Symbol | GBPJPY (British Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2017.02.13 20:00 - 2017.02.23 23:00 (2017.02.20 - 2017.02.24) | ||||
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=17; sec5="--- Time Filter ---"; InpStartHour=6; InpEndHour=21; | ||||
Bars in test | 1197 | Ticks modelled | 498511 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | Spread | 30 | ||
Total net profit | 9.32 | Gross profit | 16.40 | Gross loss | -7.08 |
Profit factor | 2.32 | Expected payoff | 0.58 | ||
Absolute drawdown | 1.62 | Maximal drawdown | 7.09 (6.41%) | Relative drawdown | 6.41% (7.09) |
Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (87.50%) |
Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
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 (10.55) | consecutive losses (loss in money) | 1 (-3.54) | |
Maximal | consecutive profit (count of wins) | 10.55 (9) | consecutive loss (count of losses) | -3.54 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.02.20 06:16 | buy | 1 | 0.01 | 140.683 | 140.283 | 140.823 | ||
2 | 2017.02.20 08:18 | modify | 1 | 0.01 | 140.683 | 140.566 | 140.823 | ||
3 | 2017.02.20 08:19 | t/p | 1 | 0.01 | 140.823 | 140.566 | 140.823 | 1.17 | 101.17 |
4 | 2017.02.20 08:19 | buy | 2 | 0.01 | 140.846 | 140.446 | 140.986 | ||
5 | 2017.02.20 09:00 | modify | 2 | 0.01 | 140.846 | 140.728 | 140.986 | ||
6 | 2017.02.20 09:00 | t/p | 2 | 0.01 | 140.986 | 140.728 | 140.986 | 1.17 | 102.34 |
7 | 2017.02.20 09:00 | buy | 3 | 0.01 | 141.023 | 140.623 | 141.163 | ||
8 | 2017.02.20 09:00 | modify | 3 | 0.01 | 141.023 | 140.905 | 141.163 | ||
9 | 2017.02.20 09:00 | t/p | 3 | 0.01 | 141.163 | 140.905 | 141.163 | 1.17 | 103.51 |
10 | 2017.02.20 09:56 | buy | 4 | 0.01 | 141.041 | 140.641 | 141.181 | ||
11 | 2017.02.20 23:29 | modify | 4 | 0.01 | 141.041 | 140.927 | 141.181 | ||
12 | 2017.02.20 23:32 | t/p | 4 | 0.01 | 141.181 | 140.927 | 141.181 | 1.17 | 104.68 |
13 | 2017.02.21 15:46 | buy | 5 | 0.01 | 141.386 | 140.986 | 141.526 | ||
14 | 2017.02.21 15:48 | modify | 5 | 0.01 | 141.386 | 141.268 | 141.526 | ||
15 | 2017.02.21 15:48 | t/p | 5 | 0.01 | 141.526 | 141.268 | 141.526 | 1.18 | 105.86 |
16 | 2017.02.21 19:59 | buy | 6 | 0.01 | 141.705 | 141.305 | 141.845 | ||
17 | 2017.02.21 21:08 | modify | 6 | 0.01 | 141.705 | 141.586 | 141.845 | ||
18 | 2017.02.21 21:11 | t/p | 6 | 0.01 | 141.845 | 141.586 | 141.845 | 1.17 | 107.03 |
19 | 2017.02.21 21:41 | buy | 7 | 0.01 | 141.879 | 141.479 | 142.019 | ||
20 | 2017.02.22 01:35 | modify | 7 | 0.01 | 141.879 | 141.760 | 142.019 | ||
21 | 2017.02.22 01:35 | t/p | 7 | 0.01 | 142.019 | 141.760 | 142.019 | 1.18 | 108.21 |
22 | 2017.02.22 15:42 | buy | 8 | 0.01 | 141.187 | 140.787 | 141.327 | ||
23 | 2017.02.22 15:44 | modify | 8 | 0.01 | 141.187 | 141.069 | 141.327 | ||
24 | 2017.02.22 15:44 | t/p | 8 | 0.01 | 141.327 | 141.069 | 141.327 | 1.17 | 109.38 |
25 | 2017.02.22 15:54 | buy | 9 | 0.01 | 141.179 | 140.779 | 141.319 | ||
26 | 2017.02.22 15:58 | t/p | 9 | 0.01 | 141.319 | 140.779 | 141.319 | 1.17 | 110.55 |
27 | 2017.02.22 16:53 | buy | 10 | 0.01 | 141.387 | 140.987 | 141.527 | ||
28 | 2017.02.22 19:07 | s/l | 10 | 0.01 | 140.987 | 140.987 | 141.527 | -3.54 | 107.01 |
29 | 2017.02.22 21:43 | buy | 11 | 0.01 | 141.079 | 140.679 | 141.219 | ||
30 | 2017.02.22 23:36 | modify | 11 | 0.01 | 141.079 | 140.963 | 141.219 | ||
31 | 2017.02.22 23:37 | t/p | 11 | 0.01 | 141.219 | 140.963 | 141.219 | 1.17 | 108.18 |
32 | 2017.02.23 12:04 | buy | 12 | 0.01 | 141.324 | 140.924 | 141.464 | ||
33 | 2017.02.23 12:52 | s/l | 12 | 0.01 | 140.924 | 140.924 | 141.464 | -3.54 | 104.64 |
34 | 2017.02.23 14:02 | buy | 13 | 0.01 | 141.107 | 140.707 | 141.247 | ||
35 | 2017.02.23 15:46 | modify | 13 | 0.01 | 141.107 | 140.990 | 141.247 | ||
36 | 2017.02.23 15:46 | t/p | 13 | 0.01 | 141.247 | 140.990 | 141.247 | 1.17 | 105.81 |
37 | 2017.02.23 15:46 | buy | 14 | 0.01 | 141.297 | 140.897 | 141.437 | ||
38 | 2017.02.23 15:56 | t/p | 14 | 0.01 | 141.437 | 140.897 | 141.437 | 1.17 | 106.98 |
39 | 2017.02.23 15:59 | buy | 15 | 0.01 | 141.309 | 140.909 | 141.449 | ||
40 | 2017.02.23 16:48 | modify | 15 | 0.01 | 141.309 | 141.190 | 141.449 | ||
41 | 2017.02.23 16:48 | t/p | 15 | 0.01 | 141.449 | 141.190 | 141.449 | 1.17 | 108.15 |
42 | 2017.02.23 16:50 | buy | 16 | 0.01 | 141.461 | 141.061 | 141.601 | ||
43 | 2017.02.23 23:11 | modify | 16 | 0.01 | 141.461 | 141.344 | 141.601 | ||
44 | 2017.02.23 23:12 | t/p | 16 | 0.01 | 141.601 | 141.344 | 141.601 | 1.17 | 109.32 |