Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1372 | Ticks modelled | 1743 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 13847.27 | Gross profit | 14932.46 | Gross loss | -1085.19 |
Profit factor | 13.76 | Expected payoff | 1065.17 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 10741.43 (44.69%) | Relative drawdown | 44.69% (10741.43) |
Total trades | 13 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 3840.72 | loss trade | -689.87 | |
Average | profit trade | 1493.25 | loss trade | -361.73 | |
Maximum | consecutive wins (profit in money) | 6 (8124.23) | consecutive losses (loss in money) | 1 (-689.87) | |
Maximal | consecutive profit (count of wins) | 8124.23 (6) | consecutive loss (count of losses) | -689.87 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:00 | buy | 1 | 1.00 | 124.20 | 0.00 | 0.00 | ||
2 | 2010.05.03 22:00 | close | 1 | 1.00 | 125.37 | 0.00 | 0.00 | 1294.11 | 11294.11 |
3 | 2010.05.04 01:00 | sell | 2 | 1.00 | 125.28 | 0.00 | 0.00 | ||
4 | 2010.05.04 06:00 | close | 2 | 1.00 | 124.28 | 0.00 | 0.00 | 1105.83 | 12399.94 |
5 | 2010.05.04 09:00 | buy | 3 | 1.00 | 123.44 | 0.00 | 0.00 | ||
6 | 2010.05.05 03:00 | close | 3 | 1.00 | 123.31 | 0.00 | 0.00 | -147.89 | 12252.05 |
7 | 2010.05.05 05:00 | sell | 4 | 1.00 | 122.72 | 0.00 | 0.00 | ||
8 | 2010.05.10 15:00 | close | 4 | 1.00 | 119.23 | 0.00 | 0.00 | 3840.72 | 16092.77 |
9 | 2010.05.10 19:00 | buy | 5 | 1.00 | 119.10 | 0.00 | 0.00 | ||
10 | 2010.05.11 14:00 | close | 5 | 1.00 | 118.48 | 0.00 | 0.00 | -689.87 | 15402.90 |
11 | 2010.05.11 16:00 | sell | 6 | 1.00 | 117.63 | 0.00 | 0.00 | ||
12 | 2010.05.13 06:00 | close | 6 | 1.00 | 117.11 | 0.00 | 0.00 | 567.58 | 15970.48 |
13 | 2010.05.13 11:00 | buy | 7 | 1.00 | 116.35 | 0.00 | 0.00 | ||
14 | 2010.05.14 04:00 | close | 7 | 1.00 | 116.13 | 0.00 | 0.00 | -247.44 | 15723.04 |
15 | 2010.05.14 05:00 | sell | 8 | 1.00 | 115.43 | 0.00 | 0.00 | ||
16 | 2010.05.18 12:00 | close | 8 | 1.00 | 114.35 | 0.00 | 0.00 | 1179.39 | 16902.43 |
17 | 2010.05.18 19:00 | buy | 9 | 1.00 | 111.97 | 0.00 | 0.00 | ||
18 | 2010.05.19 10:00 | close | 9 | 1.00 | 112.80 | 0.00 | 0.00 | 913.94 | 17816.38 |
19 | 2010.05.19 22:00 | sell | 10 | 1.00 | 113.07 | 0.00 | 0.00 | ||
20 | 2010.05.20 08:00 | close | 10 | 1.00 | 112.13 | 0.00 | 0.00 | 1035.76 | 18852.13 |
21 | 2010.05.20 13:00 | buy | 11 | 1.00 | 110.29 | 0.00 | 0.00 | ||
22 | 2010.05.21 00:00 | close | 11 | 1.00 | 113.72 | 0.00 | 0.00 | 3789.73 | 22641.86 |
23 | 2010.05.21 04:00 | sell | 12 | 1.00 | 112.30 | 0.00 | 0.00 | ||
24 | 2010.05.24 06:00 | close | 12 | 1.00 | 111.89 | 0.00 | 0.00 | 442.22 | 23084.08 |
25 | 2010.05.24 07:00 | buy | 13 | 1.00 | 111.53 | 0.00 | 0.00 | ||
26 | 2010.05.24 13:59 | close at stop | 13 | 1.00 | 112.22 | 0.00 | 0.00 | 763.19 | 23847.27 |