Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.11.09 15:45 - 2006.12.27 03:30 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | EOD=24; Slippage=1; TakeProfit=20; StopLoss=0; TrailingStop=50; Lots=0.1; UseMoneyManagement=true; Risk=35; SundayCandleExists=false; | ||||
Bars in test | 3131 | Ticks modelled | 66962 | Modelling quality | 87.13% |
Initial deposit | 10000.00 | ||||
Total net profit | 23727.10 | Gross profit | 23727.10 | Gross loss | 0.00 |
Profit factor | Expected payoff | 1318.17 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
Total trades | 18 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 18 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 2200.00 | loss trade | 0.00 | |
Average | profit trade | 1318.17 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 18 (23727.10) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 23727.10 (18) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 18 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.11.10 02:15 | buy | 1 | 3.50 | 1.9099 | 0.0000 | 1.9119 | ||
2 | 2006.11.10 08:59 | t/p | 1 | 3.50 | 1.9119 | 0.0000 | 1.9119 | 700.00 | 10700.00 |
3 | 2006.11.13 13:45 | sell | 2 | 3.70 | 1.9052 | 0.0000 | 1.9032 | ||
4 | 2006.11.13 16:00 | t/p | 2 | 3.70 | 1.9032 | 0.0000 | 1.9032 | 740.00 | 11440.00 |
5 | 2006.11.14 12:30 | sell | 3 | 4.00 | 1.8976 | 0.0000 | 1.8956 | ||
6 | 2006.11.14 17:00 | t/p | 3 | 4.00 | 1.8956 | 0.0000 | 1.8956 | 800.00 | 12240.00 |
7 | 2006.11.15 12:00 | sell | 4 | 4.30 | 1.8915 | 0.0000 | 1.8895 | ||
8 | 2006.11.15 12:29 | t/p | 4 | 4.30 | 1.8895 | 0.0000 | 1.8895 | 860.00 | 13100.00 |
9 | 2006.11.17 17:30 | buy | 5 | 4.60 | 1.8946 | 0.0000 | 1.8966 | ||
10 | 2006.11.20 10:56 | t/p | 5 | 4.60 | 1.8966 | 0.0000 | 1.8966 | 914.96 | 14014.96 |
11 | 2006.11.21 21:30 | buy | 6 | 4.90 | 1.9000 | 0.0000 | 1.9020 | ||
12 | 2006.11.22 05:30 | t/p | 6 | 4.90 | 1.9020 | 0.0000 | 1.9020 | 974.63 | 14989.60 |
13 | 2006.11.24 10:15 | buy | 7 | 5.20 | 1.9181 | 0.0000 | 1.9201 | ||
14 | 2006.11.24 10:15 | t/p | 7 | 5.20 | 1.9201 | 0.0000 | 1.9201 | 1040.00 | 16029.60 |
15 | 2006.11.27 08:15 | buy | 8 | 5.60 | 1.9371 | 0.0000 | 1.9391 | ||
16 | 2006.11.28 02:39 | t/p | 8 | 5.60 | 1.9391 | 0.0000 | 1.9391 | 1113.87 | 17143.47 |
17 | 2006.11.30 11:45 | buy | 9 | 6.00 | 1.9571 | 0.0000 | 1.9591 | ||
18 | 2006.11.30 16:04 | t/p | 9 | 6.00 | 1.9591 | 0.0000 | 1.9591 | 1200.00 | 18343.47 |
19 | 2006.12.01 08:45 | buy | 10 | 6.40 | 1.9746 | 0.0000 | 1.9766 | ||
20 | 2006.12.01 16:19 | t/p | 10 | 6.40 | 1.9766 | 0.0000 | 1.9766 | 1280.00 | 19623.47 |
21 | 2006.12.05 17:30 | sell | 11 | 6.90 | 1.9687 | 0.0000 | 1.9667 | ||
22 | 2006.12.06 14:00 | t/p | 11 | 6.90 | 1.9667 | 0.0000 | 1.9667 | 1381.75 | 21005.22 |
23 | 2006.12.07 19:30 | sell | 12 | 7.40 | 1.9625 | 0.0000 | 1.9605 | ||
24 | 2006.12.08 12:00 | t/p | 12 | 7.40 | 1.9605 | 0.0000 | 1.9605 | 1481.88 | 22487.10 |
25 | 2006.12.11 02:45 | sell | 13 | 7.90 | 1.9500 | 0.0000 | 1.9480 | ||
26 | 2006.12.11 03:58 | t/p | 13 | 7.90 | 1.9480 | 0.0000 | 1.9480 | 1580.00 | 24067.10 |
27 | 2006.12.12 01:30 | buy | 14 | 8.40 | 1.9604 | 0.0000 | 1.9624 | ||
28 | 2006.12.12 10:30 | t/p | 14 | 8.40 | 1.9624 | 0.0000 | 1.9624 | 1680.00 | 25747.10 |
29 | 2006.12.18 14:15 | sell | 15 | 9.00 | 1.9495 | 0.0000 | 1.9475 | ||
30 | 2006.12.18 16:59 | t/p | 15 | 9.00 | 1.9475 | 0.0000 | 1.9475 | 1800.00 | 27547.10 |
31 | 2006.12.19 11:00 | buy | 16 | 9.60 | 1.9622 | 0.0000 | 1.9642 | ||
32 | 2006.12.19 11:14 | t/p | 16 | 9.60 | 1.9642 | 0.0000 | 1.9642 | 1920.00 | 29467.10 |
33 | 2006.12.21 16:00 | sell | 17 | 10.30 | 1.9604 | 0.0000 | 1.9584 | ||
34 | 2006.12.21 16:44 | t/p | 17 | 10.30 | 1.9584 | 0.0000 | 1.9584 | 2060.00 | 31527.10 |
35 | 2006.12.26 19:30 | sell | 18 | 11.00 | 1.9545 | 0.0000 | 1.9525 | ||
36 | 2006.12.26 20:00 | t/p | 18 | 11.00 | 1.9525 | 0.0000 | 1.9525 | 2200.00 | 33727.10 |