Symbol | GBPUSD (British Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2009.02.24 00:00 - 2009.03.13 23:00 (2009.02.24 - 2009.03.14) | ||||
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 | 5032 | Ticks modelled | 557429 | Modelling quality | 90.00% |
Mismatched charts errors | 90 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2850.15 | Gross profit | 4778.25 | Gross loss | -1928.10 |
Profit factor | 2.48 | Expected payoff | 79.17 | ||
Absolute drawdown | 142.80 | Maximal drawdown | 2749.95 (18.68%) | Relative drawdown | 18.68% (2749.95) |
Total trades | 36 | Short positions (won %) | 36 (88.89%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 32 (88.89%) | Loss trades (% of total) | 4 (11.11%) | ||
Largest | profit trade | 150.00 | loss trade | -903.00 | |
Average | profit trade | 149.32 | loss trade | -482.02 | |
Maximum | consecutive wins (profit in money) | 31 (4628.25) | consecutive losses (loss in money) | 3 (-1025.10) | |
Maximal | consecutive profit (count of wins) | 4628.25 (31) | consecutive loss (count of losses) | -1025.10 (3) | |
Average | consecutive wins | 16 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.02.24 03:25 | sell | 1 | 0.30 | 1.45328 | 1.48328 | 1.44828 | ||
2 | 2009.02.24 09:00 | t/p | 1 | 0.30 | 1.44828 | 1.48328 | 1.44828 | 150.00 | 10150.00 |
3 | 2009.02.24 10:05 | sell | 2 | 0.30 | 1.45539 | 1.48539 | 1.45039 | ||
4 | 2009.02.24 10:19 | t/p | 2 | 0.30 | 1.45039 | 1.48539 | 1.45039 | 150.00 | 10300.00 |
5 | 2009.02.24 12:40 | sell | 3 | 0.30 | 1.45255 | 1.48255 | 1.44755 | ||
6 | 2009.02.24 15:48 | t/p | 3 | 0.30 | 1.44755 | 1.48255 | 1.44755 | 150.00 | 10450.00 |
7 | 2009.02.24 21:10 | sell | 4 | 0.30 | 1.44875 | 1.47875 | 1.44375 | ||
8 | 2009.02.25 10:15 | sell | 5 | 0.30 | 1.45823 | 1.48823 | 1.45323 | ||
9 | 2009.02.25 11:43 | t/p | 5 | 0.30 | 1.45323 | 1.48823 | 1.45323 | 150.00 | 10600.00 |
10 | 2009.02.25 13:35 | t/p | 4 | 0.30 | 1.44375 | 1.47875 | 1.44375 | 149.25 | 10749.25 |
11 | 2009.02.25 22:45 | sell | 6 | 0.30 | 1.42253 | 1.45253 | 1.41753 | ||
12 | 2009.02.26 09:40 | t/p | 6 | 0.30 | 1.41753 | 1.45253 | 1.41753 | 147.75 | 10897.00 |
13 | 2009.02.26 11:03 | sell | 7 | 0.30 | 1.42370 | 1.45370 | 1.41870 | ||
14 | 2009.02.26 15:11 | sell | 8 | 0.30 | 1.43504 | 1.46504 | 1.43004 | ||
15 | 2009.02.26 20:13 | t/p | 8 | 0.30 | 1.43004 | 1.46504 | 1.43004 | 150.00 | 11047.00 |
16 | 2009.02.27 10:14 | t/p | 7 | 0.30 | 1.41870 | 1.45370 | 1.41870 | 149.25 | 11196.25 |
17 | 2009.02.27 13:25 | sell | 9 | 0.30 | 1.42051 | 1.45051 | 1.41551 | ||
18 | 2009.02.27 15:17 | t/p | 9 | 0.30 | 1.41551 | 1.45051 | 1.41551 | 150.00 | 11346.25 |
19 | 2009.02.27 16:41 | sell | 10 | 0.30 | 1.41748 | 1.44748 | 1.41248 | ||
20 | 2009.02.27 17:40 | sell | 11 | 0.30 | 1.42643 | 1.45643 | 1.42143 | ||
21 | 2009.03.02 01:42 | t/p | 11 | 0.30 | 1.42143 | 1.45643 | 1.42143 | 149.25 | 11495.50 |
22 | 2009.03.02 04:01 | sell | 12 | 0.30 | 1.42503 | 1.45503 | 1.42003 | ||
23 | 2009.03.02 06:11 | t/p | 12 | 0.30 | 1.42003 | 1.45503 | 1.42003 | 150.00 | 11645.50 |
24 | 2009.03.02 08:51 | sell | 13 | 0.30 | 1.42507 | 1.45507 | 1.42007 | ||
25 | 2009.03.02 10:22 | t/p | 13 | 0.30 | 1.42007 | 1.45507 | 1.42007 | 150.00 | 11795.50 |
26 | 2009.03.02 13:59 | t/p | 10 | 0.30 | 1.41248 | 1.44748 | 1.41248 | 149.25 | 11944.75 |
27 | 2009.03.02 20:30 | sell | 14 | 0.30 | 1.40305 | 1.43305 | 1.39805 | ||
28 | 2009.03.03 06:08 | sell | 15 | 0.30 | 1.41060 | 1.44060 | 1.40560 | ||
29 | 2009.03.03 12:45 | t/p | 15 | 0.30 | 1.40560 | 1.44060 | 1.40560 | 150.00 | 12094.75 |
30 | 2009.03.03 15:30 | sell | 16 | 0.30 | 1.41200 | 1.44200 | 1.40700 | ||
31 | 2009.03.03 16:04 | t/p | 16 | 0.30 | 1.40700 | 1.44200 | 1.40700 | 150.00 | 12244.75 |
32 | 2009.03.04 13:10 | sell | 17 | 0.30 | 1.41056 | 1.44056 | 1.40556 | ||
33 | 2009.03.04 22:34 | sell | 18 | 0.30 | 1.41806 | 1.44806 | 1.41306 | ||
34 | 2009.03.05 13:22 | t/p | 18 | 0.30 | 1.41306 | 1.44806 | 1.41306 | 147.75 | 12392.50 |
35 | 2009.03.05 14:06 | t/p | 17 | 0.30 | 1.40556 | 1.44056 | 1.40556 | 147.75 | 12540.25 |
36 | 2009.03.05 16:42 | sell | 19 | 0.30 | 1.41056 | 1.44056 | 1.40556 | ||
37 | 2009.03.06 08:42 | sell | 20 | 0.30 | 1.42076 | 1.45076 | 1.41576 | ||
38 | 2009.03.06 17:51 | t/p | 20 | 0.30 | 1.41576 | 1.45076 | 1.41576 | 150.00 | 12690.25 |
39 | 2009.03.06 22:23 | t/p | 19 | 0.30 | 1.40556 | 1.44056 | 1.40556 | 149.25 | 12839.50 |
40 | 2009.03.08 23:23 | sell | 21 | 0.30 | 1.41069 | 1.44069 | 1.40569 | ||
41 | 2009.03.09 09:06 | t/p | 21 | 0.30 | 1.40569 | 1.44069 | 1.40569 | 149.25 | 12988.75 |
42 | 2009.03.09 10:40 | t/p | 14 | 0.30 | 1.39805 | 1.43305 | 1.39805 | 144.75 | 13133.50 |
43 | 2009.03.09 19:00 | sell | 22 | 0.30 | 1.38151 | 1.41151 | 1.37651 | ||
44 | 2009.03.09 23:11 | t/p | 22 | 0.30 | 1.37651 | 1.41151 | 1.37651 | 150.00 | 13283.50 |
45 | 2009.03.10 02:10 | sell | 23 | 0.30 | 1.37898 | 1.40898 | 1.37398 | ||
46 | 2009.03.10 10:39 | sell | 24 | 0.30 | 1.38656 | 1.41656 | 1.38156 | ||
47 | 2009.03.10 11:30 | t/p | 24 | 0.30 | 1.38156 | 1.41656 | 1.38156 | 150.00 | 13433.50 |
48 | 2009.03.10 12:35 | sell | 25 | 0.30 | 1.38650 | 1.41650 | 1.38150 | ||
49 | 2009.03.10 19:04 | t/p | 25 | 0.30 | 1.38150 | 1.41650 | 1.38150 | 150.00 | 13583.50 |
50 | 2009.03.10 20:08 | t/p | 23 | 0.30 | 1.37398 | 1.40898 | 1.37398 | 150.00 | 13733.50 |
51 | 2009.03.10 23:14 | sell | 26 | 0.30 | 1.37534 | 1.40534 | 1.37034 | ||
52 | 2009.03.11 06:04 | t/p | 26 | 0.30 | 1.37034 | 1.40534 | 1.37034 | 149.25 | 13882.75 |
53 | 2009.03.11 09:55 | sell | 27 | 0.30 | 1.37360 | 1.40360 | 1.36860 | ||
54 | 2009.03.11 13:51 | sell | 28 | 0.30 | 1.38112 | 1.41112 | 1.37612 | ||
55 | 2009.03.11 15:43 | t/p | 28 | 0.30 | 1.37612 | 1.41112 | 1.37612 | 150.00 | 14032.75 |
56 | 2009.03.11 19:03 | sell | 29 | 0.30 | 1.38113 | 1.41113 | 1.37613 | ||
57 | 2009.03.11 22:03 | sell | 30 | 0.30 | 1.38865 | 1.41865 | 1.38365 | ||
58 | 2009.03.12 01:42 | t/p | 30 | 0.30 | 1.38365 | 1.41865 | 1.38365 | 147.75 | 14180.50 |
59 | 2009.03.12 03:11 | sell | 31 | 0.30 | 1.38871 | 1.41871 | 1.38371 | ||
60 | 2009.03.12 08:04 | t/p | 31 | 0.30 | 1.38371 | 1.41871 | 1.38371 | 150.00 | 14330.50 |
61 | 2009.03.12 10:36 | t/p | 29 | 0.30 | 1.37613 | 1.41113 | 1.37613 | 147.75 | 14478.25 |
62 | 2009.03.12 14:13 | sell | 32 | 0.30 | 1.38119 | 1.41119 | 1.37619 | ||
63 | 2009.03.12 15:02 | t/p | 32 | 0.30 | 1.37619 | 1.41119 | 1.37619 | 150.00 | 14628.25 |
64 | 2009.03.12 17:38 | sell | 33 | 0.30 | 1.38113 | 1.41113 | 1.37613 | ||
65 | 2009.03.12 19:55 | sell | 34 | 0.30 | 1.38863 | 1.41863 | 1.38363 | ||
66 | 2009.03.13 10:40 | sell | 35 | 0.30 | 1.39669 | 1.42669 | 1.39169 | ||
67 | 2009.03.13 10:56 | s/l | 27 | 0.30 | 1.40360 | 1.40360 | 1.36860 | -903.00 | 13725.25 |
68 | 2009.03.13 11:09 | sell | 36 | 0.30 | 1.40421 | 1.43421 | 1.39921 | ||
69 | 2009.03.13 14:53 | t/p | 36 | 0.30 | 1.39921 | 1.43421 | 1.39921 | 150.00 | 13875.25 |
70 | 2009.03.13 23:00 | close at stop | 35 | 0.30 | 1.40019 | 1.42669 | 1.39169 | -105.00 | 13770.25 |
71 | 2009.03.13 23:00 | close at stop | 34 | 0.30 | 1.40019 | 1.41863 | 1.38363 | -347.55 | 13422.70 |
72 | 2009.03.13 23:00 | close at stop | 33 | 0.30 | 1.40019 | 1.41113 | 1.37613 | -572.55 | 12850.15 |