Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | Daily (D1) 2015.01.02 00:00 - 2015.08.17 00:00 (2015.01.01 - 2015.08.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | takeProfit=240; stopLoss=60; lots=0.5; slippage=5; magicNumber=1440174533; | ||||
Bars in test | 1130 | Ticks modelled | 24591091 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 9 | ||
Total net profit | 1984.00 | Gross profit | 2476.00 | Gross loss | -492.00 |
Profit factor | 5.03 | Expected payoff | 132.27 | ||
Absolute drawdown | 165.50 | Maximal drawdown | 693.50 (5.92%) | Relative drawdown | 5.92% (693.50) |
Total trades | 15 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
Largest | profit trade | 413.00 | loss trade | -300.00 | |
Average | profit trade | 206.33 | loss trade | -164.00 | |
Maximum | consecutive wins (profit in money) | 5 (1242.50) | consecutive losses (loss in money) | 1 (-300.00) | |
Maximal | consecutive profit (count of wins) | 1242.50 (5) | consecutive loss (count of losses) | -300.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2015.01.05 00:00 | buy | 1 | 0.50 | 0.80671 | 0.80071 | 0.83071 | ||
2 | 2015.01.06 00:00 | close | 1 | 0.50 | 0.80962 | 0.80071 | 0.83071 | 145.50 | 10145.50 |
3 | 2015.01.07 00:00 | buy | 2 | 0.50 | 0.80778 | 0.80178 | 0.83178 | ||
4 | 2015.01.09 00:00 | close | 2 | 0.50 | 0.81117 | 0.80178 | 0.83178 | 169.50 | 10315.00 |
5 | 2015.02.22 19:30 | sell | 3 | 0.50 | 0.78436 | 0.79036 | 0.76036 | ||
6 | 2015.02.24 00:00 | close | 3 | 0.50 | 0.77982 | 0.79036 | 0.76036 | 227.00 | 10542.00 |
7 | 2015.02.26 00:00 | sell | 4 | 0.50 | 0.78814 | 0.79414 | 0.76414 | ||
8 | 2015.02.27 00:00 | close | 4 | 0.50 | 0.78031 | 0.79414 | 0.76414 | 391.50 | 10933.50 |
9 | 2015.03.03 00:00 | buy | 5 | 0.50 | 0.77553 | 0.76953 | 0.79953 | ||
10 | 2015.03.04 00:00 | close | 5 | 0.50 | 0.78171 | 0.76953 | 0.79953 | 309.00 | 11242.50 |
11 | 2015.03.09 00:00 | buy | 6 | 0.50 | 0.77207 | 0.76607 | 0.79607 | ||
12 | 2015.03.10 00:00 | close | 6 | 0.50 | 0.76840 | 0.76607 | 0.79607 | -183.50 | 11059.00 |
13 | 2015.03.25 00:00 | sell | 7 | 0.50 | 0.78610 | 0.79210 | 0.76210 | ||
14 | 2015.03.26 00:00 | close | 7 | 0.50 | 0.78296 | 0.79210 | 0.76210 | 157.00 | 11216.00 |
15 | 2015.04.05 19:00 | buy | 8 | 0.50 | 0.76269 | 0.75669 | 0.78669 | ||
16 | 2015.04.06 00:00 | close | 8 | 0.50 | 0.76384 | 0.75669 | 0.78669 | 57.50 | 11273.50 |
17 | 2015.04.17 00:00 | sell | 9 | 0.50 | 0.77846 | 0.78446 | 0.75446 | ||
18 | 2015.04.21 00:00 | close | 9 | 0.50 | 0.77199 | 0.78446 | 0.75446 | 323.50 | 11597.00 |
19 | 2015.05.13 00:00 | sell | 10 | 0.50 | 0.79890 | 0.80490 | 0.77490 | ||
20 | 2015.05.13 11:42 | s/l | 10 | 0.50 | 0.80490 | 0.80490 | 0.77490 | -300.00 | 11297.00 |
21 | 2015.05.14 00:00 | sell | 11 | 0.50 | 0.81094 | 0.81694 | 0.78694 | ||
22 | 2015.05.15 00:00 | close | 11 | 0.50 | 0.80834 | 0.81694 | 0.78694 | 130.00 | 11427.00 |
23 | 2015.06.16 00:00 | sell | 12 | 0.50 | 0.77565 | 0.78165 | 0.75165 | ||
24 | 2015.06.17 00:00 | close | 12 | 0.50 | 0.77451 | 0.78165 | 0.75165 | 57.00 | 11484.00 |
25 | 2015.06.19 00:00 | sell | 13 | 0.50 | 0.77894 | 0.78494 | 0.75494 | ||
26 | 2015.06.21 19:09 | close | 13 | 0.50 | 0.77703 | 0.78494 | 0.75494 | 95.50 | 11579.50 |
27 | 2015.07.02 00:00 | buy | 14 | 0.50 | 0.76372 | 0.75772 | 0.78772 | ||
28 | 2015.07.03 00:00 | close | 14 | 0.50 | 0.76355 | 0.75772 | 0.78772 | -8.50 | 11571.00 |
29 | 2015.08.10 00:00 | sell | 15 | 0.50 | 0.73964 | 0.74564 | 0.71564 | ||
30 | 2015.08.12 00:00 | close | 15 | 0.50 | 0.73138 | 0.74564 | 0.71564 | 413.00 | 11984.00 |