Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2008.01.02 09:00 - 2009.11.30 23:45 (2008.01.01 - 2009.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | LotSize=0.1; NameofEA="Panmit"; ProfitTarget=0.5; StopLoss=0.2; | ||||
Bars in test | 48151 | Ticks modelled | 15970730 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 13194.50 | Gross profit | 29487.92 | Gross loss | -16293.42 |
Profit factor | 1.81 | Expected payoff | 17.41 | ||
Absolute drawdown | 318.06 | Maximal drawdown | 1365.38 (22.42%) | Relative drawdown | 36.75% (396.28) |
Total trades | 758 | Short positions (won %) | 373 (43.70%) | Long positions (won %) | 385 (43.90%) |
Profit trades (% of total) | 332 (43.80%) | Loss trades (% of total) | 426 (56.20%) | ||
Largest | profit trade | 626.58 | loss trade | -175.66 | |
Average | profit trade | 88.82 | loss trade | -38.25 | |
Maximum | consecutive wins (profit in money) | 13 (1097.54) | consecutive losses (loss in money) | 15 (-392.94) | |
Maximal | consecutive profit (count of wins) | 1310.52 (5) | consecutive loss (count of losses) | -545.48 (9) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.02 17:00 | buy | 1 | 0.10 | 1.47259 | 0.00000 | 0.00000 | ||
2 | 2008.01.02 17:15 | buy | 2 | 0.10 | 1.47329 | 0.00000 | 0.00000 | ||
3 | 2008.01.03 02:30 | close | 2 | 0.10 | 1.46980 | 0.00000 | 0.00000 | -34.54 | 965.46 |
4 | 2008.01.03 12:00 | buy | 3 | 0.10 | 1.47619 | 0.00000 | 0.00000 | ||
5 | 2008.01.03 12:15 | buy | 4 | 0.10 | 1.47599 | 0.00000 | 0.00000 | ||
6 | 2008.01.03 12:30 | buy | 5 | 0.10 | 1.47599 | 0.00000 | 0.00000 | ||
7 | 2008.01.03 14:30 | close | 5 | 0.10 | 1.47380 | 0.00000 | 0.00000 | -21.90 | 943.56 |
8 | 2008.01.03 14:30 | close | 4 | 0.10 | 1.47380 | 0.00000 | 0.00000 | -21.90 | 921.66 |
9 | 2008.01.03 14:30 | close | 3 | 0.10 | 1.47380 | 0.00000 | 0.00000 | -23.90 | 897.76 |
10 | 2008.01.03 14:45 | close | 1 | 0.10 | 1.47100 | 0.00000 | 0.00000 | -15.54 | 882.22 |
11 | 2008.01.03 15:00 | sell | 6 | 0.10 | 1.47090 | 0.00000 | 0.00000 | ||
12 | 2008.01.03 16:00 | close | 6 | 0.10 | 1.47319 | 0.00000 | 0.00000 | -22.90 | 859.32 |
13 | 2008.01.03 16:00 | buy | 7 | 0.10 | 1.47319 | 0.00000 | 0.00000 | ||
14 | 2008.01.04 14:45 | buy | 8 | 0.10 | 1.47879 | 0.00000 | 0.00000 | ||
15 | 2008.01.04 15:15 | buy | 9 | 0.10 | 1.48099 | 0.00000 | 0.00000 | ||
16 | 2008.01.04 15:30 | buy | 10 | 0.10 | 1.47979 | 0.00000 | 0.00000 | ||
17 | 2008.01.04 15:45 | buy | 11 | 0.10 | 1.47949 | 0.00000 | 0.00000 | ||
18 | 2008.01.04 16:00 | close | 11 | 0.10 | 1.47810 | 0.00000 | 0.00000 | -13.90 | 845.42 |
19 | 2008.01.04 16:15 | close | 10 | 0.10 | 1.47540 | 0.00000 | 0.00000 | -43.90 | 801.52 |
20 | 2008.01.04 16:15 | close | 9 | 0.10 | 1.47540 | 0.00000 | 0.00000 | -55.90 | 745.62 |
21 | 2008.01.04 16:15 | close | 8 | 0.10 | 1.47540 | 0.00000 | 0.00000 | -33.90 | 711.72 |
22 | 2008.01.04 16:15 | close | 7 | 0.10 | 1.47540 | 0.00000 | 0.00000 | 22.22 | 733.94 |
23 | 2008.01.07 09:00 | sell | 12 | 0.10 | 1.46630 | 0.00000 | 0.00000 | ||
24 | 2008.01.07 10:00 | close | 12 | 0.10 | 1.46869 | 0.00000 | 0.00000 | -23.90 | 710.04 |
25 | 2008.01.09 09:15 | sell | 13 | 0.10 | 1.47100 | 0.00000 | 0.00000 | ||
26 | 2008.01.09 09:45 | sell | 14 | 0.10 | 1.47090 | 0.00000 | 0.00000 | ||
27 | 2008.01.09 13:30 | close | 14 | 0.10 | 1.46879 | 0.00000 | 0.00000 | 21.10 | 731.14 |
28 | 2008.01.09 13:30 | close | 13 | 0.10 | 1.46879 | 0.00000 | 0.00000 | 22.10 | 753.24 |
29 | 2008.01.10 15:45 | buy | 15 | 0.10 | 1.47379 | 0.00000 | 0.00000 | ||
30 | 2008.01.10 16:00 | buy | 16 | 0.10 | 1.47389 | 0.00000 | 0.00000 | ||
31 | 2008.01.10 16:15 | buy | 17 | 0.10 | 1.47429 | 0.00000 | 0.00000 | ||
32 | 2008.01.10 16:30 | buy | 18 | 0.10 | 1.47339 | 0.00000 | 0.00000 | ||
33 | 2008.01.10 18:30 | buy | 19 | 0.10 | 1.47859 | 0.00000 | 0.00000 | ||
34 | 2008.01.10 19:00 | close | 19 | 0.10 | 1.48020 | 0.00000 | 0.00000 | 16.10 | 769.34 |
35 | 2008.01.10 19:00 | close | 18 | 0.10 | 1.48020 | 0.00000 | 0.00000 | 68.10 | 837.44 |
36 | 2008.01.10 19:00 | close | 17 | 0.10 | 1.48020 | 0.00000 | 0.00000 | 59.10 | 896.54 |
37 | 2008.01.10 19:15 | buy | 20 | 0.10 | 1.48009 | 0.00000 | 0.00000 | ||
38 | 2008.01.10 19:30 | buy | 21 | 0.10 | 1.48019 | 0.00000 | 0.00000 | ||
39 | 2008.01.14 07:45 | buy | 22 | 0.10 | 1.48589 | 0.00000 | 0.00000 | ||
40 | 2008.01.14 08:00 | buy | 23 | 0.10 | 1.48739 | 0.00000 | 0.00000 | ||
41 | 2008.01.14 08:15 | buy | 24 | 0.10 | 1.48709 | 0.00000 | 0.00000 | ||
42 | 2008.01.14 10:30 | close | 24 | 0.10 | 1.48890 | 0.00000 | 0.00000 | 18.10 | 914.64 |
43 | 2008.01.14 10:30 | close | 23 | 0.10 | 1.48890 | 0.00000 | 0.00000 | 15.10 | 929.74 |
44 | 2008.01.14 10:30 | close | 22 | 0.10 | 1.48890 | 0.00000 | 0.00000 | 30.10 | 959.84 |
45 | 2008.01.15 09:15 | close | 21 | 0.10 | 1.48500 | 0.00000 | 0.00000 | 48.46 | 1008.30 |
46 | 2008.01.15 09:15 | close | 20 | 0.10 | 1.48500 | 0.00000 | 0.00000 | 49.46 | 1057.76 |
47 | 2008.01.15 09:30 | close | 16 | 0.10 | 1.48560 | 0.00000 | 0.00000 | 117.46 | 1175.22 |
48 | 2008.01.15 09:45 | buy | 25 | 0.10 | 1.48599 | 0.00000 | 0.00000 | ||
49 | 2008.01.15 10:15 | close | 25 | 0.10 | 1.48430 | 0.00000 | 0.00000 | -16.90 | 1158.32 |
50 | 2008.01.15 10:15 | close | 15 | 0.10 | 1.48430 | 0.00000 | 0.00000 | 105.46 | 1263.78 |
51 | 2008.01.15 12:30 | buy | 26 | 0.10 | 1.48719 | 0.00000 | 0.00000 | ||
52 | 2008.01.15 15:30 | close | 26 | 0.10 | 1.49110 | 0.00000 | 0.00000 | 39.10 | 1302.88 |
53 | 2008.01.15 17:00 | sell | 27 | 0.10 | 1.48530 | 0.00000 | 0.00000 | ||
54 | 2008.01.15 17:15 | sell | 28 | 0.10 | 1.48590 | 0.00000 | 0.00000 | ||
55 | 2008.01.15 17:30 | sell | 29 | 0.10 | 1.48370 | 0.00000 | 0.00000 | ||
56 | 2008.01.15 22:15 | close | 29 | 0.10 | 1.48039 | 0.00000 | 0.00000 | 33.10 | 1335.98 |
57 | 2008.01.15 22:15 | close | 28 | 0.10 | 1.48039 | 0.00000 | 0.00000 | 55.10 | 1391.08 |
58 | 2008.01.15 23:15 | close | 27 | 0.10 | 1.47799 | 0.00000 | 0.00000 | 73.10 | 1464.18 |
59 | 2008.01.16 17:00 | sell | 30 | 0.10 | 1.46840 | 0.00000 | 0.00000 | ||
60 | 2008.01.16 17:15 | sell | 31 | 0.10 | 1.45990 | 0.00000 | 0.00000 | ||
61 | 2008.01.16 17:45 | sell | 32 | 0.10 | 1.46370 | 0.00000 | 0.00000 | ||
62 | 2008.01.16 18:00 | sell | 33 | 0.10 | 1.46430 | 0.00000 | 0.00000 | ||
63 | 2008.01.17 09:30 | sell | 34 | 0.10 | 1.45930 | 0.00000 | 0.00000 | ||
64 | 2008.01.17 10:00 | close | 34 | 0.10 | 1.46139 | 0.00000 | 0.00000 | -20.90 | 1443.28 |
65 | 2008.01.17 13:45 | close | 33 | 0.10 | 1.46949 | 0.00000 | 0.00000 | -53.28 | 1390.00 |
66 | 2008.01.17 18:30 | close | 32 | 0.10 | 1.46959 | 0.00000 | 0.00000 | -60.28 | 1329.72 |
67 | 2008.01.21 01:15 | close | 31 | 0.10 | 1.45649 | 0.00000 | 0.00000 | 31.80 | 1361.52 |
68 | 2008.01.21 09:30 | close | 30 | 0.10 | 1.45119 | 0.00000 | 0.00000 | 169.80 | 1531.32 |
69 | 2008.01.21 09:45 | sell | 35 | 0.10 | 1.44980 | 0.00000 | 0.00000 | ||
70 | 2008.01.22 00:01 | close | 35 | 0.10 | 1.44309 | 0.00000 | 0.00000 | 66.64 | 1597.96 |
71 | 2008.01.22 10:00 | buy | 36 | 0.10 | 1.44579 | 0.00000 | 0.00000 | ||
72 | 2008.01.22 10:15 | buy | 37 | 0.10 | 1.44599 | 0.00000 | 0.00000 | ||
73 | 2008.01.22 10:30 | buy | 38 | 0.10 | 1.44569 | 0.00000 | 0.00000 | ||
74 | 2008.01.22 12:15 | close | 38 | 0.10 | 1.45090 | 0.00000 | 0.00000 | 52.10 | 1650.06 |
75 | 2008.01.22 14:30 | close | 37 | 0.10 | 1.45330 | 0.00000 | 0.00000 | 73.10 | 1723.16 |
76 | 2008.01.22 14:30 | close | 36 | 0.10 | 1.45330 | 0.00000 | 0.00000 | 75.10 | 1798.26 |
77 | 2008.01.24 12:30 | buy | 39 | 0.10 | 1.46699 | 0.00000 | 0.00000 | ||
78 | 2008.01.24 12:45 | buy | 40 | 0.10 | 1.46699 | 0.00000 | 0.00000 | ||
79 | 2008.01.24 13:00 | buy | 41 | 0.10 | 1.46719 | 0.00000 | 0.00000 | ||
80 | 2008.01.24 14:30 | close | 41 | 0.10 | 1.46470 | 0.00000 | 0.00000 | -24.90 | 1773.36 |
81 | 2008.01.24 14:30 | close | 40 | 0.10 | 1.46470 | 0.00000 | 0.00000 | -22.90 | 1750.46 |
82 | 2008.01.24 14:30 | close | 39 | 0.10 | 1.46470 | 0.00000 | 0.00000 | -22.90 | 1727.56 |
83 | 2008.01.30 11:15 | buy | 42 | 0.10 | 1.48159 | 0.00000 | 0.00000 | ||
84 | 2008.01.30 11:45 | buy | 43 | 0.10 | 1.48109 | 0.00000 | 0.00000 | ||
85 | 2008.01.30 12:15 | buy | 44 | 0.10 | 1.48069 | 0.00000 | 0.00000 | ||
86 | 2008.01.30 14:30 | close | 44 | 0.10 | 1.47700 | 0.00000 | 0.00000 | -36.90 | 1690.66 |
87 | 2008.01.30 14:30 | close | 43 | 0.10 | 1.47700 | 0.00000 | 0.00000 | -40.90 | 1649.76 |
88 | 2008.01.30 14:30 | close | 42 | 0.10 | 1.47700 | 0.00000 | 0.00000 | -45.90 | 1603.86 |
89 | 2008.01.30 14:30 | sell | 45 | 0.10 | 1.47700 | 0.00000 | 0.00000 | ||
90 | 2008.01.30 14:45 | close | 45 | 0.10 | 1.47909 | 0.00000 | 0.00000 | -20.90 | 1582.96 |
91 | 2008.01.30 15:30 | sell | 46 | 0.10 | 1.47720 | 0.00000 | 0.00000 | ||
92 | 2008.01.30 19:15 | close | 46 | 0.10 | 1.48079 | 0.00000 | 0.00000 | -35.90 | 1547.06 |
93 | 2008.01.30 21:00 | buy | 47 | 0.10 | 1.48979 | 0.00000 | 0.00000 | ||
94 | 2008.01.30 21:30 | buy | 48 | 0.10 | 1.48879 | 0.00000 | 0.00000 | ||
95 | 2008.01.30 22:45 | close | 48 | 0.10 | 1.48670 | 0.00000 | 0.00000 | -20.90 | 1526.16 |
96 | 2008.01.30 23:30 | close | 47 | 0.10 | 1.48500 | 0.00000 | 0.00000 | -47.90 | 1478.26 |
97 | 2008.02.01 15:45 | sell | 49 | 0.10 | 1.48370 | 0.00000 | 0.00000 | ||
98 | 2008.02.01 16:00 | sell | 50 | 0.10 | 1.48410 | 0.00000 | 0.00000 | ||
99 | 2008.02.01 16:15 | sell | 51 | 0.10 | 1.48060 | 0.00000 | 0.00000 | ||
100 | 2008.02.01 16:30 | sell | 52 | 0.10 | 1.48260 | 0.00000 | 0.00000 | ||
101 | 2008.02.01 17:30 | close | 52 | 0.10 | 1.48469 | 0.00000 | 0.00000 | -20.90 | 1457.36 |
102 | 2008.02.05 09:30 | sell | 53 | 0.10 | 1.47820 | 0.00000 | 0.00000 | ||
103 | 2008.02.05 09:45 | close | 53 | 0.10 | 1.47739 | 0.00000 | 0.00000 | 8.10 | 1465.46 |
104 | 2008.02.05 10:00 | sell | 54 | 0.10 | 1.47640 | 0.00000 | 0.00000 | ||
105 | 2008.02.05 10:15 | sell | 55 | 0.10 | 1.47540 | 0.00000 | 0.00000 | ||
106 | 2008.02.05 10:30 | close | 55 | 0.10 | 1.47299 | 0.00000 | 0.00000 | 24.10 | 1489.56 |
107 | 2008.02.05 10:30 | close | 54 | 0.10 | 1.47299 | 0.00000 | 0.00000 | 34.10 | 1523.66 |
108 | 2008.02.05 10:30 | close | 51 | 0.10 | 1.47299 | 0.00000 | 0.00000 | 75.18 | 1598.84 |
109 | 2008.02.05 10:45 | sell | 56 | 0.10 | 1.47140 | 0.00000 | 0.00000 | ||
110 | 2008.02.05 11:00 | sell | 57 | 0.10 | 1.47200 | 0.00000 | 0.00000 | ||
111 | 2008.02.05 11:30 | sell | 58 | 0.10 | 1.46770 | 0.00000 | 0.00000 | ||
112 | 2008.02.05 11:45 | sell | 59 | 0.10 | 1.46880 | 0.00000 | 0.00000 | ||
113 | 2008.02.05 15:45 | close | 59 | 0.10 | 1.46489 | 0.00000 | 0.00000 | 39.10 | 1637.94 |
114 | 2008.02.05 15:45 | close | 58 | 0.10 | 1.46489 | 0.00000 | 0.00000 | 28.10 | 1666.04 |
115 | 2008.02.05 17:30 | close | 57 | 0.10 | 1.46299 | 0.00000 | 0.00000 | 90.10 | 1756.14 |
116 | 2008.02.06 11:30 | close | 56 | 0.10 | 1.45989 | 0.00000 | 0.00000 | 114.64 | 1870.78 |
117 | 2008.02.07 13:45 | close | 50 | 0.10 | 1.45899 | 0.00000 | 0.00000 | 248.34 | 2119.12 |
118 | 2008.02.07 14:15 | sell | 60 | 0.10 | 1.45650 | 0.00000 | 0.00000 | ||
119 | 2008.02.07 14:45 | sell | 61 | 0.10 | 1.45300 | 0.00000 | 0.00000 | ||
120 | 2008.02.07 15:00 | close | 61 | 0.10 | 1.45019 | 0.00000 | 0.00000 | 28.10 | 2147.22 |
121 | 2008.02.07 15:45 | sell | 62 | 0.10 | 1.45240 | 0.00000 | 0.00000 | ||
122 | 2008.02.07 16:30 | close | 62 | 0.10 | 1.45369 |