Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Minute (M1) 2008.11.03 00:01 - 2008.11.21 22:59 (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; tt=240; TrailingStopType=0; TrailingStop=0; | ||||
Bars in test | 20638 | Ticks modelled | 296441 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 625.93 | Gross profit | 1819.03 | Gross loss | -1193.10 |
Profit factor | 1.52 | Expected payoff | 23.18 | ||
Absolute drawdown | 43.00 | Maximal drawdown | 669.49 (6.20%) | Relative drawdown | 6.20% (669.49) |
Total trades | 27 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 13 (48.15%) | Loss trades (% of total) | 14 (51.85%) | ||
Largest | profit trade | 471.90 | loss trade | -176.00 | |
Average | profit trade | 139.93 | loss trade | -85.22 | |
Maximum | consecutive wins (profit in money) | 2 (597.91) | consecutive losses (loss in money) | 3 (-402.00) | |
Maximal | consecutive profit (count of wins) | 597.91 (2) | consecutive loss (count of losses) | -402.00 (3) | |
Average | consecutive wins | 2 | 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 | 455.30 | 10455.30 |
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 | 142.61 | 10597.91 |
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 | 10516.91 |
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 | 10475.91 |
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 | 72.90 | 10548.81 |
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 | 10496.81 |
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 | 10320.81 |
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 | 10146.81 |
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 | 162.30 | 10309.11 |
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 | 10345.11 |
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 | -67.70 | 10277.41 |
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 | 10268.41 |
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 | 80.30 | 10348.71 |
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 | 10244.71 |
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 | 98.30 | 10343.01 |
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 | 10215.01 |
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 | 471.90 | 10686.91 |
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 | 2008.11.17 23:43 | close | 29 | 0.10 | 1.4972 | 1.4577 | 0.0000 | 106.22 | 10793.13 |
63 | 2008.11.17 23:43 | delete | 30 | 0.10 | 1.4577 | 1.4865 | 0.0000 | ||
64 | 2008.11.17 23:43 | sell | 31 | 0.10 | 1.4972 | 1.5090 | 0.0000 | ||
65 | 2008.11.17 23:44 | buy stop | 32 | 0.10 | 1.5090 | 1.4972 | 0.0000 | ||
66 | 2008.11.18 08:57 | s/l | 31 | 0.10 | 1.5090 | 1.5090 | 0.0000 | -118.70 | 10674.43 |
67 | 2008.11.18 08:57 | buy | 32 | 0.10 | 1.5090 | 1.4972 | 0.0000 | ||
68 | 2008.11.18 10:45 | s/l | 32 | 0.10 | 1.4972 | 1.4972 | 0.0000 | -118.00 | 10556.43 |
69 | 2008.11.18 19:15 | sell | 33 | 0.10 | 1.4948 | 1.5098 | 0.0000 | ||
70 | 2008.11.18 19:16 | buy stop | 34 | 0.10 | 1.5098 | 1.4949 | 0.0000 | ||
71 | 2008.11.19 07:51 | close | 33 | 0.10 | 1.4989 | 1.5098 | 0.0000 | -41.70 | 10514.73 |
72 | 2008.11.19 07:51 | delete | 34 | 0.10 | 1.5098 | 1.4949 | 0.0000 | ||
73 | 2008.11.19 07:51 | buy | 35 | 0.10 | 1.4989 | 1.4894 | 0.0000 | ||
74 | 2008.11.19 07:52 | sell stop | 36 | 0.10 | 1.4894 | 1.4988 | 0.0000 | ||
75 | 2008.11.19 19:29 | close | 35 | 0.10 | 1.5014 | 1.4894 | 0.0000 | 25.00 | 10539.73 |
76 | 2008.11.19 19:29 | delete | 36 | 0.10 | 1.4894 | 1.4988 | 0.0000 | ||
77 | 2008.11.19 19:29 | sell | 37 | 0.10 | 1.5014 | 1.5243 | 0.0000 | ||
78 | 2008.11.19 19:30 | buy stop | 38 | 0.10 | 1.5243 | 1.5014 | 0.0000 | ||
79 | 2008.11.20 08:13 | close | 37 | 0.10 | 1.4984 | 1.5243 | 0.0000 | 27.90 | 10567.63 |
80 | 2008.11.20 08:13 | delete | 38 | 0.10 | 1.5243 | 1.5014 | 0.0000 | ||
81 | 2008.11.20 08:13 | buy | 39 | 0.10 | 1.4984 | 1.4911 | 0.0000 | ||
82 | 2008.11.20 08:14 | sell stop | 40 | 0.10 | 1.4911 | 1.4983 | 0.0000 | ||
83 | 2008.11.20 08:53 | s/l | 39 | 0.10 | 1.4911 | 1.4911 | 0.0000 | -73.00 | 10494.63 |
84 | 2008.11.20 08:53 | sell | 40 | 0.10 | 1.4911 | 1.4983 | 0.0000 | ||
85 | 2008.11.21 06:48 | close | 40 | 0.10 | 1.4843 | 1.4983 | 0.0000 | 67.30 | 10561.93 |
86 | 2008.11.21 06:48 | buy | 41 | 0.10 | 1.4843 | 1.4706 | 0.0000 | ||
87 | 2008.11.21 06:49 | sell stop | 42 | 0.10 | 1.4706 | 1.4843 | 0.0000 | ||
88 | 2008.11.21 16:00 | close | 41 | 0.10 | 1.4916 | 1.4706 | 0.0000 | 73.00 | 10634.93 |
89 | 2008.11.21 16:00 | delete | 42 | 0.10 | 1.4706 | 1.4843 | 0.0000 | ||
90 | 2008.11.21 16:00 | sell | 43 | 0.10 | 1.4916 | 1.5069 | 0.0000 | ||
91 | 2008.11.21 16:00 | buy stop | 44 | 0.10 | 1.5069 | 1.4916 | 0.0000 | ||
92 | 2008.11.21 22:59 | close at stop | 43 | 0.10 | 1.4925 | 1.5069 | 0.0000 | -9.00 | 10625.93 |