Symbol | USDCHF (US Dollar Vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2013.05.01 03:00 - 2018.04.30 23:45 (2013.05.01 - 2018.05.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | PeriodoMM_Lenta=25; PeriodoMM_Veloce=10; lotSizeBase=2; if_incrementoAuto_True=" -> incremento = (SL + TP)/TP"; incrementoAuto=true; TP=0.004; SL=0.001; Giorni="Giorni di operatività"; lunedi=true; martedi=true; mercoledi=true; giovedi=true; venerdi=true; Orario="Orario di operatività"; una=false; due=false; tre=false; quattro=false; cinque=false; sei=false; sette=false; otto=true; nove=true; dieci=true; undici=true; dodici=true; tredici=true; quattordici=true; quindici=true; sedici=true; diciassette=true; diciotto=true; diciannove=true; venti=true; ventuno=false; ventidue=false; ventitre=false; ventiquattro=false; MagicNum=12345; | ||||
Bars in test | 124646 | Ticks modelled | 85786495 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Variable | ||
Total net profit | 13513.67 | Gross profit | 22607.18 | Gross loss | -9093.51 |
Profit factor | 2.49 | Expected payoff | 264.97 | ||
Absolute drawdown | 165.56 | Maximal drawdown | 2085.78 (11.47%) | Relative drawdown | 11.47% (2085.78) |
Total trades | 51 | Short positions (won %) | 31 (29.03%) | Long positions (won %) | 20 (40.00%) |
Profit trades (% of total) | 17 (33.33%) | Loss trades (% of total) | 34 (66.67%) | ||
Largest | profit trade | 2458.74 | loss trade | -481.83 | |
Average | profit trade | 1329.83 | loss trade | -267.46 | |
Maximum | consecutive wins (profit in money) | 2 (3270.26) | consecutive losses (loss in money) | 5 (-1659.89) | |
Maximal | consecutive profit (count of wins) | 3270.26 (2) | consecutive loss (count of losses) | -1659.89 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.05.28 10:00 | sell stop | 1 | 2.00 | 0.96553 | 0.96653 | 0.96153 | ||
2 | 2013.05.29 13:55 | sell | 1 | 2.00 | 0.96562 | 0.96653 | 0.96153 | ||
3 | 2013.05.29 14:07 | t/p | 1 | 2.00 | 0.96147 | 0.96653 | 0.96153 | 863.21 | 10863.21 |
4 | 2013.07.08 08:00 | sell stop | 2 | 2.00 | 0.96487 | 0.96587 | 0.96087 | ||
5 | 2013.07.08 09:25 | sell | 2 | 2.00 | 0.96497 | 0.96587 | 0.96087 | ||
6 | 2013.07.08 15:06 | s/l | 2 | 2.00 | 0.96583 | 0.96587 | 0.96087 | -178.08 | 10685.13 |
7 | 2013.07.17 08:45 | sell stop | 3 | 2.50 | 0.94134 | 0.94234 | 0.93734 | ||
8 | 2013.07.17 09:25 | sell | 3 | 2.50 | 0.94129 | 0.94234 | 0.93734 | ||
9 | 2013.07.17 10:31 | s/l | 3 | 2.50 | 0.94231 | 0.94234 | 0.93734 | -270.60 | 10414.53 |
10 | 2013.10.09 09:15 | sell stop | 4 | 3.12 | 0.90550 | 0.90650 | 0.90150 | ||
11 | 2013.10.17 10:37 | sell | 4 | 3.12 | 0.90554 | 0.90650 | 0.90150 | ||
12 | 2013.10.17 16:52 | t/p | 4 | 3.12 | 0.90149 | 0.90650 | 0.90150 | 1401.71 | 11816.24 |
13 | 2013.10.30 08:00 | sell stop | 5 | 2.00 | 0.89839 | 0.89939 | 0.89439 | ||
14 | 2013.10.30 11:49 | sell | 5 | 2.00 | 0.89848 | 0.89939 | 0.89439 | ||
15 | 2013.10.30 21:10 | s/l | 5 | 2.00 | 0.89929 | 0.89939 | 0.89439 | -180.12 | 11636.12 |
16 | 2013.11.21 10:00 | sell stop | 6 | 2.50 | 0.91696 | 0.91796 | 0.91296 | ||
17 | 2013.11.21 10:56 | sell | 6 | 2.50 | 0.91706 | 0.91796 | 0.91296 | ||
18 | 2013.11.21 11:03 | s/l | 6 | 2.50 | 0.91792 | 0.91796 | 0.91296 | -234.21 | 11401.91 |
19 | 2013.12.05 15:30 | sell stop | 7 | 3.12 | 0.90152 | 0.90252 | 0.89752 | ||
20 | 2013.12.05 15:52 | sell | 7 | 3.12 | 0.90161 | 0.90252 | 0.89752 | ||
21 | 2013.12.05 18:24 | t/p | 7 | 3.12 | 0.89743 | 0.90252 | 0.89752 | 1453.12 | 12855.03 |
22 | 2013.12.16 09:15 | buy stop | 8 | 2.00 | 0.88882 | 0.88782 | 0.89282 | ||
23 | 2013.12.16 10:15 | buy | 8 | 2.00 | 0.88889 | 0.88782 | 0.89282 | ||
24 | 2013.12.16 11:00 | s/l | 8 | 2.00 | 0.88775 | 0.88782 | 0.89282 | -256.81 | 12598.22 |
25 | 2013.12.26 08:00 | sell stop | 9 | 2.50 | 0.89597 | 0.89697 | 0.89197 | ||
26 | 2013.12.26 08:57 | sell | 9 | 2.50 | 0.89606 | 0.89697 | 0.89197 | ||
27 | 2013.12.27 08:42 | t/p | 9 | 2.50 | 0.89203 | 0.89697 | 0.89197 | 1106.92 | 13705.14 |
28 | 2014.03.07 08:00 | buy stop | 10 | 2.00 | 0.88066 | 0.87966 | 0.88466 | ||
29 | 2014.03.07 15:43 | buy | 10 | 2.00 | 0.88067 | 0.87966 | 0.88466 | ||
30 | 2014.03.07 16:15 | s/l | 10 | 2.00 | 0.87963 | 0.87966 | 0.88466 | -236.45 | 13468.69 |
31 | 2014.03.11 09:00 | sell stop | 11 | 2.50 | 0.87839 | 0.87939 | 0.87439 | ||
32 | 2014.03.11 11:15 | sell | 11 | 2.50 | 0.87847 | 0.87939 | 0.87439 | ||
33 | 2014.03.11 11:53 | s/l | 11 | 2.50 | 0.87948 | 0.87939 | 0.87439 | -287.13 | 13181.56 |
34 | 2014.05.01 15:45 | buy stop | 12 | 3.12 | 0.87906 | 0.87806 | 0.88306 | ||
35 | 2014.05.01 16:17 | buy | 12 | 3.12 | 0.87907 | 0.87806 | 0.88306 | ||
36 | 2014.05.02 15:43 | t/p | 12 | 3.12 | 0.88313 | 0.87806 | 0.88306 | 1452.46 | 14634.01 |
37 | 2014.05.21 20:15 | sell stop | 13 | 2.00 | 0.89398 | 0.89498 | 0.88998 | ||
38 | 2014.05.21 21:36 | sell | 13 | 2.00 | 0.89404 | 0.89498 | 0.88998 | ||
39 | 2014.05.22 10:00 | s/l | 13 | 2.00 | 0.89500 | 0.89498 | 0.88998 | -268.87 | 14365.15 |
40 | 2014.06.24 09:00 | sell stop | 14 | 2.50 | 0.89489 | 0.89589 | 0.89089 | ||
41 | 2014.06.24 09:06 | sell | 14 | 2.50 | 0.89497 | 0.89589 | 0.89089 | ||
42 | 2014.06.25 15:53 | t/p | 14 | 2.50 | 0.89082 | 0.89589 | 0.89089 | 1141.97 | 15507.12 |
43 | 2014.07.10 08:00 | buy stop | 15 | 2.00 | 0.89112 | 0.89012 | 0.89512 | ||
44 | 2014.07.10 09:45 | buy | 15 | 2.00 | 0.89121 | 0.89012 | 0.89512 | ||
45 | 2014.07.14 10:46 | s/l | 15 | 2.00 | 0.89015 | 0.89012 | 0.89512 | -215.04 | 15292.07 |
46 | 2014.10.21 10:15 | buy stop | 16 | 2.50 | 0.94183 | 0.94083 | 0.94583 | ||
47 | 2014.10.21 11:11 | buy | 16 | 2.50 | 0.94177 | 0.94083 | 0.94583 | ||
48 | 2014.10.21 12:59 | t/p | 16 | 2.50 | 0.94593 | 0.94083 | 0.94583 | 1099.52 | 16391.59 |
49 | 2014.11.18 09:30 | buy stop | 17 | 2.00 | 0.96340 | 0.96240 | 0.96740 | ||
50 | 2014.11.21 10:50 | buy | 17 | 2.00 | 0.96347 | 0.96240 | 0.96740 | ||
51 | 2014.11.21 12:03 | t/p | 17 | 2.00 | 0.96733 | 0.96240 | 0.96740 | 797.99 | 17189.58 |
52 | 2014.12.04 09:15 | sell stop | 18 | 2.00 | 0.97754 | 0.97854 | 0.97354 | ||
53 | 2014.12.04 10:14 | sell | 18 | 2.00 | 0.97761 | 0.97854 | 0.97354 | ||
54 | 2014.12.04 15:36 | s/l | 18 | 2.00 | 0.97856 | 0.97854 | 0.97354 | -194.16 | 16995.42 |
55 | 2014.12.30 08:15 | sell stop | 19 | 2.50 | 0.99070 | 0.99170 | 0.98670 | ||
56 | 2014.12.30 09:23 | sell | 19 | 2.50 | 0.99073 | 0.99170 | 0.98670 | ||
57 | 2014.12.31 16:25 | s/l | 19 | 2.50 | 0.99167 | 0.99170 | 0.98670 | -259.61 | 16735.81 |
58 | 2015.02.16 09:00 | buy stop | 20 | 3.12 | 0.92983 | 0.92883 | 0.93383 | ||
59 | 2015.02.16 09:07 | buy | 20 | 3.12 | 0.92973 | 0.92883 | 0.93383 | ||
60 | 2015.02.16 09:59 | s/l | 20 | 3.12 | 0.92876 | 0.92883 | 0.93383 | -325.85 | 16409.96 |
61 | 2015.04.09 08:30 | sell stop | 21 | 3.90 | 0.96726 | 0.96826 | 0.96326 | ||
62 | 2015.04.15 20:17 | sell | 21 | 3.90 | 0.96733 | 0.96826 | 0.96326 | ||
63 | 2015.04.16 03:12 | t/p | 21 | 3.90 | 0.96322 | 0.96826 | 0.96326 | 1558.07 | 17968.02 |
64 | 2015.05.06 09:45 | buy stop | 22 | 2.00 | 0.92594 | 0.92494 | 0.92994 | ||
65 | 2015.05.06 12:23 | buy | 22 | 2.00 | 0.92594 | 0.92494 | 0.92994 | ||
66 | 2015.05.06 12:43 | s/l | 22 | 2.00 | 0.92504 | 0.92494 | 0.92994 | -194.61 | 17773.41 |
67 | 2015.06.23 09:15 | sell stop | 23 | 2.50 | 0.92626 | 0.92726 | 0.92226 | ||
68 | 2015.06.23 10:00 | sell | 23 | 2.50 | 0.92618 | 0.92726 | 0.92226 | ||
69 | 2015.06.23 10:01 | s/l | 23 | 2.50 | 0.92726 | 0.92726 | 0.92226 | -291.18 | 17482.23 |
70 | 2015.08.06 15:15 | sell stop | 24 | 3.12 | 0.98131 | 0.98231 | 0.97731 | ||
71 | 2015.08.06 16:41 | sell | 24 | 3.12 | 0.98131 | 0.98231 | 0.97731 | ||
72 | 2015.08.07 09:16 | s/l | 24 | 3.12 | 0.98223 | 0.98231 | 0.97731 | -320.47 | 17161.76 |
73 | 2015.09.25 08:00 | sell stop | 25 | 3.90 | 0.97452 | 0.97552 | 0.97052 | ||
74 | 2015.09.25 18:24 | sell | 25 | 3.90 | 0.97451 | 0.97552 | 0.97052 | ||
75 | 2015.09.25 18:28 | s/l | 25 | 3.90 | 0.97544 | 0.97552 | 0.97052 | -371.80 | 16789.96 |
76 | 2015.12.24 08:00 | buy stop | 26 | 4.87 | 0.99150 | 0.99050 | 0.99550 | ||
77 | 2015.12.29 15:35 | buy | 26 | 4.87 | 0.99143 | 0.99050 | 0.99550 | ||
78 | 2015.12.29 17:13 | s/l | 26 | 4.87 | 0.99045 | 0.99050 | 0.99550 | -481.83 | 16308.13 |
79 | 2016.01.12 08:15 | buy stop | 27 | 6.08 | 0.99995 | 0.99895 | 1.00395 | ||
80 | 2016.01.12 11:35 | buy | 27 | 6.08 | 0.99990 | 0.99895 | 1.00395 | ||
81 | 2016.01.12 17:59 | t/p | 27 | 6.08 | 1.00396 | 0.99895 | 1.00395 | 2458.74 | 18766.87 |
82 | 2016.02.22 20:45 | sell stop | 28 | 2.00 | 0.99721 | 0.99821 | 0.99321 | ||
83 | 2016.02.23 03:55 | sell | 28 | 2.00 | 0.99727 | 0.99821 | 0.99321 | ||
84 | 2016.02.23 10:05 | t/p | 28 | 2.00 | 0.99324 | 0.99821 | 0.99321 | 811.52 | 19578.39 |
85 | 2016.02.26 15:15 | sell stop | 29 | 2.00 | 0.99056 | 0.99156 | 0.98656 | ||
86 | 2016.03.03 17:01 | sell | 29 | 2.00 | 0.99049 | 0.99156 | 0.98656 | ||
87 | 2016.03.03 17:06 | s/l | 29 | 2.00 | 0.99150 | 0.99156 | 0.98656 | -203.72 | 19374.67 |
88 | 2016.03.31 18:00 | buy stop | 30 | 2.50 | 0.96070 | 0.95970 | 0.96470 | ||
89 | 2016.03.31 22:30 | buy | 30 | 2.50 | 0.96070 | 0.95970 | 0.96470 | ||
90 | 2016.04.01 12:24 | s/l | 30 | 2.50 | 0.95970 | 0.95970 | 0.96470 | -246.05 | 19128.63 |
91 | 2016.06.09 16:15 | sell stop | 31 | 3.12 | 0.96103 | 0.96203 | 0.95703 | ||
92 | 2016.06.15 21:00 | sell | 31 | 3.12 | 0.96110 | 0.96203 | 0.95703 | ||
93 | 2016.06.15 21:02 | s/l | 31 | 3.12 | 0.96212 | 0.96203 | 0.95703 | -330.79 | 18797.84 |
94 | 2016.11.03 10:15 | buy stop | 32 | 3.90 | 0.97098 | 0.96998 | 0.97498 | ||
95 | 2016.11.03 10:56 | buy | 32 | 3.90 | 0.97093 | 0.96998 | 0.97498 | ||
96 | 2016.11.03 16:11 | t/p | 32 | 3.90 | 0.97501 | 0.96998 | 0.97498 | 1631.93 | 20429.77 |
97 | 2016.11.09 15:15 | sell stop | 33 | 2.00 | 0.97125 | 0.97225 | 0.96725 | ||
98 | 2016.11.23 21:15 | delete | 33 | 2.00 | 0.97125 | 0.97225 | 0.96725 | ||
99 | 2016.12.15 18:45 | sell stop | 34 | 2.00 | 1.02809 | 1.02909 | 1.02409 | ||
100 | 2016.12.16 06:12 | sell | 34 | 2.00 | 1.02813 | 1.02909 | 1.02409 | ||
101 | 2016.12.16 10:06 | s/l | 34 | 2.00 | 1.02908 | 1.02909 | 1.02409 | -184.63 | 20245.14 |
102 | 2016.12.28 13:30 | sell stop | 35 | 2.50 | 1.02778 | 1.02878 | 1.02378 | ||
103 | 2016.12.29 00:00 | sell | 35 | 2.50 | 1.02783 | 1.02878 | 1.02378 | ||
104 | 2016.12.29 00:00 | s/l | 35 | 2.50 | 1.02884 | 1.02878 | 1.02378 | -245.35 | 19999.79 |
105 | 2017.01.23 08:00 | buy stop | 36 | 3.12 | 0.99933 | 0.99833 | 1.00333 | ||
106 | 2017.01.23 10:16 | buy | 36 | 3.12 | 0.99941 | 0.99833 | 1.00333 | ||
107 | 2017.01.23 12:25 | s/l | 36 | 3.12 | 0.99824 | 0.99833 | 1.00333 | -365.65 | 19634.14 |
108 | 2017.02.16 08:00 | buy stop | 37 | 3.90 | 1.00744 | 1.00644 | 1.01144 | ||
109 | 2017.02.21 10:46 | buy | 37 | 3.90 | 1.00736 | 1.00644 | 1.01144 | ||
110 | 2017.02.22 09:29 | t/p | 37 | 3.90 | 1.01151 | 1.00644 | 1.01144 | 1622.74 | 21256.88 |
111 | 2017.05.22 08:15 | sell stop | 38 | 2.00 | 0.97384 | 0.97484 | 0.96984 | ||
112 | 2017.05.22 12:17 | sell | 38 | 2.00 | 0.97381 | 0.97484 | 0.96984 | ||
113 | 2017.05.22 15:36 | t/p | 38 | 2.00 | 0.96982 | 0.97484 | 0.96984 | 822.82 | 22079.70 |
114 | 2017.07.04 15:45 | sell stop | 39 | 2.00 | 0.96460 | 0.96560 | 0.96060 | ||
115 | 2017.07.05 00:03 | sell | 39 | 2.00 | 0.96461 | 0.96560 | 0.96060 | ||
116 | 2017.07.05 00:04 | s/l | 39 | 2.00 | 0.96568 | 0.96560 | 0.96060 | -221.54 | 21858.16 |
117 | 2017.07.12 08:00 | buy stop | 40 | 2.50 | 0.96433 | 0.96333 | 0.96833 | ||
118 | 2017.07.12 15:30 | buy | 40 | 2.50 | 0.96430 | 0.96333 | 0.96833 | ||
119 | 2017.07.12 15:30 | s/l | 40 | 2.50 | 0.96332 | 0.96333 | 0.96833 | -254.33 | 21603.83 |
120 | 2017.08.02 16:00 | sell stop | 41 | 3.12 | 0.96820 | 0.96920 | 0.96420 | ||
121 | 2017.08.02 17:15 | sell | 41 | 3.12 | 0.96823 | 0.96920 | 0.96420 | ||
122 | 2017.08.02 19:16 | s/l | 41 | 3.12 | 0.96924 | 0.96920 | 0.96420 | -325.13 | 21278.70 |
123 | 2017.08.31 08:00 | sell stop | 42 | 3.90 | 0.96203 | 0.96303 | 0.95803 | ||
124 | 2017.08.31 17:57 | sell | 42 | 3.90 | 0.96212 | 0.96303 | 0.95803 | ||
125 | 2017.09.01 00:52 | t/p | 42 | 3.90 | 0.95795 | 0.96303 | 0.95803 | 1662.33 | 22941.02 |
126 | 2017.09.04 09:15 | buy stop | 43 | 2.00 | 0.96175 | 0.96075 | 0.96575 | ||
127 | 2017.09.12 19:26 | buy | 43 | 2.00 | 0.96166 | 0.96075 | 0.96575 | ||
128 | 2017.09.12 19:31 | s/l | 43 | 2.00 | 0.96076 | 0.96075 | 0.96575 | -187.36 | 22753.66 |
129 | 2017.09.27 16:00 | sell stop | 44 | 2.50 | 0.97296 | 0.97396 | 0.96896 | ||
130 | 2017.09.27 19:21 | sell | 44 | 2.50 | 0.97300 | 0.97396 | 0.96896 | ||
131 | 2017.09.28 06:45 | s/l | 44 | 2.50 | 0.97398 | 0.97396 | 0.96896 | -319.47 | 22434.19 |
132 | 2017.10.12 09:00 | buy stop | 45 | 3.12 | 0.97237 | 0.97137 | 0.97637 | ||
133 | 2017.10.12 09:52 | buy | 45 | 3.12 | 0.97230 | 0.97137 | 0.97637 | ||
134 | 2017.10.13 14:36 | t/p | 45 | 3.12 | 0.97640 | 0.97137 | 0.97637 | 1328.18 | 23762.37 |
135 | 2018.01.03 12:30 | sell stop | 46 | 2.00 | 0.97223 | 0.97323 | 0.96823 | ||
136 | 2018.01.04 16:00 | delete | 46 | 2.00 | 0.97223 | 0.97323 | 0.96823 | ||
137 | 2018.01.04 16:00 | buy stop | 47 | 2.00 | 0.97584 | 0.97484 | 0.97984 | ||
138 | 2018.01.04 16:10 | buy | 47 | 2.00 | 0.97578 | 0.97484 | 0.97984 | ||
139 | 2018.01.04 16:38 | s/l | 47 | 2.00 | 0.97489 | 0.97484 | 0.97984 | -182.61 | 23579.76 |
140 | 2018.01.09 15:45 | sell stop | 48 | 2.50 | 0.98163 | 0.98263 | 0.97763 | ||
141 | 2018.01.10 10:30 | sell | 48 | 2.50 | 0.98153 | 0.98263 | 0.97763 | ||
142 | 2018.01.10 10:56 | s/l | 48 | 2.50 | 0.98259 | 0.98263 | 0.97763 | -269.68 | 23310.08 |
143 | 2018.02.16 08:00 | buy stop | 49 | 3.12 | 0.92261 | 0.92161 | 0.92661 | ||
144 | 2018.02.16 12:57 | buy | 49 | 3.12 | 0.92251 | 0.92161 | 0.92661 | ||
145 | 2018.02.16 20:42 | t/p | 49 | 3.12 | 0.92665 | 0.92161 | 0.92661 | 1393.97 | 24704.05 |
146 | 2018.03.02 08:00 | buy stop | 50 | 2.00 | 0.94238 | 0.94138 | 0.94638 | ||
147 | 2018.03.02 10:45 | delete | 50 | 2.00 | 0.94238 | 0.94138 | 0.94638 | ||
148 | 2018.03.02 10:45 | buy stop | 51 | 2.00 | 0.94035 | 0.93935 | 0.94435 | ||
149 | 2018.03.05 18:15 | delete | 51 | 2.00 | 0.94035 | 0.93935 | 0.94435 | ||
150 | 2018.03.05 18:15 | sell stop | 52 | 2.00 | 0.93751 | 0.93851 | 0.93351 | ||
151 | 2018.03.06 14:00 | sell | 52 | 2.00 | 0.93747 | 0.93851 | 0.93351 | ||
152 | 2018.03.06 14:23 | s/l | 52 | 2.00 | 0.93843 | 0.93851 | 0.93351 | -204.58 | 24499.47 |
153 | 2018.03.23 15:45 | sell stop | 53 | 2.50 | 0.94671 | 0.94771 | 0.94271 | ||
154 | 2018.03.23 18:48 | sell | 53 | 2.50 | 0.94674 | 0.94771 | 0.94271 | ||
155 | 2018.03.23 19:32 | s/l | 53 | 2.50 | 0.94772 | 0.94771 | 0.94271 | -258.51 | 24240.96 |
156 | 2018.04.10 09:15 | sell stop | 54 | 3.12 | 0.95659 | 0.95759 | 0.95259 | ||
157 | 2018.04.10 10:19 | sell | 54 | 3.12 | 0.95652 | 0.95759 | 0.95259 | ||
158 | 2018.04.10 18:26 | s/l | 54 | 3.12 | 0.95753 | 0.95759 | 0.95259 | -329.06 | 23911.90 |
159 | 2018.04.16 16:15 | buy stop | 55 | 3.90 | 0.96077 | 0.95977 | 0.96477 | ||
160 | 2018.04.17 07:53 | buy | 55 | 3.90 | 0.96085 | 0.95977 | 0.96477 | ||
161 | 2018.04.17 09:16 | s/l | 55 | 3.90 | 0.95987 | 0.95977 | 0.96477 | -398.23 | 23513.67 |