Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Minute (M1) 2008.11.03 00:01 - 2008.11.14 22:58 (2008.11.01 - 2008.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | CloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=5; PipsPastSL=5; PipsPastEMA=5; PipsSpread=3; EMAPeriod=5; MAGICNUMBER=5001; TrailingStopType=0; TrailingStop=0; | ||||
Bars in test | 14193 | Ticks modelled | 210264 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 549.47 | Gross profit | 1511.58 | Gross loss | -962.11 |
Profit factor | 1.57 | Expected payoff | 30.53 | ||
Absolute drawdown | 43.00 | Maximal drawdown | 671.29 (6.22%) | Relative drawdown | 6.22% (671.29) |
Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 8 (44.44%) | Loss trades (% of total) | 10 (55.56%) | ||
Largest | profit trade | 469.23 | loss trade | -176.00 | |
Average | profit trade | 188.95 | loss trade | -96.21 | |
Maximum | consecutive wins (profit in money) | 2 (597.89) | consecutive losses (loss in money) | 3 (-402.00) | |
Maximal | consecutive profit (count of wins) | 597.89 (2) | consecutive loss (count of losses) | -402.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.11.03 09:48 | sell | 1 | 0.10 | 1.6222 | 1.6402 | 0.0000 | ||
2 | 2008.11.03 09:49 | buy stop | 2 | 0.10 | 1.6402 | 1.6224 | 0.0000 | ||
3 | 2008.11.04 09:22 | close | 1 | 0.10 | 1.5766 | 1.6402 | 0.0000 | 454.41 | 10454.41 |
4 | 2008.11.04 09:22 | delete | 2 | 0.10 | 1.6402 | 1.6224 | 0.0000 | ||
5 | 2008.11.04 09:22 | buy | 3 | 0.10 | 1.5766 | 1.5597 | 0.0000 | ||
6 | 2008.11.04 09:23 | sell stop | 4 | 0.10 | 1.5597 | 1.5765 | 0.0000 | ||
7 | 2008.11.05 01:10 | close | 3 | 0.10 | 1.5908 | 1.5597 | 0.0000 | 143.48 | 10597.89 |
8 | 2008.11.05 01:10 | delete | 4 | 0.10 | 1.5597 | 1.5765 | 0.0000 | ||
9 | 2008.11.05 01:10 | sell | 5 | 0.10 | 1.5908 | 1.6117 | 0.0000 | ||
10 | 2008.11.05 01:11 | buy stop | 6 | 0.10 | 1.6117 | 1.5909 | 0.0000 | ||
11 | 2008.11.05 12:52 | close | 5 | 0.10 | 1.5989 | 1.6117 | 0.0000 | -81.00 | 10516.89 |
12 | 2008.11.05 12:52 | delete | 6 | 0.10 | 1.6117 | 1.5909 | 0.0000 | ||
13 | 2008.11.05 12:52 | buy | 7 | 0.10 | 1.5989 | 1.5745 | 0.0000 | ||
14 | 2008.11.05 12:53 | sell stop | 8 | 0.10 | 1.5745 | 1.5988 | 0.0000 | ||
15 | 2008.11.05 20:04 | close | 7 | 0.10 | 1.5948 | 1.5745 | 0.0000 | -41.00 | 10475.89 |
16 | 2008.11.05 20:04 | delete | 8 | 0.10 | 1.5745 | 1.5988 | 0.0000 | ||
17 | 2008.11.05 20:04 | sell | 9 | 0.10 | 1.5948 | 1.6205 | 0.0000 | ||
18 | 2008.11.05 20:05 | buy stop | 10 | 0.10 | 1.6205 | 1.5948 | 0.0000 | ||
19 | 2008.11.06 08:15 | close | 9 | 0.10 | 1.5873 | 1.6205 | 0.0000 | 70.23 | 10546.12 |
20 | 2008.11.06 08:15 | delete | 10 | 0.10 | 1.6205 | 1.5948 | 0.0000 | ||
21 | 2008.11.06 08:15 | buy | 11 | 0.10 | 1.5873 | 1.5775 | 0.0000 | ||
22 | 2008.11.06 08:16 | sell stop | 12 | 0.10 | 1.5775 | 1.5872 | 0.0000 | ||
23 | 2008.11.06 13:00 | close | 11 | 0.10 | 1.5821 | 1.5775 | 0.0000 | -52.00 | 10494.12 |
24 | 2008.11.06 13:00 | delete | 12 | 0.10 | 1.5775 | 1.5872 | 0.0000 | ||
25 | 2008.11.06 13:00 | sell | 13 | 0.10 | 1.5821 | 1.5997 | 0.0000 | ||
26 | 2008.11.06 13:01 | buy stop | 14 | 0.10 | 1.5997 | 1.5823 | 0.0000 | ||
27 | 2008.11.06 13:26 | s/l | 13 | 0.10 | 1.5997 | 1.5997 | 0.0000 | -176.00 | 10318.12 |
28 | 2008.11.06 13:26 | buy | 14 | 0.10 | 1.5997 | 1.5823 | 0.0000 | ||
29 | 2008.11.06 17:16 | s/l | 14 | 0.10 | 1.5823 | 1.5823 | 0.0000 | -174.00 | 10144.12 |
30 | 2008.11.06 17:16 | sell | 15 | 0.10 | 1.5822 | 1.5997 | 0.0000 | ||
31 | 2008.11.06 17:17 | buy stop | 16 | 0.10 | 1.5997 | 1.5823 | 0.0000 | ||
32 | 2008.11.07 04:52 | close | 15 | 0.10 | 1.5659 | 1.5997 | 0.0000 | 161.41 | 10305.53 |
33 | 2008.11.07 04:52 | delete | 16 | 0.10 | 1.5997 | 1.5823 | 0.0000 | ||
34 | 2008.11.07 04:52 | buy | 17 | 0.10 | 1.5659 | 1.5530 | 0.0000 | ||
35 | 2008.11.07 04:53 | sell stop | 18 | 0.10 | 1.5530 | 1.5659 | 0.0000 | ||
36 | 2008.11.07 19:12 | close | 17 | 0.10 | 1.5695 | 1.5530 | 0.0000 | 36.00 | 10341.53 |
37 | 2008.11.07 19:12 | delete | 18 | 0.10 | 1.5530 | 1.5659 | 0.0000 | ||
38 | 2008.11.07 19:12 | sell | 19 | 0.10 | 1.5695 | 1.5885 | 0.0000 | ||
39 | 2008.11.07 19:13 | buy stop | 20 | 0.10 | 1.5885 | 1.5696 | 0.0000 | ||
40 | 2008.11.10 00:00 | close | 19 | 0.10 | 1.5762 | 1.5885 | 0.0000 | -68.59 | 10272.94 |
41 | 2008.11.10 00:00 | delete | 20 | 0.10 | 1.5885 | 1.5696 | 0.0000 | ||
42 | 2008.11.10 00:00 | buy | 21 | 0.10 | 1.5762 | 1.5636 | 0.0000 | ||
43 | 2008.11.10 00:01 | sell stop | 22 | 0.10 | 1.5636 | 1.5723 | 0.0000 | ||
44 | 2008.11.10 07:28 | close | 21 | 0.10 | 1.5753 | 1.5636 | 0.0000 | -9.00 | 10263.94 |
45 | 2008.11.10 07:28 | delete | 22 | 0.10 | 1.5636 | 1.5723 | 0.0000 | ||
46 | 2008.11.10 07:28 | sell | 23 | 0.10 | 1.5753 | 1.5891 | 0.0000 | ||
47 | 2008.11.10 07:29 | buy stop | 24 | 0.10 | 1.5891 | 1.5754 | 0.0000 | ||
48 | 2008.11.11 03:27 | close | 23 | 0.10 | 1.5672 | 1.5891 | 0.0000 | 79.41 | 10343.35 |
49 | 2008.11.11 03:27 | delete | 24 | 0.10 | 1.5891 | 1.5754 | 0.0000 | ||
50 | 2008.11.11 03:27 | buy | 25 | 0.10 | 1.5672 | 1.5568 | 0.0000 | ||
51 | 2008.11.11 03:28 | sell stop | 26 | 0.10 | 1.5568 | 1.5672 | 0.0000 | ||
52 | 2008.11.11 08:58 | s/l | 25 | 0.10 | 1.5568 | 1.5568 | 0.0000 | -104.00 | 10239.35 |
53 | 2008.11.11 08:58 | sell | 26 | 0.10 | 1.5568 | 1.5672 | 0.0000 | ||
54 | 2008.11.12 07:28 | close | 26 | 0.10 | 1.5469 | 1.5672 | 0.0000 | 97.41 | 10336.76 |
55 | 2008.11.12 07:28 | buy | 27 | 0.10 | 1.5469 | 1.5341 | 0.0000 | ||
56 | 2008.11.12 07:29 | sell stop | 28 | 0.10 | 1.5341 | 1.5469 | 0.0000 | ||
57 | 2008.11.12 10:03 | s/l | 27 | 0.10 | 1.5341 | 1.5341 | 0.0000 | -128.00 | 10208.76 |
58 | 2008.11.12 10:03 | sell | 28 | 0.10 | 1.5341 | 1.5469 | 0.0000 | ||
59 | 2008.11.13 21:58 | close | 28 | 0.10 | 1.4867 | 1.5469 | 0.0000 | 469.23 | 10677.99 |
60 | 2008.11.13 21:58 | buy | 29 | 0.10 | 1.4867 | 1.4577 | 0.0000 | ||
61 | 2008.11.13 21:59 | sell stop | 30 | 0.10 | 1.4577 | 1.4865 | 0.0000 | ||
62 | 2008.11.14 22:58 | close at stop | 29 | 0.10 | 1.4737 | 1.4577 | 0.0000 | -128.52 | 10549.47 |