Symbol | Crude_Oil (Crude Oil (Light Sweet)) | ||||
Period | 1 Hour (H1) 2010.05.03 01:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1365 | Ticks modelled | 1728 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 9883.40 | Gross profit | 15293.06 | Gross loss | -5409.66 |
Profit factor | 2.83 | Expected payoff | 760.26 | ||
Absolute drawdown | 4609.66 | Maximal drawdown | 4609.66 (46.10%) | Relative drawdown | 46.10% (4609.66) |
Total trades | 13 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
Largest | profit trade | 4191.02 | loss trade | -4029.83 | |
Average | profit trade | 1699.23 | loss trade | -1352.42 | |
Maximum | consecutive wins (profit in money) | 5 (9041.87) | consecutive losses (loss in money) | 2 (-479.83) | |
Maximal | consecutive profit (count of wins) | 9041.87 (5) | consecutive loss (count of losses) | -4029.83 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 17:00 | buy | 1 | 1.00 | 86.14 | 0.00 | 0.00 | ||
2 | 2010.05.04 17:00 | close | 1 | 1.00 | 82.12 | 0.00 | 0.00 | -4029.83 | 5970.17 |
3 | 2010.05.04 18:00 | sell | 2 | 1.00 | 82.14 | 0.00 | 0.00 | ||
4 | 2010.05.10 07:00 | close | 2 | 1.00 | 77.89 | 0.00 | 0.00 | 4191.02 | 10161.19 |
5 | 2010.05.10 09:00 | buy | 3 | 1.00 | 77.23 | 0.00 | 0.00 | ||
6 | 2010.05.10 17:00 | close | 3 | 1.00 | 77.28 | 0.00 | 0.00 | 50.00 | 10211.19 |
7 | 2010.05.10 19:00 | sell | 4 | 1.00 | 77.28 | 0.00 | 0.00 | ||
8 | 2010.05.11 01:00 | close | 4 | 1.00 | 76.52 | 0.00 | 0.00 | 750.17 | 10961.36 |
9 | 2010.05.11 02:00 | buy | 5 | 1.00 | 76.42 | 0.00 | 0.00 | ||
10 | 2010.05.11 09:00 | close | 5 | 1.00 | 75.52 | 0.00 | 0.00 | -900.00 | 10061.36 |
11 | 2010.05.11 13:00 | sell | 6 | 1.00 | 77.23 | 0.00 | 0.00 | ||
12 | 2010.05.11 17:00 | close | 6 | 1.00 | 75.97 | 0.00 | 0.00 | 1260.00 | 11321.36 |
13 | 2010.05.11 18:00 | buy | 7 | 1.00 | 75.96 | 0.00 | 0.00 | ||
14 | 2010.05.12 00:00 | close | 7 | 1.00 | 75.86 | 0.00 | 0.00 | -109.83 | 11211.53 |
15 | 2010.05.12 01:00 | sell | 8 | 1.00 | 75.42 | 0.00 | 0.00 | ||
16 | 2010.05.12 13:00 | close | 8 | 1.00 | 75.79 | 0.00 | 0.00 | -370.00 | 10841.53 |
17 | 2010.05.12 14:00 | buy | 9 | 1.00 | 75.03 | 0.00 | 0.00 | ||
18 | 2010.05.13 13:00 | close | 9 | 1.00 | 75.39 | 0.00 | 0.00 | 350.17 | 11191.70 |
19 | 2010.05.13 16:00 | sell | 10 | 1.00 | 73.90 | 0.00 | 0.00 | ||
20 | 2010.05.17 11:00 | close | 10 | 1.00 | 70.11 | 0.00 | 0.00 | 3750.68 | 14942.38 |
21 | 2010.05.17 13:00 | buy | 11 | 1.00 | 69.89 | 0.00 | 0.00 | ||
22 | 2010.05.18 23:00 | close | 11 | 1.00 | 71.89 | 0.00 | 0.00 | 1990.17 | 16932.55 |
23 | 2010.05.19 03:00 | sell | 12 | 1.00 | 71.88 | 0.00 | 0.00 | ||
24 | 2010.05.21 09:00 | close | 12 | 1.00 | 69.52 | 0.00 | 0.00 | 2340.34 | 19272.89 |
25 | 2010.05.21 11:00 | buy | 13 | 1.00 | 69.89 | 0.00 | 0.00 | ||
26 | 2010.05.24 13:59 | close at stop | 13 | 1.00 | 70.53 | 0.00 | 0.00 | 610.51 | 19883.40 |