Symbol | AUDUSD (Australian Dollar vs US 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 | 1279557 | Modelling quality | 90.00% |
Initial deposit | 25000.00 | ||||
Total net profit | 30928.79 | Gross profit | 47568.59 | Gross loss | -16639.80 |
Profit factor | 2.86 | Expected payoff | 1145.51 | ||
Absolute drawdown | 1100.00 | Maximal drawdown | 5592.20 (9.09%) | Relative drawdown | 9.09% (5592.20) |
Total trades | 27 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 12 (44.44%) | Loss trades (% of total) | 15 (55.56%) | ||
Largest | profit trade | 4036.00 | loss trade | -1183.20 | |
Average | profit trade | 3964.05 | loss trade | -1109.32 | |
Maximum | consecutive wins (profit in money) | 4 (15763.38) | consecutive losses (loss in money) | 5 (-5592.20) | |
Maximal | consecutive profit (count of wins) | 15763.38 (4) | consecutive loss (count of losses) | -5592.20 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.12.16 01:00 | buy | 1 | 1.00 | 0.7639 | 0.7584 | 0.7839 | ||
2 | 2004.12.16 15:19 | s/l | 1 | 1.00 | 0.7584 | 0.7584 | 0.7839 | -1100.00 | 23900.00 |
3 | 2005.01.04 01:00 | sell | 2 | 1.00 | 0.7767 | 0.7822 | 0.7567 | ||
4 | 2005.01.07 16:42 | t/p | 2 | 1.00 | 0.7567 | 0.7822 | 0.7567 | 3968.00 | 27868.00 |
5 | 2005.01.17 01:00 | buy | 3 | 1.00 | 0.7582 | 0.7527 | 0.7782 | ||
6 | 2005.01.18 02:23 | s/l | 3 | 1.00 | 0.7527 | 0.7527 | 0.7782 | -1098.21 | 26769.79 |
7 | 2005.01.19 01:00 | buy | 4 | 1.00 | 0.7556 | 0.7501 | 0.7756 | ||
8 | 2005.01.26 18:55 | t/p | 4 | 1.00 | 0.7756 | 0.7501 | 0.7756 | 4012.61 | 30782.40 |
9 | 2005.04.04 01:00 | buy | 5 | 1.00 | 0.7696 | 0.7641 | 0.7896 | ||
10 | 2005.04.05 04:55 | s/l | 5 | 1.00 | 0.7641 | 0.7641 | 0.7896 | -1098.19 | 29684.21 |
11 | 2005.04.22 01:00 | sell | 6 | 1.00 | 0.7744 | 0.7799 | 0.7544 | ||
12 | 2005.04.22 09:59 | s/l | 6 | 1.00 | 0.7799 | 0.7799 | 0.7544 | -1100.00 | 28584.21 |
13 | 2005.04.26 01:00 | sell | 7 | 1.00 | 0.7791 | 0.7846 | 0.7591 | ||
14 | 2005.05.16 02:32 | t/p | 7 | 1.00 | 0.7591 | 0.7846 | 0.7591 | 3872.00 | 32456.21 |
15 | 2005.06.02 01:00 | sell | 8 | 1.00 | 0.7490 | 0.7545 | 0.7290 | ||
16 | 2005.06.02 16:20 | s/l | 8 | 1.00 | 0.7545 | 0.7545 | 0.7290 | -1100.00 | 31356.21 |
17 | 2005.06.24 01:00 | sell | 9 | 1.00 | 0.7693 | 0.7748 | 0.7493 | ||
18 | 2005.07.04 00:05 | t/p | 9 | 1.00 | 0.7493 | 0.7748 | 0.7493 | 3948.80 | 35305.01 |
19 | 2005.07.12 01:00 | buy | 10 | 1.00 | 0.7479 | 0.7424 | 0.7679 | ||
20 | 2005.07.22 10:25 | t/p | 10 | 1.00 | 0.7679 | 0.7424 | 0.7679 | 4021.60 | 39326.61 |
21 | 2005.07.27 01:01 | sell | 11 | 1.00 | 0.7574 | 0.7629 | 0.7374 | ||
22 | 2005.08.01 15:31 | s/l | 11 | 1.00 | 0.7629 | 0.7629 | 0.7374 | -1132.00 | 38194.61 |
23 | 2005.08.31 01:00 | buy | 12 | 1.00 | 0.7474 | 0.7419 | 0.7674 | ||
24 | 2005.09.05 03:47 | t/p | 12 | 1.00 | 0.7674 | 0.7419 | 0.7674 | 4008.99 | 42203.60 |
25 | 2005.09.14 01:00 | sell | 13 | 1.00 | 0.7688 | 0.7743 | 0.7488 | ||
26 | 2005.10.13 13:20 | t/p | 13 | 1.00 | 0.7488 | 0.7743 | 0.7488 | 3801.60 | 46005.20 |
27 | 2005.11.01 01:00 | sell | 14 | 1.00 | 0.7473 | 0.7528 | 0.7273 | ||
28 | 2005.11.14 17:38 | t/p | 14 | 1.00 | 0.7273 | 0.7528 | 0.7273 | 3916.79 | 49921.99 |
29 | 2005.11.14 17:38 | buy | 15 | 1.00 | 0.7273 | 0.7218 | 0.7473 | ||
30 | 2005.12.02 18:46 | t/p | 15 | 1.00 | 0.7473 | 0.7218 | 0.7473 | 4036.00 | 53957.99 |
31 | 2005.12.08 01:01 | sell | 16 | 1.00 | 0.7476 | 0.7531 | 0.7276 | ||
32 | 2005.12.12 08:04 | s/l | 16 | 1.00 | 0.7531 | 0.7531 | 0.7276 | -1112.80 | 52845.19 |
33 | 2005.12.29 01:00 | buy | 17 | 1.00 | 0.7296 | 0.7241 | 0.7496 | ||
34 | 2006.01.06 23:59 | t/p | 17 | 1.00 | 0.7496 | 0.7241 | 0.7496 | 4014.40 | 56859.59 |
35 | 2006.01.13 01:00 | sell | 18 | 1.00 | 0.7499 | 0.7554 | 0.7299 | ||
36 | 2006.01.13 23:59 | s/l | 18 | 1.00 | 0.7554 | 0.7554 | 0.7299 | -1100.00 | 55759.59 |
37 | 2006.04.14 01:01 | sell | 19 | 1.00 | 0.7281 | 0.7336 | 0.7081 | ||
38 | 2006.04.17 09:07 | s/l | 19 | 1.00 | 0.7336 | 0.7336 | 0.7081 | -1106.40 | 54653.19 |
39 | 2006.04.26 01:00 | buy | 20 | 1.00 | 0.7453 | 0.7398 | 0.7653 | ||
40 | 2006.05.03 01:30 | t/p | 20 | 1.00 | 0.7653 | 0.7398 | 0.7653 | 4012.60 | 58665.79 |
41 | 2006.05.09 01:00 | sell | 21 | 1.00 | 0.7686 | 0.7741 | 0.7486 | ||
42 | 2006.05.09 16:34 | s/l | 21 | 1.00 | 0.7741 | 0.7741 | 0.7486 | -1100.00 | 57565.79 |
43 | 2006.05.15 01:00 | sell | 22 | 1.00 | 0.7725 | 0.7780 | 0.7525 | ||
44 | 2006.05.22 05:09 | t/p | 22 | 1.00 | 0.7525 | 0.7780 | 0.7525 | 3955.20 | 61520.99 |
45 | 2006.05.26 01:01 | buy | 23 | 1.00 | 0.7609 | 0.7554 | 0.7809 | ||
46 | 2006.05.31 16:18 | s/l | 23 | 1.00 | 0.7554 | 0.7554 | 0.7809 | -1094.60 | 60426.39 |
47 | 2006.07.17 01:09 | sell | 24 | 1.00 | 0.7536 | 0.7591 | 0.7336 | ||
48 | 2006.07.26 00:41 | s/l | 24 | 1.00 | 0.7591 | 0.7591 | 0.7336 | -1157.60 | 59268.79 |
49 | 2006.08.16 01:36 | buy | 25 | 1.00 | 0.7647 | 0.7592 | 0.7847 | ||
50 | 2006.08.18 00:10 | s/l | 25 | 1.00 | 0.7592 | 0.7592 | 0.7847 | -1092.80 | 58175.99 |
51 | 2006.08.21 01:00 | buy | 26 | 1.00 | 0.7598 | 0.7543 | 0.7798 | ||
52 | 2006.09.08 00:04 | s/l | 26 | 1.00 | 0.7543 | 0.7543 | 0.7798 | -1064.00 | 57111.99 |
53 | 2006.09.29 01:00 | sell | 27 | 1.00 | 0.7466 | 0.7521 | 0.7266 | ||
54 | 2006.10.12 10:33 | s/l | 27 | 1.00 | 0.7521 | 0.7521 | 0.7266 | -1183.20 | 55928.79 |