Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 15 Minutes (M15) 2009.01.02 06:00 - 2009.05.29 22:45 (2009.01.01 - 2009.05.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | DrawFibo=true; MethodHedge1=0; MethodHedge2=100; MethodHedge3=63; M30XValue=5.4545; HedgeLots_=2.5; XPipsFiboEntry=1; HedX_3rdHedge_Pips=1; HedX_4thHedge_Pips=1; XpipsSMA=2; Range=10; LockPipsEnabled=true; | ||||
Bars in test | 10840 | Ticks modelled | 2621047 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -677.66 | Gross profit | 3169.84 | Gross loss | -3847.50 |
Profit factor | 0.82 | Expected payoff | -23.37 | ||
Absolute drawdown | 2506.75 | Maximal drawdown | 2749.14 (26.84%) | Relative drawdown | 26.84% (2749.14) |
Total trades | 29 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
Largest | profit trade | 791.12 | loss trade | -769.76 | |
Average | profit trade | 144.08 | loss trade | -549.64 | |
Maximum | consecutive wins (profit in money) | 7 (671.30) | consecutive losses (loss in money) | 2 (-1131.90) | |
Maximal | consecutive profit (count of wins) | 830.25 (3) | consecutive loss (count of losses) | -1131.90 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.15 09:43 | buy | 1 | 2.50 | 1.24956 | 0.00000 | 1.24966 | ||
2 | 2009.01.15 10:32 | close | 1 | 2.50 | 1.24692 | 0.00000 | 1.24966 | -529.30 | 9470.70 |
3 | 2009.01.15 10:32 | sell | 2 | 5.00 | 1.24692 | 1.24956 | 1.24555 | ||
4 | 2009.01.15 10:32 | buy stop | 3 | 10.00 | 1.24956 | 1.24692 | 1.25093 | ||
5 | 2009.01.15 10:38 | t/p | 2 | 5.00 | 1.24555 | 1.24956 | 1.24555 | 549.99 | 10020.69 |
6 | 2009.01.15 10:38 | delete | 3 | 10.00 | 1.24956 | 1.24692 | 1.25093 | ||
7 | 2009.01.22 20:12 | sell | 4 | 2.50 | 1.25463 | 0.00000 | 1.25453 | ||
8 | 2009.01.22 20:12 | t/p | 4 | 2.50 | 1.25453 | 0.00000 | 1.25453 | 19.93 | 10040.62 |
9 | 2009.01.22 20:30 | sell | 5 | 2.50 | 1.25447 | 0.00000 | 1.25437 | ||
10 | 2009.01.22 20:30 | t/p | 5 | 2.50 | 1.25437 | 0.00000 | 1.25437 | 19.93 | 10060.55 |
11 | 2009.02.03 01:15 | buy | 6 | 2.50 | 1.24510 | 0.00000 | 1.24520 | ||
12 | 2009.02.03 01:54 | t/p | 6 | 2.50 | 1.24520 | 0.00000 | 1.24520 | 20.08 | 10080.63 |
13 | 2009.02.04 05:54 | sell | 7 | 2.50 | 1.23045 | 0.00000 | 1.23035 | ||
14 | 2009.02.04 06:03 | t/p | 7 | 2.50 | 1.23035 | 0.00000 | 1.23035 | 20.32 | 10100.95 |
15 | 2009.02.09 00:01 | sell | 8 | 2.50 | 1.21828 | 0.00000 | 1.21818 | ||
16 | 2009.02.09 01:45 | t/p | 8 | 2.50 | 1.21818 | 0.00000 | 1.21818 | 20.52 | 10121.47 |
17 | 2009.02.09 18:02 | sell | 9 | 2.50 | 1.21820 | 0.00000 | 1.21810 | ||
18 | 2009.02.09 18:03 | t/p | 9 | 2.50 | 1.21810 | 0.00000 | 1.21810 | 20.53 | 10142.00 |
19 | 2009.02.26 09:00 | buy | 10 | 2.50 | 1.25750 | 0.00000 | 1.25760 | ||
20 | 2009.02.26 09:30 | close | 10 | 2.50 | 1.25364 | 0.00000 | 1.25760 | -769.76 | 9372.24 |
21 | 2009.02.26 09:30 | sell | 11 | 5.00 | 1.25364 | 1.25750 | 1.25166 | ||
22 | 2009.02.26 09:30 | buy stop | 12 | 10.00 | 1.25750 | 1.25364 | 1.25948 | ||
23 | 2009.02.26 10:47 | t/p | 11 | 5.00 | 1.25166 | 1.25750 | 1.25166 | 791.12 | 10163.36 |
24 | 2009.02.26 10:47 | delete | 12 | 10.00 | 1.25750 | 1.25364 | 1.25948 | ||
25 | 2009.03.02 00:00 | buy | 13 | 2.50 | 1.27740 | 0.00000 | 1.27750 | ||
26 | 2009.03.02 00:00 | t/p | 13 | 2.50 | 1.27750 | 0.00000 | 1.27750 | 19.57 | 10182.93 |
27 | 2009.03.02 00:03 | buy | 14 | 2.50 | 1.27743 | 0.00000 | 1.27753 | ||
28 | 2009.03.02 00:07 | t/p | 14 | 2.50 | 1.27753 | 0.00000 | 1.27753 | 19.56 | 10202.49 |
29 | 2009.03.19 06:14 | sell | 15 | 2.50 | 1.24567 | 0.00000 | 1.24557 | ||
30 | 2009.03.19 06:49 | close | 15 | 2.50 | 1.24697 | 0.00000 | 1.24557 | -260.63 | 9941.86 |
31 | 2009.03.19 06:49 | buy | 16 | 5.00 | 1.24697 | 1.24567 | 1.24767 | ||
32 | 2009.03.19 06:49 | sell stop | 17 | 10.00 | 1.24567 | 0.00000 | 1.24497 | ||
33 | 2009.03.19 06:49 | t/p | 16 | 5.00 | 1.24767 | 1.24567 | 1.24767 | 280.46 | 10222.32 |
34 | 2009.03.19 06:49 | delete | 17 | 10.00 | 1.24567 | 0.00000 | 1.24497 | ||
35 | 2009.03.19 07:41 | sell | 18 | 2.50 | 1.24568 | 0.00000 | 1.24558 | ||
36 | 2009.03.19 07:42 | t/p | 18 | 2.50 | 1.24558 | 0.00000 | 1.24558 | 20.07 | 10242.39 |
37 | 2009.03.19 07:44 | sell | 19 | 2.50 | 1.24510 | 0.00000 | 1.24500 | ||
38 | 2009.03.19 07:55 | close | 19 | 2.50 | 1.24698 | 0.00000 | 1.24500 | -376.91 | 9865.48 |
39 | 2009.03.19 07:55 | buy | 20 | 5.00 | 1.24698 | 1.24510 | 1.24797 | ||
40 | 2009.03.19 07:55 | sell stop | 21 | 10.00 | 1.24510 | 0.00000 | 1.24411 | ||
41 | 2009.03.19 08:05 | s/l | 20 | 5.00 | 1.24510 | 1.24510 | 1.24797 | -754.99 | 9110.49 |
42 | 2009.03.19 08:05 | delete | 21 | 10.00 | 1.24510 | 0.00000 | 1.24411 | ||
43 | 2009.03.19 08:05 | buy stop | 22 | 20.00 | 1.24698 | 1.24510 | 1.24797 | ||
44 | 2009.03.19 08:09 | delete | 22 | 20.00 | 1.24698 | 1.24510 | 1.24797 | ||
45 | 2009.03.19 08:09 | sell stop | 23 | 40.00 | 1.24510 | 0.00000 | 1.24411 | ||
46 | 2009.03.19 08:13 | delete | 23 | 40.00 | 1.24510 | 0.00000 | 1.24411 | ||
47 | 2009.03.19 08:13 | buy stop | 24 | 80.00 | 1.24698 | 1.24510 | 1.24797 | ||
48 | 2009.03.19 08:36 | delete | 24 | 80.00 | 1.24698 | 1.24510 | 1.24797 | ||
49 | 2009.03.19 08:36 | sell stop | 25 | 160.00 | 1.24510 | 0.00000 | 1.24411 | ||
50 | 2009.03.19 08:36 | delete | 25 | 160.00 | 1.24510 | 0.00000 | 1.24411 | ||
51 | 2009.03.19 08:36 | buy stop | 26 | 320.00 | 1.24698 | 1.24510 | 1.24797 | ||
52 | 2009.03.30 06:27 | delete | 26 | 320.00 | 1.24698 | 1.24510 | 1.24797 | ||
53 | 2009.03.30 06:27 | sell stop | 27 | 640.00 | 1.24510 | 0.00000 | 1.24411 | ||
54 | 2009.03.31 18:59 | buy | 28 | 2.50 | 1.26253 | 0.00000 | 1.26263 | ||
55 | 2009.03.31 19:01 | t/p | 28 | 2.50 | 1.26263 | 0.00000 | 1.26263 | 19.80 | 9130.29 |
56 | 2009.03.31 19:01 | delete | 27 | 640.00 | 1.24510 | 0.00000 | 1.24411 | ||
57 | 2009.03.31 19:06 | buy | 29 | 2.50 | 1.26288 | 0.00000 | 1.26298 | ||
58 | 2009.03.31 19:31 | t/p | 29 | 2.50 | 1.26298 | 0.00000 | 1.26298 | 19.79 | 9150.08 |
59 | 2009.03.31 20:00 | buy | 30 | 2.50 | 1.26294 | 0.00000 | 1.26304 | ||
60 | 2009.03.31 20:13 | close | 30 | 2.50 | 1.26041 | 0.00000 | 1.26304 | -501.82 | 8648.26 |
61 | 2009.03.31 20:13 | sell | 31 | 5.00 | 1.26041 | 1.26294 | 1.25909 | ||
62 | 2009.03.31 20:13 | buy stop | 32 | 10.00 | 1.26294 | 1.26041 | 1.26426 | ||
63 | 2009.03.31 20:51 | t/p | 31 | 5.00 | 1.25909 | 1.26294 | 1.25909 | 524.20 | 9172.46 |
64 | 2009.03.31 20:51 | delete | 32 | 10.00 | 1.26294 | 1.26041 | 1.26426 | ||
65 | 2009.04.06 00:10 | sell | 33 | 2.50 | 1.22889 | 0.00000 | 1.22879 | ||
66 | 2009.04.06 00:15 | t/p | 33 | 2.50 | 1.22879 | 0.00000 | 1.22879 | 20.35 | 9192.81 |
67 | 2009.04.10 00:07 | sell | 34 | 2.50 | 1.22368 | 0.00000 | 1.22358 | ||
68 | 2009.04.10 02:07 | close | 34 | 2.50 | 1.22689 | 0.00000 | 1.22358 | -654.09 | 8538.72 |
69 | 2009.04.10 02:07 | buy | 35 | 5.00 | 1.22689 | 1.22368 | 1.22855 | ||
70 | 2009.04.10 02:07 | sell stop | 36 | 10.00 | 1.22368 | 0.00000 | 1.22202 | ||
71 | 2009.04.10 11:30 | t/p | 35 | 5.00 | 1.22855 | 1.22368 | 1.22855 | 675.59 | 9214.31 |
72 | 2009.04.10 11:30 | delete | 36 | 10.00 | 1.22368 | 0.00000 | 1.22202 | ||
73 | 2009.05.04 02:38 | sell | 37 | 2.50 | 1.18372 | 0.00000 | 1.18362 | ||
74 | 2009.05.04 02:40 | t/p | 37 | 2.50 | 1.18362 | 0.00000 | 1.18362 | 21.12 | 9235.43 |
75 | 2009.05.11 00:01 | sell | 38 | 2.50 | 1.14855 | 0.00000 | 1.14845 | ||
76 | 2009.05.11 04:52 | t/p | 38 | 2.50 | 1.14845 | 0.00000 | 1.14845 | 21.77 | 9257.20 |
77 | 2009.05.18 02:19 | buy | 39 | 2.50 | 1.18062 | 0.00000 | 1.18072 | ||
78 | 2009.05.18 02:29 | t/p | 39 | 2.50 | 1.18072 | 0.00000 | 1.18072 | 21.18 | 9278.38 |
79 | 2009.05.19 08:37 | sell | 40 | 2.50 | 1.16011 | 0.00000 | 1.16001 | ||
80 | 2009.05.19 08:38 | t/p | 40 | 2.50 | 1.16001 | 0.00000 | 1.16001 | 21.55 | 9299.93 |
81 | 2009.05.27 00:49 | sell | 41 | 2.50 | 1.11559 | 0.00000 | 1.11549 | ||
82 | 2009.05.27 01:26 | t/p | 41 | 2.50 | 1.11549 | 0.00000 | 1.11549 | 22.41 | 9322.34 |