Symbol | GBPUSD (British Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2009.02.11 00:00 - 2009.02.20 23:55 (2009.02.11 - 2009.02.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.3; TakeProfit=500; Stoploss=3000; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.005; Use_V63D_Divergence=true; PipStep=750; IncreasementType=0; DVLimit=10; PipsGoal=5000; PipsLoss=5000; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 3316 | Ticks modelled | 323481 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 726.45 | Gross profit | 2842.50 | Gross loss | -2116.05 |
Profit factor | 1.34 | Expected payoff | 31.58 | ||
Absolute drawdown | 1164.30 | Maximal drawdown | 2229.75 (20.15%) | Relative drawdown | 20.15% (2229.75) |
Total trades | 23 | Short positions (won %) | 23 (82.61%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 19 (82.61%) | Loss trades (% of total) | 4 (17.39%) | ||
Largest | profit trade | 150.00 | loss trade | -900.75 | |
Average | profit trade | 149.61 | loss trade | -529.01 | |
Maximum | consecutive wins (profit in money) | 12 (1794.75) | consecutive losses (loss in money) | 3 (-1215.30) | |
Maximal | consecutive profit (count of wins) | 1794.75 (12) | consecutive loss (count of losses) | -1215.30 (3) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.02.11 00:25 | sell | 1 | 0.30 | 1.45269 | 1.48269 | 1.44769 | ||
2 | 2009.02.11 02:51 | t/p | 1 | 0.30 | 1.44769 | 1.48269 | 1.44769 | 150.00 | 10150.00 |
3 | 2009.02.11 12:10 | sell | 2 | 0.30 | 1.44855 | 1.47855 | 1.44355 | ||
4 | 2009.02.11 12:38 | t/p | 2 | 0.30 | 1.44355 | 1.47855 | 1.44355 | 150.00 | 10300.00 |
5 | 2009.02.11 15:02 | sell | 3 | 0.30 | 1.43830 | 1.46830 | 1.43330 | ||
6 | 2009.02.11 17:28 | t/p | 3 | 0.30 | 1.43330 | 1.46830 | 1.43330 | 150.00 | 10450.00 |
7 | 2009.02.11 19:10 | sell | 4 | 0.30 | 1.43765 | 1.46765 | 1.43265 | ||
8 | 2009.02.11 20:08 | t/p | 4 | 0.30 | 1.43265 | 1.46765 | 1.43265 | 150.00 | 10600.00 |
9 | 2009.02.11 21:45 | sell | 5 | 0.30 | 1.43600 | 1.46600 | 1.43100 | ||
10 | 2009.02.12 10:13 | t/p | 5 | 0.30 | 1.43100 | 1.46600 | 1.43100 | 147.75 | 10747.75 |
11 | 2009.02.12 16:00 | sell | 6 | 0.30 | 1.42482 | 1.45482 | 1.41982 | ||
12 | 2009.02.12 16:32 | t/p | 6 | 0.30 | 1.41982 | 1.45482 | 1.41982 | 150.00 | 10897.75 |
13 | 2009.02.12 17:41 | sell | 7 | 0.30 | 1.42361 | 1.45361 | 1.41861 | ||
14 | 2009.02.12 22:00 | t/p | 7 | 0.30 | 1.41861 | 1.45361 | 1.41861 | 150.00 | 11047.75 |
15 | 2009.02.12 23:05 | sell | 8 | 0.30 | 1.42488 | 1.45488 | 1.41988 | ||
16 | 2009.02.13 04:29 | sell | 9 | 0.30 | 1.43354 | 1.46354 | 1.42854 | ||
17 | 2009.02.13 10:09 | sell | 10 | 0.30 | 1.44425 | 1.47425 | 1.43925 | ||
18 | 2009.02.13 11:51 | s/l | 8 | 0.30 | 1.45488 | 1.45488 | 1.41988 | -900.75 | 10147.00 |
19 | 2009.02.13 15:59 | t/p | 10 | 0.30 | 1.43925 | 1.47425 | 1.43925 | 150.00 | 10297.00 |
20 | 2009.02.15 23:00 | t/p | 9 | 0.30 | 1.42854 | 1.46354 | 1.42854 | 150.00 | 10447.00 |
21 | 2009.02.16 03:40 | sell | 11 | 0.30 | 1.42478 | 1.45478 | 1.41978 | ||
22 | 2009.02.16 08:04 | t/p | 11 | 0.30 | 1.41978 | 1.45478 | 1.41978 | 150.00 | 10597.00 |
23 | 2009.02.16 10:10 | sell | 12 | 0.30 | 1.42250 | 1.45250 | 1.41750 | ||
24 | 2009.02.16 15:52 | sell | 13 | 0.30 | 1.43001 | 1.46001 | 1.42501 | ||
25 | 2009.02.16 17:41 | t/p | 13 | 0.30 | 1.42501 | 1.46001 | 1.42501 | 150.00 | 10747.00 |
26 | 2009.02.17 09:20 | t/p | 12 | 0.30 | 1.41750 | 1.45250 | 1.41750 | 149.25 | 10896.25 |
27 | 2009.02.17 12:12 | sell | 14 | 0.30 | 1.42867 | 1.45867 | 1.42367 | ||
28 | 2009.02.17 12:50 | t/p | 14 | 0.30 | 1.42367 | 1.45867 | 1.42367 | 150.00 | 11046.25 |
29 | 2009.02.17 12:50 | sell | 15 | 0.30 | 1.42337 | 1.45337 | 1.41837 | ||
30 | 2009.02.18 10:28 | t/p | 15 | 0.30 | 1.41837 | 1.45337 | 1.41837 | 149.25 | 11195.50 |
31 | 2009.02.18 13:50 | sell | 16 | 0.30 | 1.42125 | 1.45125 | 1.41625 | ||
32 | 2009.02.19 09:45 | sell | 17 | 0.30 | 1.43183 | 1.46183 | 1.42683 | ||
33 | 2009.02.19 13:56 | sell | 18 | 0.30 | 1.43935 | 1.46935 | 1.43435 | ||
34 | 2009.02.19 17:09 | t/p | 18 | 0.30 | 1.43435 | 1.46935 | 1.43435 | 150.00 | 11345.50 |
35 | 2009.02.20 01:53 | t/p | 17 | 0.30 | 1.42683 | 1.46183 | 1.42683 | 149.25 | 11494.75 |
36 | 2009.02.20 10:23 | t/p | 16 | 0.30 | 1.41625 | 1.45125 | 1.41625 | 147.00 | 11641.75 |
37 | 2009.02.20 11:26 | sell | 19 | 0.30 | 1.42141 | 1.45141 | 1.41641 | ||
38 | 2009.02.20 12:05 | sell | 20 | 0.30 | 1.42894 | 1.45894 | 1.42394 | ||
39 | 2009.02.20 16:29 | t/p | 20 | 0.30 | 1.42394 | 1.45894 | 1.42394 | 150.00 | 11791.75 |
40 | 2009.02.20 17:26 | sell | 21 | 0.30 | 1.42992 | 1.45992 | 1.42492 | ||
41 | 2009.02.20 19:15 | sell | 22 | 0.30 | 1.44073 | 1.47073 | 1.43573 | ||
42 | 2009.02.20 19:33 | t/p | 22 | 0.30 | 1.43573 | 1.47073 | 1.43573 | 150.00 | 11941.75 |
43 | 2009.02.20 19:34 | sell | 23 | 0.30 | 1.43743 | 1.46743 | 1.43243 | ||
44 | 2009.02.20 23:59 | close at stop | 23 | 0.30 | 1.44309 | 1.46743 | 1.43243 | -169.80 | 11771.95 |
45 | 2009.02.20 23:59 | close at stop | 21 | 0.30 | 1.44309 | 1.45992 | 1.42492 | -395.10 | 11376.85 |
46 | 2009.02.20 23:59 | close at stop | 19 | 0.30 | 1.44309 | 1.45141 | 1.41641 | -650.40 | 10726.45 |