Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.10.29 20:00 (2009.01.01 - 2009.10.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=20090722; 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=0; 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="00:00,04:00,16:00,20:00"; TradeTimeTue="00:00,04:00,16:00,20:00"; TradeTimeWed="00:00,04:00,16:00,20:00"; TradeTimeThu="00:00,04:00,16:00,20:00"; TradeTimeFri="00:00"; 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=0; 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=5; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=2; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=2; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=1; HAS_MA2_Period=2; ATRPeriod=4; TwoStepOrderSubmit=true; 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; RAVIFX_Shift=0; | ||||
Bars in test | 2291 | Ticks modelled | 10615162 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 5824.16 | Gross profit | 7463.64 | Gross loss | -1639.49 |
Profit factor | 4.55 | Expected payoff | 242.67 | ||
Absolute drawdown | 115.00 | Maximal drawdown | 915.36 (15.90%) | Relative drawdown | 20.84% (233.00) |
Total trades | 24 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 893.57 | loss trade | -264.70 | |
Average | profit trade | 497.58 | loss trade | -182.17 | |
Maximum | consecutive wins (profit in money) | 6 (3881.56) | consecutive losses (loss in money) | 4 (-798.81) | |
Maximal | consecutive profit (count of wins) | 3881.56 (6) | consecutive loss (count of losses) | -798.81 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 20:00 | buy | 1 | 0.10 | 1.4620 | 0.0000 | 0.0000 | ||
2 | 2009.01.05 20:00 | modify | 1 | 0.10 | 1.4620 | 1.4389 | 1.5198 | ||
3 | 2009.01.07 18:11 | t/p | 1 | 0.10 | 1.5198 | 1.4389 | 1.5198 | 578.00 | 1578.00 |
4 | 2009.01.19 16:00 | sell | 2 | 0.10 | 1.4538 | 0.0000 | 0.0000 | ||
5 | 2009.01.19 16:00 | modify | 2 | 0.10 | 1.4538 | 1.4896 | 1.3644 | ||
6 | 2009.01.21 19:03 | t/p | 2 | 0.10 | 1.3644 | 1.4896 | 1.3644 | 893.57 | 2471.57 |
7 | 2009.01.26 20:00 | buy | 3 | 0.10 | 1.3931 | 0.0000 | 0.0000 | ||
8 | 2009.01.26 20:00 | modify | 3 | 0.10 | 1.3931 | 1.3604 | 1.4750 | ||
9 | 2009.02.06 10:24 | t/p | 3 | 0.10 | 1.4750 | 1.3604 | 1.4750 | 819.00 | 3290.57 |
10 | 2009.02.10 20:00 | sell | 4 | 0.10 | 1.4617 | 0.0000 | 0.0000 | ||
11 | 2009.02.10 20:00 | modify | 4 | 0.10 | 1.4617 | 1.4892 | 1.3931 | ||
12 | 2009.03.09 12:24 | t/p | 4 | 0.10 | 1.3931 | 1.4892 | 1.3931 | 680.19 | 3970.76 |
13 | 2009.03.12 04:00 | buy | 5 | 0.10 | 1.3858 | 0.0000 | 0.0000 | ||
14 | 2009.03.12 04:00 | modify | 5 | 0.10 | 1.3858 | 1.3651 | 1.4377 | ||
15 | 2009.03.19 13:39 | t/p | 5 | 0.10 | 1.4377 | 1.3651 | 1.4377 | 519.00 | 4489.76 |
16 | 2009.03.31 20:00 | buy | 6 | 0.10 | 1.43292 | 0.0000 | 0.0000 | ||
17 | 2009.03.31 20:00 | modify | 6 | 0.10 | 1.43292 | 1.4172 | 1.4721 | ||
18 | 2009.04.02 16:48 | t/p | 6 | 0.10 | 1.4721 | 1.4172 | 1.4721 | 391.80 | 4881.56 |
19 | 2009.04.07 04:00 | sell | 7 | 0.10 | 1.47027 | 0.0000 | 0.0000 | ||
20 | 2009.04.07 04:00 | modify | 7 | 0.10 | 1.47027 | 1.4949 | 1.4089 | ||
21 | 2009.04.15 10:58 | s/l | 7 | 0.10 | 1.4949 | 1.4949 | 1.4089 | -248.02 | 4633.54 |
22 | 2009.04.16 20:00 | sell | 8 | 0.10 | 1.4895 | 0.0000 | 0.0000 | ||
23 | 2009.04.16 20:00 | modify | 8 | 0.10 | 1.4895 | 1.5085 | 1.4419 | ||
24 | 2009.04.22 15:04 | t/p | 8 | 0.10 | 1.4419 | 1.5085 | 1.4419 | 475.14 | 5108.68 |
25 | 2009.04.23 20:00 | buy | 9 | 0.10 | 1.46786 | 0.0000 | 0.0000 | ||
26 | 2009.04.23 20:00 | modify | 9 | 0.10 | 1.46786 | 1.4456 | 1.5237 | ||
27 | 2009.05.08 21:57 | t/p | 9 | 0.10 | 1.5237 | 1.4456 | 1.5237 | 558.40 | 5667.08 |
28 | 2009.05.13 20:00 | sell | 10 | 0.10 | 1.51534 | 0.0000 | 0.0000 | ||
29 | 2009.05.13 20:00 | modify | 10 | 0.10 | 1.51534 | 1.5360 | 1.4635 | ||
30 | 2009.05.19 08:32 | s/l | 10 | 0.10 | 1.5360 | 1.5360 | 1.4635 | -207.89 | 5459.19 |
31 | 2009.05.28 16:00 | sell | 11 | 0.10 | 1.59649 | 0.0000 | 0.0000 | ||
32 | 2009.05.28 16:00 | modify | 11 | 0.10 | 1.59649 | 1.6114 | 1.5592 | ||
33 | 2009.05.29 11:26 | s/l | 11 | 0.10 | 1.6114 | 1.6114 | 1.5592 | -149.32 | 5309.87 |
34 | 2009.06.16 16:00 | buy | 12 | 0.10 | 1.63837 | 0.0000 | 0.0000 | ||
35 | 2009.06.16 16:00 | modify | 12 | 0.10 | 1.63837 | 1.6119 | 1.7046 | ||
36 | 2009.07.06 10:06 | s/l | 12 | 0.10 | 1.6119 | 1.6119 | 1.7046 | -264.70 | 5045.17 |
37 | 2009.07.09 16:00 | buy | 13 | 0.10 | 1.62149 | 0.0000 | 0.0000 | ||
38 | 2009.07.09 16:00 | modify | 13 | 0.10 | 1.62149 | 1.6038 | 1.6656 | ||
39 | 2009.07.13 11:45 | s/l | 13 | 0.10 | 1.6038 | 1.6038 | 1.6656 | -176.90 | 4868.27 |
40 | 2009.07.14 04:00 | buy | 14 | 0.10 | 1.62538 | 0.0000 | 0.0000 | ||
41 | 2009.07.14 04:00 | modify | 14 | 0.10 | 1.62538 | 1.6082 | 1.6684 | ||
42 | 2009.07.31 17:28 | t/p | 14 | 0.10 | 1.6684 | 1.6082 | 1.6684 | 430.20 | 5298.47 |
43 | 2009.08.06 20:00 | sell | 15 | 0.10 | 1.6761 | 0.0000 | 0.0000 | ||
44 | 2009.08.06 20:00 | modify | 15 | 0.10 | 1.6761 | 1.6941 | 1.6311 | ||
45 | 2009.08.17 12:16 | t/p | 15 | 0.10 | 1.6311 | 1.6941 | 1.6311 | 448.06 | 5746.54 |
46 | 2009.08.18 20:00 | buy | 16 | 0.10 | 1.65841 | 0.0000 | 0.0000 | ||
47 | 2009.08.18 20:00 | modify | 16 | 0.10 | 1.65841 | 1.6398 | 1.7049 | ||
48 | 2009.08.19 10:53 | s/l | 16 | 0.10 | 1.6398 | 1.6398 | 1.7049 | -186.10 | 5560.44 |
49 | 2009.08.24 16:00 | sell | 17 | 0.10 | 1.64838 | 0.0000 | 0.0000 | ||
50 | 2009.08.24 16:00 | modify | 17 | 0.10 | 1.64838 | 1.6591 | 1.6216 | ||
51 | 2009.08.26 15:24 | t/p | 17 | 0.10 | 1.6216 | 1.6591 | 1.6216 | 267.37 | 5827.81 |
52 | 2009.09.01 04:00 | buy | 18 | 0.10 | 1.62788 | 0.0000 | 0.0000 | ||
53 | 2009.09.01 04:00 | modify | 18 | 0.10 | 1.62788 | 1.6158 | 1.6583 | ||
54 | 2009.09.01 17:29 | s/l | 18 | 0.10 | 1.6158 | 1.6158 | 1.6583 | -120.80 | 5707.01 |
55 | 2009.09.03 00:00 | buy | 19 | 0.10 | 1.6269 | 0.0000 | 0.0000 | ||
56 | 2009.09.03 00:00 | modify | 19 | 0.10 | 1.6269 | 1.6122 | 1.6636 | ||
57 | 2009.09.10 14:32 | t/p | 19 | 0.10 | 1.6636 | 1.6122 | 1.6636 | 367.00 | 6074.01 |
58 | 2009.09.18 00:00 | sell | 20 | 0.10 | 1.64468 | 0.0000 | 0.0000 | ||
59 | 2009.09.18 00:00 | modify | 20 | 0.10 | 1.64468 | 1.6600 | 1.6065 | ||
60 | 2009.09.24 17:00 | t/p | 20 | 0.10 | 1.6065 | 1.6600 | 1.6065 | 380.51 | 6454.52 |
61 | 2009.10.01 16:00 | buy | 21 | 0.10 | 1.59917 | 0.0000 | 0.0000 | ||
62 | 2009.10.01 16:00 | modify | 21 | 0.10 | 1.59917 | 1.5849 | 1.6350 | ||
63 | 2009.10.02 12:44 | s/l | 21 | 0.10 | 1.5849 | 1.5849 | 1.6350 | -142.70 | 6311.82 |
64 | 2009.10.06 20:00 | sell | 22 | 0.10 | 1.58998 | 0.0000 | 0.0000 | ||
65 | 2009.10.06 20:00 | modify | 22 | 0.10 | 1.58998 | 1.6042 | 1.5546 | ||
66 | 2009.10.08 09:03 | s/l | 22 | 0.10 | 1.6042 | 1.6042 | 1.5546 | -143.06 | 6168.76 |
67 | 2009.10.14 00:00 | buy | 23 | 0.10 | 1.5921 | 0.0000 | 0.0000 | ||
68 | 2009.10.14 00:00 | modify | 23 | 0.10 | 1.5921 | 1.5738 | 1.6377 | ||
69 | 2009.10.16 04:32 | t/p | 23 | 0.10 | 1.6377 | 1.5738 | 1.6377 | 456.00 | 6624.76 |
70 | 2009.10.28 04:00 | buy | 24 | 0.10 | 1.63606 | 0.0000 | 0.0000 | ||
71 | 2009.10.28 04:00 | modify | 24 | 0.10 | 1.63606 | 1.6228 | 1.6693 | ||
72 | 2009.10.29 23:59 | close at stop | 24 | 0.10 | 1.6560 | 1.6228 | 1.6693 | 199.40 | 6824.16 |