| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.02 05:00 - 2009.04.01 23:00 (2009.01.01 - 2009.04.02) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Version="1.00"; _1="System Parameters"; Stealth=true; Agressive=true; GmtOffset=0; AutoGmtOffset=true; S1_Reference=337733; S2_Reference=773377; ReceiptCode="CQCEX8TN"; _2="Strategy Parameters"; Slippage=3; SendEmails=false; _3="Order Management"; LotSize=0.1; _4="Ratio Order Management"; RiskLevel=0.49; RecoveryMode=true; _5="Fixed Ratio Order Management"; UseFixedRatio=true; BaseDeposit=100; StepRatio=0.1; ReduceLots=false; | ||||
| Bars in test | 2485 | Ticks modelled | 2131858 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 24928.80 | Gross profit | 38144.40 | Gross loss | -13215.60 |
| Profit factor | 2.89 | Expected payoff | 408.67 | ||
| Absolute drawdown | 2398.50 | Maximal drawdown | 11244.36 (28.78%) | Relative drawdown | 28.78% (11244.36) |
| Total trades | 61 | Short positions (won %) | 27 (74.07%) | Long positions (won %) | 34 (88.24%) |
| Profit trades (% of total) | 50 (81.97%) | Loss trades (% of total) | 11 (18.03%) | ||
| Largest | profit trade | 1972.80 | loss trade | -6407.64 | |
| Average | profit trade | 762.89 | loss trade | -1201.42 | |
| Maximum | consecutive wins (profit in money) | 10 (5870.00) | consecutive losses (loss in money) | 1 (-6407.64) | |
| Maximal | consecutive profit (count of wins) | 6150.00 (5) | consecutive loss (count of losses) | -6407.64 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 21:15 | sell | 1 | 3.90 | 1.3600 | 1.3752 | 1.3550 | ||
| 2 | 2009.01.06 00:46 | close | 1 | 3.90 | 1.3599 | 1.3752 | 1.3550 | -34.32 | 9965.68 |
| 3 | 2009.01.06 22:00 | sell | 2 | 3.90 | 1.3535 | 1.3683 | 1.3475 | ||
| 4 | 2009.01.06 22:15 | close | 2 | 3.90 | 1.3520 | 1.3683 | 1.3475 | 526.50 | 10492.18 |
| 5 | 2009.01.06 22:26 | buy | 3 | 3.90 | 1.3502 | 1.3350 | 1.3552 | ||
| 6 | 2009.01.06 22:50 | close | 3 | 3.90 | 1.3513 | 1.3350 | 1.3552 | 370.50 | 10862.68 |
| 7 | 2009.01.07 21:51 | sell | 4 | 4.30 | 1.3655 | 1.3747 | 1.3605 | ||
| 8 | 2009.01.07 21:59 | close | 4 | 4.30 | 1.3645 | 1.3747 | 1.3605 | 365.50 | 11228.18 |
| 9 | 2009.01.07 22:21 | sell | 5 | 4.30 | 1.3660 | 1.3747 | 1.3610 | ||
| 10 | 2009.01.07 23:11 | close | 5 | 4.30 | 1.3648 | 1.3747 | 1.3610 | 451.50 | 11679.68 |
| 11 | 2009.01.08 21:33 | buy | 6 | 4.20 | 1.3698 | 1.3546 | 1.3748 | ||
| 12 | 2009.01.08 21:51 | close | 6 | 4.20 | 1.3708 | 1.3546 | 1.3748 | 357.00 | 12036.68 |
| 13 | 2009.01.08 22:04 | buy | 7 | 4.70 | 1.3690 | 1.3538 | 1.3740 | ||
| 14 | 2009.01.08 22:12 | close | 7 | 4.70 | 1.3700 | 1.3538 | 1.3740 | 399.50 | 12436.18 |
| 15 | 2009.01.12 21:37 | buy | 8 | 4.80 | 1.3358 | 1.3288 | 1.3408 | ||
| 16 | 2009.01.12 21:50 | close | 8 | 4.80 | 1.3369 | 1.3288 | 1.3408 | 456.00 | 12892.18 |
| 17 | 2009.01.12 22:01 | buy | 9 | 4.80 | 1.3356 | 1.3240 | 1.3416 | ||
| 18 | 2009.01.12 22:33 | close | 9 | 4.80 | 1.3371 | 1.3240 | 1.3416 | 648.00 | 13540.18 |
| 19 | 2009.01.14 21:29 | sell | 10 | 5.30 | 1.3175 | 1.3327 | 1.3125 | ||
| 20 | 2009.01.14 22:55 | close | 10 | 5.30 | 1.3174 | 1.3327 | 1.3125 | -26.50 | 13513.68 |
| 21 | 2009.01.14 22:58 | buy | 11 | 5.30 | 1.3165 | 1.3092 | 1.3215 | ||
| 22 | 2009.01.14 23:05 | close | 11 | 5.30 | 1.3176 | 1.3092 | 1.3215 | 503.50 | 14017.18 |
| 23 | 2009.01.15 21:49 | buy | 12 | 5.40 | 1.3128 | 1.3025 | 1.3178 | ||
| 24 | 2009.01.15 22:48 | close | 12 | 5.40 | 1.3138 | 1.3025 | 1.3178 | 459.00 | 14476.18 |
| 25 | 2009.01.19 22:18 | buy | 13 | 5.90 | 1.3065 | 1.2913 | 1.3125 | ||
| 26 | 2009.01.19 23:29 | close | 13 | 5.90 | 1.3081 | 1.2913 | 1.3125 | 855.50 | 15331.68 |
| 27 | 2009.01.20 21:06 | buy | 14 | 6.00 | 1.2865 | 1.2833 | 1.2915 | ||
| 28 | 2009.01.20 21:11 | close | 14 | 6.00 | 1.2875 | 1.2833 | 1.2915 | 510.00 | 15841.68 |
| 29 | 2009.01.20 21:52 | sell | 15 | 6.60 | 1.2908 | 1.3060 | 1.2858 | ||
| 30 | 2009.01.20 22:01 | close | 15 | 6.60 | 1.2898 | 1.3060 | 1.2858 | 561.00 | 16402.68 |
| 31 | 2009.01.20 22:05 | buy | 16 | 6.60 | 1.2872 | 1.2840 | 1.2922 | ||
| 32 | 2009.01.20 23:30 | close | 16 | 6.60 | 1.2879 | 1.2840 | 1.2922 | 363.00 | 16765.68 |
| 33 | 2009.01.22 22:14 | sell | 17 | 6.50 | 1.3016 | 1.3083 | 1.2966 | ||
| 34 | 2009.01.22 22:23 | close | 17 | 6.50 | 1.3006 | 1.3083 | 1.2966 | 552.50 | 17318.18 |
| 35 | 2009.01.22 22:56 | sell | 18 | 7.20 | 1.3020 | 1.3083 | 1.2970 | ||
| 36 | 2009.01.22 23:15 | close | 18 | 7.20 | 1.3008 | 1.3083 | 1.2970 | 756.00 | 18074.18 |
| 37 | 2009.01.26 22:11 | sell | 19 | 7.10 | 1.3203 | 1.3355 | 1.3143 | ||
| 38 | 2009.01.26 23:18 | close | 19 | 7.10 | 1.3188 | 1.3355 | 1.3143 | 958.50 | 19032.68 |
| 39 | 2009.01.27 21:18 | buy | 20 | 7.80 | 1.3173 | 1.3117 | 1.3223 | ||
| 40 | 2009.01.27 22:23 | close | 20 | 7.80 | 1.3179 | 1.3117 | 1.3223 | 351.00 | 19383.68 |
| 41 | 2009.01.27 22:28 | sell | 21 | 7.80 | 1.3185 | 1.3328 | 1.3135 | ||
| 42 | 2009.01.28 00:50 | close | 21 | 7.80 | 1.3184 | 1.3328 | 1.3135 | -68.64 | 19315.04 |
| 43 | 2009.01.28 21:33 | sell | 22 | 7.80 | 1.3156 | 1.3308 | 1.3106 | ||
| 44 | 2009.01.28 22:47 | close | 22 | 7.80 | 1.3154 | 1.3308 | 1.3106 | 39.00 | 19354.04 |
| 45 | 2009.01.28 22:54 | buy | 23 | 7.80 | 1.3145 | 1.3100 | 1.3195 | ||
| 46 | 2009.01.28 23:09 | close | 23 | 7.80 | 1.3155 | 1.3100 | 1.3195 | 663.00 | 20017.04 |
| 47 | 2009.02.02 22:04 | buy | 24 | 8.00 | 1.2833 | 1.2705 | 1.2883 | ||
| 48 | 2009.02.03 00:34 | close | 24 | 8.00 | 1.2834 | 1.2705 | 1.2883 | -24.00 | 19993.04 |
| 49 | 2009.02.03 22:35 | buy | 25 | 7.90 | 1.3024 | 1.2872 | 1.3074 | ||
| 50 | 2009.02.03 23:26 | close | 25 | 7.90 | 1.3034 | 1.2872 | 1.3074 | 671.50 | 20664.54 |
| 51 | 2009.02.04 21:14 | buy | 26 | 8.00 | 1.2837 | 1.2805 | 1.2887 | ||
| 52 | 2009.02.04 21:37 | close | 26 | 8.00 | 1.2847 | 1.2805 | 1.2887 | 680.00 | 21344.54 |
| 53 | 2009.02.04 22:53 | buy | 27 | 8.80 | 1.2835 | 1.2803 | 1.2885 | ||
| 54 | 2009.02.04 23:23 | close | 27 | 8.80 | 1.2845 | 1.2803 | 1.2885 | 748.00 | 22092.54 |
| 55 | 2009.02.05 22:38 | buy | 28 | 8.80 | 1.2781 | 1.2653 | 1.2841 | ||
| 56 | 2009.02.05 23:10 | close | 28 | 8.80 | 1.2796 | 1.2653 | 1.2841 | 1188.00 | 23280.54 |
| 57 | 2009.02.09 21:55 | buy | 29 | 9.50 | 1.3005 | 1.2872 | 1.3055 | ||
| 58 | 2009.02.09 23:22 | close | 29 | 9.50 | 1.3006 | 1.2872 | 1.3055 | -47.50 | 23233.04 |
| 59 | 2009.02.10 21:46 | sell | 30 | 9.60 | 1.2913 | 1.3065 | 1.2863 | ||
| 60 | 2009.02.10 22:02 | close | 30 | 9.60 | 1.2902 | 1.3065 | 1.2863 | 912.00 | 24145.04 |
| 61 | 2009.02.11 21:53 | sell | 31 | 9.60 | 1.2908 | 1.2997 | 1.2858 | ||
| 62 | 2009.02.11 22:17 | close | 31 | 9.60 | 1.2898 | 1.2997 | 1.2858 | 816.00 | 24961.04 |
| 63 | 2009.02.11 22:32 | buy | 32 | 9.60 | 1.2885 | 1.2831 | 1.2935 | ||
| 64 | 2009.02.12 00:37 | close | 32 | 9.60 | 1.2886 | 1.2831 | 1.2935 | 9.60 | 24970.64 |
| 65 | 2009.02.12 21:09 | sell | 33 | 9.60 | 1.2861 | 1.2943 | 1.2811 | ||
| 66 | 2009.02.12 23:41 | close | 33 | 9.60 | 1.2859 | 1.2943 | 1.2811 | 48.00 | 25018.64 |
| 67 | 2009.02.16 21:01 | sell | 34 | 9.70 | 1.2783 | 1.2826 | 1.2733 | ||
| 68 | 2009.02.16 21:29 | close | 34 | 9.70 | 1.2773 | 1.2826 | 1.2733 | 824.50 | 25843.14 |
| 69 | 2009.02.16 21:40 | sell | 35 | 10.70 | 1.2786 | 1.2826 | 1.2736 | ||
| 70 | 2009.02.16 23:33 | close | 35 | 10.70 | 1.2785 | 1.2826 | 1.2736 | -53.50 | 25789.64 |
| 71 | 2009.02.17 21:18 | buy | 36 | 10.80 | 1.2590 | 1.2558 | 1.2640 | ||
| 72 | 2009.02.17 21:25 | close | 36 | 10.80 | 1.2600 | 1.2558 | 1.2640 | 918.00 | 26707.64 |
| 73 | 2009.02.17 21:48 | buy | 37 | 10.80 | 1.2585 | 1.2553 | 1.2635 | ||
| 74 | 2009.02.17 23:48 | close | 37 | 10.80 | 1.2586 | 1.2553 | 1.2635 | -54.00 | 26653.64 |
| 75 | 2009.02.18 21:30 | buy | 38 | 10.90 | 1.2534 | 1.2502 | 1.2584 | ||
| 76 | 2009.02.18 22:14 | close | 38 | 10.90 | 1.2544 | 1.2502 | 1.2584 | 926.50 | 27580.14 |
| 77 | 2009.02.19 21:00 | buy | 39 | 10.80 | 1.2659 | 1.2563 | 1.2709 | ||
| 78 | 2009.02.19 21:29 | close | 39 | 10.80 | 1.2670 | 1.2563 | 1.2709 | 1026.00 | 28606.14 |
| 79 | 2009.02.19 22:49 | sell | 40 | 11.80 | 1.2683 | 1.2760 | 1.2633 | ||
| 80 | 2009.02.19 23:24 | close | 40 | 11.80 | 1.2669 | 1.2760 | 1.2633 | 1475.00 | 30081.14 |
| 81 | 2009.02.24 22:18 | sell | 41 | 11.70 | 1.2859 | 1.2891 | 1.2809 | ||
| 82 | 2009.02.24 22:21 | close | 41 | 11.70 | 1.2849 | 1.2891 | 1.2809 | 994.50 | 31075.64 |
| 83 | 2009.02.24 22:30 | sell | 42 | 12.80 | 1.2869 | 1.2947 | 1.2809 | ||
| 84 | 2009.02.24 22:34 | close | 42 | 12.80 | 1.2854 | 1.2947 | 1.2809 | 1728.00 | 32803.64 |
| 85 | 2009.02.24 22:42 | sell | 43 | 12.80 | 1.2861 | 1.2893 | 1.2811 | ||
| 86 | 2009.02.25 00:02 | close | 43 | 12.80 | 1.2860 | 1.2893 | 1.2811 | -112.64 | 32691.00 |
| 87 | 2009.02.25 21:00 | buy | 44 | 13.00 | 1.2714 | 1.2682 | 1.2764 | ||
| 88 | 2009.02.25 21:59 | close | 44 | 13.00 | 1.2724 | 1.2682 | 1.2764 | 1105.00 | 33796.00 |
| 89 | 2009.02.25 22:11 | sell | 45 | 14.20 | 1.2734 | 1.2886 | 1.2684 | ||
| 90 | 2009.02.25 22:23 | close | 45 | 14.20 | 1.2724 | 1.2886 | 1.2684 | 1207.00 | 35003.00 |
| 91 | 2009.03.02 22:01 | buy | 46 | 14.40 | 1.2567 | 1.2535 | 1.2617 | ||
| 92 | 2009.03.02 22:03 | close | 46 | 14.40 | 1.2577 | 1.2535 | 1.2617 | 1224.00 | 36227.00 |
| 93 | 2009.03.02 22:09 | buy | 47 | 14.40 | 1.2565 | 1.2485 | 1.2625 | ||
| 94 | 2009.03.03 01:16 | close | 47 | 14.40 | 1.2580 | 1.2485 | 1.2625 | 1972.80 | 38199.80 |
| 95 | 2009.03.03 21:38 | buy | 48 | 15.90 | 1.2558 | 1.2520 | 1.2608 | ||
| 96 | 2009.03.04 00:34 | s/l | 48 | 15.90 | 1.2520 | 1.2520 | 1.2608 | -6248.70 | 31951.10 |
| 97 | 2009.03.04 22:00 | sell | 49 | 15.70 | 1.2659 | 1.2691 | 1.2609 | ||
| 98 | 2009.03.04 22:55 | close | 49 | 15.70 | 1.2648 | 1.2691 | 1.2609 | 1491.50 | 33442.60 |
| 99 | 2009.03.05 22:39 | buy | 50 | 15.90 | 1.2531 | 1.2479 | 1.2581 | ||
| 100 | 2009.03.05 22:47 | close | 50 | 15.90 | 1.2541 | 1.2479 | 1.2581 | 1351.50 | 34794.10 |
| 101 | 2009.03.09 22:20 | buy | 51 | 15.80 | 1.2594 | 1.2554 | 1.2644 | ||
| 102 | 2009.03.09 23:22 | close | 51 | 15.80 | 1.2599 | 1.2554 | 1.2644 | 553.00 | 35347.10 |
| 103 | 2009.03.10 22:27 | sell | 52 | 15.70 | 1.2692 | 1.2823 | 1.2642 | ||
| 104 | 2009.03.11 01:26 | close | 52 | 15.70 | 1.2691 | 1.2823 | 1.2642 | -138.16 | 35208.94 |
| 105 | 2009.03.11 22:54 | buy | 53 | 15.50 | 1.2825 | 1.2673 | 1.2875 | ||
| 106 | 2009.03.12 00:19 | close | 53 | 15.50 | 1.2826 | 1.2673 | 1.2875 | 15.50 | 35224.44 |
| 107 | 2009.03.12 21:59 | buy | 54 | 15.40 | 1.2900 | 1.2748 | 1.2950 | ||
| 108 | 2009.03.12 22:04 | close | 54 | 15.40 | 1.2910 | 1.2748 | 1.2950 | 1309.00 | 36533.44 |
| 109 | 2009.03.16 21:38 | sell | 55 | 15.30 | 1.2984 | 1.3072 | 1.2934 | ||
| 110 | 2009.03.16 21:50 | close | 55 | 15.30 | 1.2974 | 1.3072 | 1.2934 | 1300.50 | 37833.94 |
| 111 | 2009.03.16 22:54 | buy | 56 | 15.40 | 1.2964 | 1.2866 | 1.3014 | ||
| 112 | 2009.03.16 23:26 | close | 56 | 15.40 | 1.2974 | 1.2866 | 1.3014 | 1309.00 | 39142.94 |
| 113 | 2009.03.17 22:15 | sell | 57 | 15.30 | 1.3021 | 1.3061 | 1.2961 | ||
| 114 | 2009.03.18 06:38 | s/l | 57 | 15.30 | 1.3061 | 1.3061 | 1.2961 | -6407.64 | 32735.30 |
| 115 | 2009.03.19 22:57 | buy | 58 | 14.60 | 1.3655 | 1.3503 | 1.3705 | ||
| 116 | 2009.03.19 23:59 | close | 58 | 14.60 | 1.3665 | 1.3503 | 1.3705 | 1241.00 | 33976.30 |
| 117 | 2009.03.23 21:40 | buy | 59 | 14.60 | 1.3619 | 1.3484 | 1.3669 | ||
| 118 | 2009.03.23 23:05 | close | 59 | 14.60 | 1.3624 | 1.3484 | 1.3669 | 511.00 | 34487.30 |
| 119 | 2009.03.24 22:33 | sell | 60 | 14.80 | 1.3481 | 1.3633 | 1.3431 | ||
| 120 | 2009.03.24 23:33 | close | 60 | 14.80 | 1.3479 | 1.3633 | 1.3431 | 74.00 | 34561.30 |
| 121 | 2009.03.26 21:01 | sell | 61 | 14.70 | 1.3528 | 1.3640 | 1.3478 | ||
| 122 | 2009.03.26 22:46 | close | 61 | 14.70 | 1.3524 | 1.3640 | 1.3478 | 367.50 | 34928.80 |