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 | 10.46 | Gross profit | 10.46 | Gross loss | -0.00 |
Profit factor | Expected payoff | 1.16 | |||
Absolute drawdown | 0.76 | Maximal drawdown | 2.95 (2.84%) | Relative drawdown | 2.84% (2.95) |
Total trades | 9 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 1.17 | loss trade | -0.00 | |
Average | profit trade | 1.16 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 9 (10.46) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 10.46 (9) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 9 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.02.28 06:58 | sell | 1 | 0.01 | 139.727 | 140.127 | 139.587 | ||
2 | 2017.02.28 07:51 | modify | 1 | 0.01 | 139.727 | 139.844 | 139.587 | ||
3 | 2017.02.28 07:51 | t/p | 1 | 0.01 | 139.587 | 139.844 | 139.587 | 1.17 | 101.17 |
4 | 2017.02.28 11:23 | sell | 2 | 0.01 | 139.475 | 139.875 | 139.335 | ||
5 | 2017.02.28 12:31 | modify | 2 | 0.01 | 139.475 | 139.593 | 139.335 | ||
6 | 2017.02.28 12:31 | t/p | 2 | 0.01 | 139.335 | 139.593 | 139.335 | 1.17 | 102.34 |
7 | 2017.02.28 12:44 | sell | 3 | 0.01 | 139.418 | 139.818 | 139.278 | ||
8 | 2017.02.28 12:58 | modify | 3 | 0.01 | 139.418 | 139.537 | 139.278 | ||
9 | 2017.02.28 12:58 | t/p | 3 | 0.01 | 139.278 | 139.537 | 139.278 | 1.17 | 103.51 |
10 | 2017.02.28 15:42 | sell | 4 | 0.01 | 139.122 | 139.522 | 138.982 | ||
11 | 2017.02.28 17:21 | modify | 4 | 0.01 | 139.122 | 139.241 | 138.982 | ||
12 | 2017.02.28 17:21 | t/p | 4 | 0.01 | 138.982 | 139.241 | 138.982 | 1.17 | 104.68 |
13 | 2017.03.01 11:31 | sell | 5 | 0.01 | 140.369 | 140.769 | 140.229 | ||
14 | 2017.03.01 11:49 | modify | 5 | 0.01 | 140.369 | 140.486 | 140.229 | ||
15 | 2017.03.01 11:49 | t/p | 5 | 0.01 | 140.229 | 140.486 | 140.229 | 1.17 | 105.85 |
16 | 2017.03.01 16:39 | sell | 6 | 0.01 | 140.035 | 140.435 | 139.895 | ||
17 | 2017.03.01 18:38 | modify | 6 | 0.01 | 140.035 | 140.152 | 139.895 | ||
18 | 2017.03.01 18:38 | t/p | 6 | 0.01 | 139.895 | 140.152 | 139.895 | 1.17 | 107.02 |
19 | 2017.03.01 18:51 | sell | 7 | 0.01 | 139.789 | 140.189 | 139.649 | ||
20 | 2017.03.01 19:58 | modify | 7 | 0.01 | 139.789 | 139.906 | 139.649 | ||
21 | 2017.03.01 19:58 | t/p | 7 | 0.01 | 139.649 | 139.906 | 139.649 | 1.17 | 108.19 |
22 | 2017.03.02 19:09 | sell | 8 | 0.01 | 140.202 | 140.602 | 140.062 | ||
23 | 2017.03.03 02:00 | modify | 8 | 0.01 | 140.202 | 140.318 | 140.062 | ||
24 | 2017.03.03 02:02 | t/p | 8 | 0.01 | 140.062 | 140.318 | 140.062 | 1.10 | 109.29 |
25 | 2017.03.03 08:04 | sell | 9 | 0.01 | 139.937 | 140.337 | 139.797 | ||
26 | 2017.03.03 09:30 | modify | 9 | 0.01 | 139.937 | 140.056 | 139.797 | ||
27 | 2017.03.03 09:30 | t/p | 9 | 0.01 | 139.797 | 140.056 | 139.797 | 1.17 | 110.46 |