Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 4 Hours (H4) 2014.04.20 21:00 - 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 | Com="Pin Bar Expert"; BalanceRisk=5; Lots=0.1; TakeProfit=500; StopLoss=80; MaxOpenTrades=5; SpreadControl=50; MagicNum=12345; A="AntiRequotes settings"; MaxAttempts=3; DelaySeconds=300; Slippage=10; B="PinBar settings"; DynamicSLPinBar=true; IndentDynamicSL=40; NoseMinSize=5; BodyMinSize=7; BodySizeRatio=2; ShadowSizeRatio=3; UPPinBar=RoyalBlue; DNPinBar=FireBrick; C="Breakeven settings"; Breakeven=false; StartBreakeven=30; StepBreakeven=1; D="Trailing settings"; Trailing=true; TrailingStop=110; TrailingStart=60; TrailingStep=5; E="Trailing Hi/Low settings"; TrailingHiLow=true; BarCount=4; IndentHiLow=20; F="Info settings"; ShowInfo=false; TextColor=White; | ||||
Bars in test | 1604 | Ticks modelled | 14725299 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (20) | ||
Total net profit | 537.18 | Gross profit | 678.92 | Gross loss | -141.73 |
Profit factor | 4.79 | Expected payoff | 29.84 | ||
Absolute drawdown | 50.61 | Maximal drawdown | 88.07 (6.24%) | Relative drawdown | 6.86% (71.71) |
Total trades | 18 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
Largest | profit trade | 273.96 | loss trade | -38.14 | |
Average | profit trade | 48.49 | loss trade | -35.43 | |
Maximum | consecutive wins (profit in money) | 6 (479.37) | consecutive losses (loss in money) | 1 (-38.14) | |
Maximal | consecutive profit (count of wins) | 479.37 (6) | consecutive loss (count of losses) | -38.14 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.05.23 16:00 | sell | 1 | 0.05 | 0.89581 | 0.90118 | 0.84601 | ||
2 | 2014.06.05 12:31 | s/l | 1 | 0.05 | 0.90118 | 0.90118 | 0.84601 | -31.83 | 968.17 |
3 | 2014.08.14 20:00 | buy | 2 | 0.04 | 0.90653 | 0.89948 | 0.95633 | ||
4 | 2014.08.20 08:00 | modify | 2 | 0.04 | 0.90653 | 0.90670 | 0.95633 | ||
5 | 2014.08.20 16:00 | modify | 2 | 0.04 | 0.90653 | 0.90698 | 0.95633 | ||
6 | 2014.08.20 18:12 | modify | 2 | 0.04 | 0.90653 | 0.91257 | 0.95633 | ||
7 | 2014.08.20 18:24 | s/l | 2 | 0.04 | 0.91257 | 0.91257 | 0.95633 | 26.70 | 994.87 |
8 | 2014.09.05 20:00 | buy | 3 | 0.04 | 0.93151 | 0.92450 | 0.98131 | ||
9 | 2014.09.09 12:00 | modify | 3 | 0.04 | 0.93151 | 0.93298 | 0.98131 | ||
10 | 2014.09.09 19:23 | s/l | 3 | 0.04 | 0.93298 | 0.93298 | 0.98131 | 6.41 | 1001.28 |
11 | 2014.09.12 20:00 | sell | 4 | 0.05 | 0.93390 | 0.94079 | 0.88410 | ||
12 | 2014.09.17 19:30 | s/l | 4 | 0.05 | 0.94079 | 0.94079 | 0.88410 | -37.09 | 964.19 |
13 | 2014.10.10 20:00 | sell | 5 | 0.04 | 0.95852 | 0.96322 | 0.90872 | ||
14 | 2014.10.13 02:18 | modify | 5 | 0.04 | 0.95852 | 0.95346 | 0.90872 | ||
15 | 2014.10.13 04:37 | s/l | 5 | 0.04 | 0.95346 | 0.95346 | 0.90872 | 21.10 | 985.30 |
16 | 2014.11.20 00:00 | buy | 6 | 0.04 | 0.95814 | 0.94910 | 1.00794 | ||
17 | 2014.11.21 08:59 | modify | 6 | 0.04 | 0.95814 | 0.96416 | 1.00794 | ||
18 | 2014.11.24 00:00 | modify | 6 | 0.04 | 0.95814 | 0.96433 | 1.00794 | ||
19 | 2014.11.24 04:00 | modify | 6 | 0.04 | 0.95814 | 0.96599 | 1.00794 | ||
20 | 2014.11.24 08:00 | modify | 6 | 0.04 | 0.95814 | 0.96717 | 1.00794 | ||
21 | 2014.11.24 15:26 | s/l | 6 | 0.04 | 0.96717 | 0.96717 | 1.00794 | 37.46 | 1022.76 |
22 | 2014.12.16 00:00 | buy | 7 | 0.05 | 0.96568 | 0.95837 | 1.01548 | ||
23 | 2014.12.16 11:55 | s/l | 7 | 0.05 | 0.95837 | 0.95837 | 1.01548 | -38.14 | 984.62 |
24 | 2014.12.24 20:00 | buy | 8 | 0.04 | 0.98564 | 0.97996 | 1.03544 | ||
25 | 2014.12.29 16:00 | buy | 9 | 0.04 | 0.98778 | 0.98024 | 1.03758 | ||
26 | 2014.12.31 08:00 | modify | 8 | 0.04 | 0.98564 | 0.98579 | 1.03544 | ||
27 | 2014.12.31 12:00 | modify | 8 | 0.04 | 0.98564 | 0.98595 | 1.03544 | ||
28 | 2014.12.31 14:40 | modify | 8 | 0.04 | 0.98564 | 0.99165 | 1.03544 | ||
29 | 2014.12.31 14:43 | s/l | 8 | 0.04 | 0.99165 | 0.99165 | 1.03544 | 24.64 | 1009.26 |
30 | 2014.12.31 20:26 | modify | 9 | 0.04 | 0.98778 | 0.99380 | 1.03758 | ||
31 | 2015.01.01 22:00 | s/l | 9 | 0.04 | 0.99380 | 0.99380 | 1.03758 | 24.53 | 1033.79 |
32 | 2015.01.13 20:00 | sell | 10 | 0.05 | 1.02087 | 1.02575 | 0.97107 | ||
33 | 2015.01.14 13:38 | modify | 10 | 0.05 | 1.02087 | 1.01587 | 0.97107 | ||
34 | 2015.01.14 13:38 | s/l | 10 | 0.05 | 1.01587 | 1.01587 | 0.97107 | 24.45 | 1058.24 |
35 | 2015.01.19 12:00 | buy | 11 | 0.05 | 0.87176 | 0.85005 | 0.92156 | ||
36 | 2015.01.19 17:59 | modify | 11 | 0.05 | 0.87176 | 0.87777 | 0.92156 | ||
37 | 2015.01.19 18:03 | s/l | 11 | 0.05 | 0.87777 | 0.87777 | 0.92156 | 34.24 | 1092.48 |
38 | 2015.01.21 20:00 | buy | 12 | 0.05 | 0.86052 | 0.84595 | 0.91032 | ||
39 | 2015.01.22 15:45 | modify | 12 | 0.05 | 0.86052 | 0.86659 | 0.91032 | ||
40 | 2015.01.23 20:00 | modify | 12 | 0.05 | 0.86052 | 0.86702 | 0.91032 | ||
41 | 2015.01.26 00:00 | modify | 12 | 0.05 | 0.86052 | 0.86879 | 0.91032 | ||
42 | 2015.01.26 04:00 | modify | 12 | 0.05 | 0.86052 | 0.87086 | 0.91032 | ||
43 | 2015.01.26 08:00 | modify | 12 | 0.05 | 0.86052 | 0.87427 | 0.91032 | ||
44 | 2015.01.26 12:00 | modify | 12 | 0.05 | 0.86052 | 0.87435 | 0.91032 | ||
45 | 2015.01.26 20:00 | modify | 12 | 0.05 | 0.86052 | 0.87461 | 0.91032 | ||
46 | 2015.01.27 00:00 | modify | 12 | 0.05 | 0.86052 | 0.87473 | 0.91032 | ||
47 | 2015.01.27 04:00 | modify | 12 | 0.05 | 0.86052 | 0.88626 | 0.91032 | ||
48 | 2015.01.27 04:00 | sell | 13 | 0.05 | 0.90196 | 0.90826 | 0.85216 | ||
49 | 2015.01.27 08:00 | modify | 12 | 0.05 | 0.86052 | 0.89521 | 0.91032 | ||
50 | 2015.01.27 08:35 | s/l | 13 | 0.05 | 0.90826 | 0.90826 | 0.85216 | -34.67 | 1057.81 |
51 | 2015.01.27 08:47 | t/p | 12 | 0.05 | 0.91032 | 0.89521 | 0.91032 | 273.96 | 1331.77 |
52 | 2015.01.29 00:00 | buy | 14 | 0.06 | 0.90723 | 0.89450 | 0.95703 | ||
53 | 2015.01.29 09:32 | modify | 14 | 0.06 | 0.90723 | 0.91332 | 0.95703 | ||
54 | 2015.01.29 09:32 | s/l | 14 | 0.06 | 0.91332 | 0.91332 | 0.95703 | 40.01 | 1371.78 |
55 | 2015.02.04 00:00 | buy | 15 | 0.06 | 0.92507 | 0.91453 | 0.97487 | ||
56 | 2015.02.12 12:23 | modify | 15 | 0.06 | 0.92507 | 0.93119 | 0.97487 | ||
57 | 2015.02.12 12:40 | s/l | 15 | 0.06 | 0.93119 | 0.93119 | 0.97487 | 40.29 | 1412.07 |
58 | 2015.03.03 20:00 | buy | 16 | 0.07 | 0.96115 | 0.95339 | 1.01095 | ||
59 | 2015.03.04 15:04 | modify | 16 | 0.07 | 0.96115 | 0.96766 | 1.01095 | ||
60 | 2015.03.04 15:04 | s/l | 16 | 0.07 | 0.96766 | 0.96766 | 1.01095 | 47.20 | 1459.27 |
61 | 2015.03.19 04:00 | buy | 17 | 0.07 | 0.99142 | 0.95886 | 1.04122 | ||
62 | 2015.03.19 08:27 | modify | 17 | 0.07 | 0.99142 | 0.99744 | 1.04122 | ||
63 | 2015.03.19 08:27 | s/l | 17 | 0.07 | 0.99744 | 0.99744 | 1.04122 | 42.25 | 1501.52 |
64 | 2015.03.19 16:00 | sell | 18 | 0.07 | 0.99216 | 1.00229 | 0.94236 | ||
65 | 2015.03.20 09:28 | modify | 18 | 0.07 | 0.99216 | 0.98710 | 0.94236 | ||
66 | 2015.03.20 09:31 | s/l | 18 | 0.07 | 0.98710 | 0.98710 | 0.94236 | 35.66 | 1537.18 |