Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | Daily (D1) 2004.12.15 00:00 - 2006.11.14 00:00 (2004.12.15 - 2006.11.14) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Expert_Name="FozzyExpert_v1.2"; Magic=10000; Slippage=6; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=200; InitialStop=55; TrailingStop=50; BreakEven=40; SessionStart=1; SessionEnd=24; Inputs=" BBRSI & MA parameters "; TimeFrame=1440; Price=0; RSIPeriod=8; MAPeriod=10; BBPeriod=15; K=1; Mode=1; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MMRisk=0.15; MaxLoss=1000; | ||||
Bars in test | 631 | Ticks modelled | 1233888 | Modelling quality | 90.00% |
Initial deposit | 25000.00 | ||||
Total net profit | 3565.01 | Gross profit | 11478.64 | Gross loss | -7913.64 |
Profit factor | 1.45 | Expected payoff | 148.54 | ||
Absolute drawdown | 1490.24 | Maximal drawdown | 2844.18 (10.61%) | Relative drawdown | 10.61% (2844.18) |
Total trades | 24 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 12 (25.00%) |
Profit trades (% of total) | 7 (29.17%) | Loss trades (% of total) | 17 (70.83%) | ||
Largest | profit trade | 1808.29 | loss trade | -501.48 | |
Average | profit trade | 1639.81 | loss trade | -465.51 | |
Maximum | consecutive wins (profit in money) | 2 (3287.56) | consecutive losses (loss in money) | 6 (-2844.18) | |
Maximal | consecutive profit (count of wins) | 3287.56 (2) | consecutive loss (count of losses) | -2844.18 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.12.16 01:05 | sell | 1 | 1.00 | 1.2255 | 1.2310 | 1.2055 | ||
2 | 2004.12.16 14:59 | s/l | 1 | 1.00 | 1.2310 | 1.2310 | 1.2055 | -446.76 | 24553.24 |
3 | 2005.01.05 01:00 | buy | 2 | 1.00 | 1.2218 | 1.2163 | 1.2418 | ||
4 | 2005.01.11 11:27 | s/l | 2 | 1.00 | 1.2163 | 1.2163 | 1.2418 | -444.98 | 24108.26 |
5 | 2005.01.14 01:05 | sell | 3 | 1.00 | 1.2026 | 1.2081 | 1.1826 | ||
6 | 2005.01.14 03:21 | s/l | 3 | 1.00 | 1.2081 | 1.2081 | 1.1826 | -455.22 | 23653.04 |
7 | 2005.03.21 01:00 | buy | 4 | 1.00 | 1.2035 | 1.1980 | 1.2235 | ||
8 | 2005.03.28 15:57 | t/p | 4 | 1.00 | 1.2235 | 1.1980 | 1.2235 | 1643.15 | 25296.20 |
9 | 2005.04.01 01:01 | sell | 5 | 1.00 | 1.2101 | 1.2156 | 1.1901 | ||
10 | 2005.04.01 12:01 | s/l | 5 | 1.00 | 1.2156 | 1.2156 | 1.1901 | -452.45 | 24843.75 |
11 | 2005.05.25 01:18 | sell | 6 | 1.00 | 1.2614 | 1.2669 | 1.2414 | ||
12 | 2005.05.26 08:37 | s/l | 6 | 1.00 | 1.2669 | 1.2669 | 1.2414 | -445.95 | 24397.79 |
13 | 2005.06.09 01:05 | buy | 7 | 1.00 | 1.2511 | 1.2456 | 1.2711 | ||
14 | 2005.06.10 15:16 | s/l | 7 | 1.00 | 1.2456 | 1.2456 | 1.2711 | -440.34 | 23957.46 |
15 | 2005.06.28 01:00 | buy | 8 | 1.00 | 1.2307 | 1.2252 | 1.2507 | ||
16 | 2005.06.29 17:02 | s/l | 8 | 1.00 | 1.2252 | 1.2252 | 1.2507 | -447.70 | 23509.76 |
17 | 2005.08.01 01:00 | sell | 9 | 1.00 | 1.2230 | 1.2285 | 1.2030 | ||
18 | 2005.08.11 15:37 | t/p | 9 | 1.00 | 1.2030 | 1.2285 | 1.2030 | 1614.95 | 25124.71 |
19 | 2005.09.19 01:00 | sell | 10 | 1.00 | 1.1802 | 1.1857 | 1.1602 | ||
20 | 2005.09.30 17:00 | t/p | 10 | 1.00 | 1.1602 | 1.1857 | 1.1602 | 1672.61 | 26797.32 |
21 | 2005.10.10 01:22 | sell | 11 | 1.00 | 1.1749 | 1.1804 | 1.1549 | ||
22 | 2005.10.11 13:27 | s/l | 11 | 1.00 | 1.1804 | 1.1804 | 1.1549 | -469.78 | 26327.53 |
23 | 2005.10.31 01:02 | buy | 12 | 1.00 | 1.1787 | 1.1732 | 1.1987 | ||
24 | 2005.10.31 10:03 | s/l | 12 | 1.00 | 1.1732 | 1.1732 | 1.1987 | -468.89 | 25858.64 |
25 | 2005.12.05 01:15 | buy | 13 | 1.00 | 1.1611 | 1.1556 | 1.1811 | ||
26 | 2005.12.05 14:03 | s/l | 13 | 1.00 | 1.1556 | 1.1556 | 1.1811 | -475.98 | 25382.66 |
27 | 2005.12.29 01:06 | sell | 14 | 1.00 | 1.1652 | 1.1707 | 1.1452 | ||
28 | 2006.01.06 13:36 | s/l | 14 | 1.00 | 1.1707 | 1.1707 | 1.1452 | -501.48 | 24881.18 |
29 | 2006.01.10 01:10 | buy | 15 | 1.00 | 1.1678 | 1.1623 | 1.1878 | ||
30 | 2006.01.10 20:07 | s/l | 15 | 1.00 | 1.1623 | 1.1623 | 1.1878 | -473.20 | 24407.98 |
31 | 2006.02.03 01:01 | buy | 16 | 1.00 | 1.1449 | 1.1394 | 1.1649 | ||
32 | 2006.02.28 00:31 | s/l | 16 | 1.00 | 1.1394 | 1.1394 | 1.1649 | -454.84 | 23953.14 |
33 | 2006.03.07 01:06 | buy | 17 | 1.00 | 1.1404 | 1.1349 | 1.1604 | ||
34 | 2006.03.09 15:05 | t/p | 17 | 1.00 | 1.1604 | 1.1349 | 1.1604 | 1728.39 | 25681.54 |
35 | 2006.03.20 01:00 | sell | 18 | 1.00 | 1.1593 | 1.1648 | 1.1393 | ||
36 | 2006.03.20 12:21 | s/l | 18 | 1.00 | 1.1648 | 1.1648 | 1.1393 | -472.15 | 25209.39 |
37 | 2006.04.19 01:02 | buy | 19 | 1.00 | 1.1409 | 1.1354 | 1.1609 | ||
38 | 2006.04.19 17:51 | s/l | 19 | 1.00 | 1.1354 | 1.1354 | 1.1609 | -484.45 | 24724.94 |
39 | 2006.06.20 01:00 | sell | 20 | 1.00 | 1.1236 | 1.1291 | 1.1036 | ||
40 | 2006.06.21 16:28 | t/p | 20 | 1.00 | 1.1036 | 1.1291 | 1.1036 | 1808.29 | 26533.22 |
41 | 2006.07.04 01:00 | buy | 21 | 1.00 | 1.1104 | 1.1049 | 1.1304 | ||
42 | 2006.07.05 03:30 | s/l | 21 | 1.00 | 1.1049 | 1.1049 | 1.1304 | -496.93 | 26036.29 |
43 | 2006.07.21 01:00 | sell | 22 | 1.00 | 1.1338 | 1.1393 | 1.1138 | ||
44 | 2006.07.21 22:03 | s/l | 22 | 1.00 | 1.1393 | 1.1393 | 1.1138 | -482.54 | 25553.75 |
45 | 2006.10.17 01:12 | sell | 23 | 1.00 | 1.1394 | 1.1449 | 1.1194 | ||
46 | 2006.10.27 01:32 | t/p | 23 | 1.00 | 1.1194 | 1.1449 | 1.1194 | 1739.10 | 27292.86 |
47 | 2006.11.01 01:00 | buy | 24 | 1.00 | 1.1228 | 1.1173 | 1.1428 | ||
48 | 2006.11.13 23:59 | close at stop | 24 | 1.00 | 1.1371 | 1.1173 | 1.1428 | 1272.15 | 28565.01 |