Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2012.01.13 14:00 (2012.01.01 - 2012.01.26) | ||||
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 | 1919 | Ticks modelled | 595842 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 394.12 | Gross profit | 666.71 | Gross loss | -272.59 |
Profit factor | 2.45 | Expected payoff | 15.76 | ||
Absolute drawdown | 110.33 | Maximal drawdown | 244.63 (21.57%) | Relative drawdown | 21.57% (244.63) |
Total trades | 25 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
Largest | profit trade | 104.78 | loss trade | -54.52 | |
Average | profit trade | 51.29 | loss trade | -22.72 | |
Maximum | consecutive wins (profit in money) | 8 (473.48) | consecutive losses (loss in money) | 7 (-163.05) | |
Maximal | consecutive profit (count of wins) | 473.48 (8) | consecutive loss (count of losses) | -163.05 (7) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.01.03 03:15 | buy | 1 | 0.10 | 1.29850 | 0.00000 | 0.00000 | ||
2 | 2012.01.03 11:45 | buy | 2 | 0.10 | 1.30331 | 0.00000 | 0.00000 | ||
3 | 2012.01.04 12:30 | close | 2 | 0.10 | 1.29787 | 0.00000 | 0.00000 | -54.52 | 945.48 |
4 | 2012.01.04 12:30 | close | 1 | 0.10 | 1.29787 | 0.00000 | 0.00000 | -6.42 | 939.07 |
5 | 2012.01.04 12:30 | sell | 3 | 0.10 | 1.29787 | 0.00000 | 0.00000 | ||
6 | 2012.01.04 12:45 | sell | 4 | 0.10 | 1.29810 | 0.00000 | 0.00000 | ||
7 | 2012.01.04 13:00 | sell | 5 | 0.10 | 1.29795 | 0.00000 | 0.00000 | ||
8 | 2012.01.04 16:30 | close | 5 | 0.10 | 1.29192 | 0.00000 | 0.00000 | 60.30 | 999.37 |
9 | 2012.01.04 16:30 | close | 4 | 0.10 | 1.29192 | 0.00000 | 0.00000 | 61.80 | 1061.17 |
10 | 2012.01.04 16:30 | close | 3 | 0.10 | 1.29192 | 0.00000 | 0.00000 | 59.50 | 1120.67 |
11 | 2012.01.05 10:00 | sell | 6 | 0.10 | 1.28727 | 0.00000 | 0.00000 | ||
12 | 2012.01.05 10:15 | sell | 7 | 0.10 | 1.28701 | 0.00000 | 0.00000 | ||
13 | 2012.01.05 10:30 | sell | 8 | 0.10 | 1.28748 | 0.00000 | 0.00000 | ||
14 | 2012.01.05 11:00 | sell | 9 | 0.10 | 1.28676 | 0.00000 | 0.00000 | ||
15 | 2012.01.05 12:00 | sell | 10 | 0.10 | 1.28318 | 0.00000 | 0.00000 | ||
16 | 2012.01.05 15:00 | close | 10 | 0.10 | 1.28143 | 0.00000 | 0.00000 | 17.50 | 1138.17 |
17 | 2012.01.05 15:00 | close | 9 | 0.10 | 1.28143 | 0.00000 | 0.00000 | 53.30 | 1191.47 |
18 | 2012.01.05 15:00 | close | 8 | 0.10 | 1.28143 | 0.00000 | 0.00000 | 60.50 | 1251.97 |
19 | 2012.01.05 15:00 | close | 7 | 0.10 | 1.28143 | 0.00000 | 0.00000 | 55.80 | 1307.77 |
20 | 2012.01.06 06:15 | close | 6 | 0.10 | 1.27678 | 0.00000 | 0.00000 | 104.78 | 1412.55 |
21 | 2012.01.06 14:45 | sell | 11 | 0.10 | 1.27381 | 0.00000 | 0.00000 | ||
22 | 2012.01.06 15:00 | sell | 12 | 0.10 | 1.27316 | 0.00000 | 0.00000 | ||
23 | 2012.01.06 15:15 | close | 12 | 0.10 | 1.27590 | 0.00000 | 0.00000 | -27.40 | 1385.15 |
24 | 2012.01.06 15:15 | close | 11 | 0.10 | 1.27590 | 0.00000 | 0.00000 | -20.90 | 1364.25 |
25 | 2012.01.06 15:45 | sell | 13 | 0.10 | 1.27229 | 0.00000 | 0.00000 | ||
26 | 2012.01.09 00:45 | close | 13 | 0.10 | 1.26720 | 0.00000 | 0.00000 | 50.78 | 1415.03 |
27 | 2012.01.09 09:45 | buy | 14 | 0.10 | 1.27667 | 0.00000 | 0.00000 | ||
28 | 2012.01.09 14:00 | close | 14 | 0.10 | 1.27388 | 0.00000 | 0.00000 | -27.90 | 1387.13 |
29 | 2012.01.10 10:30 | buy | 15 | 0.10 | 1.27957 | 0.00000 | 0.00000 | ||
30 | 2012.01.10 13:00 | close | 15 | 0.10 | 1.27686 | 0.00000 | 0.00000 | -27.10 | 1360.03 |
31 | 2012.01.11 12:30 | sell | 16 | 0.10 | 1.26997 | 0.00000 | 0.00000 | ||
32 | 2012.01.11 12:45 | sell | 17 | 0.10 | 1.27051 | 0.00000 | 0.00000 | ||
33 | 2012.01.11 13:00 | sell | 18 | 0.10 | 1.26991 | 0.00000 | 0.00000 | ||
34 | 2012.01.11 13:15 | sell | 19 | 0.10 | 1.26948 | 0.00000 | 0.00000 | ||
35 | 2012.01.11 14:00 | close | 19 | 0.10 | 1.27196 | 0.00000 | 0.00000 | -24.80 | 1335.23 |
36 | 2012.01.11 14:00 | close | 18 | 0.10 | 1.27196 | 0.00000 | 0.00000 | -20.50 | 1314.73 |
37 | 2012.01.11 14:00 | close | 17 | 0.10 | 1.27196 | 0.00000 | 0.00000 | -14.50 | 1300.23 |
38 | 2012.01.12 03:45 | close | 16 | 0.10 | 1.27257 | 0.00000 | 0.00000 | -26.35 | 1273.88 |
39 | 2012.01.12 15:30 | buy | 20 | 0.10 | 1.27980 | 0.00000 | 0.00000 | ||
40 | 2012.01.12 15:45 | buy | 21 | 0.10 | 1.27921 | 0.00000 | 0.00000 | ||
41 | 2012.01.12 16:00 | buy | 22 | 0.10 | 1.28201 | 0.00000 | 0.00000 | ||
42 | 2012.01.12 16:15 | buy | 23 | 0.10 | 1.28136 | 0.00000 | 0.00000 | ||
43 | 2012.01.12 16:45 | close | 23 | 0.10 | 1.27917 | 0.00000 | 0.00000 | -21.90 | 1251.98 |
44 | 2012.01.13 07:15 | close | 22 | 0.10 | 1.28668 | 0.00000 | 0.00000 | 46.58 | 1298.56 |
45 | 2012.01.13 07:15 | close | 21 | 0.10 | 1.28668 | 0.00000 | 0.00000 | 74.58 | 1373.14 |
46 | 2012.01.13 10:45 | close | 20 | 0.10 | 1.28177 | 0.00000 | 0.00000 | 19.58 | 1392.72 |
47 | 2012.01.13 11:45 | sell | 24 | 0.20 | 1.27834 | 0.00000 | 0.00000 | ||
48 | 2012.01.13 13:00 | close | 24 | 0.10 | 1.27837 | 0.00000 | 0.00000 | -0.30 | 1392.42 |
49 | 2012.01.13 13:00 | sell | 25 | 0.10 | 1.27834 | 0.00000 | 0.00000 | ||
50 | 2012.01.13 14:06 | close at stop | 25 | 0.10 | 1.27817 | 0.00000 | 0.00000 | 1.70 | 1394.12 |