Symbol | Nasdaq_100 (Nasdaq 100 - United States) | ||||
Period | 1 Hour (H1) 2010.05.03 01:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1354 | Ticks modelled | 1707 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2424.00 | Gross profit | 2694.00 | Gross loss | -270.00 |
Profit factor | 9.98 | Expected payoff | 303.00 | ||
Absolute drawdown | 74.00 | Maximal drawdown | 2412.00 (17.52%) | Relative drawdown | 17.52% (2412.00) |
Total trades | 8 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
Largest | profit trade | 808.00 | loss trade | -270.00 | |
Average | profit trade | 384.86 | loss trade | -270.00 | |
Maximum | consecutive wins (profit in money) | 4 (2108.00) | consecutive losses (loss in money) | 1 (-270.00) | |
Maximal | consecutive profit (count of wins) | 2108.00 (4) | consecutive loss (count of losses) | -270.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:00 | buy | 1 | 1.00 | 2005.90 | 0.00 | 0.00 | ||
2 | 2010.05.03 13:00 | close | 1 | 1.00 | 2037.40 | 0.00 | 0.00 | 630.00 | 10630.00 |
3 | 2010.05.03 19:00 | sell | 2 | 1.00 | 2026.30 | 0.00 | 0.00 | ||
4 | 2010.05.04 10:00 | close | 2 | 1.00 | 1985.40 | 0.00 | 0.00 | 808.00 | 11438.00 |
5 | 2010.05.04 12:00 | buy | 3 | 1.00 | 1968.00 | 0.00 | 0.00 | ||
6 | 2010.05.05 06:00 | close | 3 | 1.00 | 1969.80 | 0.00 | 0.00 | 26.00 | 11464.00 |
7 | 2010.05.05 08:00 | sell | 4 | 1.00 | 1961.60 | 0.00 | 0.00 | ||
8 | 2010.05.11 02:00 | close | 4 | 1.00 | 1926.40 | 0.00 | 0.00 | 644.00 | 12108.00 |
9 | 2010.05.11 09:00 | buy | 5 | 1.00 | 1919.10 | 0.00 | 0.00 | ||
10 | 2010.05.17 06:00 | close | 5 | 1.00 | 1908.60 | 0.00 | 0.00 | -270.00 | 11838.00 |
11 | 2010.05.17 10:00 | sell | 6 | 1.00 | 1904.60 | 0.00 | 0.00 | ||
12 | 2010.05.18 12:00 | close | 6 | 1.00 | 1899.50 | 0.00 | 0.00 | 92.00 | 11930.00 |
13 | 2010.05.18 19:00 | buy | 7 | 1.00 | 1878.20 | 0.00 | 0.00 | ||
14 | 2010.05.19 10:00 | close | 7 | 1.00 | 1883.30 | 0.00 | 0.00 | 92.00 | 12022.00 |
15 | 2010.05.19 12:00 | sell | 8 | 1.00 | 1857.20 | 0.00 | 0.00 | ||
16 | 2010.05.24 13:59 | close at stop | 8 | 1.00 | 1834.60 | 0.00 | 0.00 | 402.00 | 12424.00 |