Statement Analyser 1.8.18.1350 © J Talon LLC 2017
Expert Advisor Evolution v2.0.063
Broker Forex.com-Demo 5 (Build 1065)
Report ev_v2_0_eurusd_m5_(4BF17336)\ev_v2_0_eurusd_m5_(4BF17336).set
Symbol EURUSDpro (Euro vs US Dollar)
Period 5 Minutes (M5) 2015.04.09 00:00 - 2017.04.07 20:59 (2016.02.01 - 2016.12.24)
Spread 1.8 Pips
Model Every tick (the most precise method based on all available least timeframes)
Bars in Test 149,781  
Ticks Modelled 68,861,021  
Modelling Quality 99.90%  
Mismatched Chart Errors 0  
Performance Summary
 All TradesLong TradesShort Trades
Initial Deposit $ 5,000.00
Total Net Profit $ 3,398.55 $ 514.79 $ 2,883.76
Gross Profit $ 3,554.69 $ 589.58 $ 2,965.11
Gross Loss ($ 156.14) ($ 74.79) ($ 81.35)
Profit Factor 22.77 7.88 36.45
Expetcetd Payoff 1.38
Absolute DrawDown 661.25
Maximal DrawDown 2,033.09
  22.91%
Relative DrawDown 23.68%
  1,522.54
Trade Summary
 All TradesLong TradesShort Trades
Total Trades 1,695 704 991
Profit Trades 1,341 540 801
  79.12% 76.70% 80.83%
Loss Trades 354 164 190
  20.88% 23.30% 19.17%
Largest Profit Trade $ 17.30 $ 9.24 $ 17.30
Largest Loss Trade ($ 1.76) ($ 1.76) ($ 1.63)
Average Profit Trade $ 2.65 $ 1.09 $ 3.70
Average Loss Trade ($ 0.44) ($ 0.46) ($ 0.43)
Maximum Consecutive Wins 188 39 188
Profit in Money $ 1,854.26 $ 167.63 $ 1,854.26
Maximum Consecutive Losses 3 3 3
Loss in Money ($ 3.83) ($ 3.83) ($ 3.57)
Maximal Consecutive Profit $ 1,854.26 $ 167.63 $ 1,854.26
Count of Wins 188 39 188
Maximal Consecutive Loss ($ 3.83) ($ 3.83) ($ 3.57)
Count of Losses 3 3 3
Average Consecutive Wins 5.22 4.50 5.80
Average Consecutive Losses 1.38 1.38 1.39
Open Trades
 All TradesLong TradesShort Trades
Minimum Open length in Days 00:00 00:00 00:00
Maximum Open length in Days 105 12:37 29 10:39 105 12:37
Average Open length in Days 1 08:00 14:21 1 20:32
Life Expectancy of Trades
 NumberPercentage
1 minute 235 13.86%
5 minutes 305 17.99%
15 minutes 242 14.28%
30 minutes 192 11.33%
1 hour 158 9.32%
2 hours 142 8.38%
4 hours 100 5.90%
8 hours 83 4.90%
12 hours 21 1.24%
24 hours 54 3.19%
2 days 25 1.47%
1 week 75 4.42%
2 weeks 25 1.47%
1 month 24 1.42%
3 months 8 0.47%
6 months 6 0.35%
Lot Size per Trade
 All TradesLong TradesShort Trades
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.10 0.06 0.10
Average Lot Size 0.02 0.01 0.02
Basket Summary
 All TradesLong TradesShort Trades
Maximum Trades per Basket 15 11 15
Total Number of Baskets 699 340 359
 Trades per BasketNumberPercentage
  1 419 59.94%
  2 101 14.45%
  3 127 18.17%
  4 25 3.58%
  5 12 1.72%
  7 4 0.57%
  8 5 0.72%
  9 1 0.14%
  10 1 0.14%
  11 2 0.29%
  15 2 0.29%
Latency Time Between Baskets
 All Trades
Minimum Waiting Time 00:00
Maximum Waiting Time 04:05
Average Waiting Time 00:09
Reopening of Basket
 NumberPercentage
1 minute 462 66.09%
5 minutes 88 12.59%
15 minutes 56 8.01%
30 minutes 29 4.15%
1 hour 32 4.58%
2 hours 17 2.43%
4 hours 13 1.86%
8 hours 1 0.14%
Profit per Basket
 All TradesLong TradesShort Trades
Minimum Profit ($ 0.55) ($ 0.41) ($ 0.55)
Maximum Profit $ 1,852.05 $ 167.16 $ 1,852.05
Average Profit $ 4.86 $ 1.51 $ 8.03
Lot Size per Basket
 All TradesLong TradesShort Trades
Minimum Lot Size 0.01 0.01 0.01
Maximum Lot Size 0.60 0.26 0.60
Average Lot Size 0.02 0.02 0.02
Distance in Pips Between Levels
 MinimumMaximumAverage
Between level 1 and level 2 0.1 37.7 5.0
Between level 2 and level 3 0.9 47.2 4.1
Between level 3 and level 4 16.5 18.3 16.9
Between level 4 and level 5 1.9 41.3 23.4
Between level 6 and level 7 0.0 81.1 22.3
Between level 7 and level 8 0.0 168.5 28.1
Between level 8 and level 9 0.0 122.4 23.6
Between level 9 and level 10 0.0 92.1 28.2
Between level 10 and level 11 0.0 114.9 32.4
Between level 14 and level 15 0.0 32.0 13.0
Count of Trades Opened by Day and Hour
 SunMonTueWedThuFriSum (%)
00:00-01:00 0 11 1 11 8 8 39 ( 2.30%)
01:00-02:00 0 11 5 7 6 7 36 ( 2.12%)
02:00-03:00 0 10 3 29 2 11 55 ( 3.24%)
03:00-04:00 0 2 3 9 5 63 82 ( 4.84%)
04:00-05:00 0 0 1 6 1 11 19 ( 1.12%)
05:00-06:00 0 6 2 5 5 4 22 ( 1.30%)
06:00-07:00 0 20 14 14 16 20 84 ( 4.96%)
07:00-08:00 0 20 12 9 12 87 140 ( 8.26%)
08:00-09:00 0 31 2 28 21 17 99 ( 5.84%)
09:00-10:00 0 12 7 14 9 11 53 ( 3.13%)
10:00-11:00 0 8 11 19 17 17 72 ( 4.25%)
11:00-12:00 0 3 13 12 30 2 60 ( 3.54%)
12:00-13:00 0 27 17 15 27 68 154 ( 9.09%)
13:00-14:00 0 28 26 18 16 74 162 ( 9.56%)
14:00-15:00 0 33 18 20 62 35 168 ( 9.91%)
15:00-16:00 0 14 17 21 18 42 112 ( 6.61%)
16:00-17:00 0 13 9 6 23 22 73 ( 4.31%)
17:00-18:00 0 9 13 4 11 39 76 ( 4.48%)
18:00-19:00 0 7 9 24 10 15 65 ( 3.83%)
19:00-20:00 0 4 7 9 8 7 35 ( 2.06%)
20:00-21:00 0 0 5 4 6 7 22 ( 1.30%)
21:00-22:00 11 2 4 5 2 0 24 ( 1.42%)
22:00-23:00 11 2 2 1 2 0 18 ( 1.06%)
23:00-24:00 11 2 5 3 4 0 25 ( 1.47%)
Total 33 275 206 293 321 567
Percentage 1.95% 16.22% 12.15% 17.29% 18.94% 33.45%