Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1373 | Ticks modelled | 1745 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 6607.39 | Gross profit | 10313.05 | Gross loss | -3705.65 |
Profit factor | 2.78 | Expected payoff | 367.08 | ||
Absolute drawdown | 1458.82 | Maximal drawdown | 3239.99 (17.76%) | Relative drawdown | 25.31% (2894.54) |
Total trades | 18 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 2481.63 | loss trade | -2033.80 | |
Average | profit trade | 859.42 | loss trade | -617.61 | |
Maximum | consecutive wins (profit in money) | 7 (6781.87) | consecutive losses (loss in money) | 2 (-2387.80) | |
Maximal | consecutive profit (count of wins) | 6781.87 (7) | consecutive loss (count of losses) | -2387.80 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.02 18:00 | buy | 1 | 1.00 | 1.0158 | 0.0000 | 0.0000 | ||
2 | 2010.05.03 12:00 | close | 1 | 1.00 | 1.0130 | 0.0000 | 0.0000 | -280.34 | 9719.66 |
3 | 2010.05.03 13:00 | sell | 2 | 1.00 | 1.0119 | 0.0000 | 0.0000 | ||
4 | 2010.05.04 05:00 | close | 2 | 1.00 | 1.0144 | 0.0000 | 0.0000 | -244.98 | 9474.68 |
5 | 2010.05.04 06:00 | buy | 3 | 1.00 | 1.0159 | 0.0000 | 0.0000 | ||
6 | 2010.05.06 02:00 | close | 3 | 1.00 | 1.0305 | 0.0000 | 0.0000 | 1408.93 | 10883.61 |
7 | 2010.05.06 03:00 | sell | 4 | 1.00 | 1.0381 | 0.0000 | 0.0000 | ||
8 | 2010.05.07 07:00 | close | 4 | 1.00 | 1.0445 | 0.0000 | 0.0000 | -611.26 | 10272.35 |
9 | 2010.05.07 09:00 | buy | 5 | 1.00 | 1.0389 | 0.0000 | 0.0000 | ||
10 | 2010.05.07 11:00 | close | 5 | 1.00 | 1.0497 | 0.0000 | 0.0000 | 1028.87 | 11301.22 |
11 | 2010.05.07 13:00 | sell | 6 | 1.00 | 1.0438 | 0.0000 | 0.0000 | ||
12 | 2010.05.11 05:00 | close | 6 | 1.00 | 1.0237 | 0.0000 | 0.0000 | 1969.37 | 13270.59 |
13 | 2010.05.11 06:00 | buy | 7 | 1.00 | 1.0252 | 0.0000 | 0.0000 | ||
14 | 2010.05.11 09:00 | close | 7 | 1.00 | 1.0258 | 0.0000 | 0.0000 | 58.49 | 13329.08 |
15 | 2010.05.11 10:00 | sell | 8 | 1.00 | 1.0221 | 0.0000 | 0.0000 | ||
16 | 2010.05.11 22:00 | close | 8 | 1.00 | 1.0200 | 0.0000 | 0.0000 | 205.88 | 13534.96 |
17 | 2010.05.11 23:00 | buy | 9 | 1.00 | 1.0195 | 0.0000 | 0.0000 | ||
18 | 2010.05.12 01:00 | close | 9 | 1.00 | 1.0243 | 0.0000 | 0.0000 | 464.68 | 13999.64 |
19 | 2010.05.12 02:00 | sell | 10 | 1.00 | 1.0207 | 0.0000 | 0.0000 | ||
20 | 2010.05.13 12:00 | close | 10 | 1.00 | 1.0149 | 0.0000 | 0.0000 | 572.95 | 14572.59 |
21 | 2010.05.13 14:00 | buy | 11 | 1.00 | 1.0151 | 0.0000 | 0.0000 | ||
22 | 2010.05.17 13:00 | close | 11 | 1.00 | 1.0411 | 0.0000 | 0.0000 | 2481.63 | 17054.23 |
23 | 2010.05.17 14:00 | sell | 12 | 1.00 | 1.0377 | 0.0000 | 0.0000 | ||
24 | 2010.05.18 17:00 | close | 12 | 1.00 | 1.0396 | 0.0000 | 0.0000 | -181.29 | 16872.94 |
25 | 2010.05.18 18:00 | buy | 13 | 1.00 | 1.0406 | 0.0000 | 0.0000 | ||
26 | 2010.05.19 05:00 | close | 13 | 1.00 | 1.0457 | 0.0000 | 0.0000 | 483.78 | 17356.72 |
27 | 2010.05.19 06:00 | sell | 14 | 1.00 | 1.0487 | 0.0000 | 0.0000 | ||
28 | 2010.05.19 10:00 | close | 14 | 1.00 | 1.0444 | 0.0000 | 0.0000 | 411.72 | 17768.44 |
29 | 2010.05.19 11:00 | buy | 15 | 1.00 | 1.0489 | 0.0000 | 0.0000 | ||
30 | 2010.05.19 20:00 | close | 15 | 1.00 | 1.0452 | 0.0000 | 0.0000 | -354.00 | 17414.44 |
31 | 2010.05.19 23:00 | sell | 16 | 1.00 | 1.0445 | 0.0000 | 0.0000 | ||
32 | 2010.05.20 12:00 | close | 16 | 1.00 | 1.0662 | 0.0000 | 0.0000 | -2033.80 | 15380.64 |
33 | 2010.05.20 14:00 | buy | 17 | 1.00 | 1.0672 | 0.0000 | 0.0000 | ||
34 | 2010.05.21 08:00 | close | 17 | 1.00 | 1.0711 | 0.0000 | 0.0000 | 360.18 | 15740.82 |
35 | 2010.05.21 10:00 | sell | 18 | 1.00 | 1.0646 | 0.0000 | 0.0000 | ||
36 | 2010.05.24 13:59 | close at stop | 18 | 1.00 | 1.0555 | 0.0000 | 0.0000 | 866.57 | 16607.39 |