Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.11.30 20:00 (2009.01.01 - 2009.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=11; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; CustomTP1=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="Mon,Tue,Wed,Thu,Fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="00:00,04:00,12:00,16:00,20:00"; TradeTimeTue="00:00,04:00,12:00,16:00,20:00"; TradeTimeWed="16:00,20:00"; TradeTimeThu="16:00,20:00"; TradeTimeFri="16:00,20:00"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=0; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=1; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=1; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=0; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=0; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; | ||||
Bars in test | 2423 | Ticks modelled | 4031054 | Modelling quality | n/a |
Mismatched charts errors | 228066 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -653.30 | Gross profit | 7938.00 | Gross loss | -8591.30 |
Profit factor | 0.92 | Expected payoff | -11.46 | ||
Absolute drawdown | 881.89 | Maximal drawdown | 2336.87 (20.40%) | Relative drawdown | 20.40% (2336.87) |
Total trades | 57 | Short positions (won %) | 32 (43.75%) | Long positions (won %) | 25 (52.00%) |
Profit trades (% of total) | 27 (47.37%) | Loss trades (% of total) | 30 (52.63%) | ||
Largest | profit trade | 333.03 | loss trade | -334.80 | |
Average | profit trade | 294.00 | loss trade | -286.38 | |
Maximum | consecutive wins (profit in money) | 3 (906.66) | consecutive losses (loss in money) | 3 (-951.75) | |
Maximal | consecutive profit (count of wins) | 906.66 (3) | consecutive loss (count of losses) | -951.75 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 20:00 | sell | 1 | 0.23 | 1.4461 | 1.4587 | 1.4335 | ||
2 | 2009.01.05 16:40 | s/l | 1 | 0.23 | 1.4587 | 1.4587 | 1.4335 | -290.29 | 9709.71 |
3 | 2009.01.05 20:00 | buy | 2 | 0.23 | 1.4630 | 1.4508 | 1.4752 | ||
4 | 2009.01.06 16:43 | t/p | 2 | 0.23 | 1.4752 | 1.4508 | 1.4752 | 280.62 | 9990.33 |
5 | 2009.01.19 16:00 | sell | 3 | 0.22 | 1.4538 | 1.4672 | 1.4405 | ||
6 | 2009.01.20 00:06 | t/p | 3 | 0.22 | 1.4405 | 1.4672 | 1.4405 | 292.13 | 10282.47 |
7 | 2009.01.26 20:00 | buy | 4 | 0.18 | 1.3930 | 1.3764 | 1.4096 | ||
8 | 2009.01.27 09:16 | t/p | 4 | 0.18 | 1.4096 | 1.3764 | 1.4096 | 298.82 | 10581.28 |
9 | 2009.02.02 16:00 | sell | 5 | 0.24 | 1.4110 | 1.4241 | 1.3979 | ||
10 | 2009.02.02 16:53 | s/l | 5 | 0.24 | 1.4241 | 1.4241 | 1.3979 | -314.40 | 10266.88 |
11 | 2009.02.10 20:00 | sell | 6 | 0.25 | 1.4617 | 1.4739 | 1.4495 | ||
12 | 2009.02.11 04:33 | t/p | 6 | 0.25 | 1.4495 | 1.4739 | 1.4495 | 304.47 | 10571.35 |
13 | 2009.02.13 16:00 | buy | 7 | 0.23 | 1.4390 | 1.4256 | 1.4524 | ||
14 | 2009.02.16 00:00 | s/l | 7 | 0.23 | 1.4256 | 1.4256 | 1.4524 | -308.18 | 10263.17 |
15 | 2009.02.16 04:00 | sell | 8 | 0.23 | 1.4254 | 1.4384 | 1.4124 | ||
16 | 2009.02.19 12:47 | s/l | 8 | 0.23 | 1.4384 | 1.4384 | 1.4124 | -301.44 | 9961.73 |
17 | 2009.02.20 20:00 | buy stop | 9 | 0.29 | 1.4483 | 1.4381 | 1.4585 | ||
18 | 2009.02.23 00:00 | expiration | 9 | 0.29 | 1.4483 | 1.4381 | 1.4585 | ||
19 | 2009.02.25 20:00 | sell | 10 | 0.25 | 1.4219 | 1.4336 | 1.4102 | ||
20 | 2009.02.26 12:41 | s/l | 10 | 0.25 | 1.4336 | 1.4336 | 1.4102 | -294.09 | 9667.64 |
21 | 2009.03.04 20:00 | buy | 11 | 0.29 | 1.4132 | 1.4032 | 1.4232 | ||
22 | 2009.03.06 08:53 | t/p | 11 | 0.29 | 1.4232 | 1.4032 | 1.4232 | 290.10 | 9957.74 |
23 | 2009.03.09 04:00 | sell | 12 | 0.35 | 1.4151 | 1.4236 | 1.4066 | ||
24 | 2009.03.09 09:06 | t/p | 12 | 0.35 | 1.4066 | 1.4236 | 1.4066 | 297.50 | 10255.24 |
25 | 2009.03.12 16:00 | sell | 13 | 0.27 | 1.3806 | 1.3918 | 1.3694 | ||
26 | 2009.03.12 20:29 | s/l | 13 | 0.27 | 1.3918 | 1.3918 | 1.3694 | -302.40 | 9952.84 |
27 | 2009.03.17 20:00 | sell | 14 | 0.28 | 1.4026 | 1.4129 | 1.3923 | ||
28 | 2009.03.18 12:01 | t/p | 14 | 0.28 | 1.3923 | 1.4129 | 1.3923 | 287.81 | 10240.65 |
29 | 2009.03.25 20:00 | sell | 15 | 0.28 | 1.4542 | 1.4652 | 1.4432 | ||
30 | 2009.03.27 08:59 | t/p | 15 | 0.28 | 1.4432 | 1.4652 | 1.4432 | 305.62 | 10546.27 |
31 | 2009.03.31 20:00 | buy | 16 | 0.36 | 1.4301 | 1.4214 | 1.4388 | ||
32 | 2009.04.01 12:00 | t/p | 16 | 0.36 | 1.4388 | 1.4214 | 1.4388 | 313.23 | 10859.50 |
33 | 2009.04.07 04:00 | sell | 17 | 0.35 | 1.4669 | 1.4760 | 1.4578 | ||
34 | 2009.04.13 12:00 | close | 17 | 0.35 | 1.4718 | 1.4760 | 1.4578 | -175.96 | 10683.55 |
35 | 2009.04.13 12:00 | buy | 18 | 0.47 | 1.4718 | 1.4650 | 1.4786 | ||
36 | 2009.04.13 16:29 | t/p | 18 | 0.47 | 1.4786 | 1.4650 | 1.4786 | 319.60 | 11003.15 |
37 | 2009.04.23 20:00 | buy | 19 | 0.37 | 1.4637 | 1.4547 | 1.4727 | ||
38 | 2009.04.24 16:17 | t/p | 19 | 0.37 | 1.4727 | 1.4547 | 1.4727 | 333.03 | 11336.18 |
39 | 2009.04.27 12:00 | sell | 20 | 0.36 | 1.4561 | 1.4654 | 1.4468 | ||
40 | 2009.04.27 16:36 | s/l | 20 | 0.36 | 1.4654 | 1.4654 | 1.4468 | -334.80 | 11001.38 |
41 | 2009.04.28 00:00 | buy | 21 | 0.38 | 1.4649 | 1.4563 | 1.4735 | ||
42 | 2009.04.28 04:29 | s/l | 21 | 0.38 | 1.4563 | 1.4563 | 1.4735 | -326.80 | 10674.58 |
43 | 2009.05.08 20:00 | buy | 22 | 0.37 | 1.5123 | 1.5038 | 1.5208 | ||
44 | 2009.05.08 20:25 | t/p | 22 | 0.37 | 1.5208 | 1.5038 | 1.5208 | 314.50 | 10989.08 |
45 | 2009.05.12 12:00 | buy | 23 | 0.41 | 1.5250 | 1.5169 | 1.5331 | ||
46 | 2009.05.13 12:37 | s/l | 23 | 0.41 | 1.5169 | 1.5169 | 1.5331 | -332.06 | 10657.02 |
47 | 2009.05.13 20:00 | sell | 24 | 0.34 | 1.5157 | 1.5249 | 1.5065 | ||
48 | 2009.05.15 16:17 | s/l | 24 | 0.34 | 1.5249 | 1.5249 | 1.5065 | -315.69 | 10341.33 |
49 | 2009.05.18 04:00 | sell | 25 | 0.38 | 1.5137 | 1.5217 | 1.5057 | ||
50 | 2009.05.18 08:57 | s/l | 25 | 0.38 | 1.5217 | 1.5217 | 1.5057 | -304.00 | 10037.33 |
51 | 2009.05.18 16:00 | buy | 26 | 0.36 | 1.5271 | 1.5188 | 1.5354 | ||
52 | 2009.05.19 09:14 | t/p | 26 | 0.36 | 1.5354 | 1.5188 | 1.5354 | 298.83 | 10336.16 |
53 | 2009.05.26 16:00 | sell | 27 | 0.31 | 1.5868 | 1.5965 | 1.5771 | ||
54 | 2009.05.26 20:00 | close | 27 | 0.31 | 1.5939 | 1.5965 | 1.5771 | -220.10 | 10116.06 |
55 | 2009.05.26 20:00 | buy | 28 | 0.34 | 1.5939 | 1.5849 | 1.6029 | ||
56 | 2009.05.27 16:20 | t/p | 28 | 0.34 | 1.6029 | 1.5849 | 1.6029 | 306.03 | 10422.09 |
57 | 2009.06.16 20:00 | buy | 29 | 0.29 | 1.6409 | 1.6304 | 1.6515 | ||
58 | 2009.06.17 12:03 | s/l | 29 | 0.29 | 1.6304 | 1.6304 | 1.6515 | -304.47 | 10117.62 |
59 | 2009.06.17 16:00 | sell | 30 | 0.28 | 1.6300 | 1.6406 | 1.6194 | ||
60 | 2009.06.18 00:16 | s/l | 30 | 0.28 | 1.6406 | 1.6406 | 1.6194 | -298.58 | 9819.03 |
61 | 2009.07.09 16:00 | buy | 31 | 0.34 | 1.6266 | 1.6179 | 1.6353 | ||
62 | 2009.07.10 16:02 | s/l | 31 | 0.34 | 1.6179 | 1.6179 | 1.6353 | -295.77 | 9523.26 |
63 | 2009.07.13 00:00 | sell | 32 | 0.35 | 1.6208 | 1.6289 | 1.6127 | ||
64 | 2009.07.13 04:30 | t/p | 32 | 0.35 | 1.6127 | 1.6289 | 1.6127 | 283.50 | 9806.76 |
65 | 2009.07.14 04:00 | buy | 33 | 0.35 | 1.6261 | 1.6179 | 1.6343 | ||
66 | 2009.07.15 08:53 | t/p | 33 | 0.35 | 1.6343 | 1.6179 | 1.6343 | 287.03 | 10093.79 |
67 | 2009.07.21 20:00 | sell | 34 | 0.42 | 1.6398 | 1.6470 | 1.6326 | ||
68 | 2009.07.22 16:32 | s/l | 34 | 0.42 | 1.6470 | 1.6470 | 1.6326 | -303.29 | 9790.50 |
69 | 2009.07.24 16:00 | sell | 35 | 0.36 | 1.6410 | 1.6490 | 1.6330 | ||
70 | 2009.07.27 12:27 | s/l | 35 | 0.36 | 1.6490 | 1.6490 | 1.6330 | -288.76 | 9501.74 |
71 | 2009.07.27 16:00 | buy | 36 | 0.37 | 1.6505 | 1.6429 | 1.6581 | ||
72 | 2009.07.28 16:28 | s/l | 36 | 0.37 | 1.6429 | 1.6429 | 1.6581 | -281.17 | 9220.57 |
73 | 2009.07.30 16:00 | buy | 37 | 0.41 | 1.6497 | 1.6431 | 1.6563 | ||
74 | 2009.07.31 16:32 | t/p | 37 | 0.41 | 1.6563 | 1.6431 | 1.6563 | 270.64 | 9491.21 |
75 | 2009.08.06 20:00 | sell | 38 | 0.37 | 1.6772 | 1.6848 | 1.6696 | ||
76 | 2009.08.07 16:29 | t/p | 38 | 0.37 | 1.6696 | 1.6848 | 1.6696 | 280.41 | 9771.62 |
77 | 2009.08.17 00:00 | sell | 39 | 0.43 | 1.6508 | 1.6576 | 1.6440 | ||
78 | 2009.08.17 08:21 | t/p | 39 | 0.43 | 1.6440 | 1.6576 | 1.6440 | 292.40 | 10064.02 |
79 | 2009.08.19 20:00 | sell stop | 40 | 0.36 | 1.6390 | 1.6472 | 1.6308 | ||
80 | 2009.08.20 00:00 | expiration | 40 | 0.36 | 1.6390 | 1.6472 | 1.6308 | ||
81 | 2009.08.21 20:00 | buy | 41 | 0.37 | 1.6492 | 1.6411 | 1.6573 | ||
82 | 2009.08.24 20:00 | close | 41 | 0.37 | 1.6424 | 1.6411 | 1.6573 | -251.57 | 9812.46 |
83 | 2009.08.24 20:00 | sell | 42 | 0.41 | 1.6424 | 1.6495 | 1.6353 | ||
84 | 2009.08.25 16:31 | t/p | 42 | 0.41 | 1.6353 | 1.6495 | 1.6353 | 290.23 | 10102.69 |
85 | 2009.09.01 04:00 | buy | 43 | 0.48 | 1.6260 | 1.6197 | 1.6323 | ||
86 | 2009.09.01 16:00 | close | 43 | 0.48 | 1.6209 | 1.6197 | 1.6323 | -244.80 | 9857.89 |
87 | 2009.09.01 16:00 | sell | 44 | 0.42 | 1.6209 | 1.6279 | 1.6139 | ||
88 | 2009.09.01 20:14 | t/p | 44 | 0.42 | 1.6139 | 1.6279 | 1.6139 | 294.00 | 10151.89 |
89 | 2009.09.14 12:00 | sell | 45 | 0.48 | 1.6545 | 1.6608 | 1.6482 | ||
90 | 2009.09.15 00:28 | s/l | 45 | 0.48 | 1.6608 | 1.6608 | 1.6482 | -303.42 | 9848.47 |
91 | 2009.09.15 12:00 | buy | 46 | 0.48 | 1.6625 | 1.6564 | 1.6686 | ||
92 | 2009.09.15 12:23 | s/l | 46 | 0.48 | 1.6564 | 1.6564 | 1.6686 | -292.80 | 9555.67 |
93 | 2009.09.17 16:00 | buy | 47 | 0.44 | 1.6512 | 1.6447 | 1.6577 | ||
94 | 2009.09.17 20:05 | s/l | 47 | 0.44 | 1.6447 | 1.6447 | 1.6577 | -286.00 | 9269.67 |
95 | 2009.09.22 16:00 | buy | 48 | 0.42 | 1.6319 | 1.6254 | 1.6384 | ||
96 | 2009.09.23 04:24 | t/p | 48 | 0.42 | 1.6384 | 1.6254 | 1.6384 | 273.04 | 9542.70 |
97 | 2009.09.29 20:00 | buy | 49 | 0.30 | 1.5959 | 1.5863 | 1.6055 | ||
98 | 2009.09.30 08:55 | t/p | 49 | 0.30 | 1.6055 | 1.5863 | 1.6055 | 288.03 | 9830.73 |
99 | 2009.10.06 20:00 | sell | 50 | 0.42 | 1.5917 | 1.5987 | 1.5847 | ||
100 | 2009.10.08 04:00 | s/l | 50 | 0.42 | 1.5987 | 1.5987 | 1.5847 | -297.56 | 9533.17 |
101 | 2009.10.09 16:00 | sell | 51 | 0.46 | 1.5953 | 1.6015 | 1.5891 | ||
102 | 2009.10.09 16:20 | t/p | 51 | 0.46 | 1.5891 | 1.6015 | 1.5891 | 285.20 | 9818.37 |
103 | 2009.10.23 16:00 | sell | 52 | 0.34 | 1.6395 | 1.6482 | 1.6308 | ||
104 | 2009.10.26 00:01 | t/p | 52 | 0.34 | 1.6308 | 1.6482 | 1.6308 | 295.08 | 10113.44 |
105 | 2009.10.27 16:00 | buy | 53 | 0.39 | 1.6398 | 1.6320 | 1.6476 | ||
106 | 2009.10.28 12:24 | s/l | 53 | 0.39 | 1.6320 | 1.6320 | 1.6476 | -304.17 | 9809.28 |
107 | 2009.10.28 16:00 | sell | 54 | 0.38 | 1.6338 | 1.6415 | 1.6261 | ||
108 | 2009.10.28 20:10 | s/l | 54 | 0.38 | 1.6415 | 1.6415 | 1.6261 | -292.60 | 9516.68 |
109 | 2009.11.02 04:00 | sell | 55 | 0.38 | 1.6430 | 1.6505 | 1.6355 | ||
110 | 2009.11.02 12:24 | t/p | 55 | 0.38 | 1.6355 | 1.6505 | 1.6355 | 285.00 | 9801.68 |
111 | 2009.11.11 20:00 | sell | 56 | 0.35 | 1.6555 | 1.6639 | 1.6471 | ||
112 | 2009.11.13 08:43 | s/l | 56 | 0.35 | 1.6639 | 1.6639 | 1.6471 | -296.97 | 9504.71 |
113 | 2009.11.23 20:00 | buy | 57 | 0.45 | 1.6602 | 1.6539 | 1.6665 | ||
114 | 2009.11.24 08:33 | s/l | 57 | 0.45 | 1.6539 | 1.6539 | 1.6665 | -283.46 | 9221.25 |
115 | 2009.11.26 16:00 | sell | 58 | 0.40 | 1.6552 | 1.6620 | 1.6484 | ||
116 | 2009.11.27 01:02 | t/p | 58 | 0.40 | 1.6484 | 1.6620 | 1.6484 | 271.15 | 9492.40 |
117 | 2009.11.30 20:00 | sell | 59 | 0.31 | 1.6396 | 1.6485 | 1.6307 | ||
118 | 2009.11.30 23:59 | close at stop | 59 | 0.31 | 1.6443 | 1.6485 | 1.6307 | -145.70 | 9346.70 |