Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.10.01 01:00 - 2007.12.07 22:00 (2007.10.01 - 2007.12.10) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | sq="--STOCH SETTING--"; H_level=97; L_level=3; sb="--TRADE SETTING--"; Lots=1; TakeProfit=32; multiply=2; MaxTrades=15; Pips=22; StopLoss=0; TrailingStop=0; sk="--MOney Management--"; mm=0; risk=12; AccountType=1; si="--MAgic No--"; MagicNumber=222777; | ||||
Bars in test | 2170 | Ticks modelled | 433905 | Modelling quality | 90.00% |
Mismatched charts errors | 69 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15805.10 | Gross profit | 16958.20 | Gross loss | -1153.10 |
Profit factor | 14.71 | Expected payoff | 395.13 | ||
Absolute drawdown | 380.00 | Maximal drawdown | 5400.00 (24.62%) | Relative drawdown | 24.62% (5400.00) |
Total trades | 40 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 22 (90.91%) |
Profit trades (% of total) | 35 (87.50%) | Loss trades (% of total) | 5 (12.50%) | ||
Largest | profit trade | 2560.00 | loss trade | -360.00 | |
Average | profit trade | 484.52 | loss trade | -230.62 | |
Maximum | consecutive wins (profit in money) | 16 (8047.60) | consecutive losses (loss in money) | 2 (-620.00) | |
Maximal | consecutive profit (count of wins) | 8047.60 (16) | consecutive loss (count of losses) | -620.00 (2) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.10.01 01:01 | sell | 1 | 1.00 | 2.0468 | 0.0000 | 2.0436 | ||
2 | 2007.10.01 10:23 | sell | 2 | 2.00 | 2.0491 | 0.0000 | 2.0459 | ||
3 | 2007.10.01 10:56 | t/p | 2 | 2.00 | 2.0459 | 0.0000 | 2.0459 | 640.00 | 10640.00 |
4 | 2007.10.01 10:56 | close | 1 | 1.00 | 2.0459 | 0.0000 | 2.0436 | 90.00 | 10730.00 |
5 | 2007.10.01 14:00 | buy | 3 | 1.00 | 2.0403 | 0.0000 | 2.0435 | ||
6 | 2007.10.01 14:47 | buy | 4 | 2.00 | 2.0380 | 0.0000 | 2.0412 | ||
7 | 2007.10.01 15:36 | t/p | 4 | 2.00 | 2.0412 | 0.0000 | 2.0412 | 640.00 | 11370.00 |
8 | 2007.10.01 15:36 | close | 3 | 1.00 | 2.0412 | 0.0000 | 2.0435 | 90.00 | 11460.00 |
9 | 2007.10.03 21:32 | buy | 5 | 1.00 | 2.0321 | 0.0000 | 2.0353 | ||
10 | 2007.10.04 08:39 | buy | 6 | 2.00 | 2.0298 | 0.0000 | 2.0330 | ||
11 | 2007.10.04 12:31 | t/p | 6 | 2.00 | 2.0330 | 0.0000 | 2.0330 | 640.00 | 12100.00 |
12 | 2007.10.04 12:31 | close | 5 | 1.00 | 2.0330 | 0.0000 | 2.0353 | 96.90 | 12196.90 |
13 | 2007.10.09 14:00 | buy | 7 | 1.00 | 2.0294 | 0.0000 | 2.0326 | ||
14 | 2007.10.09 16:10 | buy | 8 | 2.00 | 2.0271 | 0.0000 | 2.0303 | ||
15 | 2007.10.09 17:26 | t/p | 8 | 2.00 | 2.0303 | 0.0000 | 2.0303 | 640.00 | 12836.90 |
16 | 2007.10.09 17:26 | close | 7 | 1.00 | 2.0303 | 0.0000 | 2.0326 | 90.00 | 12926.90 |
17 | 2007.10.15 14:00 | sell | 9 | 1.00 | 2.0427 | 0.0000 | 2.0395 | ||
18 | 2007.10.15 15:32 | t/p | 9 | 1.00 | 2.0395 | 0.0000 | 2.0395 | 320.00 | 13246.90 |
19 | 2007.10.22 14:00 | buy | 10 | 1.00 | 2.0358 | 0.0000 | 2.0390 | ||
20 | 2007.10.22 14:35 | buy | 11 | 2.00 | 2.0336 | 0.0000 | 2.0368 | ||
21 | 2007.10.22 14:44 | buy | 12 | 4.00 | 2.0311 | 0.0000 | 2.0343 | ||
22 | 2007.10.22 15:52 | t/p | 12 | 4.00 | 2.0343 | 0.0000 | 2.0343 | 1280.00 | 14526.90 |
23 | 2007.10.22 15:52 | close | 11 | 2.00 | 2.0343 | 0.0000 | 2.0368 | 140.00 | 14666.90 |
24 | 2007.10.22 15:52 | close | 10 | 1.00 | 2.0342 | 0.0000 | 2.0390 | -160.00 | 14506.90 |
25 | 2007.10.22 19:35 | buy | 13 | 1.00 | 2.0263 | 0.0000 | 2.0295 | ||
26 | 2007.10.22 20:45 | t/p | 13 | 1.00 | 2.0295 | 0.0000 | 2.0295 | 320.00 | 14826.90 |
27 | 2007.10.24 01:29 | sell | 14 | 1.00 | 2.0506 | 0.0000 | 2.0474 | ||
28 | 2007.10.24 07:33 | t/p | 14 | 1.00 | 2.0474 | 0.0000 | 2.0474 | 320.00 | 15146.90 |
29 | 2007.10.29 09:00 | sell | 15 | 1.00 | 2.0574 | 0.0000 | 2.0542 | ||
30 | 2007.10.29 12:55 | sell | 16 | 2.00 | 2.0596 | 0.0000 | 2.0564 | ||
31 | 2007.10.29 13:16 | sell | 17 | 4.00 | 2.0620 | 0.0000 | 2.0588 | ||
32 | 2007.10.29 14:52 | t/p | 17 | 4.00 | 2.0588 | 0.0000 | 2.0588 | 1280.00 | 16426.90 |
33 | 2007.10.29 14:52 | close | 16 | 2.00 | 2.0588 | 0.0000 | 2.0564 | 160.00 | 16586.90 |
34 | 2007.10.29 14:53 | close | 15 | 1.00 | 2.0589 | 0.0000 | 2.0542 | -150.00 | 16436.90 |
35 | 2007.11.07 12:00 | sell | 18 | 1.00 | 2.1037 | 0.0000 | 2.1005 | ||
36 | 2007.11.07 13:09 | t/p | 18 | 1.00 | 2.1005 | 0.0000 | 2.1005 | 320.00 | 16756.90 |
37 | 2007.11.12 04:09 | buy | 19 | 1.00 | 2.0821 | 0.0000 | 2.0853 | ||
38 | 2007.11.12 05:34 | buy | 20 | 2.00 | 2.0798 | 0.0000 | 2.0830 | ||
39 | 2007.11.12 09:25 | t/p | 20 | 2.00 | 2.0830 | 0.0000 | 2.0830 | 640.00 | 17396.90 |
40 | 2007.11.12 09:25 | close | 19 | 1.00 | 2.0830 | 0.0000 | 2.0853 | 90.00 | 17486.90 |
41 | 2007.11.12 23:00 | buy | 21 | 1.00 | 2.0554 | 0.0000 | 2.0586 | ||
42 | 2007.11.12 23:57 | buy | 22 | 2.00 | 2.0532 | 0.0000 | 2.0564 | ||
43 | 2007.11.13 02:37 | t/p | 22 | 2.00 | 2.0564 | 0.0000 | 2.0564 | 644.60 | 18131.50 |
44 | 2007.11.13 02:37 | close | 21 | 1.00 | 2.0564 | 0.0000 | 2.0586 | 102.30 | 18233.80 |
45 | 2007.11.13 09:00 | sell | 23 | 1.00 | 2.0673 | 0.0000 | 2.0641 | ||
46 | 2007.11.13 10:15 | sell | 24 | 2.00 | 2.0696 | 0.0000 | 2.0664 | ||
47 | 2007.11.13 10:37 | t/p | 24 | 2.00 | 2.0664 | 0.0000 | 2.0664 | 640.00 | 18873.80 |
48 | 2007.11.13 10:37 | close | 23 | 1.00 | 2.0664 | 0.0000 | 2.0641 | 90.00 | 18963.80 |
49 | 2007.11.13 16:31 | sell | 25 | 1.00 | 2.0738 | 0.0000 | 2.0706 | ||
50 | 2007.11.13 17:09 | sell | 26 | 2.00 | 2.0761 | 0.0000 | 2.0729 | ||
51 | 2007.11.13 17:34 | t/p | 26 | 2.00 | 2.0729 | 0.0000 | 2.0729 | 640.00 | 19603.80 |
52 | 2007.11.13 17:34 | close | 25 | 1.00 | 2.0728 | 0.0000 | 2.0706 | 100.00 | 19703.80 |
53 | 2007.11.14 21:00 | buy | 27 | 1.00 | 2.0553 | 0.0000 | 2.0585 | ||
54 | 2007.11.14 22:52 | buy | 28 | 2.00 | 2.0529 | 0.0000 | 2.0561 | ||
55 | 2007.11.15 03:15 | t/p | 28 | 2.00 | 2.0561 | 0.0000 | 2.0561 | 653.80 | 20357.60 |
56 | 2007.11.15 03:15 | close | 27 | 1.00 | 2.0563 | 0.0000 | 2.0585 | 106.90 | 20464.50 |
57 | 2007.11.19 02:00 | sell | 29 | 1.00 | 2.0541 | 0.0000 | 2.0509 | ||
58 | 2007.11.19 02:58 | sell | 30 | 2.00 | 2.0564 | 0.0000 | 2.0532 | ||
59 | 2007.11.19 05:06 | t/p | 30 | 2.00 | 2.0532 | 0.0000 | 2.0532 | 640.00 | 21104.50 |
60 | 2007.11.19 05:06 | close | 29 | 1.00 | 2.0531 | 0.0000 | 2.0509 | 100.00 | 21204.50 |
61 | 2007.11.22 19:00 | buy | 31 | 1.00 | 2.0600 | 0.0000 | 2.0632 | ||
62 | 2007.11.22 21:13 | t/p | 31 | 1.00 | 2.0632 | 0.0000 | 2.0632 | 320.00 | 21524.50 |
63 | 2007.11.26 07:38 | sell | 32 | 1.00 | 2.0640 | 0.0000 | 2.0608 | ||
64 | 2007.11.26 09:23 | sell | 33 | 2.00 | 2.0664 | 0.0000 | 2.0632 | ||
65 | 2007.11.26 11:02 | sell | 34 | 4.00 | 2.0686 | 0.0000 | 2.0654 | ||
66 | 2007.11.26 11:19 | sell | 35 | 8.00 | 2.0708 | 0.0000 | 2.0676 | ||
67 | 2007.11.26 14:55 | t/p | 35 | 8.00 | 2.0676 | 0.0000 | 2.0676 | 2560.00 | 24084.50 |
68 | 2007.11.26 14:55 | close | 34 | 4.00 | 2.0676 | 0.0000 | 2.0654 | 400.00 | 24484.50 |
69 | 2007.11.26 14:55 | close | 33 | 2.00 | 2.0677 | 0.0000 | 2.0632 | -260.00 | 24224.50 |
70 | 2007.11.26 14:56 | close | 32 | 1.00 | 2.0676 | 0.0000 | 2.0608 | -360.00 | 23864.50 |
71 | 2007.11.29 13:10 | buy | 36 | 1.00 | 2.0609 | 0.0000 | 2.0641 | ||
72 | 2007.11.29 14:12 | t/p | 36 | 1.00 | 2.0641 | 0.0000 | 2.0641 | 320.00 | 24184.50 |
73 | 2007.12.04 19:01 | buy | 37 | 1.00 | 2.0574 | 0.0000 | 2.0606 | ||
74 | 2007.12.05 00:11 | t/p | 37 | 1.00 | 2.0606 | 0.0000 | 2.0606 | 322.30 | 24506.80 |
75 | 2007.12.05 17:00 | buy | 38 | 1.00 | 2.0315 | 0.0000 | 2.0347 | ||
76 | 2007.12.05 18:01 | buy | 39 | 2.00 | 2.0284 | 0.0000 | 2.0316 | ||
77 | 2007.12.05 21:19 | buy | 40 | 4.00 | 2.0261 | 0.0000 | 2.0293 | ||
78 | 2007.12.06 00:44 | t/p | 40 | 4.00 | 2.0293 | 0.0000 | 2.0293 | 1307.60 | 25814.40 |
79 | 2007.12.06 00:44 | close | 39 | 2.00 | 2.0294 | 0.0000 | 2.0316 | 213.80 | 26028.20 |
80 | 2007.12.06 00:44 | close | 38 | 1.00 | 2.0292 | 0.0000 | 2.0347 | -223.10 | 25805.10 |