Symbol | USDCHF (Swiss Franc vs US Dollar) | ||||
Period | 1 Hour (H1) 2008.03.02 23:00 - 2008.06.09 23:00 (2008.03.01 - 2008.06.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 2719 | Ticks modelled | 532814 | Modelling quality | n/a |
Mismatched charts errors | 1458 | ||||
Initial deposit | 3000.00 | ||||
Total net profit | 7421.11 | Gross profit | 8150.49 | Gross loss | -729.38 |
Profit factor | 11.17 | Expected payoff | 255.90 | ||
Absolute drawdown | 2176.83 | Maximal drawdown | 3022.07 (43.69%) | Relative drawdown | 74.68% (2428.30) |
Total trades | 29 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 17 (94.12%) |
Profit trades (% of total) | 27 (93.10%) | Loss trades (% of total) | 2 (6.90%) | ||
Largest | profit trade | 756.22 | loss trade | -449.25 | |
Average | profit trade | 301.87 | loss trade | -364.69 | |
Maximum | consecutive wins (profit in money) | 13 (4078.21) | consecutive losses (loss in money) | 1 (-449.25) | |
Maximal | consecutive profit (count of wins) | 4078.21 (13) | consecutive loss (count of losses) | -449.25 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.03.03 00:39 | sell | 1 | 2.00 | 1.0352 | 0.0000 | 0.0000 | ||
2 | 2008.03.03 01:02 | close | 1 | 2.00 | 1.0339 | 0.0000 | 0.0000 | 251.47 | 3251.47 |
3 | 2008.03.03 16:36 | sell | 2 | 2.00 | 1.0333 | 0.0000 | 0.0000 | ||
4 | 2008.03.05 15:38 | sell | 3 | 4.00 | 1.0361 | 0.0000 | 0.0000 | ||
5 | 2008.03.05 16:26 | close | 3 | 4.00 | 1.0346 | 0.0000 | 0.0000 | 579.93 | 3831.40 |
6 | 2008.03.05 16:26 | close | 2 | 2.00 | 1.0346 | 0.0000 | 0.0000 | -280.13 | 3551.27 |
7 | 2008.03.06 10:58 | sell | 4 | 2.00 | 1.0304 | 0.0000 | 0.0000 | ||
8 | 2008.03.06 12:05 | close | 4 | 2.00 | 1.0291 | 0.0000 | 0.0000 | 252.65 | 3803.92 |
9 | 2008.03.11 08:25 | buy | 5 | 2.00 | 1.0219 | 0.0000 | 0.0000 | ||
10 | 2008.03.11 14:34 | close | 5 | 2.00 | 1.0233 | 0.0000 | 0.0000 | 273.62 | 4077.54 |
11 | 2008.03.11 14:46 | buy | 6 | 2.00 | 1.0279 | 0.0000 | 0.0000 | ||
12 | 2008.03.11 14:52 | close | 6 | 2.00 | 1.0292 | 0.0000 | 0.0000 | 252.62 | 4330.16 |
13 | 2008.03.16 23:33 | sell | 7 | 2.00 | 0.9954 | 0.0000 | 0.0000 | ||
14 | 2008.03.16 23:46 | close | 7 | 2.00 | 0.9936 | 0.0000 | 0.0000 | 362.32 | 4692.48 |
15 | 2008.03.20 11:39 | buy | 8 | 2.00 | 1.0127 | 0.0000 | 0.0000 | ||
16 | 2008.03.20 11:47 | close | 8 | 2.00 | 1.0141 | 0.0000 | 0.0000 | 276.11 | 4968.59 |
17 | 2008.03.24 12:15 | sell | 9 | 2.00 | 1.0147 | 0.0000 | 0.0000 | ||
18 | 2008.03.24 13:14 | close | 9 | 2.00 | 1.0134 | 0.0000 | 0.0000 | 256.56 | 5225.15 |
19 | 2008.03.24 16:43 | buy | 10 | 2.00 | 1.0230 | 0.0000 | 0.0000 | ||
20 | 2008.03.24 17:03 | close | 10 | 2.00 | 1.0243 | 0.0000 | 0.0000 | 253.83 | 5478.98 |
21 | 2008.03.25 04:55 | sell | 11 | 2.00 | 1.0129 | 0.0000 | 0.0000 | ||
22 | 2008.03.25 06:11 | close | 11 | 2.00 | 1.0116 | 0.0000 | 0.0000 | 257.02 | 5736.00 |
23 | 2008.03.26 11:42 | sell | 12 | 2.00 | 0.9993 | 0.0000 | 0.0000 | ||
24 | 2008.03.26 11:43 | close | 12 | 2.00 | 0.9977 | 0.0000 | 0.0000 | 320.74 | 6056.74 |
25 | 2008.04.01 08:40 | buy | 13 | 2.00 | 0.9978 | 0.0000 | 0.0000 | ||
26 | 2008.04.01 09:21 | close | 13 | 2.00 | 0.9992 | 0.0000 | 0.0000 | 280.22 | 6336.96 |
27 | 2008.04.01 09:47 | buy | 14 | 2.00 | 1.0032 | 0.0000 | 0.0000 | ||
28 | 2008.04.01 12:33 | close | 14 | 2.00 | 1.0046 | 0.0000 | 0.0000 | 278.72 | 6615.68 |
29 | 2008.04.08 03:11 | sell | 15 | 2.00 | 1.0107 | 0.0000 | 0.0000 | ||
30 | 2008.04.08 03:25 | close | 15 | 2.00 | 1.0094 | 0.0000 | 0.0000 | 257.58 | 6873.26 |
31 | 2008.04.13 23:02 | buy | 16 | 2.00 | 1.0073 | 0.0000 | 0.0000 | ||
32 | 2008.04.15 15:36 | buy | 17 | 4.00 | 1.0031 | 0.0000 | 0.0000 | ||
33 | 2008.04.15 20:13 | close | 17 | 4.00 | 1.0050 | 0.0000 | 0.0000 | 756.22 | 7629.48 |
34 | 2008.04.15 20:13 | close | 16 | 2.00 | 1.0050 | 0.0000 | 0.0000 | -449.25 | 7180.23 |
35 | 2008.04.16 12:34 | sell | 18 | 2.00 | 0.9972 | 0.0000 | 0.0000 | ||
36 | 2008.04.16 12:47 | close | 18 | 2.00 | 0.9959 | 0.0000 | 0.0000 | 261.07 | 7441.30 |
37 | 2008.04.18 12:24 | buy | 19 | 2.00 | 1.0104 | 0.0000 | 0.0000 | ||
38 | 2008.04.18 12:44 | close | 19 | 2.00 | 1.0118 | 0.0000 | 0.0000 | 276.73 | 7718.03 |
39 | 2008.04.21 10:51 | sell | 20 | 2.00 | 1.0128 | 0.0000 | 0.0000 | ||
40 | 2008.04.21 10:59 | close | 20 | 2.00 | 1.0113 | 0.0000 | 0.0000 | 296.65 | 8014.68 |
41 | 2008.04.24 15:38 | buy | 21 | 2.00 | 1.0297 | 0.0000 | 0.0000 | ||
42 | 2008.04.24 16:05 | close | 21 | 2.00 | 1.0310 | 0.0000 | 0.0000 | 252.18 | 8266.86 |
43 | 2008.05.01 10:34 | buy | 22 | 2.00 | 1.0406 | 0.0000 | 0.0000 | ||
44 | 2008.05.01 10:49 | close | 22 | 2.00 | 1.0420 | 0.0000 | 0.0000 | 268.71 | 8535.57 |
45 | 2008.05.02 15:32 | buy | 23 | 2.00 | 1.0576 | 0.0000 | 0.0000 | ||
46 | 2008.05.02 15:37 | close | 23 | 2.00 | 1.0592 | 0.0000 | 0.0000 | 302.11 | 8837.68 |
47 | 2008.05.13 15:42 | buy | 24 | 2.00 | 1.0551 | 0.0000 | 0.0000 | ||
48 | 2008.05.14 10:05 | close | 24 | 2.00 | 1.0565 | 0.0000 | 0.0000 | 269.26 | 9106.94 |
49 | 2008.05.27 09:26 | buy | 25 | 2.00 | 1.0269 | 0.0000 | 0.0000 | ||
50 | 2008.05.27 09:45 | close | 25 | 2.00 | 1.0282 | 0.0000 | 0.0000 | 252.87 | 9359.81 |
51 | 2008.06.03 16:18 | buy | 26 | 2.00 | 1.0420 | 0.0000 | 0.0000 | ||
52 | 2008.06.03 16:21 | close | 26 | 2.00 | 1.0435 | 0.0000 | 0.0000 | 287.49 | 9647.30 |
53 | 2008.06.05 04:56 | buy | 27 | 2.00 | 1.0460 | 0.0000 | 0.0000 | ||
54 | 2008.06.05 11:15 | close | 27 | 2.00 | 1.0474 | 0.0000 | 0.0000 | 267.33 | 9914.63 |
55 | 2008.06.06 15:30 | sell | 28 | 2.00 | 1.0327 | 0.0000 | 0.0000 | ||
56 | 2008.06.06 15:33 | close | 28 | 2.00 | 1.0314 | 0.0000 | 0.0000 | 252.08 | 10166.71 |
57 | 2008.06.09 03:50 | buy | 29 | 2.00 | 1.0207 | 0.0000 | 0.0000 | ||
58 | 2008.06.09 08:13 | close | 29 | 2.00 | 1.0220 | 0.0000 | 0.0000 | 254.40 | 10421.11 |