EA review - Belkaglazer
Rating total: | |
Backtests: | |
Live performance: | |
Risk control: | |
Customizability: | |
Price: |
Vendor link | Price: | $19999 (2021.09.08) |
Trading strategy: | Trend, Counter-Trend, Intraday Scalper, Night Scalper, S/R levels, Momentum |
Vendor live account: | Yes |
Own live account: | No |
Latest tested version: | 1.871 |
Latest tested date: | 2019.09.16 |
Risk factors: | Different or each strategy |
Belkaglazer is one of the most versatile trading systems availalbe for retail traders. It covers a wide range of different strategies including mean reversion, S/R levels, breakout, pivot levels, impulse strategies and more. All parameters are open so that users can find new strategies, optimize existing setfiles and search for new symbols for those strategies. For users that do not want to spend that much time in own backtesting, the seller also offers a comprehensive set of already tested presets.
However, having such an exceptional versatility one must be careful not to fall into the trap of over-optimization. Some signs for over-optimization could be that for most of the strategies there are only optimzied settings for a selection of a few symbols. Some of the given presets also performed much worse from the time point where the author did optimizations. This can also be seen in the portfolio backtest with the maximum drawdown during the most current period. For our portfolio review we combined 43 individual setfiles to show a wide range of all types of strategies. However, as you can see from the live signals, some portfolio compositions have also performed very well lately, so it also depends on how you compose the portfolio from the variety of strategies available.
The developer is very active in improving his system, searching for new strategy types and providing additional information via belkaglazer.com. A news filter has also been added to reduce the risk for mean reversion strategies. According to the developer the filter also works in backtests.
Our opinion
Belkaglazer offers a complete portfolio of many different strategies. It also offers users a lot of customization options to optimize a very wide range of strategies. For users that are willing to invest some time into finding a good portfolio of setfiles, this EA offers a good opportunity.Fixed lot size backtests
Why do we use fixed lot size (0.1 lots)? Check our educational page.
Dukascopy 2019.09.16, version 1.871Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:20 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=20; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=8; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=86; PCh_Right_Confirm=4; PCh_Left_Confirm=4; PCh_OffsetPip=0.5; Middle_OffsetPip=1.5; PCh_Middle_Period=80; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=70; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=20; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=160; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=40; StopProfitPip=10; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=4; DailyMiddlePch_Period=0; VolatilityFilter=25; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=81037; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727464 | Ticks modelled | 211215442 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1634.63 | Gross profit | 3693.21 | Gross loss | -2058.58 |
Profit factor | 1.79 | Expected payoff | 2.37 | ||
Absolute drawdown | 27.35 | Maximal drawdown | 154.89 (5.63%) | Relative drawdown | 8.56% (117.22) |
Total trades | 689 | Short positions (won %) | 526 (72.43%) | Long positions (won %) | 163 (68.10%) |
Profit trades (% of total) | 492 (71.41%) | Loss trades (% of total) | 197 (28.59%) | ||
Largest | profit trade | 54.79 | loss trade | -55.64 | |
Average | profit trade | 7.51 | loss trade | -10.45 | |
Maximum | consecutive wins (profit in money) | 20 (162.00) | consecutive losses (loss in money) | 6 (-129.21) | |
Maximal | consecutive profit (count of wins) | 162.00 (20) | consecutive loss (count of losses) | -129.21 (6) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:20 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=20; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=145; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=86; PCh_Right_Confirm=2; PCh_Left_Confirm=2; PCh_OffsetPip=2.5; Middle_OffsetPip=-0.5; PCh_Middle_Period=83; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=50; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=15; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=150; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=40; StopProfitPip=5; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=2; DailyMiddlePch_Period=0; VolatilityFilter=25; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=87560; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727944 | Ticks modelled | 208206735 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1665.72 | Gross profit | 3143.43 | Gross loss | -1477.71 |
Profit factor | 2.13 | Expected payoff | 2.41 | ||
Absolute drawdown | 48.66 | Maximal drawdown | 160.39 (11.95%) | Relative drawdown | 11.95% (160.39) |
Total trades | 692 | Short positions (won %) | 411 (77.37%) | Long positions (won %) | 281 (78.65%) |
Profit trades (% of total) | 539 (77.89%) | Loss trades (% of total) | 153 (22.11%) | ||
Largest | profit trade | 28.07 | loss trade | -36.59 | |
Average | profit trade | 5.83 | loss trade | -9.66 | |
Maximum | consecutive wins (profit in money) | 26 (154.62) | consecutive losses (loss in money) | 4 (-39.80) | |
Maximal | consecutive profit (count of wins) | 172.76 (20) | consecutive loss (count of losses) | -66.52 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
Symbol | EURAUD (Euro vs Australian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.10 09:25 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=21; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=145; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=86; PCh_Right_Confirm=1; PCh_Left_Confirm=2; PCh_OffsetPip=3; Middle_OffsetPip=2; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=50; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=15; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=120; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=20; StopProfitPip=5; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=2; DailyMiddlePch_Period=0; VolatilityFilter=25; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=87693; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727307 | Ticks modelled | 294112537 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1717.09 | Gross profit | 4649.73 | Gross loss | -2932.64 |
Profit factor | 1.59 | Expected payoff | 2.32 | ||
Absolute drawdown | 85.79 | Maximal drawdown | 325.25 (10.88%) | Relative drawdown | 21.26% (246.89) |
Total trades | 741 | Short positions (won %) | 437 (76.89%) | Long positions (won %) | 304 (80.26%) |
Profit trades (% of total) | 580 (78.27%) | Loss trades (% of total) | 161 (21.73%) | ||
Largest | profit trade | 97.76 | loss trade | -179.96 | |
Average | profit trade | 8.02 | loss trade | -18.22 | |
Maximum | consecutive wins (profit in money) | 42 (464.23) | consecutive losses (loss in money) | 4 (-15.80) | |
Maximal | consecutive profit (count of wins) | 464.23 (42) | consecutive loss (count of losses) | -179.96 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
Symbol | EURNZD (Euro vs New Zealand Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3.5; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=18; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=3; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=90; PCh_Right_Confirm=3; PCh_Left_Confirm=2; PCh_OffsetPip=2.5; Middle_OffsetPip=5; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=120; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=39; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=150; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=40; StopProfitPip=15; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=11; DailyMiddlePch_Period=0; VolatilityFilter=33; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=14557; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727414 | Ticks modelled | 250992973 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3711.51 | Gross profit | 10144.82 | Gross loss | -6433.31 |
Profit factor | 1.58 | Expected payoff | 3.41 | ||
Absolute drawdown | 130.30 | Maximal drawdown | 422.96 (20.11%) | Relative drawdown | 20.11% (422.96) |
Total trades | 1087 | Short positions (won %) | 645 (70.23%) | Long positions (won %) | 442 (74.43%) |
Profit trades (% of total) | 782 (71.94%) | Loss trades (% of total) | 305 (28.06%) | ||
Largest | profit trade | 58.84 | loss trade | -94.60 | |
Average | profit trade | 12.97 | loss trade | -21.09 | |
Maximum | consecutive wins (profit in money) | 17 (271.95) | consecutive losses (loss in money) | 6 (-157.71) | |
Maximal | consecutive profit (count of wins) | 271.95 (17) | consecutive loss (count of losses) | -172.40 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | CHFJPY (Swiss Franc vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:45 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=20; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=123; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=90; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.8; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=150; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=14; DailyMiddlePch_Period=0; VolatilityFilter=25; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=42671; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727987 | Ticks modelled | 236220856 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1479.91 | Gross profit | 4703.49 | Gross loss | -3223.58 |
Profit factor | 1.46 | Expected payoff | 2.96 | ||
Absolute drawdown | 309.39 | Maximal drawdown | 518.22 (42.87%) | Relative drawdown | 42.87% (518.22) |
Total trades | 500 | Short positions (won %) | 258 (70.54%) | Long positions (won %) | 242 (70.25%) |
Profit trades (% of total) | 352 (70.40%) | Loss trades (% of total) | 148 (29.60%) | ||
Largest | profit trade | 143.37 | loss trade | -224.65 | |
Average | profit trade | 13.36 | loss trade | -21.78 | |
Maximum | consecutive wins (profit in money) | 21 (446.79) | consecutive losses (loss in money) | 7 (-210.11) | |
Maximal | consecutive profit (count of wins) | 446.79 (21) | consecutive loss (count of losses) | -224.65 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | GBPAUD (Great Britain Pound vs Australian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:50 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=6; MaxSpreadExitPip=6; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=22; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=3; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=86; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0.5; Middle_OffsetPip=1.5; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=75; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=25; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=150; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=25; StopProfitPip=9; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=10; DailyMiddlePch_Period=0; VolatilityFilter=35; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading M"; MagicNumber=81545; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727767 | Ticks modelled | 295688489 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1573.60 | Gross profit | 3561.54 | Gross loss | -1987.94 |
Profit factor | 1.79 | Expected payoff | 3.82 | ||
Absolute drawdown | 18.42 | Maximal drawdown | 438.27 (15.18%) | Relative drawdown | 15.18% (438.27) |
Total trades | 412 | Short positions (won %) | 212 (74.53%) | Long positions (won %) | 200 (81.50%) |
Profit trades (% of total) | 321 (77.91%) | Loss trades (% of total) | 91 (22.09%) | ||
Largest | profit trade | 78.29 | loss trade | -90.89 | |
Average | profit trade | 11.10 | loss trade | -21.85 | |
Maximum | consecutive wins (profit in money) | 15 (200.63) | consecutive losses (loss in money) | 3 (-84.64) | |
Maximal | consecutive profit (count of wins) | 200.63 (15) | consecutive loss (count of losses) | -90.89 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=4; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=22; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=true; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=15; PCh_Period=9; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=-9.5; Middle_OffsetPip=-3.5; PCh_Middle_Period=13; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=1; PivotCentralLine=0; PivotLevelSize=0.35; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=80; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=20; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=0; TimeStopHour=4; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=4; VolatilityFilterDaily=0; EnablePivotFilter=2; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=12050; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 726854 | Ticks modelled | 265743028 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1616.59 | Gross profit | 2747.74 | Gross loss | -1131.15 |
Profit factor | 2.43 | Expected payoff | 5.15 | ||
Absolute drawdown | 8.19 | Maximal drawdown | 141.84 (10.11%) | Relative drawdown | 10.11% (141.84) |
Total trades | 314 | Short positions (won %) | 207 (71.50%) | Long positions (won %) | 107 (71.96%) |
Profit trades (% of total) | 225 (71.66%) | Loss trades (% of total) | 89 (28.34%) | ||
Largest | profit trade | 71.08 | loss trade | -68.53 | |
Average | profit trade | 12.21 | loss trade | -12.71 | |
Maximum | consecutive wins (profit in money) | 12 (138.04) | consecutive losses (loss in money) | 3 (-87.41) | |
Maximal | consecutive profit (count of wins) | 138.04 (12) | consecutive loss (count of losses) | -87.41 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=4; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=23; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=0; UsePercentagePips=false; PendingOrderModify=true; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=15; PCh_Period=10; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=-6.5; Middle_OffsetPip=2; PCh_Middle_Period=0; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=1; PivotCentralLine=0; PivotLevelSize=0.05; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=80; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=15; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=0; TimeStopHour=3; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=4; VolatilityFilterDaily=0; EnablePivotFilter=2; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading"; MagicNumber=83069; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727843 | Ticks modelled | 249231482 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1143.13 | Gross profit | 1778.98 | Gross loss | -635.85 |
Profit factor | 2.80 | Expected payoff | 5.63 | ||
Absolute drawdown | 15.62 | Maximal drawdown | 234.20 (10.09%) | Relative drawdown | 10.09% (234.20) |
Total trades | 203 | Short positions (won %) | 141 (77.30%) | Long positions (won %) | 62 (79.03%) |
Profit trades (% of total) | 158 (77.83%) | Loss trades (% of total) | 45 (22.17%) | ||
Largest | profit trade | 103.25 | loss trade | -81.29 | |
Average | profit trade | 11.26 | loss trade | -14.13 | |
Maximum | consecutive wins (profit in money) | 13 (163.57) | consecutive losses (loss in money) | 4 (-109.27) | |
Maximal | consecutive profit (count of wins) | 229.69 (12) | consecutive loss (count of losses) | -109.27 (4) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | NZDCAD (New Zealand Dollar vs Canadian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 09:50 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=6; MaxSpreadExitPip=6; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=19; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=3; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=60; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=-3; Middle_OffsetPip=-10; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=75; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=25; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=110; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=40; StopProfitPip=15; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=10; VolatilityFilter=-70; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading M"; MagicNumber=68011; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727639 | Ticks modelled | 169210122 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 670.32 | Gross profit | 2324.82 | Gross loss | -1654.50 |
Profit factor | 1.41 | Expected payoff | 2.22 | ||
Absolute drawdown | 21.85 | Maximal drawdown | 177.32 (12.24%) | Relative drawdown | 12.24% (177.32) |
Total trades | 302 | Short positions (won %) | 159 (69.81%) | Long positions (won %) | 143 (69.23%) |
Profit trades (% of total) | 210 (69.54%) | Loss trades (% of total) | 92 (30.46%) | ||
Largest | profit trade | 34.66 | loss trade | -77.37 | |
Average | profit trade | 11.07 | loss trade | -17.98 | |
Maximum | consecutive wins (profit in money) | 16 (207.16) | consecutive losses (loss in money) | 4 (-66.04) | |
Maximal | consecutive profit (count of wins) | 207.16 (16) | consecutive loss (count of losses) | -80.33 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Minute (M1) 2010.01.01 02:00 - 2019.09.10 09:56 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=6; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=22; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=15; PCh_Period=12; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=-4; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=90; _TakeProfit=0; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=205; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=5; StopProfitPip=4; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-5; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading S"; MagicNumber=35297; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 3629575 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1138.00 | Gross profit | 2565.20 | Gross loss | -1427.20 |
Profit factor | 1.80 | Expected payoff | 2.16 | ||
Absolute drawdown | 6.50 | Maximal drawdown | 118.20 (9.92%) | Relative drawdown | 9.92% (118.20) |
Total trades | 527 | Short positions (won %) | 258 (82.95%) | Long positions (won %) | 269 (84.01%) |
Profit trades (% of total) | 440 (83.49%) | Loss trades (% of total) | 87 (16.51%) | ||
Largest | profit trade | 38.70 | loss trade | -65.60 | |
Average | profit trade | 5.83 | loss trade | -16.40 | |
Maximum | consecutive wins (profit in money) | 26 (195.60) | consecutive losses (loss in money) | 3 (-47.40) | |
Maximal | consecutive profit (count of wins) | 195.60 (26) | consecutive loss (count of losses) | -83.00 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Minute (M1) 2010.01.01 02:00 - 2019.09.10 09:56 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=6; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=22; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=15; PCh_Period=6; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=-4; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=80; _TakeProfit=0; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=215; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=0; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=2; StopProfitPip=6; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-2; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NY_CloseTrading S"; MagicNumber=35298; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 3619890 | Ticks modelled | 165227261 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1122.48 | Gross profit | 2616.03 | Gross loss | -1493.55 |
Profit factor | 1.75 | Expected payoff | 1.95 | ||
Absolute drawdown | 13.67 | Maximal drawdown | 111.56 (8.78%) | Relative drawdown | 8.78% (111.56) |
Total trades | 575 | Short positions (won %) | 261 (69.35%) | Long positions (won %) | 314 (71.66%) |
Profit trades (% of total) | 406 (70.61%) | Loss trades (% of total) | 169 (29.39%) | ||
Largest | profit trade | 29.89 | loss trade | -39.35 | |
Average | profit trade | 6.44 | loss trade | -8.84 | |
Maximum | consecutive wins (profit in money) | 20 (127.36) | consecutive losses (loss in money) | 6 (-13.37) | |
Maximal | consecutive profit (count of wins) | 127.36 (20) | consecutive loss (count of losses) | -48.34 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.09 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=-1; OrderMinuteStart=-1; OrderHourStop=-1; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=120; PCh_Right_Confirm=4; PCh_Left_Confirm=3; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=1; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.9; _TakeProfit=0.9; TakeStopModify=false; LimitMaxTP=99; LimitMaxSL=85; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=21; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Daily_levels L1 ATR"; MagicNumber=74217; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3657.20 | Gross profit | 8716.40 | Gross loss | -5059.20 |
Profit factor | 1.72 | Expected payoff | 10.36 | ||
Absolute drawdown | 234.30 | Maximal drawdown | 304.90 (6.49%) | Relative drawdown | 27.24% (286.60) |
Total trades | 353 | Short positions (won %) | 182 (60.44%) | Long positions (won %) | 171 (57.89%) |
Profit trades (% of total) | 209 (59.21%) | Loss trades (% of total) | 144 (40.79%) | ||
Largest | profit trade | 142.90 | loss trade | -87.60 | |
Average | profit trade | 41.71 | loss trade | -35.13 | |
Maximum | consecutive wins (profit in money) | 13 (668.70) | consecutive losses (loss in money) | 4 (-177.40) | |
Maximal | consecutive profit (count of wins) | 668.70 (13) | consecutive loss (count of losses) | -179.90 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2010.01.04 00:00 - 2019.09.09 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=-1; OrderMinuteStart=-1; OrderHourStop=-1; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=3; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=90; PCh_Right_Confirm=1; PCh_Left_Confirm=1; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=1; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.5; _TakeProfit=140; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=19; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=-13; RSI_TimeFrame=1440; RSI_FilterPeriod=4; Order_setting=""; UserComment="Daily_levels"; MagicNumber=93690; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 122917 | Ticks modelled | 183925682 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2439.72 | Gross profit | 7005.21 | Gross loss | -4565.49 |
Profit factor | 1.53 | Expected payoff | 6.40 | ||
Absolute drawdown | 93.23 | Maximal drawdown | 352.84 (10.06%) | Relative drawdown | 22.82% (268.18) |
Total trades | 381 | Short positions (won %) | 187 (51.34%) | Long positions (won %) | 194 (54.64%) |
Profit trades (% of total) | 202 (53.02%) | Loss trades (% of total) | 179 (46.98%) | ||
Largest | profit trade | 177.23 | loss trade | -107.69 | |
Average | profit trade | 34.68 | loss trade | -25.51 | |
Maximum | consecutive wins (profit in money) | 11 (441.61) | consecutive losses (loss in money) | 9 (-179.18) | |
Maximal | consecutive profit (count of wins) | 441.61 (11) | consecutive loss (count of losses) | -179.18 (9) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURAUD (Euro vs Australian Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.04 00:00 - 2019.09.09 11:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=16; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=41; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.35; _TakeProfit=1.9; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=24; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=100; TrailingActivationPip=0; StopProfitBar=2; StopProfitPip=69; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday M"; MagicNumber=78274; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 122911 | Ticks modelled | 294112537 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3392.58 | Gross profit | 7692.60 | Gross loss | -4300.02 |
Profit factor | 1.79 | Expected payoff | 10.07 | ||
Absolute drawdown | 40.56 | Maximal drawdown | 325.07 (7.37%) | Relative drawdown | 9.76% (158.34) |
Total trades | 337 | Short positions (won %) | 165 (48.48%) | Long positions (won %) | 172 (57.56%) |
Profit trades (% of total) | 179 (53.12%) | Loss trades (% of total) | 158 (46.88%) | ||
Largest | profit trade | 211.34 | loss trade | -56.46 | |
Average | profit trade | 42.98 | loss trade | -27.22 | |
Maximum | consecutive wins (profit in money) | 9 (324.45) | consecutive losses (loss in money) | 6 (-195.44) | |
Maximal | consecutive profit (count of wins) | 394.18 (7) | consecutive loss (count of losses) | -195.44 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURCAD (Euro vs Canadian Dollar) | ||||
Period | 15 Minutes (M15) 2010.01.04 00:00 - 2019.09.09 11:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=6; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=1234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=8; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=25; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=29; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.45; _TakeProfit=1.5; TakeStopModify=false; LimitMaxTP=249; LimitMaxSL=99; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=110; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=55; StopProfitPip=149; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=90; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday S"; MagicNumber=97615; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 243812 | Ticks modelled | 270229538 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3519.57 | Gross profit | 8139.95 | Gross loss | -4620.38 |
Profit factor | 1.76 | Expected payoff | 14.66 | ||
Absolute drawdown | 11.44 | Maximal drawdown | 737.55 (14.23%) | Relative drawdown | 16.35% (355.56) |
Total trades | 240 | Short positions (won %) | 114 (50.00%) | Long positions (won %) | 126 (39.68%) |
Profit trades (% of total) | 107 (44.58%) | Loss trades (% of total) | 133 (55.42%) | ||
Largest | profit trade | 187.49 | loss trade | -75.36 | |
Average | profit trade | 76.07 | loss trade | -34.74 | |
Maximum | consecutive wins (profit in money) | 7 (524.15) | consecutive losses (loss in money) | 8 (-271.29) | |
Maximal | consecutive profit (count of wins) | 644.06 (6) | consecutive loss (count of losses) | -271.29 (8) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2010.01.01 02:00 - 2019.09.09 12:15 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours="0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,16,17,18,19,20,21,22,23"; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=36; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=24; _TakeProfit=300; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=18; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=13; StopProfitPip=19; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=6; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday D"; MagicNumber=84377; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 244014 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2415.60 | Gross profit | 4354.80 | Gross loss | -1939.20 |
Profit factor | 2.25 | Expected payoff | 11.24 | ||
Absolute drawdown | 15.80 | Maximal drawdown | 205.10 (6.78%) | Relative drawdown | 10.38% (150.60) |
Total trades | 215 | Short positions (won %) | 86 (59.30%) | Long positions (won %) | 129 (50.39%) |
Profit trades (% of total) | 116 (53.95%) | Loss trades (% of total) | 99 (46.05%) | ||
Largest | profit trade | 258.30 | loss trade | -29.90 | |
Average | profit trade | 37.54 | loss trade | -19.59 | |
Maximum | consecutive wins (profit in money) | 8 (207.90) | consecutive losses (loss in money) | 5 (-124.80) | |
Maximal | consecutive profit (count of wins) | 303.00 (2) | consecutive loss (count of losses) | -124.80 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2010.01.01 02:00 - 2019.09.09 12:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=1234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours="0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,16,17,18,19,20,21,22,23"; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=34; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.34; _TakeProfit=1.9; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=115; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=2; StopProfitPip=89; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=40; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=5; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday D2"; MagicNumber=58579; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 244014 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2468.20 | Gross profit | 6288.10 | Gross loss | -3819.90 |
Profit factor | 1.65 | Expected payoff | 10.83 | ||
Absolute drawdown | 29.80 | Maximal drawdown | 706.00 (17.12%) | Relative drawdown | 18.91% (226.20) |
Total trades | 228 | Short positions (won %) | 95 (50.53%) | Long positions (won %) | 133 (33.08%) |
Profit trades (% of total) | 92 (40.35%) | Loss trades (% of total) | 136 (59.65%) | ||
Largest | profit trade | 179.30 | loss trade | -72.20 | |
Average | profit trade | 68.35 | loss trade | -28.09 | |
Maximum | consecutive wins (profit in money) | 5 (269.20) | consecutive losses (loss in money) | 11 (-225.00) | |
Maximal | consecutive profit (count of wins) | 276.90 (3) | consecutive loss (count of losses) | -240.20 (9) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.09 12:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=36; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.35; _TakeProfit=1.9; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=40; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=8; StopProfitPip=59; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=5; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday M30"; MagicNumber=49239; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 4725.50 | Gross profit | 9342.30 | Gross loss | -4616.80 |
Profit factor | 2.02 | Expected payoff | 14.19 | ||
Absolute drawdown | 67.00 | Maximal drawdown | 413.90 (9.50%) | Relative drawdown | 15.50% (171.20) |
Total trades | 333 | Short positions (won %) | 157 (47.13%) | Long positions (won %) | 176 (48.86%) |
Profit trades (% of total) | 160 (48.05%) | Loss trades (% of total) | 173 (51.95%) | ||
Largest | profit trade | 249.50 | loss trade | -77.60 | |
Average | profit trade | 58.39 | loss trade | -26.69 | |
Maximum | consecutive wins (profit in money) | 8 (497.00) | consecutive losses (loss in money) | 8 (-128.40) | |
Maximal | consecutive profit (count of wins) | 497.00 (8) | consecutive loss (count of losses) | -194.90 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.09 12:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=36; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.35; _TakeProfit=1.9; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=40; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=5; TrailingActivationPip=60; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=5; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday M30 TS"; MagicNumber=49739; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 4326.50 | Gross profit | 8837.70 | Gross loss | -4511.20 |
Profit factor | 1.96 | Expected payoff | 12.47 | ||
Absolute drawdown | 57.40 | Maximal drawdown | 255.20 (4.64%) | Relative drawdown | 14.87% (164.70) |
Total trades | 347 | Short positions (won %) | 163 (49.69%) | Long positions (won %) | 184 (51.09%) |
Profit trades (% of total) | 175 (50.43%) | Loss trades (% of total) | 172 (49.57%) | ||
Largest | profit trade | 178.90 | loss trade | -72.20 | |
Average | profit trade | 50.50 | loss trade | -26.23 | |
Maximum | consecutive wins (profit in money) | 11 (550.80) | consecutive losses (loss in money) | 8 (-128.50) | |
Maximal | consecutive profit (count of wins) | 550.80 (11) | consecutive loss (count of losses) | -187.50 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2010.01.01 02:00 - 2019.09.09 12:45 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=9; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=60; PCh_Period=30; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=51; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.4; _TakeProfit=1.4; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=75; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=4; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse L M15"; MagicNumber=30463; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 244016 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1202.00 | Gross profit | 2372.10 | Gross loss | -1170.10 |
Profit factor | 2.03 | Expected payoff | 18.49 | ||
Absolute drawdown | 80.30 | Maximal drawdown | 254.30 (10.35%) | Relative drawdown | 12.41% (130.30) |
Total trades | 65 | Short positions (won %) | 28 (57.14%) | Long positions (won %) | 37 (45.95%) |
Profit trades (% of total) | 33 (50.77%) | Loss trades (% of total) | 32 (49.23%) | ||
Largest | profit trade | 206.50 | loss trade | -59.60 | |
Average | profit trade | 71.88 | loss trade | -36.57 | |
Maximum | consecutive wins (profit in money) | 4 (151.00) | consecutive losses (loss in money) | 6 (-230.80) | |
Maximal | consecutive profit (count of wins) | 312.40 (3) | consecutive loss (count of losses) | -230.80 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.09 12:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=23; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=3; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=60; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=30; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.45; _TakeProfit=1.6; TakeStopModify=false; LimitMaxTP=249; LimitMaxSL=99; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=50; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=24; StopProfitPip=5; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=135; VolatilityFilterDaily=-95; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=5; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday M60"; MagicNumber=95133; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62510 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2880.30 | Gross profit | 8439.60 | Gross loss | -5559.30 |
Profit factor | 1.52 | Expected payoff | 11.25 | ||
Absolute drawdown | 103.00 | Maximal drawdown | 594.30 (13.84%) | Relative drawdown | 28.30% (436.80) |
Total trades | 256 | Short positions (won %) | 126 (46.83%) | Long positions (won %) | 130 (50.77%) |
Profit trades (% of total) | 125 (48.83%) | Loss trades (% of total) | 131 (51.17%) | ||
Largest | profit trade | 249.30 | loss trade | -76.00 | |
Average | profit trade | 67.52 | loss trade | -42.44 | |
Maximum | consecutive wins (profit in money) | 7 (743.10) | consecutive losses (loss in money) | 8 (-334.10) | |
Maximal | consecutive profit (count of wins) | 743.10 (7) | consecutive loss (count of losses) | -334.10 (8) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 15 Minutes (M15) 2011.01.31 20:00 - 2019.09.09 13:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=8; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=234; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=4; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=160; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=0; PriceActionSizeATR=40; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.45; _TakeProfit=1.6; TakeStopModify=false; LimitMaxTP=249; LimitMaxSL=99; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=65; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=-149; TrailingActivationPip=0; StopProfitBar=5; StopProfitPip=99; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=-170; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Impulse_Intraday"; MagicNumber=44162; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 216911 | Ticks modelled | 109302089 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2008.30 | Gross profit | 3734.90 | Gross loss | -1726.60 |
Profit factor | 2.16 | Expected payoff | 15.45 | ||
Absolute drawdown | 28.90 | Maximal drawdown | 224.60 (10.51%) | Relative drawdown | 10.51% (224.60) |
Total trades | 130 | Short positions (won %) | 63 (55.56%) | Long positions (won %) | 67 (53.73%) |
Profit trades (% of total) | 71 (54.62%) | Loss trades (% of total) | 59 (45.38%) | ||
Largest | profit trade | 149.30 | loss trade | -51.90 | |
Average | profit trade | 52.60 | loss trade | -29.26 | |
Maximum | consecutive wins (profit in money) | 7 (286.20) | consecutive losses (loss in money) | 4 (-153.90) | |
Maximal | consecutive profit (count of wins) | 416.70 (4) | consecutive loss (count of losses) | -153.90 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.09 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=3; OrderMinuteStart=-1; OrderHourStop=20; OrderMinuteStop=-1; OrderDayOfWeek=2345; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=1; UsePercentagePips=false; PendingOrderModify=true; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=210; PCh_Right_Confirm=25; PCh_Left_Confirm=10; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.5; _TakeProfit=1.5; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=19; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Intraday_levels"; MagicNumber=74295; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62512 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3436.10 | Gross profit | 9549.20 | Gross loss | -6113.10 |
Profit factor | 1.56 | Expected payoff | 9.31 | ||
Absolute drawdown | 119.70 | Maximal drawdown | 469.30 (19.41%) | Relative drawdown | 22.67% (323.80) |
Total trades | 369 | Short positions (won %) | 193 (52.33%) | Long positions (won %) | 176 (55.11%) |
Profit trades (% of total) | 198 (53.66%) | Loss trades (% of total) | 171 (46.34%) | ||
Largest | profit trade | 225.20 | loss trade | -105.50 | |
Average | profit trade | 48.23 | loss trade | -35.75 | |
Maximum | consecutive wins (profit in money) | 8 (416.90) | consecutive losses (loss in money) | 7 (-124.40) | |
Maximal | consecutive profit (count of wins) | 447.60 (4) | consecutive loss (count of losses) | -244.50 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 10:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=0; OrderMinuteStart=30; OrderHourStop=23; OrderMinuteStop=45; OrderDayOfWeek=235; OrderMonth=-1; OrderMonths=""; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=45; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=4; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=200; _TakeProfit=0; TakeStopModify=true; LimitMaxTP=15; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=80; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-24; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=85; EnablePivotFilter=0; RangeFilter=2; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0.53; HurstTimeFrame=0; HurstFilterBars=60; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="IntradayMR S"; MagicNumber=36282; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727987 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3313.60 | Gross profit | 10372.60 | Gross loss | -7059.00 |
Profit factor | 1.47 | Expected payoff | 1.99 | ||
Absolute drawdown | 44.60 | Maximal drawdown | 319.30 (9.53%) | Relative drawdown | 12.44% (200.70) |
Total trades | 1668 | Short positions (won %) | 862 (76.22%) | Long positions (won %) | 806 (72.95%) |
Profit trades (% of total) | 1245 (74.64%) | Loss trades (% of total) | 423 (25.36%) | ||
Largest | profit trade | 27.90 | loss trade | -203.80 | |
Average | profit trade | 8.33 | loss trade | -16.69 | |
Maximum | consecutive wins (profit in money) | 18 (234.90) | consecutive losses (loss in money) | 4 (-35.50) | |
Maximal | consecutive profit (count of wins) | 234.90 (18) | consecutive loss (count of losses) | -259.10 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 10:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=16; OrderMinuteStop=-1; OrderDayOfWeek=235; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=9; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=90; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.5; _TakeProfit=0.3; TakeStopModify=false; LimitMaxTP=49; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=100; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=60; StopProfitPip=15; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-4; DailyMiddlePch_Period=0; VolatilityFilter=40; VolatilityFilterDaily=95; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="IntradayMR"; MagicNumber=70625; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727993 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2430.20 | Gross profit | 7805.40 | Gross loss | -5375.20 |
Profit factor | 1.45 | Expected payoff | 6.26 | ||
Absolute drawdown | 129.50 | Maximal drawdown | 728.30 (17.91%) | Relative drawdown | 19.70% (213.50) |
Total trades | 388 | Short positions (won %) | 211 (71.56%) | Long positions (won %) | 177 (65.54%) |
Profit trades (% of total) | 267 (68.81%) | Loss trades (% of total) | 121 (31.19%) | ||
Largest | profit trade | 56.90 | loss trade | -106.40 | |
Average | profit trade | 29.23 | loss trade | -44.42 | |
Maximum | consecutive wins (profit in money) | 14 (523.50) | consecutive losses (loss in money) | 5 (-222.60) | |
Maximal | consecutive profit (count of wins) | 523.50 (14) | consecutive loss (count of losses) | -222.60 (5) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.10 10:35 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=5; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=18; OrderMinuteStop=-1; OrderDayOfWeek=345; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=130; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=1; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.45; _TakeProfit=0.25; TakeStopModify=false; LimitMaxTP=49; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=100; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=20; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=50; StopProfitPip=10; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-5; DailyMiddlePch_Period=0; VolatilityFilter=40; VolatilityFilterDaily=95; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="IntradayMR"; MagicNumber=83113; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727359 | Ticks modelled | 183925682 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2465.18 | Gross profit | 5751.21 | Gross loss | -3286.03 |
Profit factor | 1.75 | Expected payoff | 4.86 | ||
Absolute drawdown | 56.25 | Maximal drawdown | 226.07 (13.54%) | Relative drawdown | 13.54% (226.07) |
Total trades | 507 | Short positions (won %) | 264 (62.50%) | Long positions (won %) | 243 (63.79%) |
Profit trades (% of total) | 320 (63.12%) | Loss trades (% of total) | 187 (36.88%) | ||
Largest | profit trade | 52.64 | loss trade | -125.33 | |
Average | profit trade | 17.97 | loss trade | -17.57 | |
Maximum | consecutive wins (profit in money) | 9 (235.94) | consecutive losses (loss in money) | 6 (-120.69) | |
Maximal | consecutive profit (count of wins) | 235.94 (9) | consecutive loss (count of losses) | -144.00 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=0; OrderMinuteStart=30; OrderHourStop=10; OrderMinuteStop=59; OrderDayOfWeek=1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=124; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=25; PriceActionSizeATR=7; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=90; _TakeProfit=25; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=38; TimeStopHour=22; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=25; StopProfitPip=5; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=15; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=80; EnablePivotFilter=0; RangeFilter=2; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="MondayTrading"; MagicNumber=75810; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2767.00 | Gross profit | 5237.90 | Gross loss | -2470.90 |
Profit factor | 2.12 | Expected payoff | 8.98 | ||
Absolute drawdown | 123.20 | Maximal drawdown | 275.20 (7.37%) | Relative drawdown | 13.31% (134.60) |
Total trades | 308 | Short positions (won %) | 142 (80.99%) | Long positions (won %) | 166 (81.33%) |
Profit trades (% of total) | 250 (81.17%) | Loss trades (% of total) | 58 (18.83%) | ||
Largest | profit trade | 27.90 | loss trade | -91.60 | |
Average | profit trade | 20.95 | loss trade | -42.60 | |
Maximum | consecutive wins (profit in money) | 22 (467.90) | consecutive losses (loss in money) | 2 (-125.10) | |
Maximal | consecutive profit (count of wins) | 467.90 (22) | consecutive loss (count of losses) | -125.10 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=0; OrderMinuteStart=30; OrderHourStop=0; OrderMinuteStop=59; OrderDayOfWeek=1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=120; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=35; PriceActionSizeATR=35; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.75; _TakeProfit=0.4; TakeStopModify=false; LimitMaxTP=55; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=42; TimeStopHour=22; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=29; StopProfitPip=39; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=14; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=80; EnablePivotFilter=0; RangeFilter=2; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="MondayTrading"; MagicNumber=61508; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2948.80 | Gross profit | 5253.80 | Gross loss | -2305.00 |
Profit factor | 2.28 | Expected payoff | 16.57 | ||
Absolute drawdown | 74.00 | Maximal drawdown | 374.20 (8.79%) | Relative drawdown | 17.69% (199.00) |
Total trades | 178 | Short positions (won %) | 71 (73.24%) | Long positions (won %) | 107 (73.83%) |
Profit trades (% of total) | 131 (73.60%) | Loss trades (% of total) | 47 (26.40%) | ||
Largest | profit trade | 57.10 | loss trade | -144.00 | |
Average | profit trade | 40.11 | loss trade | -49.04 | |
Maximum | consecutive wins (profit in money) | 17 (564.00) | consecutive losses (loss in money) | 4 (-263.30) | |
Maximal | consecutive profit (count of wins) | 564.00 (17) | consecutive loss (count of losses) | -263.30 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2010.01.04 00:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=0; OrderHourStop=1; OrderMinuteStop=59; OrderDayOfWeek=1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=120; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=50; PriceActionSizeATR=35; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.7; _TakeProfit=0.55; TakeStopModify=false; LimitMaxTP=60; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=35; TimeStopHour=22; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=25; StopProfitPip=39; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=7; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=70; EnablePivotFilter=0; RangeFilter=2; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="MondayTrading"; MagicNumber=89838; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 122917 | Ticks modelled | 183925682 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2439.97 | Gross profit | 4856.43 | Gross loss | -2416.46 |
Profit factor | 2.01 | Expected payoff | 10.47 | ||
Absolute drawdown | 16.65 | Maximal drawdown | 415.30 (11.09%) | Relative drawdown | 11.09% (415.30) |
Total trades | 233 | Short positions (won %) | 124 (66.94%) | Long positions (won %) | 109 (58.72%) |
Profit trades (% of total) | 147 (63.09%) | Loss trades (% of total) | 86 (36.91%) | ||
Largest | profit trade | 64.29 | loss trade | -88.89 | |
Average | profit trade | 33.04 | loss trade | -28.10 | |
Maximum | consecutive wins (profit in money) | 11 (318.01) | consecutive losses (loss in money) | 6 (-137.02) | |
Maximal | consecutive profit (count of wins) | 391.65 (10) | consecutive loss (count of losses) | -137.02 (6) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
Symbol | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.10 10:05 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=45; OrderHourStop=1; OrderMinuteStop=46; OrderDayOfWeek=34; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=6; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=160; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=1; PriceActionBars=170; PriceActionSizeATR=42; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.5; _TakeProfit=70; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=190; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=99; StopProfitPip=39; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=8; VolatilityFilter=75; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NewsPattern"; MagicNumber=72623; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727944 | Ticks modelled | 208206735 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1316.80 | Gross profit | 2647.13 | Gross loss | -1330.33 |
Profit factor | 1.99 | Expected payoff | 7.89 | ||
Absolute drawdown | 25.57 | Maximal drawdown | 191.28 (8.28%) | Relative drawdown | 13.51% (152.15) |
Total trades | 167 | Short positions (won %) | 86 (67.44%) | Long positions (won %) | 81 (62.96%) |
Profit trades (% of total) | 109 (65.27%) | Loss trades (% of total) | 58 (34.73%) | ||
Largest | profit trade | 46.01 | loss trade | -42.46 | |
Average | profit trade | 24.29 | loss trade | -22.94 | |
Maximum | consecutive wins (profit in money) | 15 (279.47) | consecutive losses (loss in money) | 4 (-121.99) | |
Maximal | consecutive profit (count of wins) | 279.47 (15) | consecutive loss (count of losses) | -121.99 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
Symbol | EURAUD (Euro vs Australian Dollar) | ||||
Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.10 10:05 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=20; OrderHourStop=1; OrderMinuteStop=24; OrderDayOfWeek=34; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=12; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=115; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=1; PriceActionBars=170; PriceActionSizeATR=45; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.5; _TakeProfit=100; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=140; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=70; StopProfitPip=79; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=4; DailyMiddlePch_Period=0; VolatilityFilter=50; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NewsPattern"; MagicNumber=74055; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 727307 | Ticks modelled | 294112537 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2323.18 | Gross profit | 5012.83 | Gross loss | -2689.65 |
Profit factor | 1.86 | Expected payoff | 10.06 | ||
Absolute drawdown | 98.01 | Maximal drawdown | 626.84 (16.04%) | Relative drawdown | 16.04% (626.84) |
Total trades | 231 | Short positions (won %) | 112 (53.57%) | Long positions (won %) | 119 (61.34%) |
Profit trades (% of total) | 133 (57.58%) | Loss trades (% of total) | 98 (42.42%) | ||
Largest | profit trade | 73.64 | loss trade | -77.31 | |
Average | profit trade | 37.69 | loss trade | -27.45 | |
Maximum | consecutive wins (profit in money) | 10 (391.66) | consecutive losses (loss in money) | 9 (-293.75) | |
Maximal | consecutive profit (count of wins) | 391.66 (10) | consecutive loss (count of losses) | -293.75 (9) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 5 Minutes (M5) 2011.01.11 22:40 - 2019.09.10 10:15 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=0; OrderHourStop=1; OrderMinuteStop=4; OrderDayOfWeek=34; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=150; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=1; PriceActionBars=150; PriceActionSizeATR=40; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=50; _TakeProfit=50; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=164; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=70; StopProfitPip=29; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=6; DailyMiddlePch_Period=0; VolatilityFilter=50; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="NewsPattern"; MagicNumber=74956; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 650652 | Ticks modelled | 109646267 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2608.40 | Gross profit | 4882.10 | Gross loss | -2273.70 |
Profit factor | 2.15 | Expected payoff | 9.88 | ||
Absolute drawdown | 59.20 | Maximal drawdown | 175.70 (12.44%) | Relative drawdown | 12.44% (175.70) |
Total trades | 264 | Short positions (won %) | 139 (68.35%) | Long positions (won %) | 125 (62.40%) |
Profit trades (% of total) | 173 (65.53%) | Loss trades (% of total) | 91 (34.47%) | ||
Largest | profit trade | 55.90 | loss trade | -52.40 | |
Average | profit trade | 28.22 | loss trade | -24.99 | |
Maximum | consecutive wins (profit in money) | 9 (286.80) | consecutive losses (loss in money) | 3 (-115.60) | |
Maximal | consecutive profit (count of wins) | 304.40 (8) | consecutive loss (count of losses) | -115.60 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=4; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=200; PCh_Right_Confirm=25; PCh_Left_Confirm=25; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=5; ExpirationBars=70; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.8; _TakeProfit=2; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=true; TradingPauseBar=0; TimeStopBar=20; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=-150; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Inclined_Lines"; MagicNumber=39387; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62512 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3804.30 | Gross profit | 10615.30 | Gross loss | -6811.00 |
Profit factor | 1.56 | Expected payoff | 10.12 | ||
Absolute drawdown | 208.70 | Maximal drawdown | 527.80 (15.49%) | Relative drawdown | 25.38% (269.10) |
Total trades | 376 | Short positions (won %) | 217 (51.61%) | Long positions (won %) | 159 (59.12%) |
Profit trades (% of total) | 206 (54.79%) | Loss trades (% of total) | 170 (45.21%) | ||
Largest | profit trade | 325.70 | loss trade | -113.20 | |
Average | profit trade | 51.53 | loss trade | -40.06 | |
Maximum | consecutive wins (profit in money) | 9 (413.30) | consecutive losses (loss in money) | 5 (-195.40) | |
Maximal | consecutive profit (count of wins) | 725.30 (5) | consecutive loss (count of losses) | -253.10 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=4; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=2345; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=200; PCh_Right_Confirm=25; PCh_Left_Confirm=25; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=5; ExpirationBars=80; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=1; _TakeProfit=1.5; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=true; TradingPauseBar=0; TimeStopBar=24; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=-150; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Inclined_Lines"; MagicNumber=39388; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62510 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3839.30 | Gross profit | 12415.30 | Gross loss | -8576.00 |
Profit factor | 1.45 | Expected payoff | 11.03 | ||
Absolute drawdown | 247.80 | Maximal drawdown | 781.30 (50.95%) | Relative drawdown | 50.95% (781.30) |
Total trades | 348 | Short positions (won %) | 198 (54.55%) | Long positions (won %) | 150 (50.00%) |
Profit trades (% of total) | 183 (52.59%) | Loss trades (% of total) | 165 (47.41%) | ||
Largest | profit trade | 308.80 | loss trade | -199.00 | |
Average | profit trade | 67.84 | loss trade | -51.98 | |
Maximum | consecutive wins (profit in money) | 11 (914.60) | consecutive losses (loss in money) | 6 (-139.80) | |
Maximal | consecutive profit (count of wins) | 914.60 (11) | consecutive loss (count of losses) | -435.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=4; OrderMinuteStart=-1; OrderHourStop=0; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=200; PCh_Right_Confirm=20; PCh_Left_Confirm=20; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=5; ExpirationBars=35; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.9; _TakeProfit=1.5; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=99; CloseOnOppositeSignal=true; TradingPauseBar=0; TimeStopBar=22; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=1; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Inclined_Lines"; MagicNumber=39386; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62464 | Ticks modelled | 183925682 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2213.49 | Gross profit | 10513.79 | Gross loss | -8300.30 |
Profit factor | 1.27 | Expected payoff | 4.89 | ||
Absolute drawdown | 244.94 | Maximal drawdown | 497.48 (13.65%) | Relative drawdown | 31.28% (459.38) |
Total trades | 453 | Short positions (won %) | 168 (47.62%) | Long positions (won %) | 285 (49.82%) |
Profit trades (% of total) | 222 (49.01%) | Loss trades (% of total) | 231 (50.99%) | ||
Largest | profit trade | 186.92 | loss trade | -136.53 | |
Average | profit trade | 47.36 | loss trade | -35.93 | |
Maximum | consecutive wins (profit in money) | 9 (474.34) | consecutive losses (loss in money) | 10 (-282.09) | |
Maximal | consecutive profit (count of wins) | 474.34 (9) | consecutive loss (count of losses) | -282.09 (10) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.10 10:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=8; OrderMinuteStart=30; OrderHourStop=9; OrderMinuteStop=0; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=32; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=false; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.3; _TakeProfit=0.6; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=4; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="LondonOpen"; MagicNumber=20427; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1134.80 | Gross profit | 2893.60 | Gross loss | -1758.80 |
Profit factor | 1.65 | Expected payoff | 4.81 | ||
Absolute drawdown | 185.70 | Maximal drawdown | 328.70 (28.76%) | Relative drawdown | 28.76% (328.70) |
Total trades | 236 | Short positions (won %) | 125 (64.00%) | Long positions (won %) | 111 (56.76%) |
Profit trades (% of total) | 143 (60.59%) | Loss trades (% of total) | 93 (39.41%) | ||
Largest | profit trade | 107.20 | loss trade | -57.50 | |
Average | profit trade | 20.23 | loss trade | -18.91 | |
Maximum | consecutive wins (profit in money) | 6 (171.20) | consecutive losses (loss in money) | 5 (-168.50) | |
Maximal | consecutive profit (count of wins) | 216.50 (5) | consecutive loss (count of losses) | -168.50 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Minute (M1) 2010.01.01 02:00 - 2019.09.10 10:40 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=3; MaxSpreadExitPip=3; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=1345; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours="14,15,16,17"; OrderMinutes="44,59"; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=3; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=0; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=14; PriceActionSizeATR=31; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=15; _TakeProfit=4; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=2; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="FrontRunning"; MagicNumber=96387; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 3627335 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 342.20 | Gross profit | 739.80 | Gross loss | -397.60 |
Profit factor | 1.86 | Expected payoff | 1.21 | ||
Absolute drawdown | 43.40 | Maximal drawdown | 50.00 (4.97%) | Relative drawdown | 4.97% (50.00) |
Total trades | 282 | Short positions (won %) | 137 (75.18%) | Long positions (won %) | 145 (72.41%) |
Profit trades (% of total) | 208 (73.76%) | Loss trades (% of total) | 74 (26.24%) | ||
Largest | profit trade | 5.60 | loss trade | -16.50 | |
Average | profit trade | 3.56 | loss trade | -5.37 | |
Maximum | consecutive wins (profit in money) | 12 (43.60) | consecutive losses (loss in money) | 4 (-17.10) | |
Maximal | consecutive profit (count of wins) | 43.60 (12) | consecutive loss (count of losses) | -27.40 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.10 10:30 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=22; OrderMinuteStart=-1; OrderHourStop=21; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=2; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=2; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=20; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=18; PivotCentralLine=1; PivotLevelSize=0.85; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=25; _TakeProfit=50; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=0; TimeStopHour=18; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=0; DailyMiddlePch_Period=30; VolatilityFilter=0; VolatilityFilterDaily=-100; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=-10; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="Pivot"; MagicNumber=50509; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 596.50 | Gross profit | 6504.60 | Gross loss | -5908.10 |
Profit factor | 1.10 | Expected payoff | 1.28 | ||
Absolute drawdown | 635.40 | Maximal drawdown | 636.90 (63.59%) | Relative drawdown | 63.59% (636.90) |
Total trades | 465 | Short positions (won %) | 235 (45.53%) | Long positions (won %) | 230 (38.26%) |
Profit trades (% of total) | 195 (41.94%) | Loss trades (% of total) | 270 (58.06%) | ||
Largest | profit trade | 52.60 | loss trade | -41.90 | |
Average | profit trade | 33.36 | loss trade | -21.88 | |
Maximum | consecutive wins (profit in money) | 9 (396.00) | consecutive losses (loss in money) | 11 (-265.40) | |
Maximal | consecutive profit (count of wins) | 396.00 (9) | consecutive loss (count of losses) | -265.40 (11) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2010.01.04 00:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=2; OrderMinuteStart=-1; OrderHourStop=22; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=true; _Direction_=0; DailyATR=10; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=1; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=4; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=1; _TakeProfit=1; TakeStopModify=false; LimitMaxTP=120; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=46; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=9; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=-2; Hurst_filter_setting=""; HurstFilter=-0.58; HurstTimeFrame=1440; HurstFilterBars=6; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="PreviousDayHL"; MagicNumber=49791; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 122917 | Ticks modelled | 183925682 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2880.93 | Gross profit | 6395.44 | Gross loss | -3514.51 |
Profit factor | 1.82 | Expected payoff | 11.12 | ||
Absolute drawdown | 71.80 | Maximal drawdown | 366.23 (15.50%) | Relative drawdown | 15.50% (366.23) |
Total trades | 259 | Short positions (won %) | 127 (59.84%) | Long positions (won %) | 132 (53.79%) |
Profit trades (% of total) | 147 (56.76%) | Loss trades (% of total) | 112 (43.24%) | ||
Largest | profit trade | 125.78 | loss trade | -143.43 | |
Average | profit trade | 43.51 | loss trade | -31.38 | |
Maximum | consecutive wins (profit in money) | 9 (516.17) | consecutive losses (loss in money) | 8 (-111.54) | |
Maximal | consecutive profit (count of wins) | 516.17 (9) | consecutive loss (count of losses) | -269.60 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.10 10:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=10; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=-1; OrderMinuteStart=-1; OrderHourStop=-1; OrderMinuteStop=-1; OrderDayOfWeek=235; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=0; System_type=2; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=true; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=0; PCh_Period=36; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=3; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=0; PriceActionBars=0; PriceActionSizeATR=0; RollbackOrderLevel=0; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=70; _TakeProfit=200; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=10; TimeStopHour=99; FridayStopHour=22; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=25; TrailingStopPip=-25; TrailingActivationPip=0; StopProfitBar=5; StopProfitPip=99; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-9; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="RollBackPattern"; MagicNumber=39825; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62512 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2258.20 | Gross profit | 4070.10 | Gross loss | -1811.90 |
Profit factor | 2.25 | Expected payoff | 11.18 | ||
Absolute drawdown | 118.70 | Maximal drawdown | 442.60 (11.98%) | Relative drawdown | 17.50% (186.90) |
Total trades | 202 | Short positions (won %) | 113 (53.98%) | Long positions (won %) | 89 (43.82%) |
Profit trades (% of total) | 100 (49.50%) | Loss trades (% of total) | 102 (50.50%) | ||
Largest | profit trade | 200.60 | loss trade | -72.60 | |
Average | profit trade | 40.70 | loss trade | -17.76 | |
Maximum | consecutive wins (profit in money) | 9 (148.30) | consecutive losses (loss in money) | 7 (-126.60) | |
Maximal | consecutive profit (count of wins) | 236.20 (3) | consecutive loss (count of losses) | -147.40 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2010.01.01 02:00 - 2019.09.10 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=1; UsePercentagePips=false; PendingOrderModify=true; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=false; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=60; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=6; PriceActionSizeATR=36; RollbackOrderLevel=65; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.4; _TakeProfit=1; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=11; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=5; StopProfitPip=10; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-6; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="AntiMomo M30"; MagicNumber=35905; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 123013 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1129.10 | Gross profit | 3133.00 | Gross loss | -2003.90 |
Profit factor | 1.56 | Expected payoff | 6.53 | ||
Absolute drawdown | 89.50 | Maximal drawdown | 336.10 (14.08%) | Relative drawdown | 17.72% (196.10) |
Total trades | 173 | Short positions (won %) | 73 (52.05%) | Long positions (won %) | 100 (62.00%) |
Profit trades (% of total) | 100 (57.80%) | Loss trades (% of total) | 73 (42.20%) | ||
Largest | profit trade | 130.00 | loss trade | -69.30 | |
Average | profit trade | 31.33 | loss trade | -27.45 | |
Maximum | consecutive wins (profit in money) | 6 (281.90) | consecutive losses (loss in money) | 7 (-216.70) | |
Maximal | consecutive profit (count of wins) | 281.90 (6) | consecutive loss (count of losses) | -216.70 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.10 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=-1; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=120; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=1; PriceActionSizeATR=35; RollbackOrderLevel=70; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.35; _TakeProfit=1; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=25; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-8; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="AntiMomo"; MagicNumber=29637; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62512 | Ticks modelled | 229088249 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1882.30 | Gross profit | 4275.30 | Gross loss | -2393.00 |
Profit factor | 1.79 | Expected payoff | 13.54 | ||
Absolute drawdown | 299.30 | Maximal drawdown | 413.80 (37.13%) | Relative drawdown | 37.13% (413.80) |
Total trades | 139 | Short positions (won %) | 76 (43.42%) | Long positions (won %) | 63 (49.21%) |
Profit trades (% of total) | 64 (46.04%) | Loss trades (% of total) | 75 (53.96%) | ||
Largest | profit trade | 143.70 | loss trade | -79.50 | |
Average | profit trade | 66.80 | loss trade | -31.91 | |
Maximum | consecutive wins (profit in money) | 4 (370.60) | consecutive losses (loss in money) | 7 (-337.10) | |
Maximal | consecutive profit (count of wins) | 370.60 (4) | consecutive loss (count of losses) | -337.10 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.01 02:00 - 2019.09.10 11:00 (2010.01.01 - 2019.09.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MM_setting=""; LotSize=0.1; Balance=0; UseMargin=0; MaxRiskPerTrade=0; Execution_setting=""; Max_Lot=50; MaxLot_Per_1_Order=0; StepOrders=0; MaxLot_Filter=0; MaxNumberOrders_Filter=0; Disable_TP_SL_Control=false; MaxSpreadPip=5; MaxSpreadExitPip=10; MaxSlippagePip=1.5; Time_setting=""; OrderHourStart=1; OrderMinuteStart=-1; OrderHourStop=23; OrderMinuteStop=-1; OrderDayOfWeek=1345; OrderMonth=-1; OrderMonths="1,2,3,4,5,6,7,8,9,10,11,12"; OrderHours=""; OrderMinutes=""; DaysOffBeforeAfterNY=0; News_filter=""; UseNewsFilter=false; DataProviderSource=0; FilterSymbols=""; FilterEvents=0; FilterCustomEvents=""; FilteringAction=3; BeforeEventMin=5; AfterEventMin=5; DisplayEvents=false; System_setting=""; Model_type=1; System_type=1; UsePercentagePips=false; PendingOrderModify=false; SkipFirstTrade=false; OneTradePerDay=false; OneDirection=true; _Direction_=0; DailyATR=5; NYCloseBroker=true; GMT_offset=0; DST=0; PCh_setting=""; PCh_TimeFrame=1440; PCh_Period=120; PCh_Right_Confirm=0; PCh_Left_Confirm=0; PCh_OffsetPip=0; Middle_OffsetPip=0; PCh_Middle_Period=0; ExtremaAlgorithm=0; ExpirationBars=0; UseBrokenLevels=true; Pivot_setting=""; PivotInitialHour=0; PivotCentralLine=0; PivotLevelSize=0; PriceAction_setting=""; PriceActionTimeFrame=0; PriceActionHour=-1; PriceActionBars=1; PriceActionSizeATR=34; RollbackOrderLevel=71; ReversalExpirationBars=0; Exit_setting=""; _StopLoss=0.55; _TakeProfit=1.1; TakeStopModify=false; LimitMaxTP=0; LimitMaxSL=0; CloseOnOppositeSignal=false; TradingPauseBar=0; TimeStopBar=40; TimeStopHour=99; FridayStopHour=-1; DisableTP_Hour=-1; DisableSL_Hour=-1; TakeToBreakevenPip=0; TrailingStopPip=0; TrailingActivationPip=0; StopProfitBar=0; StopProfitPip=0; DontUseMT4_SL=false; Filter_setting=""; EMA_TimeFrame=1440; DailyEMA_Period=-4; DailyMiddlePch_Period=0; VolatilityFilter=0; VolatilityFilterDaily=0; EnablePivotFilter=0; RangeFilter=0; ShadowFilter=0; PreviousDayReturn=0; Hurst_filter_setting=""; HurstFilter=0; HurstTimeFrame=0; HurstFilterBars=0; RSI_filter_setting=""; RSI_Filter=0; RSI_TimeFrame=0; RSI_FilterPeriod=0; Order_setting=""; UserComment="AntiMomo"; MagicNumber=97268; Additional_setting=""; UseSettingsFile=false; Graphics=0; FixMajorBugs=0; VinceCalculator=false; Dangerous_MM_setting="Caution! These MM settings can lead to a significant drawdown in a short time"; Dangerous_MM=0; MaxNumberSteps=0; Multiplier=0; CustomMultiplierSteps=""; MinStepValuePip=0; DD_Calculation=1; TP_Calculation=2; SL_Calculation=2; | ||||
Bars in test | 62510 | Ticks modelled | 225804143 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2445.20 | Gross profit | 7702.80 | Gross loss | -5257.60 |
Profit factor | 1.47 | Expected payoff | 13.08 | ||
Absolute drawdown | 255.50 | Maximal drawdown | 415.10 (10.78%) | Relative drawdown | 30.58% (328.00) |
Total trades | 187 | Short positions (won %) | 75 (36.00%) | Long positions (won %) | 112 (55.36%) |
Profit trades (% of total) | 89 (47.59%) | Loss trades (% of total) | 98 (52.41%) | ||
Largest | profit trade | 350.00 | loss trade | -303.80 | |
Average | profit trade | 86.55 | loss trade | -53.65 | |
Maximum | consecutive wins (profit in money) | 8 (813.80) | consecutive losses (loss in money) | 7 (-217.40) | |
Maximal | consecutive profit (count of wins) | 813.80 (8) | consecutive loss (count of losses) | -303.80 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
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