Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2012.08.31 19:15 - 2013.02.26 15:49 | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | b="тип входа"; enter=0; b1="Параметры BB"; bolinger_per=150; bolinger_deviation_yellow=2; r1="Фильтр по RSI"; RSIFilter=0; rsi_period=18; rsi_ur=70; r2="Фильтр по Stohastic"; StohasticFilter=1; stohastic_period=16; stohastic_ur=95; сx="Закрытие между линиями"; close_type=5; sf="Для теста по тикам"; shift=1; з2="Стандартные параметры"; EA_Magic=12354; InpLots=0.1; InpTakeProfit=200; InpStopLoss=200; onebuy=1; | ||||
Bars in test | 35742 | Ticks modelled | 71384 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 300.00 | ||||
Total net profit | 1573.60 | Gross profit | 2279.17 | Gross loss | -705.57 |
Profit factor | 3.23 | Expected payoff | 44.96 | ||
Absolute drawdown | 109.89 | Maximal drawdown | 296.45 (20.41%) | Relative drawdown | 49.22% (184.26) |
Total trades | 35 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
Largest | profit trade | 200.11 | loss trade | -199.85 | |
Average | profit trade | 91.17 | loss trade | -70.56 | |
Maximum | consecutive wins (profit in money) | 6 (657.60) | consecutive losses (loss in money) | 3 (-351.79) | |
Maximal | consecutive profit (count of wins) | 657.60 (6) | consecutive loss (count of losses) | -351.79 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.09.03 18:05 | sell | 1 | 0.10 | 1.25966 | 0.00000 | 0.00000 | ||
2 | 2012.09.03 18:05 | modify | 1 | 0.10 | 1.25966 | 1.27966 | 1.23966 | ||
3 | 2012.09.05 02:50 | close | 1 | 0.10 | 1.25297 | 1.27966 | 1.23966 | 66.98 | 366.98 |
4 | 2012.09.13 21:15 | sell | 2 | 0.10 | 1.29877 | 0.00000 | 0.00000 | ||
5 | 2012.09.13 21:15 | modify | 2 | 0.10 | 1.29877 | 1.31877 | 1.27877 | ||
6 | 2012.09.18 12:45 | buy | 3 | 0.10 | 1.30610 | 0.00000 | 0.00000 | ||
7 | 2012.09.18 12:45 | modify | 3 | 0.10 | 1.30610 | 1.28610 | 1.32610 | ||
8 | 2012.09.19 07:10 | close | 3 | 0.10 | 1.30667 | 1.28610 | 1.32610 | 5.52 | 372.50 |
9 | 2012.09.20 05:40 | buy | 4 | 0.10 | 1.30289 | 0.00000 | 0.00000 | ||
10 | 2012.09.20 05:40 | modify | 4 | 0.10 | 1.30289 | 1.28289 | 1.32289 | ||
11 | 2012.09.21 11:45 | close | 4 | 0.10 | 1.30257 | 1.28289 | 1.32289 | -3.38 | 369.12 |
12 | 2012.09.28 17:10 | close | 2 | 0.10 | 1.28870 | 1.31877 | 1.27877 | 101.27 | 470.39 |
13 | 2012.09.28 17:20 | buy | 5 | 0.10 | 1.28631 | 0.00000 | 0.00000 | ||
14 | 2012.09.28 17:20 | modify | 5 | 0.10 | 1.28631 | 1.26631 | 1.30631 | ||
15 | 2012.10.01 10:55 | sell | 6 | 0.10 | 1.28735 | 0.00000 | 0.00000 | ||
16 | 2012.10.01 10:55 | modify | 6 | 0.10 | 1.28735 | 1.30735 | 1.26735 | ||
17 | 2012.10.05 10:10 | close | 6 | 0.10 | 1.29981 | 1.30735 | 1.26735 | -124.37 | 346.02 |
18 | 2012.10.05 16:05 | close | 5 | 0.10 | 1.30368 | 1.26631 | 1.30631 | 172.47 | 518.48 |
19 | 2012.10.05 16:35 | sell | 7 | 0.10 | 1.30426 | 0.00000 | 0.00000 | ||
20 | 2012.10.05 16:35 | modify | 7 | 0.10 | 1.30426 | 1.32426 | 1.28426 | ||
21 | 2012.10.09 10:30 | buy | 8 | 0.10 | 1.29452 | 0.00000 | 0.00000 | ||
22 | 2012.10.09 10:30 | modify | 8 | 0.10 | 1.29452 | 1.27452 | 1.31452 | ||
23 | 2012.10.09 10:35 | close | 7 | 0.10 | 1.29381 | 1.32426 | 1.28426 | 104.58 | 623.06 |
24 | 2012.10.12 10:20 | close | 8 | 0.10 | 1.29648 | 1.27452 | 1.31452 | 18.72 | 641.78 |
25 | 2012.10.15 03:30 | buy | 9 | 0.10 | 1.29167 | 0.00000 | 0.00000 | ||
26 | 2012.10.15 03:30 | modify | 9 | 0.10 | 1.29167 | 1.27167 | 1.31167 | ||
27 | 2012.10.17 01:00 | sell | 10 | 0.10 | 1.30971 | 0.00000 | 0.00000 | ||
28 | 2012.10.17 01:00 | modify | 10 | 0.10 | 1.30971 | 1.32971 | 1.28971 | ||
29 | 2012.10.17 02:30 | t/p | 9 | 0.10 | 1.31167 | 1.27167 | 1.31167 | 199.65 | 841.43 |
30 | 2012.10.19 09:45 | close | 10 | 0.10 | 1.30499 | 1.32971 | 1.28971 | 47.35 | 888.78 |
31 | 2012.10.24 10:40 | buy | 11 | 0.10 | 1.29648 | 0.00000 | 0.00000 | ||
32 | 2012.10.24 10:40 | modify | 11 | 0.10 | 1.29648 | 1.27648 | 1.31648 | ||
33 | 2012.10.25 09:00 | sell | 12 | 0.10 | 1.30001 | 0.00000 | 0.00000 | ||
34 | 2012.10.25 09:00 | modify | 12 | 0.10 | 1.30001 | 1.32001 | 1.28001 | ||
35 | 2012.10.26 13:45 | close | 12 | 0.10 | 1.28853 | 1.32001 | 1.28001 | 114.84 | 1003.62 |
36 | 2012.10.30 09:10 | close | 11 | 0.10 | 1.29332 | 1.27648 | 1.31648 | -32.66 | 970.96 |
37 | 2012.10.31 10:10 | sell | 13 | 0.10 | 1.29834 | 0.00000 | 0.00000 | ||
38 | 2012.10.31 10:10 | modify | 13 | 0.10 | 1.29834 | 1.31834 | 1.27834 | ||
39 | 2012.11.01 09:25 | close | 13 | 0.10 | 1.29338 | 1.31834 | 1.27834 | 49.71 | 1020.67 |
40 | 2012.11.07 05:40 | sell | 14 | 0.10 | 1.28394 | 0.00000 | 0.00000 | ||
41 | 2012.11.07 05:40 | modify | 14 | 0.10 | 1.28394 | 1.30394 | 1.26394 | ||
42 | 2012.11.16 12:15 | buy | 15 | 0.10 | 1.27281 | 0.00000 | 0.00000 | ||
43 | 2012.11.16 12:15 | modify | 15 | 0.10 | 1.27281 | 1.25281 | 1.29281 | ||
44 | 2012.11.19 17:45 | close | 15 | 0.10 | 1.28029 | 1.25281 | 1.29281 | 74.62 | 1095.30 |
45 | 2012.11.21 05:40 | close | 14 | 0.10 | 1.27806 | 1.30394 | 1.26394 | 59.33 | 1154.63 |
46 | 2012.11.21 05:45 | buy | 16 | 0.10 | 1.27755 | 0.00000 | 0.00000 | ||
47 | 2012.11.21 05:45 | modify | 16 | 0.10 | 1.27755 | 1.25755 | 1.29755 | ||
48 | 2012.11.23 17:05 | sell | 17 | 0.10 | 1.29439 | 0.00000 | 0.00000 | ||
49 | 2012.11.23 17:05 | modify | 17 | 0.10 | 1.29439 | 1.31439 | 1.27439 | ||
50 | 2012.11.23 19:10 | t/p | 16 | 0.10 | 1.29755 | 1.25755 | 1.29755 | 199.30 | 1353.92 |
51 | 2012.11.28 13:15 | buy | 18 | 0.10 | 1.29032 | 0.00000 | 0.00000 | ||
52 | 2012.11.28 13:15 | modify | 18 | 0.10 | 1.29032 | 1.27032 | 1.31032 | ||
53 | 2012.12.04 16:00 | t/p | 18 | 0.10 | 1.31032 | 1.27032 | 1.31032 | 198.94 | 1552.87 |
54 | 2012.12.06 03:00 | buy | 19 | 0.10 | 1.30565 | 0.00000 | 0.00000 | ||
55 | 2012.12.06 03:00 | modify | 19 | 0.10 | 1.30565 | 1.28565 | 1.32565 | ||
56 | 2012.12.06 17:05 | close | 17 | 0.10 | 1.29949 | 1.31439 | 1.27439 | -50.51 | 1502.36 |
57 | 2012.12.11 06:30 | close | 19 | 0.10 | 1.29556 | 1.28565 | 1.32565 | -101.43 | 1400.93 |
58 | 2012.12.13 09:05 | sell | 20 | 0.10 | 1.30976 | 0.00000 | 0.00000 | ||
59 | 2012.12.13 09:05 | modify | 20 | 0.10 | 1.30976 | 1.32976 | 1.28976 | ||
60 | 2012.12.19 14:50 | s/l | 20 | 0.10 | 1.32976 | 1.32976 | 1.28976 | -199.85 | 1201.08 |
61 | 2012.12.20 12:40 | sell | 21 | 0.10 | 1.32462 | 0.00000 | 0.00000 | ||
62 | 2012.12.20 12:40 | modify | 21 | 0.10 | 1.32462 | 1.34462 | 1.30462 | ||
63 | 2012.12.21 03:20 | buy | 22 | 0.10 | 1.31968 | 0.00000 | 0.00000 | ||
64 | 2012.12.21 03:20 | modify | 22 | 0.10 | 1.31968 | 1.29968 | 1.33968 | ||
65 | 2012.12.24 10:25 | close | 22 | 0.10 | 1.32095 | 1.29968 | 1.33968 | 12.52 | 1213.60 |
66 | 2012.12.28 11:00 | close | 21 | 0.10 | 1.32118 | 1.34462 | 1.30462 | 34.70 | 1248.31 |
67 | 2013.01.02 07:25 | sell | 23 | 0.10 | 1.32704 | 0.00000 | 0.00000 | ||
68 | 2013.01.02 07:25 | modify | 23 | 0.10 | 1.32704 | 1.34704 | 1.30704 | ||
69 | 2013.01.03 21:10 | t/p | 23 | 0.10 | 1.30704 | 1.34704 | 1.30704 | 200.11 | 1448.42 |
70 | 2013.01.14 04:20 | sell | 24 | 0.10 | 1.33938 | 0.00000 | 0.00000 | ||
71 | 2013.01.14 04:20 | modify | 24 | 0.10 | 1.33938 | 1.35938 | 1.31938 | ||
72 | 2013.01.15 14:35 | buy | 25 | 0.10 | 1.33201 | 0.00000 | 0.00000 | ||
73 | 2013.01.15 14:35 | modify | 25 | 0.10 | 1.33201 | 1.31201 | 1.35201 | ||
74 | 2013.01.17 10:50 | close | 25 | 0.10 | 1.33392 | 1.31201 | 1.35201 | 18.40 | 1466.82 |
75 | 2013.01.18 11:25 | close | 24 | 0.10 | 1.33387 | 1.35938 | 1.31938 | 55.33 | 1522.14 |
76 | 2013.01.24 18:15 | sell | 26 | 0.10 | 1.33888 | 0.00000 | 0.00000 | ||
77 | 2013.01.24 18:15 | modify | 26 | 0.10 | 1.33888 | 1.35888 | 1.31888 | ||
78 | 2013.01.28 10:05 | buy | 27 | 0.10 | 1.34319 | 0.00000 | 0.00000 | ||
79 | 2013.01.28 10:05 | modify | 27 | 0.10 | 1.34319 | 1.32319 | 1.36319 | ||
80 | 2013.01.29 13:15 | close | 26 | 0.10 | 1.34173 | 1.35888 | 1.31888 | -28.39 | 1493.75 |
81 | 2013.01.30 09:25 | close | 27 | 0.10 | 1.35048 | 1.32319 | 1.36319 | 72.55 | 1566.30 |
82 | 2013.01.30 12:35 | sell | 28 | 0.10 | 1.35438 | 0.00000 | 0.00000 | ||
83 | 2013.01.30 12:35 | modify | 28 | 0.10 | 1.35438 | 1.37438 | 1.33438 | ||
84 | 2013.01.31 09:05 | close | 28 | 0.10 | 1.35489 | 1.37438 | 1.33438 | -4.99 | 1561.32 |
85 | 2013.02.01 18:20 | sell | 29 | 0.10 | 1.37047 | 0.00000 | 0.00000 | ||
86 | 2013.02.01 18:20 | modify | 29 | 0.10 | 1.37047 | 1.39047 | 1.35047 | ||
87 | 2013.02.05 00:50 | t/p | 29 | 0.10 | 1.35047 | 1.39047 | 1.35047 | 200.08 | 1761.39 |
88 | 2013.02.05 11:15 | sell | 30 | 0.10 | 1.35399 | 0.00000 | 0.00000 | ||
89 | 2013.02.05 11:15 | modify | 30 | 0.10 | 1.35399 | 1.37399 | 1.33399 | ||
90 | 2013.02.06 08:05 | buy | 31 | 0.10 | 1.35624 | 0.00000 | 0.00000 | ||
91 | 2013.02.06 08:05 | modify | 31 | 0.10 | 1.35624 | 1.33624 | 1.37624 | ||
92 | 2013.02.06 09:40 | close | 30 | 0.10 | 1.35333 | 1.37399 | 1.33399 | 6.64 | 1768.03 |
93 | 2013.02.07 08:40 | sell | 32 | 0.10 | 1.35364 | 0.00000 | 0.00000 | ||
94 | 2013.02.07 08:40 | modify | 32 | 0.10 | 1.35364 | 1.37364 | 1.33364 | ||
95 | 2013.02.07 10:25 | close | 31 | 0.10 | 1.35644 | 1.33624 | 1.37624 | 1.47 | 1769.50 |
96 | 2013.02.14 09:00 | close | 32 | 0.10 | 1.34158 | 1.37364 | 1.33364 | 120.86 | 1890.36 |
97 | 2013.02.14 09:15 | buy | 33 | 0.10 | 1.34030 | 0.00000 | 0.00000 | ||
98 | 2013.02.14 09:15 | modify | 33 | 0.10 | 1.34030 | 1.32030 | 1.36030 | ||
99 | 2013.02.15 08:35 | close | 33 | 0.10 | 1.33869 | 1.32030 | 1.36030 | -16.28 | 1874.09 |
100 | 2013.02.21 10:40 | buy | 34 | 0.10 | 1.32142 | 0.00000 | 0.00000 | ||
101 | 2013.02.21 10:40 | modify | 34 | 0.10 | 1.32142 | 1.30142 | 1.34142 | ||
102 | 2013.02.25 08:45 | sell | 35 | 0.10 | 1.32155 | 0.00000 | 0.00000 | ||
103 | 2013.02.25 08:45 | modify | 35 | 0.10 | 1.32155 | 1.34155 | 1.30155 | ||
104 | 2013.02.26 15:49 | close at stop | 35 | 0.10 | 1.30723 | 1.34155 | 1.30155 | 143.24 | 2017.33 |
105 | 2013.02.26 15:49 | close at stop | 34 | 0.10 | 1.30710 | 1.30142 | 1.34142 | -143.73 | 1873.60 |