Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2011.01.03 00:00 - 2013.11.14 23:59 (2011.01.01 - 2013.11.15) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | Step_1=""; Step_1a="-Are you a ?? Buyer or Seller ??-"; Step_1b="-Check your longer period charts-"; Buyer=false; Seller=false; AutoBuySell=true; Step_2="-Pick your Trade period-"; Step_2a="H4"; TradePeriod="H4"; Step_3=""; Step_3a="-Trade Live or Send Alert-"; AlertModeOnly=false; Step_4=""; Step_4a="-Make just One Trade or restart-"; Step_4b="-Robot after last trade closes-"; AutoRestartRobot=true; Step_5=""; Step_5a="-Pick your Alerts-"; UseTdiCross=true; UseTdiSlope=true; UseTDIrange=false; UseDynamicTDIentry=false; UseJMtdiTrendSig=false; UseJMtdiTradeSig=false; UseJMtdiReversalSig=false; UseCandle2TradeWindow=true; UseStochastics=true; UseStochasticsSlope=true; UseZone=false; UseCandlePattern=false; UseRange=false; UseTicCount=false; Use5emaCandleClose=false; Use5emaPA=false; UseTDIC1=false; UseTdiC1Slope=false; UseTLBuyBreakCandleClose=false; UseTLSellBreakCandleClose=false; UseTLBuyBreakPA=false; UseTLSellBreakPA=false; UseNews=false; UseMaxNoOfLosses=false; UseMaxNoOfWins=false; UseMaxNoOfTrades=false; UseADX=false; UseCCI=false; Use5LWmaCross=false; UseMaCrossCandleClose=false; UseMaCrossPA=false; Step_6=""; Step_6a="-Alert Settings-"; Step_6b="-For Period & TimeFrame Use-"; Step_6c="-M1,M5,M15,M30,H1,H4,D1,W1,MN-"; MaxNoOfWins=0; MaxNoOfLosses=0; MaxNoOfTrades=0; MinTdiSlope=4.5; MinTDIrange=20; MaxTDIrange=80; MinStochSlope=3; UseJMtdiStrongTrend=false; UseJMtdiMedTrend=false; UseJMtdiStrongTrade=false; UseJMtdiMedTrade=false; UseJMtdiWeakTrade=false; UseJMtdiCaution=false; ZoneMultiplier=50; Candle2TradeWindowMinutes=240; CandlePattern1=false; CandlePattern2=true; CandlePattern3=true; MinRange=21; MaxRange=70; UseTMATrend=true; TrendPeriod="W1"; TicCountMin=240; TdiC1TimeFrame="H4"; TdiC1MinSlope=45; ConfirmCrossC1=true; Step_6d="--News Event Settings--"; StartNews=30; EndNews=15; IncludeHigh=false; IncludeMedium=false; IncludeLow=false; IncludeSpeaks=false; adxTrigger=25; adxPeriod=12; cciTrigger=100; CCIperiod=22; CciAppliedPrice=5; Step_6e="--MA Cross Settings--"; Step_6f="Choose -- SMA=0, EMA=1 -- only"; Step_6g="Choose -- SMMA=2, LWMA=3 -- only"; MaCrossPeriod="H1"; MaCrossMaPeriod=12; MaCrossType=0; MaCrossShift=0; Step_7=""; Step_7a="-Trade Closure Signals-"; UseDynamicTDIcrossClose=false; UseTdiCloseONcross=false; UseTdiCloseONflat=false; UseTdiCloseONneg=false; Use5emaCandleClosed=false; Use5emaPAC=false; UseCandleColorChangeClose=true; UseHHorLL=false; Use5LWMAcross=false; UseProfitAmount=false; UseLossAmount=false; UseMaCrossCandleCloseToClose=false; UseMaCrossPAToClose=false; Step_8=""; Step_8a="----Trading hours----"; Step_8b="Set Morning & Evening Hours"; Step_8c="Use 24 hour, local time clock"; Step_8d="Morning Hours 0-12"; start_hourm=8; end_hourm=12; Step_8e="Evening Hours 12-24"; start_houre=12; end_houre=16; Step_9=""; Step_9a="-Trade Information-"; Step_9b="-Multiplier is a multiple of-"; Step_9c="-the ATR, 1.5 would be 1.5*ATR-"; Step_9d="-Take Profit & Stop Loss settings-"; Step_9e="-over ride all other settings-"; Step_9f="-leave at zero when using other setting-"; MagicNumber=0; TradeComment=""; CriminalIsECN=false; Lot=0.1; slippage=5; TakeProfit=120; TPmultiplier=0.9; StopLoss=35; StopLoss5ma=0; SLmultiplier=0; UseLastFractalSL=false; FracOffset=5; ProfitToCloseTrade=10; LossToCloseTrade=10; Misc=""; Misc_a="-Moves data Display Down-"; DataDisplay=true; DataDisplayOffSet=0; Misc_b="-Send Data to Dash Board-"; DashBoard=false; Misc_c="-email must be set up in MT4-"; SendEmail=false; AlarmSoundOn=false; Misc_d="--Screen Capture Settings--"; AlarmScrnCapOn=false; ScreenH=1680; ScreenV=1050; Misc_e="--Object Color Settings--"; CandleTime=Lime; Header=Yellow; Header2=Orange; Values=White; Misc_f="-Show inactive alerts also-"; ShowAllAlerts=false; T_M=""; Trade_Manage="-Trade Management Settings-"; UseCandlestickTrailingStop=false; CandleStickTrailingStopBarsBack=1; CandleStickTSpipOffset=10; CandleStickBEpipOffset=0; BE="Break even settings"; BreakEven=false; BreakEvenPips=20; BreakEvenProfit=5; AddBEP=false; | ||||
Bars in test | 5478 | Ticks modelled | 9953 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 590.56 | Gross profit | 1241.88 | Gross loss | -651.32 |
Profit factor | 1.91 | Expected payoff | 16.87 | ||
Absolute drawdown | 163.52 | Maximal drawdown | 202.50 (2.02%) | Relative drawdown | 2.02% (202.50) |
Total trades | 35 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 17 (35.29%) |
Profit trades (% of total) | 15 (42.86%) | Loss trades (% of total) | 20 (57.14%) | ||
Largest | profit trade | 119.18 | loss trade | -36.42 | |
Average | profit trade | 82.79 | loss trade | -32.57 | |
Maximum | consecutive wins (profit in money) | 6 (381.90) | consecutive losses (loss in money) | 4 (-110.05) | |
Maximal | consecutive profit (count of wins) | 381.90 (6) | consecutive loss (count of losses) | -110.05 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.04 12:00 | buy | 1 | 0.10 | 1.56283 | 1.55933 | 1.57483 | ||
2 | 2011.01.04 16:00 | s/l | 1 | 0.10 | 1.55933 | 1.55933 | 1.57483 | -36.00 | 9964.00 |
3 | 2011.01.26 12:00 | buy | 2 | 0.10 | 1.58741 | 1.58391 | 1.59941 | ||
4 | 2011.01.27 00:00 | modify | 2 | 0.10 | 1.58741 | 1.58741 | 1.59941 | ||
5 | 2011.01.27 12:00 | modify | 2 | 0.10 | 1.58741 | 1.59041 | 1.59941 | ||
6 | 2011.01.27 20:00 | s/l | 2 | 0.10 | 1.59041 | 1.59041 | 1.59941 | 29.18 | 9993.18 |
7 | 2011.03.07 12:00 | buy | 3 | 0.10 | 1.63290 | 1.62940 | 1.64490 | ||
8 | 2011.03.07 16:00 | s/l | 3 | 0.10 | 1.62940 | 1.62940 | 1.64490 | -36.00 | 9957.18 |
9 | 2011.03.09 12:00 | buy | 4 | 0.10 | 1.61963 | 1.61613 | 1.63163 | ||
10 | 2011.03.10 08:00 | s/l | 4 | 0.10 | 1.61613 | 1.61613 | 1.63163 | -35.82 | 9921.36 |
11 | 2011.03.17 12:00 | buy | 5 | 0.10 | 1.61452 | 1.61102 | 1.62652 | ||
12 | 2011.03.17 16:00 | s/l | 5 | 0.10 | 1.61102 | 1.61102 | 1.62652 | -36.00 | 9885.36 |
13 | 2011.04.05 12:00 | buy | 6 | 0.10 | 1.62341 | 1.61991 | 1.63541 | ||
14 | 2011.04.05 20:00 | modify | 6 | 0.10 | 1.62341 | 1.62341 | 1.63541 | ||
15 | 2011.04.06 04:00 | modify | 6 | 0.10 | 1.62341 | 1.62641 | 1.63541 | ||
16 | 2011.04.06 08:00 | modify | 6 | 0.10 | 1.62341 | 1.62941 | 1.63541 | ||
17 | 2011.04.06 12:00 | s/l | 6 | 0.10 | 1.62941 | 1.62941 | 1.63541 | 59.06 | 9944.42 |
18 | 2011.04.19 12:00 | buy | 7 | 0.10 | 1.63084 | 1.62734 | 1.64284 | ||
19 | 2011.04.19 16:00 | s/l | 7 | 0.10 | 1.62734 | 1.62734 | 1.64284 | -36.00 | 9908.42 |
20 | 2011.06.02 12:00 | buy | 8 | 0.10 | 1.63961 | 1.63611 | 1.65161 | ||
21 | 2011.06.02 16:00 | s/l | 8 | 0.10 | 1.63611 | 1.63611 | 1.65161 | -36.00 | 9872.42 |
22 | 2011.06.07 12:00 | buy | 9 | 0.10 | 1.64304 | 1.63954 | 1.65504 | ||
23 | 2011.06.08 12:00 | s/l | 9 | 0.10 | 1.63954 | 1.63954 | 1.65504 | -35.94 | 9836.48 |
24 | 2011.06.13 12:00 | buy | 10 | 0.10 | 1.62691 | 1.62341 | 1.63891 | ||
25 | 2011.06.13 16:00 | modify | 10 | 0.10 | 1.62691 | 1.62691 | 1.63891 | ||
26 | 2011.06.14 00:00 | t/p | 10 | 0.10 | 1.63891 | 1.62691 | 1.63891 | 119.06 | 9955.54 |
27 | 2011.09.06 12:00 | buy | 11 | 0.10 | 1.61204 | 1.60854 | 1.62404 | ||
28 | 2011.09.06 16:00 | s/l | 11 | 0.10 | 1.60854 | 1.60854 | 1.62404 | -36.00 | 9919.54 |
29 | 2011.10.18 12:00 | sell | 12 | 0.10 | 1.57221 | 1.57571 | 1.56021 | ||
30 | 2011.10.18 16:00 | modify | 12 | 0.10 | 1.57221 | 1.57221 | 1.56021 | ||
31 | 2011.10.19 00:00 | s/l | 12 | 0.10 | 1.57221 | 1.57221 | 1.56021 | -1.21 | 9918.33 |
32 | 2011.10.26 12:00 | sell | 13 | 0.10 | 1.59908 | 1.60258 | 1.58708 | ||
33 | 2011.10.26 16:00 | s/l | 13 | 0.10 | 1.60258 | 1.60258 | 1.58708 | -36.00 | 9882.33 |
34 | 2011.11.09 12:00 | sell | 14 | 0.10 | 1.60051 | 1.60401 | 1.58851 | ||
35 | 2011.11.09 16:00 | modify | 14 | 0.10 | 1.60051 | 1.60051 | 1.58851 | ||
36 | 2011.11.09 20:00 | modify | 14 | 0.10 | 1.60051 | 1.59751 | 1.58851 | ||
37 | 2011.11.10 00:00 | modify | 14 | 0.10 | 1.60051 | 1.59451 | 1.58851 | ||
38 | 2011.11.10 16:00 | s/l | 14 | 0.10 | 1.59451 | 1.59451 | 1.58851 | 58.37 | 9940.70 |
39 | 2011.11.14 12:00 | sell | 15 | 0.10 | 1.59422 | 1.59772 | 1.58222 | ||
40 | 2011.11.14 20:00 | modify | 15 | 0.10 | 1.59422 | 1.59422 | 1.58222 | ||
41 | 2011.11.15 12:00 | modify | 15 | 0.10 | 1.59422 | 1.59122 | 1.58222 | ||
42 | 2011.11.15 20:00 | t/p | 15 | 0.10 | 1.58222 | 1.59122 | 1.58222 | 118.79 | 10059.49 |
43 | 2012.01.20 12:00 | sell | 16 | 0.10 | 1.54571 | 1.54921 | 1.53371 | ||
44 | 2012.01.20 16:00 | s/l | 16 | 0.10 | 1.54921 | 1.54921 | 1.53371 | -36.00 | 10023.49 |
45 | 2012.01.30 08:00 | sell | 17 | 0.10 | 1.56835 | 1.57185 | 1.55635 | ||
46 | 2012.01.31 04:00 | s/l | 17 | 0.10 | 1.57185 | 1.57185 | 1.55635 | -36.21 | 9987.28 |
47 | 2012.03.06 12:00 | sell | 18 | 0.10 | 1.57716 | 1.58066 | 1.56516 | ||
48 | 2012.03.06 20:00 | modify | 18 | 0.10 | 1.57716 | 1.57716 | 1.56516 | ||
49 | 2012.03.08 08:00 | s/l | 18 | 0.10 | 1.57716 | 1.57716 | 1.56516 | -1.84 | 9985.44 |
50 | 2012.06.19 12:00 | sell | 19 | 0.10 | 1.56322 | 1.56672 | 1.55122 | ||
51 | 2012.06.19 16:00 | s/l | 19 | 0.10 | 1.56672 | 1.56672 | 1.55122 | -36.00 | 9949.44 |
52 | 2012.07.31 12:00 | sell | 20 | 0.10 | 1.56844 | 1.57194 | 1.55644 | ||
53 | 2012.08.01 12:00 | modify | 20 | 0.10 | 1.56844 | 1.56844 | 1.55644 | ||
54 | 2012.08.01 20:00 | modify | 20 | 0.10 | 1.56844 | 1.56544 | 1.55644 | ||
55 | 2012.08.02 00:00 | t/p | 20 | 0.10 | 1.55644 | 1.56544 | 1.55644 | 118.16 | 10067.60 |
56 | 2012.08.06 12:00 | sell | 21 | 0.10 | 1.55750 | 1.56100 | 1.54550 | ||
57 | 2012.08.06 20:00 | s/l | 21 | 0.10 | 1.56100 | 1.56100 | 1.54550 | -36.00 | 10031.60 |
58 | 2012.08.17 08:00 | sell | 22 | 0.10 | 1.57019 | 1.57369 | 1.55819 | ||
59 | 2012.08.21 12:00 | s/l | 22 | 0.10 | 1.57369 | 1.57369 | 1.55819 | -36.42 | 9995.18 |
60 | 2012.10.24 12:00 | buy | 23 | 0.10 | 1.59733 | 1.59383 | 1.60933 | ||
61 | 2012.10.24 16:00 | modify | 23 | 0.10 | 1.59733 | 1.59733 | 1.60933 | ||
62 | 2012.10.25 00:00 | modify | 23 | 0.10 | 1.59733 | 1.60033 | 1.60933 | ||
63 | 2012.10.25 12:00 | t/p | 23 | 0.10 | 1.60933 | 1.60033 | 1.60933 | 119.18 | 10114.36 |
64 | 2012.11.13 12:00 | buy | 24 | 0.10 | 1.58925 | 1.58575 | 1.60125 | ||
65 | 2012.11.14 16:00 | s/l | 24 | 0.10 | 1.58575 | 1.58575 | 1.60125 | -35.94 | 10078.42 |
66 | 2013.01.10 12:00 | buy | 25 | 0.10 | 1.60463 | 1.60113 | 1.61663 | ||
67 | 2013.01.10 16:00 | modify | 25 | 0.10 | 1.60463 | 1.60463 | 1.61663 | ||
68 | 2013.01.10 20:00 | modify | 25 | 0.10 | 1.60463 | 1.60763 | 1.61663 | ||
69 | 2013.01.11 00:00 | t/p | 25 | 0.10 | 1.61663 | 1.60763 | 1.61663 | 119.06 | 10197.48 |
70 | 2013.01.23 12:00 | buy | 26 | 0.10 | 1.58742 | 1.58392 | 1.59942 | ||
71 | 2013.01.23 20:00 | s/l | 26 | 0.10 | 1.58392 | 1.58392 | 1.59942 | -36.00 | 10161.48 |
72 | 2013.02.11 12:00 | sell | 27 | 0.10 | 1.57231 | 1.57581 | 1.56031 | ||
73 | 2013.02.11 16:00 | modify | 27 | 0.10 | 1.57231 | 1.57231 | 1.56031 | ||
74 | 2013.02.12 00:00 | modify | 27 | 0.10 | 1.57231 | 1.56931 | 1.56031 | ||
75 | 2013.02.12 12:00 | t/p | 27 | 0.10 | 1.56031 | 1.56931 | 1.56031 | 118.79 | 10280.27 |
76 | 2013.03.25 12:00 | sell | 28 | 0.10 | 1.52102 | 1.52452 | 1.50902 | ||
77 | 2013.03.26 00:00 | modify | 28 | 0.10 | 1.52102 | 1.52102 | 1.50902 | ||
78 | 2013.03.26 16:00 | modify | 28 | 0.10 | 1.52102 | 1.51802 | 1.50902 | ||
79 | 2013.03.27 12:00 | s/l | 28 | 0.10 | 1.51802 | 1.51802 | 1.50902 | 28.58 | 10308.85 |
80 | 2013.04.02 12:00 | sell | 29 | 0.10 | 1.52085 | 1.52435 | 1.50885 | ||
81 | 2013.04.02 16:00 | modify | 29 | 0.10 | 1.52085 | 1.52085 | 1.50885 | ||
82 | 2013.04.02 20:00 | modify | 29 | 0.10 | 1.52085 | 1.51785 | 1.50885 | ||
83 | 2013.04.03 00:00 | modify | 29 | 0.10 | 1.52085 | 1.51485 | 1.50885 | ||
84 | 2013.04.03 04:00 | t/p | 29 | 0.10 | 1.50885 | 1.51485 | 1.50885 | 118.79 | 10427.64 |
85 | 2013.04.12 12:00 | sell | 30 | 0.10 | 1.53602 | 1.53952 | 1.52402 | ||
86 | 2013.04.15 08:00 | modify | 30 | 0.10 | 1.53602 | 1.53602 | 1.52402 | ||
87 | 2013.04.16 00:00 | modify | 30 | 0.10 | 1.53602 | 1.53302 | 1.52402 | ||
88 | 2013.04.16 20:00 | s/l | 30 | 0.10 | 1.53302 | 1.53302 | 1.52402 | 28.58 | 10456.22 |
89 | 2013.04.17 12:00 | sell | 31 | 0.10 | 1.52995 | 1.53345 | 1.51795 | ||
90 | 2013.04.17 16:00 | modify | 31 | 0.10 | 1.52995 | 1.52995 | 1.51795 | ||
91 | 2013.04.18 00:00 | modify | 31 | 0.10 | 1.52995 | 1.52695 | 1.51795 | ||
92 | 2013.04.18 16:00 | s/l | 31 | 0.10 | 1.52695 | 1.52695 | 1.51795 | 28.37 | 10484.59 |
93 | 2013.05.21 12:00 | sell | 32 | 0.10 | 1.51803 | 1.52153 | 1.50603 | ||
94 | 2013.05.22 08:00 | modify | 32 | 0.10 | 1.51803 | 1.51803 | 1.50603 | ||
95 | 2013.05.22 12:00 | modify | 32 | 0.10 | 1.51803 | 1.51503 | 1.50603 | ||
96 | 2013.05.22 16:00 | modify | 32 | 0.10 | 1.51803 | 1.51203 | 1.50603 | ||
97 | 2013.05.22 20:00 | s/l | 32 | 0.10 | 1.51203 | 1.51203 | 1.50603 | 58.79 | 10543.38 |
98 | 2013.09.12 12:00 | sell | 33 | 0.10 | 1.57906 | 1.58256 | 1.56706 | ||
99 | 2013.09.12 16:00 | s/l | 33 | 0.10 | 1.58256 | 1.58256 | 1.56706 | -36.00 | 10507.38 |
100 | 2013.10.07 12:00 | buy | 34 | 0.10 | 1.60744 | 1.60394 | 1.61944 | ||
101 | 2013.10.08 16:00 | s/l | 34 | 0.10 | 1.60394 | 1.60394 | 1.61944 | -35.94 | 10471.44 |
102 | 2013.11.04 12:00 | buy | 35 | 0.10 | 1.59560 | 1.59210 | 1.60760 | ||
103 | 2013.11.05 12:00 | modify | 35 | 0.10 | 1.59560 | 1.59560 | 1.60760 | ||
104 | 2013.11.05 16:00 | modify | 35 | 0.10 | 1.59560 | 1.59860 | 1.60760 | ||
105 | 2013.11.06 04:00 | modify | 35 | 0.10 | 1.59560 | 1.60160 | 1.60760 | ||
106 | 2013.11.06 08:00 | t/p | 35 | 0.10 | 1.60760 | 1.60160 | 1.60760 | 119.12 | 10590.56 |