 | 2014.03.20 12:00 | t/p | 32 | 1.00 | 1.3781 | 1.4831 | 1.3781 | 876.34 | 123985.86 |
94 | 2014.03.20 12:00 | buy | 33 | 1.00 | 1.3765 | 0.0000 | 0.0000 | ||
95 | 2014.03.20 12:00 | modify | 33 | 1.00 | 1.3765 | 1.2805 | 1.3855 | ||
96 | 2014.03.20 16:00 | t/p | 27 | 1.00 | 1.3755 | 1.4805 | 1.3755 | 874.52 | 124860.38 |
97 | 2014.03.20 16:00 | buy | 34 | 1.00 | 1.3773 | 0.0000 | 0.0000 | ||
98 | 2014.03.20 16:00 | modify | 34 | 1.00 | 1.3773 | 1.2813 | 1.3863 | ||
99 | 2014.03.20 16:00 | sell | 35 | 1.00 | 1.3771 | 0.0000 | 0.0000 | ||
100 | 2014.03.20 16:00 | modify | 35 | 1.00 | 1.3771 | 1.4731 | 1.3681 | ||
101 | 2014.03.20 20:00 | buy | 36 | 1.00 | 1.3782 | 0.0000 | 0.0000 | ||
102 | 2014.03.20 20:00 | modify | 36 | 1.00 | 1.3782 | 1.2822 | 1.3872 | ||
103 | 2014.03.21 00:00 | buy | 37 | 1.00 | 1.3780 | 0.0000 | 0.0000 | ||
104 | 2014.03.21 00:00 | modify | 37 | 1.00 | 1.3780 | 1.2820 | 1.3870 | ||
105 | 2014.03.21 04:00 | buy | 38 | 1.00 | 1.3785 | 0.0000 | 0.0000 | ||
106 | 2014.03.21 04:00 | modify | 38 | 1.00 | 1.3785 | 1.2825 | 1.3875 | ||
107 | 2014.03.24 20:00 | t/p | 33 | 1.00 | 1.3855 | 1.2805 | 1.3855 | 891.74 | 125752.12 |
108 | 2014.03.24 20:00 | t/p | 34 | 1.00 | 1.3863 | 1.2813 | 1.3863 | 891.74 | 126643.86 |
109 | 2014.03.24 20:00 | t/p | 36 | 1.00 | 1.3872 | 1.2822 | 1.3872 | 891.74 | 127535.60 |
110 | 2014.03.24 20:00 | t/p | 37 | 1.00 | 1.3870 | 1.2820 | 1.3870 | 895.87 | 128431.47 |
111 | 2014.03.24 20:00 | t/p | 38 | 1.00 | 1.3875 | 1.2825 | 1.3875 | 895.87 | 129327.34 |
112 | 2014.03.24 20:00 | buy | 39 | 1.00 | 1.3841 | 0.0000 | 0.0000 | ||
113 | 2014.03.24 20:00 | modify | 39 | 1.00 | 1.3841 | 1.2881 | 1.3931 | ||
114 | 2014.03.24 20:00 | sell | 40 | 1.00 | 1.3839 | 0.0000 | 0.0000 | ||
115 | 2014.03.24 20:00 | modify | 40 | 1.00 | 1.3839 | 1.4799 | 1.3749 | ||
116 | 2014.03.25 00:00 | buy | 41 | 1.00 | 1.3840 | 0.0000 | 0.0000 | ||
117 | 2014.03.25 00:00 | modify | 41 | 1.00 | 1.3840 | 1.2880 | 1.3930 | ||
118 | 2014.03.25 00:00 | sell | 42 | 1.00 | 1.3838 | 0.0000 | 0.0000 | ||
119 | 2014.03.25 00:00 | modify | 42 | 1.00 | 1.3838 | 1.4798 | 1.3748 | ||
120 | 2014.03.25 04:00 | buy | 43 | 1.00 | 1.3837 | 0.0000 | 0.0000 | ||
121 | 2014.03.25 04:00 | modify | 43 | 1.00 | 1.3837 | 1.2877 | 1.3927 | ||
122 | 2014.03.27 12:00 | t/p | 40 | 1.00 | 1.3749 | 1.4799 | 1.3749 | 890.90 | 130218.24 |
123 | 2014.03.27 12:00 | t/p | 42 | 1.00 | 1.3748 | 1.4798 | 1.3748 | 892.72 | 131110.96 |
124 | 2014.03.27 12:00 | buy | 44 | 1.00 | 1.3759 | 0.0000 | 0.0000 | ||
125 | 2014.03.27 12:00 | modify | 44 | 1.00 | 1.3759 | 1.2799 | 1.3849 | ||
126 | 2014.03.27 12:00 | sell | 45 | 1.00 | 1.3757 | 0.0000 | 0.0000 | ||
127 | 2014.03.27 12:00 | modify | 45 | 1.00 | 1.3757 | 1.4717 | 1.3667 | ||
128 | 2014.03.27 23:59 | close at stop | 45 | 1.00 | 1.3746 | 1.4717 | 1.3667 | 110.00 | 131220.96 |
129 | 2014.03.27 23:59 | close at stop | 44 | 1.00 | 1.3744 | 1.2799 | 1.3849 | -150.00 | 131070.96 |
130 | 2014.03.27 23:59 | close at stop | 43 | 1.00 | 1.3744 | 1.2877 | 1.3927 | -946.52 | 130124.44 |
131 | 2014.03.27 23:59 | close at stop | 41 | 1.00 | 1.3744 | 1.2880 | 1.3930 | -976.52 | 129147.92 |
132 | 2014.03.27 23:59 | close at stop | 39 | 1.00 | 1.3744 | 1.2881 | 1.3931 | -990.65 | 128157.27 |
133 | 2014.03.27 23:59 | close at stop | 35 | 1.00 | 1.3746 | 1.4731 | 1.3681 | 237.26 | 128394.53 |
134 | 2014.03.27 23:59 | close at stop | 26 | 1.00 | 1.3746 | 1.4754 | 1.3704 | 430.86 | 128825.39 |
135 | 2014.03.27 23:59 | close at stop | 24 | 1.00 | 1.3746 | 1.4752 | 1.3702 | 410.86 | 129236.25 |