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=30; 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 | 3.46 | Gross profit | 10.53 | Gross loss | -7.07 |
Profit factor | 1.49 | Expected payoff | 0.31 | ||
Absolute drawdown | 3.02 | Maximal drawdown | 8.43 (7.78%) | Relative drawdown | 7.78% (8.43) |
Total trades | 11 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
Largest | profit trade | 1.17 | loss trade | -3.54 | |
Average | profit trade | 1.17 | loss trade | -3.54 | |
Maximum | consecutive wins (profit in money) | 7 (8.19) | consecutive losses (loss in money) | 1 (-3.54) | |
Maximal | consecutive profit (count of wins) | 8.19 (7) | consecutive loss (count of losses) | -3.54 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.02.20 09:00 | buy | 1 | 0.01 | 141.162 | 140.762 | 141.302 | ||
2 | 2017.02.20 23:56 | modify | 1 | 0.01 | 141.162 | 141.044 | 141.302 | ||
3 | 2017.02.20 23:56 | t/p | 1 | 0.01 | 141.302 | 141.044 | 141.302 | 1.17 | 101.17 |
4 | 2017.02.21 07:36 | sell | 2 | 0.01 | 141.039 | 141.439 | 140.899 | ||
5 | 2017.02.21 08:28 | modify | 2 | 0.01 | 141.039 | 141.157 | 140.899 | ||
6 | 2017.02.21 08:28 | t/p | 2 | 0.01 | 140.899 | 141.157 | 140.899 | 1.17 | 102.34 |
7 | 2017.02.21 10:59 | sell | 3 | 0.01 | 141.090 | 141.490 | 140.950 | ||
8 | 2017.02.21 12:09 | modify | 3 | 0.01 | 141.090 | 141.208 | 140.950 | ||
9 | 2017.02.21 12:24 | t/p | 3 | 0.01 | 140.950 | 141.208 | 140.950 | 1.17 | 103.51 |
10 | 2017.02.21 15:48 | buy | 4 | 0.01 | 141.501 | 141.101 | 141.641 | ||
11 | 2017.02.21 15:54 | modify | 4 | 0.01 | 141.501 | 141.382 | 141.641 | ||
12 | 2017.02.21 15:54 | t/p | 4 | 0.01 | 141.641 | 141.382 | 141.641 | 1.17 | 104.68 |
13 | 2017.02.22 08:51 | sell | 5 | 0.01 | 141.309 | 141.709 | 141.169 | ||
14 | 2017.02.22 08:54 | t/p | 5 | 0.01 | 141.169 | 141.709 | 141.169 | 1.17 | 105.85 |
15 | 2017.02.22 09:36 | sell | 6 | 0.01 | 140.926 | 141.326 | 140.786 | ||
16 | 2017.02.22 09:37 | modify | 6 | 0.01 | 140.926 | 141.044 | 140.786 | ||
17 | 2017.02.22 09:40 | t/p | 6 | 0.01 | 140.786 | 141.044 | 140.786 | 1.17 | 107.02 |
18 | 2017.02.22 09:50 | sell | 7 | 0.01 | 140.908 | 141.308 | 140.768 | ||
19 | 2017.02.22 09:59 | modify | 7 | 0.01 | 140.908 | 141.020 | 140.768 | ||
20 | 2017.02.22 09:59 | t/p | 7 | 0.01 | 140.768 | 141.020 | 140.768 | 1.17 | 108.19 |
21 | 2017.02.22 11:46 | sell | 8 | 0.01 | 140.530 | 140.930 | 140.390 | ||
22 | 2017.02.22 14:31 | s/l | 8 | 0.01 | 140.930 | 140.930 | 140.390 | -3.53 | 104.66 |
23 | 2017.02.22 15:42 | buy | 9 | 0.01 | 141.320 | 140.920 | 141.460 | ||
24 | 2017.02.22 15:46 | modify | 9 | 0.01 | 141.320 | 141.201 | 141.460 | ||
25 | 2017.02.22 15:46 | t/p | 9 | 0.01 | 141.460 | 141.201 | 141.460 | 1.17 | 105.83 |
26 | 2017.02.22 15:49 | buy | 10 | 0.01 | 141.314 | 140.914 | 141.454 | ||
27 | 2017.02.22 19:09 | s/l | 10 | 0.01 | 140.914 | 140.914 | 141.454 | -3.54 | 102.29 |
28 | 2017.02.23 15:56 | buy | 11 | 0.01 | 141.434 | 141.034 | 141.574 | ||
29 | 2017.02.23 23:09 | t/p | 11 | 0.01 | 141.574 | 141.034 | 141.574 | 1.17 | 103.46 |