Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.11.13 23:00 (2005.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; N_Breakeven=0.5; N_PartialClose=6; N_Stoploss=1.5; StochTimeframe=5; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18692 | Ticks modelled | 2249286 | Modelling quality | 90.00% |
Mismatched charts errors | 12 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 16684.46 | Gross profit | 26235.28 | Gross loss | -9550.82 |
Profit factor | 2.75 | Expected payoff | 521.39 | ||
Absolute drawdown | 9658.31 | Maximal drawdown | 10420.40 (20.53%) | Relative drawdown | 20.53% (10420.40) |
Total trades | 32 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 15 (53.33%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 4493.86 | loss trade | -1410.99 | |
Average | profit trade | 1311.76 | loss trade | -795.90 | |
Maximum | consecutive wins (profit in money) | 12 (26189.37) | consecutive losses (loss in money) | 4 (-2784.00) | |
Maximal | consecutive profit (count of wins) | 26189.37 (12) | consecutive loss (count of losses) | -2784.00 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.05 04:30 | buy | 1 | 1.00 | 1.2239 | 1.2069 | 0.0000 | ||
2 | 2005.01.05 11:18 | modify | 1 | 1.00 | 1.2239 | 1.2240 | 0.0000 | ||
3 | 2005.01.05 16:53 | s/l | 1 | 1.00 | 1.2240 | 1.2240 | 0.0000 | 8.17 | 50008.17 |
4 | 2005.01.11 10:30 | sell | 2 | 1.00 | 1.2201 | 1.2372 | 0.0000 | ||
5 | 2005.01.11 17:46 | modify | 2 | 1.00 | 1.2201 | 1.2200 | 0.0000 | ||
6 | 2005.01.11 23:03 | s/l | 2 | 1.00 | 1.2200 | 1.2200 | 0.0000 | 8.20 | 50016.37 |
7 | 2005.01.14 14:15 | buy | 3 | 1.00 | 1.2112 | 1.1939 | 0.0000 | ||
8 | 2005.01.14 15:15 | modify | 3 | 1.00 | 1.2112 | 1.2113 | 0.0000 | ||
9 | 2005.01.14 16:10 | s/l | 3 | 1.00 | 1.2113 | 1.2113 | 0.0000 | 8.25 | 50024.62 |
10 | 2005.01.20 12:46 | buy | 4 | 1.00 | 1.2317 | 1.2146 | 0.0000 | ||
11 | 2005.01.24 10:45 | s/l | 4 | 1.00 | 1.2146 | 1.2146 | 0.0000 | -1410.99 | 48613.63 |
12 | 2005.01.27 20:30 | buy | 5 | 1.00 | 1.2386 | 1.2213 | 0.0000 | ||
13 | 2005.01.28 16:15 | modify | 5 | 1.00 | 1.2386 | 1.2387 | 0.0000 | ||
14 | 2005.01.28 22:11 | s/l | 5 | 1.00 | 1.2387 | 1.2387 | 0.0000 | 6.57 | 48620.21 |
15 | 2005.01.31 10:25 | buy | 6 | 1.00 | 1.2416 | 1.2243 | 0.0000 | ||
16 | 2005.02.04 16:28 | modify | 6 | 1.00 | 1.2416 | 1.2417 | 0.0000 | ||
17 | 2005.02.10 16:49 | s/l | 6 | 1.00 | 1.2417 | 1.2417 | 0.0000 | -9.93 | 48610.28 |
18 | 2005.02.14 21:10 | buy | 7 | 1.00 | 1.2350 | 1.2179 | 0.0000 | ||
19 | 2005.02.16 16:33 | modify | 7 | 1.00 | 1.2350 | 1.2351 | 0.0000 | ||
20 | 2005.02.17 06:33 | s/l | 7 | 1.00 | 1.2351 | 1.2351 | 0.0000 | 0.61 | 48610.89 |
21 | 2005.02.23 12:31 | buy | 8 | 1.00 | 1.2304 | 1.2133 | 0.0000 | ||
22 | 2005.02.23 15:24 | modify | 8 | 1.00 | 1.2304 | 1.2305 | 0.0000 | ||
23 | 2005.02.28 11:14 | s/l | 8 | 1.00 | 1.2305 | 1.2305 | 0.0000 | 0.64 | 48611.53 |
24 | 2005.03.02 12:16 | buy | 9 | 1.00 | 1.2437 | 1.2266 | 0.0000 | ||
25 | 2005.03.07 23:18 | s/l | 9 | 1.00 | 1.2266 | 1.2266 | 0.0000 | -1401.71 | 47209.82 |
26 | 2005.03.08 11:30 | sell | 10 | 1.00 | 1.2280 | 1.2450 | 0.0000 | ||
27 | 2005.03.08 14:59 | modify | 10 | 1.00 | 1.2280 | 1.2279 | 0.0000 | ||
28 | 2005.04.08 13:34 | s/l | 10 | 1.00 | 1.2279 | 1.2279 | 0.0000 | -27.54 | 47182.28 |
29 | 2005.04.11 12:45 | sell | 11 | 1.00 | 1.2251 | 1.2419 | 0.0000 | ||
30 | 2005.04.12 16:08 | s/l | 11 | 1.00 | 1.2419 | 1.2419 | 0.0000 | -1353.84 | 45828.44 |
31 | 2005.04.13 20:30 | buy | 12 | 1.00 | 1.2373 | 1.2205 | 0.0000 | ||
32 | 2005.04.14 13:44 | modify | 12 | 1.00 | 1.2373 | 1.2374 | 0.0000 | ||
33 | 2005.04.19 21:29 | s/l | 12 | 1.00 | 1.2374 | 1.2374 | 0.0000 | -0.91 | 45827.53 |
34 | 2005.04.22 03:49 | sell | 13 | 1.00 | 1.2388 | 1.2556 | 0.0000 | ||
35 | 2005.04.22 16:48 | modify | 13 | 1.00 | 1.2388 | 1.2387 | 0.0000 | ||
36 | 2005.04.25 04:27 | s/l | 13 | 1.00 | 1.2387 | 1.2387 | 0.0000 | 7.00 | 45834.53 |
37 | 2005.04.25 20:22 | buy | 14 | 1.00 | 1.2382 | 1.2214 | 0.0000 | ||
38 | 2005.04.26 15:42 | modify | 14 | 1.00 | 1.2382 | 1.2383 | 0.0000 | ||
39 | 2005.05.09 11:06 | s/l | 14 | 1.00 | 1.2383 | 1.2383 | 0.0000 | -12.89 | 45821.64 |
40 | 2005.05.10 13:15 | sell | 15 | 1.00 | 1.2365 | 1.2530 | 0.0000 | ||
41 | 2005.05.13 11:46 | s/l | 15 | 1.00 | 1.2530 | 1.2530 | 0.0000 | -1322.04 | 44499.61 |
42 | 2005.05.17 10:05 | buy | 16 | 1.00 | 1.2693 | 1.2529 | 0.0000 | ||
43 | 2005.05.27 18:39 | s/l | 16 | 1.00 | 1.2529 | 1.2529 | 0.0000 | -1327.04 | 43172.56 |
44 | 2005.05.30 12:30 | buy | 17 | 1.00 | 1.2569 | 1.2407 | 0.0000 | ||
45 | 2005.05.31 03:58 | modify | 17 | 1.00 | 1.2569 | 1.2570 | 0.0000 | ||
46 | 2005.05.31 11:34 | s/l | 17 | 1.00 | 1.2570 | 1.2570 | 0.0000 | 6.46 | 43179.03 |
47 | 2005.06.02 15:30 | sell | 18 | 1.00 | 1.2469 | 1.2631 | 0.0000 | ||
48 | 2005.06.15 15:34 | modify | 18 | 1.00 | 1.2469 | 1.2468 | 0.0000 | ||
49 | 2005.07.04 00:43 | s/l | 18 | 1.00 | 1.2468 | 1.2468 | 0.0000 | -24.43 | 43154.60 |
50 | 2005.07.04 13:18 | buy | 19 | 1.00 | 1.2449 | 1.2287 | 0.0000 | ||
51 | 2005.07.07 17:12 | s/l | 19 | 1.00 | 1.2287 | 1.2287 | 0.0000 | -1325.96 | 41828.64 |
52 | 2005.07.22 18:15 | sell | 20 | 1.00 | 1.2163 | 1.2327 | 0.0000 | ||
53 | 2005.07.27 09:06 | s/l | 20 | 1.00 | 1.2327 | 1.2327 | 0.0000 | -1333.55 | 40495.09 |
54 | 2005.07.28 03:15 | sell | 21 | 1.00 | 1.2367 | 1.2531 | 0.0000 | ||
55 | 2005.07.28 18:38 | modify | 21 | 1.00 | 1.2367 | 1.2366 | 0.0000 | ||
56 | 2005.09.20 00:18 | close | 21 | 0.25 | 1.1683 | 1.2366 | 0.0000 | 1449.61 | 41944.70 |
57 | 2005.09.20 00:18 | sell | 22 | 0.75 | 1.2367 | 1.2366 | 0.0000 | ||
58 | 2006.04.26 14:59 | close | 22 | 0.25 | 1.1298 | 1.2366 | 0.0000 | 2292.45 | 44237.15 |
59 | 2006.04.26 14:59 | sell | 23 | 0.50 | 1.2367 | 1.2366 | 0.0000 | ||
60 | 2007.05.01 00:00 | close | 23 | 0.25 | 1.1100 | 1.2366 | 0.0000 | 2680.55 | 46917.70 |
61 | 2007.05.01 00:00 | sell | 24 | 0.25 | 1.2367 | 1.2366 | 0.0000 | ||
62 | 2007.05.01 00:02 | modify | 24 | 0.25 | 1.2367 | 1.1201 | 0.0000 | ||
63 | 2007.05.01 04:00 | modify | 24 | 0.25 | 1.2367 | 1.1192 | 0.0000 | ||
64 | 2007.05.01 08:00 | modify | 24 | 0.25 | 1.2367 | 1.1183 | 0.0000 | ||
65 | 2007.05.01 12:01 | modify | 24 | 0.25 | 1.2367 | 1.1175 | 0.0000 | ||
66 | 2007.05.01 16:00 | modify | 24 | 0.25 | 1.2367 | 1.1167 | 0.0000 | ||
67 | 2007.05.01 20:40 | modify | 24 | 0.25 | 1.2367 | 1.1160 | 0.0000 | ||
68 | 2007.05.02 14:15 | modify | 24 | 0.25 | 1.2367 | 1.1136 | 0.0000 | ||
69 | 2007.05.04 12:00 | modify | 24 | 0.25 | 1.2367 | 1.1135 | 0.0000 | ||
70 | 2007.05.04 16:00 | modify | 24 | 0.25 | 1.2367 | 1.1133 | 0.0000 | ||
71 | 2007.05.04 20:00 | modify | 24 | 0.25 | 1.2367 | 1.1129 | 0.0000 | ||
72 | 2007.05.07 00:00 | modify | 24 | 0.25 | 1.2367 | 1.1125 | 0.0000 | ||
73 | 2007.05.07 04:04 | modify | 24 | 0.25 | 1.2367 | 1.1122 | 0.0000 | ||
74 | 2007.05.07 08:06 | modify | 24 | 0.25 | 1.2367 | 1.1118 | 0.0000 | ||
75 | 2007.05.07 12:04 | modify | 24 | 0.25 | 1.2367 | 1.1115 | 0.0000 | ||
76 | 2007.05.07 16:00 | modify | 24 | 0.25 | 1.2367 | 1.1111 | 0.0000 | ||
77 | 2007.05.07 20:01 | modify | 24 | 0.25 | 1.2367 | 1.1105 | 0.0000 | ||
78 | 2007.05.08 00:00 | modify | 24 | 0.25 | 1.2367 | 1.1099 | 0.0000 | ||
79 | 2007.05.08 04:00 | modify | 24 | 0.25 | 1.2367 | 1.1093 | 0.0000 | ||
80 | 2007.05.08 08:08 | modify | 24 | 0.25 | 1.2367 | 1.1088 | 0.0000 | ||
81 | 2007.05.08 12:00 | modify | 24 | 0.25 | 1.2367 | 1.1083 | 0.0000 | ||
82 | 2007.05.08 16:00 | modify | 24 | 0.25 | 1.2367 | 1.1077 | 0.0000 | ||
83 | 2007.05.08 20:06 | modify | 24 | 0.25 | 1.2367 | 1.1071 | 0.0000 | ||
84 | 2007.05.09 09:43 | s/l | 24 | 0.25 | 1.1071 | 1.1071 | 0.0000 | 2751.08 | 49668.78 |
85 | 2007.05.16 06:20 | sell | 25 | 1.00 | 1.0979 | 1.1083 | 0.0000 | ||
86 | 2007.05.18 10:10 | modify | 25 | 1.00 | 1.0979 | 1.0978 | 0.0000 | ||
87 | 2007.06.04 12:00 | close | 25 | 0.25 | 1.0562 | 1.0978 | 0.0000 | 981.89 | 50650.67 |
88 | 2007.06.04 12:00 | sell | 26 | 0.75 | 1.0979 | 1.0978 | 0.0000 | ||
89 | 2007.08.15 12:18 | close | 26 | 0.75 | 1.0762 | 1.0978 | 0.0000 | 1438.45 | 52089.13 |
90 | 2007.08.15 20:30 | buy | 27 | 1.00 | 1.0759 | 1.0648 | 0.0000 | ||
91 | 2007.08.15 23:51 | modify | 27 | 1.00 | 1.0759 | 1.0760 | 0.0000 | ||
92 | 2007.08.16 14:32 | s/l | 27 | 1.00 | 1.0760 | 1.0760 | 0.0000 | 4.80 | 52093.92 |
93 | 2007.08.17 02:30 | sell | 28 | 1.00 | 1.0746 | 1.0857 | 0.0000 | ||
94 | 2007.08.17 14:11 | modify | 28 | 1.00 | 1.0746 | 1.0745 | 0.0000 | ||
95 | 2007.09.17 07:48 | close | 28 | 0.25 | 1.0275 | 1.0745 | 0.0000 | 1138.14 | 53232.06 |
96 | 2007.09.17 07:48 | sell | 29 | 0.75 | 1.0746 | 1.0745 | 0.0000 | ||
97 | 2007.10.11 20:51 | close | 29 | 0.25 | 0.9761 | 1.0745 | 0.0000 | 2507.92 | 55739.98 |
98 | 2007.10.11 20:51 | sell | 30 | 0.50 | 1.0746 | 1.0745 | 0.0000 | ||
99 | 2007.11.07 08:00 | close | 30 | 0.25 | 0.9102 | 1.0745 | 0.0000 | 4493.86 | 60233.84 |
100 | 2007.11.07 08:00 | sell | 31 | 0.25 | 1.0746 | 1.0745 | 0.0000 | ||
101 | 2007.11.07 08:00 | modify | 31 | 0.25 | 1.0746 | 0.9341 | 0.0000 | ||
102 | 2007.11.07 12:00 | modify | 31 | 0.25 | 1.0746 | 0.9299 | 0.0000 | ||
103 | 2007.11.07 16:00 | modify | 31 | 0.25 | 1.0746 | 0.9256 | 0.0000 | ||
104 | 2007.11.07 20:00 | modify | 31 | 0.25 | 1.0746 | 0.9220 | 0.0000 | ||
105 | 2007.11.07 20:52 | s/l | 31 | 0.25 | 0.9220 | 0.9220 | 0.0000 | 4115.66 | 64349.50 |
106 | 2007.11.09 00:31 | buy | 32 | 1.00 | 0.9357 | 0.9231 | 0.0000 | ||
107 | 2007.11.09 13:00 | modify | 32 | 1.00 | 0.9357 | 0.9358 | 0.0000 | ||
108 | 2007.11.13 23:59 | close at stop | 32 | 1.00 | 0.9581 | 0.9358 | 0.0000 | 2334.96 | 66684.46 |