Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 4 Hours (H4) 2014.04.20 21:04 - 2015.04.17 20:59 (2014.05.01 - 2015.04.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | BalanceRisk=5; Lots=0.1; TakeProfit=1000; IndentSL=0; OrdersIndent=20; Expiration=240; Magic=12345; MaxTrades=5; MaxSpread=50; BuyColor=RoyalBlue; SellColor=FireBrick; Com="Price Action Expert"; A="AntiRequotes settings"; MaxAttempts=3; DelaySeconds=300; Slippage=10; B="PinBar settings"; UsePinBar=true; StopLossPinBar=80; NoseMinSize=25; BodyMinSize=1; BodySizeRatio=3; ShadowSizeRatio=3; UPPinBar=RoyalBlue; DNPinBar=FireBrick; C="OutsideBar settings"; UseOutsideBar=true; StopLossOutsideBar=40; MinSizeOutsideBar=20; MaxSizeOutsideBar=120; MaxSizeShadowOBar=15; UPOutsideBar=RoyalBlue; DNOutsideBar=FireBrick; D="InsideBar settings"; UseInsideBar=true; StopLossInsideBar=60; MinSizeInsideBar=15; MaxSizeInsideBar=50; MaxSizeShadowIBar=20; UPInsideBar=RoyalBlue; DNInsideBar=FireBrick; E="Breakeven settings"; Breakeven=true; StartBreakeven_1=30; StepBreakeven_1=2; StartBreakeven_2=60; StepBreakeven_2=5; F="Trailing Hi/Low settings"; TrailingHiLow=true; BarCount=3; IndentHiLow=5; G="Trailing settings"; Trailing=false; TrailingStart=100; TrailingStop=25; TrailingStep=5; H="Info settings"; ShowInfo=false; TextColor=White; | ||||
Bars in test | 1604 | Ticks modelled | 16095394 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (13) | ||
Total net profit | 246.14 | Gross profit | 334.14 | Gross loss | -88.00 |
Profit factor | 3.80 | Expected payoff | 12.31 | ||
Absolute drawdown | 21.84 | Maximal drawdown | 104.69 (8.96%) | Relative drawdown | 8.96% (104.69) |
Total trades | 20 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 83.50 | loss trade | -36.32 | |
Average | profit trade | 20.88 | loss trade | -22.00 | |
Maximum | consecutive wins (profit in money) | 5 (124.94) | consecutive losses (loss in money) | 1 (-36.32) | |
Maximal | consecutive profit (count of wins) | 124.94 (5) | consecutive loss (count of losses) | -36.32 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.05.20 04:00 | sell limit | 1 | 0.05 | 0.93067 | 0.93467 | 0.83067 | ||
2 | 2014.05.20 08:00 | expiration | 1 | 0.05 | 0.93067 | 0.93467 | 0.83067 | ||
3 | 2014.05.22 04:00 | buy limit | 2 | 0.05 | 0.92591 | 0.92191 | 1.02591 | ||
4 | 2014.05.22 06:20 | buy | 2 | 0.05 | 0.92591 | 0.92191 | 1.02591 | ||
5 | 2014.05.22 15:48 | s/l | 2 | 0.05 | 0.92191 | 0.92191 | 1.02591 | -20.00 | 980.00 |
6 | 2014.05.29 04:00 | buy limit | 3 | 0.04 | 0.92540 | 0.92140 | 1.02540 | ||
7 | 2014.05.29 08:00 | expiration | 3 | 0.04 | 0.92540 | 0.92140 | 1.02540 | ||
8 | 2014.07.23 04:00 | buy limit | 4 | 0.04 | 0.94146 | 0.93746 | 1.04146 | ||
9 | 2014.07.23 08:00 | expiration | 4 | 0.04 | 0.94146 | 0.93746 | 1.04146 | ||
10 | 2014.08.21 08:00 | buy | 5 | 0.04 | 0.92761 | 0.92148 | 1.02748 | ||
11 | 2014.08.21 14:06 | modify | 5 | 0.04 | 0.92761 | 0.92781 | 1.02748 | ||
12 | 2014.08.22 04:00 | modify | 5 | 0.04 | 0.92761 | 0.92910 | 1.02748 | ||
13 | 2014.08.22 08:00 | modify | 5 | 0.04 | 0.92761 | 0.92940 | 1.02748 | ||
14 | 2014.08.22 12:00 | modify | 5 | 0.04 | 0.92761 | 0.92952 | 1.02748 | ||
15 | 2014.08.22 14:08 | s/l | 5 | 0.04 | 0.92952 | 0.92952 | 1.02748 | 7.95 | 987.95 |
16 | 2014.09.16 12:00 | buy | 6 | 0.04 | 0.90333 | 0.89720 | 1.00320 | ||
17 | 2014.09.16 15:49 | modify | 6 | 0.04 | 0.90333 | 0.90353 | 1.00320 | ||
18 | 2014.09.16 15:57 | modify | 6 | 0.04 | 0.90333 | 0.90383 | 1.00320 | ||
19 | 2014.09.17 04:00 | modify | 6 | 0.04 | 0.90333 | 0.90560 | 1.00320 | ||
20 | 2014.09.17 12:18 | s/l | 6 | 0.04 | 0.90560 | 0.90560 | 1.00320 | 9.39 | 997.33 |
21 | 2014.10.14 08:00 | sell | 7 | 0.04 | 0.87566 | 0.88179 | 0.77579 | ||
22 | 2014.10.14 09:51 | modify | 7 | 0.04 | 0.87566 | 0.87546 | 0.77579 | ||
23 | 2014.10.14 12:39 | s/l | 7 | 0.04 | 0.87546 | 0.87546 | 0.77579 | 0.80 | 998.13 |
24 | 2014.11.04 16:00 | sell | 8 | 0.04 | 0.87265 | 0.87878 | 0.77278 | ||
25 | 2014.11.05 06:45 | modify | 8 | 0.04 | 0.87265 | 0.87245 | 0.77278 | ||
26 | 2014.11.05 09:09 | modify | 8 | 0.04 | 0.87265 | 0.87215 | 0.77278 | ||
27 | 2014.11.05 20:00 | modify | 8 | 0.04 | 0.87265 | 0.87007 | 0.77278 | ||
28 | 2014.11.06 00:00 | modify | 8 | 0.04 | 0.87265 | 0.86319 | 0.77278 | ||
29 | 2014.11.06 04:00 | modify | 8 | 0.04 | 0.87265 | 0.86112 | 0.77278 | ||
30 | 2014.11.06 05:17 | s/l | 8 | 0.04 | 0.86112 | 0.86112 | 0.77278 | 43.96 | 1042.09 |
31 | 2014.11.12 20:00 | sell | 9 | 0.05 | 0.87150 | 0.87763 | 0.77163 | ||
32 | 2014.11.13 02:32 | modify | 9 | 0.05 | 0.87150 | 0.87130 | 0.77163 | ||
33 | 2014.11.13 06:25 | s/l | 9 | 0.05 | 0.87130 | 0.87130 | 0.77163 | -1.03 | 1041.07 |
34 | 2014.11.21 16:00 | sell | 10 | 0.05 | 0.86823 | 0.87436 | 0.76836 | ||
35 | 2014.11.24 08:49 | modify | 10 | 0.05 | 0.86823 | 0.86803 | 0.76836 | ||
36 | 2014.11.24 14:30 | modify | 10 | 0.05 | 0.86823 | 0.86773 | 0.76836 | ||
37 | 2014.11.25 00:00 | modify | 10 | 0.05 | 0.86823 | 0.86463 | 0.76836 | ||
38 | 2014.11.25 04:00 | modify | 10 | 0.05 | 0.86823 | 0.86291 | 0.76836 | ||
39 | 2014.11.25 08:00 | modify | 10 | 0.05 | 0.86823 | 0.86240 | 0.76836 | ||
40 | 2014.11.25 12:00 | modify | 10 | 0.05 | 0.86823 | 0.86221 | 0.76836 | ||
41 | 2014.11.25 16:00 | modify | 10 | 0.05 | 0.86823 | 0.86121 | 0.76836 | ||
42 | 2014.11.25 20:00 | modify | 10 | 0.05 | 0.86823 | 0.85857 | 0.76836 | ||
43 | 2014.11.26 00:00 | modify | 10 | 0.05 | 0.86823 | 0.85678 | 0.76836 | ||
44 | 2014.11.26 04:00 | sell | 11 | 0.05 | 0.85381 | 0.85994 | 0.75394 | ||
45 | 2014.11.26 08:50 | modify | 11 | 0.05 | 0.85381 | 0.85361 | 0.75394 | ||
46 | 2014.11.26 15:53 | s/l | 11 | 0.05 | 0.85361 | 0.85361 | 0.75394 | 1.00 | 1042.07 |
47 | 2014.11.26 20:00 | modify | 10 | 0.05 | 0.86823 | 0.85605 | 0.76836 | ||
48 | 2014.11.27 00:00 | modify | 10 | 0.05 | 0.86823 | 0.85603 | 0.76836 | ||
49 | 2014.11.27 00:33 | s/l | 10 | 0.05 | 0.85603 | 0.85603 | 0.76836 | 56.95 | 1099.02 |
50 | 2014.12.02 12:00 | sell limit | 12 | 0.05 | 0.84862 | 0.85662 | 0.74862 | ||
51 | 2014.12.02 16:00 | expiration | 12 | 0.05 | 0.84862 | 0.85662 | 0.74862 | ||
52 | 2014.12.03 04:00 | sell limit | 13 | 0.05 | 0.84257 | 0.84657 | 0.74257 | ||
53 | 2014.12.03 08:00 | expiration | 13 | 0.05 | 0.84257 | 0.84657 | 0.74257 | ||
54 | 2014.12.09 08:00 | buy | 14 | 0.05 | 0.82608 | 0.81995 | 0.92595 | ||
55 | 2014.12.09 10:13 | modify | 14 | 0.05 | 0.82608 | 0.82628 | 0.92595 | ||
56 | 2014.12.09 15:04 | modify | 14 | 0.05 | 0.82608 | 0.82658 | 0.92595 | ||
57 | 2014.12.10 00:00 | modify | 14 | 0.05 | 0.82608 | 0.82738 | 0.92595 | ||
58 | 2014.12.10 01:33 | s/l | 14 | 0.05 | 0.82738 | 0.82738 | 0.92595 | 6.88 | 1105.90 |
59 | 2014.12.11 00:00 | buy limit | 15 | 0.05 | 0.83265 | 0.82865 | 0.93265 | ||
60 | 2014.12.11 00:03 | buy | 15 | 0.05 | 0.83265 | 0.82865 | 0.93265 | ||
61 | 2014.12.11 00:30 | modify | 15 | 0.05 | 0.83265 | 0.83285 | 0.93265 | ||
62 | 2014.12.11 03:53 | s/l | 15 | 0.05 | 0.83285 | 0.83285 | 0.93265 | 1.00 | 1106.90 |
63 | 2014.12.18 00:00 | buy | 16 | 0.05 | 0.81262 | 0.80649 | 0.91249 | ||
64 | 2014.12.18 03:11 | modify | 16 | 0.05 | 0.81262 | 0.81282 | 0.91249 | ||
65 | 2014.12.18 05:27 | s/l | 16 | 0.05 | 0.81282 | 0.81282 | 0.91249 | 1.00 | 1107.90 |
66 | 2015.01.09 08:00 | sell | 17 | 0.05 | 0.81222 | 0.81835 | 0.71235 | ||
67 | 2015.01.09 15:08 | s/l | 17 | 0.05 | 0.81835 | 0.81835 | 0.71235 | -30.65 | 1077.25 |
68 | 2015.01.21 04:00 | buy limit | 18 | 0.05 | 0.81944 | 0.81544 | 0.91944 | ||
69 | 2015.01.21 08:00 | expiration | 18 | 0.05 | 0.81944 | 0.81544 | 0.91944 | ||
70 | 2015.01.22 08:00 | buy | 19 | 0.05 | 0.80950 | 0.80337 | 0.90937 | ||
71 | 2015.01.22 11:52 | modify | 19 | 0.05 | 0.80950 | 0.80970 | 0.90937 | ||
72 | 2015.01.22 14:04 | s/l | 19 | 0.05 | 0.80970 | 0.80970 | 0.90937 | 1.00 | 1078.25 |
73 | 2015.01.28 12:00 | sell limit | 20 | 0.05 | 0.79678 | 0.80478 | 0.69678 | ||
74 | 2015.01.28 12:16 | sell | 20 | 0.05 | 0.79678 | 0.80478 | 0.69678 | ||
75 | 2015.01.28 20:00 | modify | 20 | 0.05 | 0.79678 | 0.79658 | 0.69678 | ||
76 | 2015.01.28 20:33 | modify | 20 | 0.05 | 0.79678 | 0.79628 | 0.69678 | ||
77 | 2015.01.29 08:00 | modify | 20 | 0.05 | 0.79678 | 0.79615 | 0.69678 | ||
78 | 2015.01.29 12:00 | modify | 20 | 0.05 | 0.79678 | 0.79117 | 0.69678 | ||
79 | 2015.01.29 16:00 | modify | 20 | 0.05 | 0.79678 | 0.78919 | 0.69678 | ||
80 | 2015.01.29 20:00 | modify | 20 | 0.05 | 0.79678 | 0.78780 | 0.69678 | ||
81 | 2015.01.30 00:00 | modify | 20 | 0.05 | 0.79678 | 0.78036 | 0.69678 | ||
82 | 2015.01.30 04:00 | modify | 20 | 0.05 | 0.79678 | 0.77954 | 0.69678 | ||
83 | 2015.01.30 05:20 | s/l | 20 | 0.05 | 0.77954 | 0.77954 | 0.69678 | 83.50 | 1161.75 |
84 | 2015.02.04 20:00 | buy | 21 | 0.05 | 0.77812 | 0.77199 | 0.87799 | ||
85 | 2015.02.05 09:49 | modify | 21 | 0.05 | 0.77812 | 0.77832 | 0.87799 | ||
86 | 2015.02.05 14:18 | s/l | 21 | 0.05 | 0.77832 | 0.77832 | 0.87799 | 2.14 | 1163.89 |
87 | 2015.02.10 08:00 | sell | 22 | 0.05 | 0.78068 | 0.78681 | 0.68081 | ||
88 | 2015.02.10 09:50 | modify | 22 | 0.05 | 0.78068 | 0.78048 | 0.68081 | ||
89 | 2015.02.11 00:00 | modify | 22 | 0.05 | 0.78068 | 0.78035 | 0.68081 | ||
90 | 2015.02.11 04:00 | modify | 22 | 0.05 | 0.78068 | 0.77991 | 0.68081 | ||
91 | 2015.02.11 16:00 | modify | 22 | 0.05 | 0.78068 | 0.77869 | 0.68081 | ||
92 | 2015.02.11 20:00 | modify | 22 | 0.05 | 0.78068 | 0.77769 | 0.68081 | ||
93 | 2015.02.12 00:00 | modify | 22 | 0.05 | 0.78068 | 0.77536 | 0.68081 | ||
94 | 2015.02.12 04:00 | modify | 22 | 0.05 | 0.78068 | 0.77330 | 0.68081 | ||
95 | 2015.02.12 12:00 | modify | 22 | 0.05 | 0.78068 | 0.77327 | 0.68081 | ||
96 | 2015.02.12 16:00 | modify | 22 | 0.05 | 0.78068 | 0.77272 | 0.68081 | ||
97 | 2015.02.12 16:04 | s/l | 22 | 0.05 | 0.77272 | 0.77272 | 0.68081 | 37.10 | 1200.99 |
98 | 2015.02.24 04:00 | sell limit | 23 | 0.06 | 0.77758 | 0.78158 | 0.67758 | ||
99 | 2015.02.24 05:25 | sell | 23 | 0.06 | 0.77758 | 0.78158 | 0.67758 | ||
100 | 2015.02.24 09:22 | modify | 23 | 0.06 | 0.77758 | 0.77738 | 0.67758 | ||
101 | 2015.02.24 14:42 | s/l | 23 | 0.06 | 0.77738 | 0.77738 | 0.67758 | 1.20 | 1202.19 |
102 | 2015.03.09 08:00 | buy | 24 | 0.06 | 0.77154 | 0.76541 | 0.87141 | ||
103 | 2015.03.10 03:07 | s/l | 24 | 0.06 | 0.76541 | 0.76541 | 0.87141 | -36.32 | 1165.87 |
104 | 2015.03.13 12:00 | sell limit | 25 | 0.05 | 0.76606 | 0.77006 | 0.66606 | ||
105 | 2015.03.13 12:30 | sell | 25 | 0.05 | 0.76606 | 0.77006 | 0.66606 | ||
106 | 2015.03.13 14:01 | modify | 25 | 0.05 | 0.76606 | 0.76586 | 0.66606 | ||
107 | 2015.03.16 00:00 | modify | 25 | 0.05 | 0.76606 | 0.76425 | 0.66606 | ||
108 | 2015.03.16 01:14 | s/l | 25 | 0.05 | 0.76425 | 0.76425 | 0.66606 | 8.38 | 1174.24 |
109 | 2015.03.26 08:00 | buy limit | 26 | 0.05 | 0.78493 | 0.78093 | 0.88493 | ||
110 | 2015.03.26 12:00 | expiration | 26 | 0.05 | 0.78493 | 0.78093 | 0.88493 | ||
111 | 2015.03.27 16:00 | sell limit | 27 | 0.05 | 0.77628 | 0.78028 | 0.67628 | ||
112 | 2015.03.27 16:16 | sell | 27 | 0.05 | 0.77628 | 0.78028 | 0.67628 | ||
113 | 2015.03.29 23:37 | modify | 27 | 0.05 | 0.77628 | 0.77608 | 0.67628 | ||
114 | 2015.03.30 07:03 | modify | 27 | 0.05 | 0.77628 | 0.77578 | 0.67628 | ||
115 | 2015.03.30 08:00 | modify | 27 | 0.05 | 0.77628 | 0.77519 | 0.67628 | ||
116 | 2015.03.30 12:00 | modify | 27 | 0.05 | 0.77628 | 0.77441 | 0.67628 | ||
117 | 2015.03.30 20:00 | modify | 27 | 0.05 | 0.77628 | 0.77062 | 0.67628 | ||
118 | 2015.03.31 00:00 | modify | 27 | 0.05 | 0.77628 | 0.76729 | 0.67628 | ||
119 | 2015.03.31 04:00 | modify | 27 | 0.05 | 0.77628 | 0.76688 | 0.67628 | ||
120 | 2015.03.31 16:00 | modify | 27 | 0.05 | 0.77628 | 0.76484 | 0.67628 | ||
121 | 2015.03.31 23:59 | close at stop | 27 | 0.05 | 0.76163 | 0.76484 | 0.67628 | 71.90 | 1246.14 |