Symbol | DAX_30 (DAX 30 - Germany) | ||||
Period | 1 Hour (H1) 2010.05.03 02:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1220 | Ticks modelled | 1439 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1394.25 | Gross profit | 12339.25 | Gross loss | -10945.00 |
Profit factor | 1.13 | Expected payoff | 174.28 | ||
Absolute drawdown | 2779.50 | Maximal drawdown | 19458.25 (72.94%) | Relative drawdown | 72.94% (19458.25) |
Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
Largest | profit trade | 6534.75 | loss trade | -9358.00 | |
Average | profit trade | 2467.85 | loss trade | -3648.33 | |
Maximum | consecutive wins (profit in money) | 2 (7039.50) | consecutive losses (loss in money) | 2 (-10083.50) | |
Maximal | consecutive profit (count of wins) | 7039.50 (2) | consecutive loss (count of losses) | -10083.50 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 02:00 | buy | 1 | 1.00 | 6099.8 | 0.0 | 0.0 | ||
2 | 2010.05.03 11:00 | close | 1 | 1.00 | 6167.8 | 0.0 | 0.0 | 2550.00 | 12550.00 |
3 | 2010.05.03 15:00 | sell | 2 | 1.00 | 6198.0 | 0.0 | 0.0 | ||
4 | 2010.05.04 06:00 | close | 2 | 1.00 | 6132.0 | 0.0 | 0.0 | 2431.00 | 14981.00 |
5 | 2010.05.04 11:00 | buy | 3 | 1.00 | 6021.8 | 0.0 | 0.0 | ||
6 | 2010.05.05 07:00 | close | 3 | 1.00 | 6000.0 | 0.0 | 0.0 | -861.50 | 14119.50 |
7 | 2010.05.05 10:00 | sell | 4 | 1.00 | 5980.5 | 0.0 | 0.0 | ||
8 | 2010.05.11 04:00 | close | 4 | 1.00 | 5960.0 | 0.0 | 0.0 | 504.75 | 14624.25 |
9 | 2010.05.11 09:00 | buy | 5 | 1.00 | 5940.0 | 0.0 | 0.0 | ||
10 | 2010.05.17 06:00 | close | 5 | 1.00 | 6121.3 | 0.0 | 0.0 | 6534.75 | 21159.00 |
11 | 2010.05.17 11:00 | sell | 6 | 1.00 | 6094.0 | 0.0 | 0.0 | ||
12 | 2010.05.19 03:00 | close | 6 | 1.00 | 6111.0 | 0.0 | 0.0 | -725.50 | 20433.50 |
13 | 2010.05.19 04:00 | buy | 7 | 1.00 | 6079.0 | 0.0 | 0.0 | ||
14 | 2010.05.21 12:00 | close | 7 | 1.00 | 5831.8 | 0.0 | 0.0 | -9358.00 | 11075.50 |
15 | 2010.05.24 02:00 | sell | 8 | 1.00 | 5816.8 | 0.0 | 0.0 | ||
16 | 2010.05.24 13:59 | close at stop | 8 | 1.00 | 5808.3 | 0.0 | 0.0 | 318.75 | 11394.25 |