Symbol | #BA (Boeing Company) | ||||
Period | 5 Minutes (M5) 2014.07.10 18:45 - 2014.08.11 21:55 (2013.08.12 - 2014.08.12) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; Val=0; pawn=16; micro=-3; quart=1; silence=3; hsilence=3; okstop=2; Totb=8; Tots=8; cloyes=0; | ||||
Bars in test | 1964 | Ticks modelled | 65450 | Modelling quality | 26.35% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 148.71 | Gross profit | 151.52 | Gross loss | -2.81 |
Profit factor | 53.92 | Expected payoff | 7.08 | ||
Absolute drawdown | 12.76 | Maximal drawdown | 37.20 (0.37%) | Relative drawdown | 0.37% (37.20) |
Total trades | 21 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 12.57 | loss trade | -2.81 | |
Average | profit trade | 7.58 | loss trade | -2.81 | |
Maximum | consecutive wins (profit in money) | 20 (151.52) | consecutive losses (loss in money) | 1 (-2.81) | |
Maximal | consecutive profit (count of wins) | 151.52 (20) | consecutive loss (count of losses) | -2.81 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.07.10 19:14 | sell | 1 | 0.10 | 127.24 | 0.00 | 126.67 | ||
2 | 2014.07.10 21:07 | t/p | 1 | 0.10 | 126.67 | 0.00 | 126.67 | 4.43 | 10004.43 |
3 | 2014.07.14 15:33 | sell | 2 | 0.10 | 129.00 | 0.00 | 127.14 | ||
4 | 2014.07.15 20:02 | sell | 3 | 0.10 | 129.29 | 0.00 | 128.87 | ||
5 | 2014.07.16 15:31 | t/p | 3 | 0.10 | 128.87 | 0.00 | 128.87 | 2.90 | 10007.33 |
6 | 2014.07.16 15:48 | modify | 2 | 0.10 | 129.00 | 127.67 | 127.14 | ||
7 | 2014.07.16 15:49 | s/l | 2 | 0.10 | 127.67 | 127.67 | 127.14 | 11.99 | 10019.32 |
8 | 2014.07.17 20:27 | buy | 4 | 0.10 | 127.00 | 0.00 | 127.61 | ||
9 | 2014.07.17 21:09 | buy | 5 | 0.10 | 126.78 | 0.00 | 127.36 | ||
10 | 2014.07.17 21:58 | buy | 6 | 0.10 | 125.86 | 0.00 | 127.23 | ||
11 | 2014.07.18 17:52 | t/p | 6 | 0.10 | 127.23 | 0.00 | 127.23 | 12.42 | 10031.74 |
12 | 2014.07.18 17:54 | t/p | 5 | 0.10 | 127.36 | 0.00 | 127.36 | 4.51 | 10036.26 |
13 | 2014.07.18 18:08 | t/p | 4 | 0.10 | 127.61 | 0.00 | 127.61 | 4.81 | 10041.07 |
14 | 2014.07.21 20:01 | sell | 7 | 0.10 | 128.26 | 0.00 | 127.81 | ||
15 | 2014.07.21 21:33 | sell | 8 | 0.10 | 128.35 | 0.00 | 127.13 | ||
16 | 2014.07.23 15:23 | t/p | 7 | 0.10 | 127.81 | 0.00 | 127.81 | 3.20 | 10044.27 |
17 | 2014.07.23 15:33 | t/p | 8 | 0.10 | 127.13 | 0.00 | 127.13 | 10.90 | 10055.17 |
18 | 2014.07.23 18:50 | buy | 9 | 0.10 | 126.39 | 0.00 | 126.89 | ||
19 | 2014.07.23 20:12 | t/p | 9 | 0.10 | 126.89 | 0.00 | 126.89 | 3.74 | 10058.91 |
20 | 2014.07.29 17:37 | buy | 10 | 0.10 | 122.60 | 0.00 | 123.11 | ||
21 | 2014.07.29 18:47 | t/p | 10 | 0.10 | 123.11 | 0.00 | 123.11 | 3.87 | 10062.78 |
22 | 2014.07.29 21:01 | buy | 11 | 0.10 | 122.64 | 0.00 | 123.21 | ||
23 | 2014.07.29 21:46 | buy | 12 | 0.10 | 122.26 | 0.00 | 123.10 | ||
24 | 2014.07.30 15:26 | t/p | 12 | 0.10 | 123.10 | 0.00 | 123.10 | 7.16 | 10069.94 |
25 | 2014.07.30 15:31 | t/p | 11 | 0.10 | 123.21 | 0.00 | 123.21 | 4.45 | 10074.40 |
26 | 2014.07.31 21:16 | buy | 13 | 0.10 | 120.59 | 0.00 | 121.73 | ||
27 | 2014.07.31 21:54 | buy | 14 | 0.10 | 120.46 | 0.00 | 121.53 | ||
28 | 2014.08.01 15:38 | t/p | 14 | 0.10 | 121.53 | 0.00 | 121.53 | 9.49 | 10083.88 |
29 | 2014.08.01 17:39 | buy | 15 | 0.10 | 120.35 | 0.00 | 122.10 | ||
30 | 2014.08.05 16:24 | sell | 16 | 0.10 | 121.39 | 0.00 | 120.23 | ||
31 | 2014.08.05 16:46 | sell | 17 | 0.10 | 121.62 | 0.00 | 120.24 | ||
32 | 2014.08.05 16:48 | t/p | 13 | 0.10 | 121.73 | 0.00 | 121.73 | 10.12 | 10094.00 |
33 | 2014.08.06 15:00 | t/p | 16 | 0.10 | 120.23 | 0.00 | 120.23 | 10.38 | 10104.38 |
34 | 2014.08.06 15:00 | t/p | 17 | 0.10 | 120.24 | 0.00 | 120.24 | 12.57 | 10116.95 |
35 | 2014.08.06 18:59 | buy | 18 | 0.10 | 118.27 | 0.00 | 121.58 | ||
36 | 2014.08.06 19:49 | buy | 19 | 0.10 | 118.08 | 0.00 | 119.13 | ||
37 | 2014.08.07 15:31 | t/p | 19 | 0.10 | 119.13 | 0.00 | 119.13 | 9.31 | 10126.26 |
38 | 2014.08.07 15:53 | modify | 18 | 0.10 | 118.27 | 119.49 | 121.58 | ||
39 | 2014.08.07 15:54 | s/l | 18 | 0.10 | 119.49 | 119.49 | 121.58 | 11.01 | 10137.26 |
40 | 2014.08.08 18:26 | buy | 20 | 0.10 | 119.48 | 0.00 | 119.92 | ||
41 | 2014.08.08 19:18 | t/p | 20 | 0.10 | 119.92 | 0.00 | 119.92 | 3.21 | 10140.47 |
42 | 2014.08.11 16:00 | modify | 15 | 0.10 | 120.35 | 121.59 | 122.10 | ||
43 | 2014.08.11 16:01 | s/l | 15 | 0.10 | 121.59 | 121.59 | 122.10 | 11.05 | 10151.52 |
44 | 2014.08.11 20:39 | buy | 21 | 0.10 | 120.96 | 0.00 | 121.40 | ||
45 | 2014.08.11 21:59 | close at stop | 21 | 0.10 | 120.80 | 0.00 | 121.40 | -2.81 | 10148.71 |