Symbol | GBPJPY (British Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2017.02.20 20:00 - 2017.03.03 21:00 (2017.02.27 - 2017.03.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | sec1="--- Position ---"; InpMagicNumber=101010; InpSlippage=30; InpSL=400; InpTP=140; InpFixedLotSize=0.01; sec2="--- Trailing Stop ---"; InpIPMSL=130; InpTD=250; sec4="--- Misc ---"; InpMaxSpread=50; InpThreshold=22; sec5="--- Time Filter ---"; InpStartHour=6; InpEndHour=21; | ||||
Bars in test | 1218 | Ticks modelled | 654179 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | Spread | 30 | ||
Total net profit | 11.71 | Gross profit | 15.25 | Gross loss | -3.54 |
Profit factor | 4.31 | Expected payoff | 0.84 | ||
Absolute drawdown | 3.26 | Maximal drawdown | 5.32 (4.81%) | Relative drawdown | 4.81% (5.32) |
Total trades | 14 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 1.18 | loss trade | -3.54 | |
Average | profit trade | 1.17 | loss trade | -3.54 | |
Maximum | consecutive wins (profit in money) | 9 (10.56) | consecutive losses (loss in money) | 1 (-3.54) | |
Maximal | consecutive profit (count of wins) | 10.56 (9) | consecutive loss (count of losses) | -3.54 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.02.27 07:23 | buy | 1 | 0.01 | 139.444 | 139.044 | 139.584 | ||
2 | 2017.02.27 09:29 | modify | 1 | 0.01 | 139.444 | 139.324 | 139.584 | ||
3 | 2017.02.27 09:29 | t/p | 1 | 0.01 | 139.584 | 139.324 | 139.584 | 1.17 | 101.17 |
4 | 2017.02.27 09:35 | buy | 2 | 0.01 | 139.540 | 139.140 | 139.680 | ||
5 | 2017.02.27 13:35 | modify | 2 | 0.01 | 139.540 | 139.421 | 139.680 | ||
6 | 2017.02.27 13:35 | t/p | 2 | 0.01 | 139.680 | 139.421 | 139.680 | 1.17 | 102.34 |
7 | 2017.02.27 13:49 | buy | 3 | 0.01 | 139.586 | 139.186 | 139.726 | ||
8 | 2017.02.27 15:12 | modify | 3 | 0.01 | 139.586 | 139.467 | 139.726 | ||
9 | 2017.02.27 15:12 | t/p | 3 | 0.01 | 139.726 | 139.467 | 139.726 | 1.17 | 103.51 |
10 | 2017.02.27 15:13 | buy | 4 | 0.01 | 139.717 | 139.317 | 139.857 | ||
11 | 2017.02.27 16:06 | modify | 4 | 0.01 | 139.717 | 139.601 | 139.857 | ||
12 | 2017.02.27 16:06 | t/p | 4 | 0.01 | 139.857 | 139.601 | 139.857 | 1.17 | 104.68 |
13 | 2017.02.27 18:28 | buy | 5 | 0.01 | 140.144 | 139.744 | 140.284 | ||
14 | 2017.02.27 18:28 | t/p | 5 | 0.01 | 140.284 | 139.744 | 140.284 | 1.18 | 105.86 |
15 | 2017.02.27 18:48 | buy | 6 | 0.01 | 140.144 | 139.744 | 140.284 | ||
16 | 2017.02.27 18:55 | modify | 6 | 0.01 | 140.144 | 140.028 | 140.284 | ||
17 | 2017.02.27 18:56 | t/p | 6 | 0.01 | 140.284 | 140.028 | 140.284 | 1.18 | 107.04 |
18 | 2017.02.28 20:25 | buy | 7 | 0.01 | 139.383 | 138.983 | 139.523 | ||
19 | 2017.02.28 21:04 | modify | 7 | 0.01 | 139.383 | 139.266 | 139.523 | ||
20 | 2017.02.28 21:04 | t/p | 7 | 0.01 | 139.523 | 139.266 | 139.523 | 1.17 | 108.21 |
21 | 2017.02.28 21:04 | buy | 8 | 0.01 | 139.615 | 139.215 | 139.755 | ||
22 | 2017.02.28 21:24 | modify | 8 | 0.01 | 139.615 | 139.499 | 139.755 | ||
23 | 2017.02.28 21:24 | t/p | 8 | 0.01 | 139.755 | 139.499 | 139.755 | 1.17 | 109.38 |
24 | 2017.02.28 21:28 | buy | 9 | 0.01 | 139.627 | 139.227 | 139.767 | ||
25 | 2017.02.28 22:17 | modify | 9 | 0.01 | 139.627 | 139.510 | 139.767 | ||
26 | 2017.02.28 22:17 | t/p | 9 | 0.01 | 139.767 | 139.510 | 139.767 | 1.18 | 110.56 |
27 | 2017.03.01 09:08 | buy | 10 | 0.01 | 140.729 | 140.329 | 140.869 | ||
28 | 2017.03.01 11:17 | s/l | 10 | 0.01 | 140.329 | 140.329 | 140.869 | -3.54 | 107.02 |
29 | 2017.03.02 06:47 | buy | 11 | 0.01 | 140.233 | 139.833 | 140.373 | ||
30 | 2017.03.02 08:07 | modify | 11 | 0.01 | 140.233 | 140.115 | 140.373 | ||
31 | 2017.03.02 08:07 | t/p | 11 | 0.01 | 140.373 | 140.115 | 140.373 | 1.17 | 108.19 |
32 | 2017.03.02 12:58 | buy | 12 | 0.01 | 140.583 | 140.183 | 140.723 | ||
33 | 2017.03.02 12:58 | modify | 12 | 0.01 | 140.583 | 140.464 | 140.723 | ||
34 | 2017.03.02 12:58 | t/p | 12 | 0.01 | 140.723 | 140.464 | 140.723 | 1.18 | 109.37 |
35 | 2017.03.03 12:36 | buy | 13 | 0.01 | 140.158 | 139.758 | 140.298 | ||
36 | 2017.03.03 15:41 | t/p | 13 | 0.01 | 140.298 | 139.758 | 140.298 | 1.17 | 110.54 |
37 | 2017.03.03 15:41 | buy | 14 | 0.01 | 140.338 | 139.938 | 140.478 | ||
38 | 2017.03.03 15:49 | modify | 14 | 0.01 | 140.338 | 140.220 | 140.478 | ||
39 | 2017.03.03 15:49 | t/p | 14 | 0.01 | 140.478 | 140.220 | 140.478 | 1.17 | 111.71 |