Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 5 Minutes (M5) 2024.06.02 21:00 - 2024.06.28 20:55 (2024.06.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=16; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=0; GapSize=30; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=20; TakeProfit=60; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=40; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=30; EntryWindow_UntilHour=11; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603; | ||||
Bars in test | 6759 | Ticks modelled | 239293 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 183.00 | Gross profit | 404.70 | Gross loss | -221.70 |
Profit factor | 1.83 | Expected payoff | 5.23 | ||
Absolute drawdown | 6.30 | Maximal drawdown | 48.60 (0.48%) | Relative drawdown | 0.48% (48.60) |
Total trades | 35 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 20 (45.00%) |
Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
Largest | profit trade | 60.00 | loss trade | -20.00 | |
Average | profit trade | 19.27 | loss trade | -15.84 | |
Maximum | consecutive wins (profit in money) | 4 (91.00) | consecutive losses (loss in money) | 3 (-42.20) | |
Maximal | consecutive profit (count of wins) | 91.00 (4) | consecutive loss (count of losses) | -42.20 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.06.03 01:30 | sell | 1 | 0.10 | 1.08554 | 0.00000 | 0.00000 | ||
2 | 2024.06.03 01:30 | modify | 1 | 0.10 | 1.08554 | 1.08754 | 1.07954 | ||
3 | 2024.06.03 11:00 | close | 1 | 0.10 | 1.08400 | 1.08754 | 1.07954 | 15.40 | 10015.40 |
4 | 2024.06.04 01:30 | sell | 2 | 0.10 | 1.09117 | 0.00000 | 0.00000 | ||
5 | 2024.06.04 01:30 | modify | 2 | 0.10 | 1.09117 | 1.09317 | 1.08517 | ||
6 | 2024.06.04 08:25 | buy | 3 | 0.10 | 1.08846 | 0.00000 | 0.00000 | ||
7 | 2024.06.04 08:25 | modify | 3 | 0.10 | 1.08846 | 1.08646 | 1.09446 | ||
8 | 2024.06.04 10:30 | s/l | 3 | 0.10 | 1.08646 | 1.08646 | 1.09446 | -20.00 | 9995.40 |
9 | 2024.06.04 11:00 | close | 2 | 0.10 | 1.08692 | 1.09317 | 1.08517 | 42.50 | 10037.90 |
10 | 2024.06.05 01:30 | sell | 4 | 0.10 | 1.08848 | 0.00000 | 0.00000 | ||
11 | 2024.06.05 01:30 | modify | 4 | 0.10 | 1.08848 | 1.09048 | 1.08248 | ||
12 | 2024.06.05 11:00 | close | 4 | 0.10 | 1.08713 | 1.09048 | 1.08248 | 13.50 | 10051.40 |
13 | 2024.06.06 01:30 | sell | 5 | 0.10 | 1.08907 | 0.00000 | 0.00000 | ||
14 | 2024.06.06 01:30 | modify | 5 | 0.10 | 1.08907 | 1.09107 | 1.08307 | ||
15 | 2024.06.06 11:00 | close | 5 | 0.10 | 1.08794 | 1.09107 | 1.08307 | 11.30 | 10062.70 |
16 | 2024.06.07 01:30 | buy | 6 | 0.10 | 1.08908 | 0.00000 | 0.00000 | ||
17 | 2024.06.07 01:30 | modify | 6 | 0.10 | 1.08908 | 1.08708 | 1.09508 | ||
18 | 2024.06.07 11:00 | close | 6 | 0.10 | 1.08886 | 1.08708 | 1.09508 | -2.20 | 10060.50 |
19 | 2024.06.10 01:30 | buy | 7 | 0.10 | 1.07756 | 0.00000 | 0.00000 | ||
20 | 2024.06.10 01:30 | modify | 7 | 0.10 | 1.07756 | 1.07556 | 1.08356 | ||
21 | 2024.06.10 03:58 | s/l | 7 | 0.10 | 1.07556 | 1.07556 | 1.08356 | -20.00 | 10040.50 |
22 | 2024.06.10 03:58 | buy | 8 | 0.10 | 1.07586 | 0.00000 | 0.00000 | ||
23 | 2024.06.10 03:58 | modify | 8 | 0.10 | 1.07586 | 1.07386 | 1.08186 | ||
24 | 2024.06.10 08:56 | sell | 9 | 0.10 | 1.07556 | 0.00000 | 0.00000 | ||
25 | 2024.06.10 08:56 | modify | 9 | 0.10 | 1.07556 | 1.07756 | 1.06956 | ||
26 | 2024.06.10 10:09 | s/l | 8 | 0.10 | 1.07386 | 1.07386 | 1.08186 | -20.00 | 10020.50 |
27 | 2024.06.10 11:00 | close | 9 | 0.10 | 1.07398 | 1.07756 | 1.06956 | 15.80 | 10036.30 |
28 | 2024.06.11 01:30 | sell | 10 | 0.10 | 1.07646 | 0.00000 | 0.00000 | ||
29 | 2024.06.11 01:30 | modify | 10 | 0.10 | 1.07646 | 1.07846 | 1.07046 | ||
30 | 2024.06.11 05:55 | buy | 11 | 0.10 | 1.07672 | 0.00000 | 0.00000 | ||
31 | 2024.06.11 05:55 | modify | 11 | 0.10 | 1.07672 | 1.07472 | 1.08272 | ||
32 | 2024.06.11 08:50 | s/l | 11 | 0.10 | 1.07472 | 1.07472 | 1.08272 | -20.00 | 10016.30 |
33 | 2024.06.11 11:00 | close | 10 | 0.10 | 1.07441 | 1.07846 | 1.07046 | 20.50 | 10036.80 |
34 | 2024.06.12 01:30 | buy | 12 | 0.10 | 1.07401 | 0.00000 | 0.00000 | ||
35 | 2024.06.12 01:30 | modify | 12 | 0.10 | 1.07401 | 1.07201 | 1.08001 | ||
36 | 2024.06.12 11:00 | close | 12 | 0.10 | 1.07587 | 1.07201 | 1.08001 | 18.60 | 10055.40 |
37 | 2024.06.13 01:30 | sell | 13 | 0.10 | 1.08112 | 0.00000 | 0.00000 | ||
38 | 2024.06.13 01:30 | modify | 13 | 0.10 | 1.08112 | 1.08312 | 1.07512 | ||
39 | 2024.06.13 11:00 | close | 13 | 0.10 | 1.07971 | 1.08312 | 1.07512 | 14.10 | 10069.50 |
40 | 2024.06.14 01:30 | sell | 14 | 0.10 | 1.07399 | 0.00000 | 0.00000 | ||
41 | 2024.06.14 01:30 | modify | 14 | 0.10 | 1.07399 | 1.07599 | 1.06799 | ||
42 | 2024.06.14 07:18 | buy | 15 | 0.10 | 1.07120 | 0.00000 | 0.00000 | ||
43 | 2024.06.14 07:18 | modify | 15 | 0.10 | 1.07120 | 1.06920 | 1.07720 | ||
44 | 2024.06.14 08:46 | s/l | 15 | 0.10 | 1.06920 | 1.06920 | 1.07720 | -20.00 | 10049.50 |
45 | 2024.06.14 09:30 | buy | 16 | 0.10 | 1.06826 | 0.00000 | 0.00000 | ||
46 | 2024.06.14 09:30 | modify | 16 | 0.10 | 1.06826 | 1.06626 | 1.07426 | ||
47 | 2024.06.14 09:32 | t/p | 14 | 0.10 | 1.06799 | 1.07599 | 1.06799 | 60.00 | 10109.50 |
48 | 2024.06.14 11:00 | close | 16 | 0.10 | 1.06978 | 1.06626 | 1.07426 | 15.20 | 10124.70 |
49 | 2024.06.17 01:30 | buy | 17 | 0.10 | 1.07034 | 0.00000 | 0.00000 | ||
50 | 2024.06.17 01:30 | modify | 17 | 0.10 | 1.07034 | 1.06834 | 1.07634 | ||
51 | 2024.06.17 11:00 | close | 17 | 0.10 | 1.07100 | 1.06834 | 1.07634 | 6.60 | 10131.30 |
52 | 2024.06.18 01:30 | buy | 18 | 0.10 | 1.07327 | 0.00000 | 0.00000 | ||
53 | 2024.06.18 01:30 | modify | 18 | 0.10 | 1.07327 | 1.07127 | 1.07927 | ||
54 | 2024.06.18 06:21 | sell | 19 | 0.10 | 1.07302 | 0.00000 | 0.00000 | ||
55 | 2024.06.18 06:21 | modify | 19 | 0.10 | 1.07302 | 1.07502 | 1.06702 | ||
56 | 2024.06.18 11:00 | close | 19 | 0.10 | 1.07210 | 1.07502 | 1.06702 | 9.20 | 10140.50 |
57 | 2024.06.18 11:00 | close | 18 | 0.10 | 1.07180 | 1.07127 | 1.07927 | -14.70 | 10125.80 |
58 | 2024.06.19 01:30 | buy | 20 | 0.10 | 1.07387 | 0.00000 | 0.00000 | ||
59 | 2024.06.19 01:30 | modify | 20 | 0.10 | 1.07387 | 1.07187 | 1.07987 | ||
60 | 2024.06.19 09:06 | sell | 21 | 0.10 | 1.07370 | 0.00000 | 0.00000 | ||
61 | 2024.06.19 09:06 | modify | 21 | 0.10 | 1.07370 | 1.07570 | 1.06770 | ||
62 | 2024.06.19 11:00 | close | 21 | 0.10 | 1.07532 | 1.07570 | 1.06770 | -16.20 | 10109.60 |
63 | 2024.06.19 11:00 | close | 20 | 0.10 | 1.07502 | 1.07187 | 1.07987 | 11.50 | 10121.10 |
64 | 2024.06.20 01:30 | buy | 22 | 0.10 | 1.07476 | 0.00000 | 0.00000 | ||
65 | 2024.06.20 01:30 | modify | 22 | 0.10 | 1.07476 | 1.07276 | 1.08076 | ||
66 | 2024.06.20 01:36 | sell | 23 | 0.10 | 1.07450 | 0.00000 | 0.00000 | ||
67 | 2024.06.20 01:36 | modify | 23 | 0.10 | 1.07450 | 1.07650 | 1.06850 | ||
68 | 2024.06.20 07:46 | s/l | 22 | 0.10 | 1.07276 | 1.07276 | 1.08076 | -20.00 | 10101.10 |
69 | 2024.06.20 08:21 | buy | 24 | 0.10 | 1.07171 | 0.00000 | 0.00000 | ||
70 | 2024.06.20 08:21 | modify | 24 | 0.10 | 1.07171 | 1.06971 | 1.07771 | ||
71 | 2024.06.20 11:00 | close | 24 | 0.10 | 1.07287 | 1.06971 | 1.07771 | 11.60 | 10112.70 |
72 | 2024.06.20 11:00 | close | 23 | 0.10 | 1.07317 | 1.07650 | 1.06850 | 13.30 | 10126.00 |
73 | 2024.06.21 01:30 | sell | 25 | 0.10 | 1.07082 | 0.00000 | 0.00000 | ||
74 | 2024.06.21 01:30 | modify | 25 | 0.10 | 1.07082 | 1.07282 | 1.06482 | ||
75 | 2024.06.21 07:03 | buy | 26 | 0.10 | 1.07111 | 0.00000 | 0.00000 | ||
76 | 2024.06.21 07:03 | modify | 26 | 0.10 | 1.07111 | 1.06911 | 1.07711 | ||
77 | 2024.06.21 07:15 | s/l | 26 | 0.10 | 1.06911 | 1.06911 | 1.07711 | -20.00 | 10106.00 |
78 | 2024.06.21 07:30 | buy | 27 | 0.10 | 1.06780 | 0.00000 | 0.00000 | ||
79 | 2024.06.21 07:30 | modify | 27 | 0.10 | 1.06780 | 1.06580 | 1.07380 | ||
80 | 2024.06.21 11:00 | close | 27 | 0.10 | 1.06809 | 1.06580 | 1.07380 | 2.90 | 10108.90 |
81 | 2024.06.21 11:00 | close | 25 | 0.10 | 1.06839 | 1.07282 | 1.06482 | 24.30 | 10133.20 |
82 | 2024.06.24 01:30 | buy | 28 | 0.10 | 1.06909 | 0.00000 | 0.00000 | ||
83 | 2024.06.24 01:30 | modify | 28 | 0.10 | 1.06909 | 1.06709 | 1.07509 | ||
84 | 2024.06.24 09:06 | sell | 29 | 0.10 | 1.07179 | 0.00000 | 0.00000 | ||
85 | 2024.06.24 09:06 | modify | 29 | 0.10 | 1.07179 | 1.07379 | 1.06579 | ||
86 | 2024.06.24 11:00 | close | 29 | 0.10 | 1.07330 | 1.07379 | 1.06579 | -15.10 | 10118.10 |
87 | 2024.06.24 11:00 | close | 28 | 0.10 | 1.07300 | 1.06709 | 1.07509 | 39.10 | 10157.20 |
88 | 2024.06.25 01:30 | buy | 30 | 0.10 | 1.07355 | 0.00000 | 0.00000 | ||
89 | 2024.06.25 01:30 | modify | 30 | 0.10 | 1.07355 | 1.07155 | 1.07955 | ||
90 | 2024.06.25 11:00 | close | 30 | 0.10 | 1.07232 | 1.07155 | 1.07955 | -12.30 | 10144.90 |
91 | 2024.06.26 01:30 | sell | 31 | 0.10 | 1.07135 | 0.00000 | 0.00000 | ||
92 | 2024.06.26 01:30 | modify | 31 | 0.10 | 1.07135 | 1.07335 | 1.06535 | ||
93 | 2024.06.26 10:18 | buy | 32 | 0.10 | 1.06861 | 0.00000 | 0.00000 | ||
94 | 2024.06.26 10:18 | modify | 32 | 0.10 | 1.06861 | 1.06661 | 1.07461 | ||
95 | 2024.06.26 11:00 | close | 32 | 0.10 | 1.06849 | 1.06661 | 1.07461 | -1.20 | 10143.70 |
96 | 2024.06.26 11:00 | close | 31 | 0.10 | 1.06879 | 1.07335 | 1.06535 | 25.60 | 10169.30 |
97 | 2024.06.27 01:30 | sell | 33 | 0.10 | 1.06845 | 0.00000 | 0.00000 | ||
98 | 2024.06.27 01:30 | modify | 33 | 0.10 | 1.06845 | 1.07045 | 1.06245 | ||
99 | 2024.06.27 08:22 | buy | 34 | 0.10 | 1.06873 | 0.00000 | 0.00000 | ||
100 | 2024.06.27 08:22 | modify | 34 | 0.10 | 1.06873 | 1.06673 | 1.07473 | ||
101 | 2024.06.27 10:48 | s/l | 33 | 0.10 | 1.07045 | 1.07045 | 1.06245 | -20.00 | 10149.30 |
102 | 2024.06.27 11:00 | close | 34 | 0.10 | 1.07037 | 1.06673 | 1.07473 | 16.40 | 10165.70 |
103 | 2024.06.28 01:30 | buy | 35 | 0.10 | 1.06919 | 0.00000 | 0.00000 | ||
104 | 2024.06.28 01:30 | modify | 35 | 0.10 | 1.06919 | 1.06719 | 1.07519 | ||
105 | 2024.06.28 11:00 | close | 35 | 0.10 | 1.07092 | 1.06719 | 1.07519 | 17.30 | 10183.00 |