Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2007.01.01 23:00 - 2007.03.02 00:00 (2007.01.01 - 2007.02.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | x_magicNumber=1234; x_numberOfLots=2; x_slippage=3; x_stopLoss=50; x_3rdTFCloseConfirmation=false; x_moneyManagement=true; x_risk=10; x_minimalHASSizeForEntry=5; x_exitByPriceBreak=false; x_priceBreakPips=3; | ||||
Bars in test | 3054 | Ticks modelled | 252390 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 5243.40 | Gross profit | 11480.60 | Gross loss | -6237.20 |
Profit factor | 1.84 | Expected payoff | 145.65 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 2249.95 (12.88%) | Relative drawdown | 12.88% (2249.95) |
Total trades | 36 | Short positions (won %) | 18 (27.78%) | Long positions (won %) | 18 (44.44%) |
Profit trades (% of total) | 13 (36.11%) | Loss trades (% of total) | 23 (63.89%) | ||
Largest | profit trade | 2951.60 | loss trade | -500.00 | |
Average | profit trade | 883.12 | loss trade | -271.18 | |
Maximum | consecutive wins (profit in money) | 3 (4819.70) | consecutive losses (loss in money) | 4 (-1619.60) | |
Maximal | consecutive profit (count of wins) | 4819.70 (3) | consecutive loss (count of losses) | -1619.60 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.01 23:00 | buy | 1 | 1.00 | 1.9618 | 1.9568 | 0.0000 | ||
2 | 2007.01.03 06:00 | close | 1 | 1.00 | 1.9717 | 1.9568 | 0.0000 | 987.70 | 10987.70 |
3 | 2007.01.03 07:00 | sell | 2 | 1.00 | 1.9725 | 1.9775 | 0.0000 | ||
4 | 2007.01.05 08:00 | close | 2 | 1.00 | 1.9430 | 1.9775 | 0.0000 | 2951.60 | 13939.30 |
5 | 2007.01.05 11:30 | sell | 3 | 1.00 | 1.9397 | 1.9447 | 0.0000 | ||
6 | 2007.01.08 06:00 | close | 3 | 1.00 | 1.9309 | 1.9447 | 0.0000 | 880.40 | 14819.70 |
7 | 2007.01.08 06:30 | buy | 4 | 1.00 | 1.9317 | 1.9267 | 0.0000 | ||
8 | 2007.01.08 14:00 | close | 4 | 1.00 | 1.9287 | 1.9267 | 0.0000 | -300.00 | 14519.70 |
9 | 2007.01.08 14:00 | sell | 5 | 1.00 | 1.9287 | 1.9337 | 0.0000 | ||
10 | 2007.01.08 14:56 | s/l | 5 | 1.00 | 1.9337 | 1.9337 | 0.0000 | -500.00 | 14019.70 |
11 | 2007.01.08 15:00 | buy | 6 | 1.00 | 1.9344 | 1.9294 | 0.0000 | ||
12 | 2007.01.09 13:00 | close | 6 | 1.00 | 1.9409 | 1.9294 | 0.0000 | 648.85 | 14668.55 |
13 | 2007.01.09 13:00 | sell | 7 | 1.00 | 1.9409 | 1.9459 | 0.0000 | ||
14 | 2007.01.09 13:30 | close | 7 | 1.00 | 1.9434 | 1.9459 | 0.0000 | -250.00 | 14418.55 |
15 | 2007.01.09 13:30 | buy | 8 | 1.00 | 1.9434 | 1.9384 | 0.0000 | ||
16 | 2007.01.09 14:30 | close | 8 | 1.00 | 1.9409 | 1.9384 | 0.0000 | -250.00 | 14168.55 |
17 | 2007.01.09 14:30 | sell | 9 | 1.00 | 1.9409 | 1.9459 | 0.0000 | ||
18 | 2007.01.10 07:00 | close | 9 | 1.00 | 1.9397 | 1.9459 | 0.0000 | 120.40 | 14288.95 |
19 | 2007.01.10 07:00 | buy | 10 | 1.00 | 1.9397 | 1.9347 | 0.0000 | ||
20 | 2007.01.10 13:00 | close | 10 | 1.00 | 1.9376 | 1.9347 | 0.0000 | -210.00 | 14078.95 |
21 | 2007.01.10 15:30 | sell | 11 | 1.00 | 1.9326 | 1.9376 | 0.0000 | ||
22 | 2007.01.11 07:00 | close | 11 | 1.00 | 1.9351 | 1.9376 | 0.0000 | -248.80 | 13830.15 |
23 | 2007.01.11 09:00 | buy | 12 | 1.00 | 1.9354 | 1.9304 | 0.0000 | ||
24 | 2007.01.16 00:30 | close | 12 | 1.00 | 1.9625 | 1.9304 | 0.0000 | 2706.55 | 16536.70 |
25 | 2007.01.16 00:30 | sell | 13 | 1.00 | 1.9625 | 1.9675 | 0.0000 | ||
26 | 2007.01.16 03:00 | close | 13 | 1.00 | 1.9645 | 1.9675 | 0.0000 | -200.00 | 16336.70 |
27 | 2007.01.16 04:00 | buy | 14 | 1.00 | 1.9650 | 1.9600 | 0.0000 | ||
28 | 2007.01.16 15:00 | close | 14 | 1.00 | 1.9614 | 1.9600 | 0.0000 | -360.00 | 15976.70 |
29 | 2007.01.16 15:00 | sell | 15 | 1.00 | 1.9614 | 1.9664 | 0.0000 | ||
30 | 2007.01.17 06:30 | close | 15 | 1.00 | 1.9634 | 1.9664 | 0.0000 | -199.60 | 15777.10 |
31 | 2007.01.17 06:30 | buy | 16 | 1.00 | 1.9634 | 1.9584 | 0.0000 | ||
32 | 2007.01.18 11:30 | close | 16 | 1.00 | 1.9714 | 1.9584 | 0.0000 | 796.55 | 16573.65 |
33 | 2007.01.18 11:30 | sell | 17 | 1.00 | 1.9714 | 1.9764 | 0.0000 | ||
34 | 2007.01.18 16:00 | close | 17 | 1.00 | 1.9725 | 1.9764 | 0.0000 | -110.00 | 16463.65 |
35 | 2007.01.18 19:30 | buy | 18 | 1.00 | 1.9734 | 1.9684 | 0.0000 | ||
36 | 2007.01.19 09:30 | close | 18 | 1.00 | 1.9737 | 1.9684 | 0.0000 | 28.85 | 16492.50 |
37 | 2007.01.19 09:30 | sell | 19 | 1.00 | 1.9737 | 1.9787 | 0.0000 | ||
38 | 2007.01.19 17:00 | close | 19 | 1.00 | 1.9761 | 1.9787 | 0.0000 | -240.00 | 16252.50 |
39 | 2007.01.19 17:00 | buy | 20 | 1.00 | 1.9761 | 1.9711 | 0.0000 | ||
40 | 2007.01.19 20:00 | close | 20 | 1.00 | 1.9733 | 1.9711 | 0.0000 | -280.00 | 15972.50 |
41 | 2007.01.19 20:00 | sell | 21 | 1.00 | 1.9733 | 1.9783 | 0.0000 | ||
42 | 2007.01.22 01:00 | close | 21 | 1.00 | 1.9747 | 1.9783 | 0.0000 | -139.60 | 15832.90 |
43 | 2007.01.22 02:30 | buy | 22 | 1.00 | 1.9755 | 1.9705 | 0.0000 | ||
44 | 2007.01.22 10:00 | close | 22 | 1.00 | 1.9720 | 1.9705 | 0.0000 | -350.00 | 15482.90 |
45 | 2007.01.22 12:30 | buy | 23 | 1.00 | 1.9760 | 1.9710 | 0.0000 | ||
46 | 2007.01.23 19:00 | close | 23 | 1.00 | 1.9827 | 1.9710 | 0.0000 | 668.85 | 16151.75 |
47 | 2007.01.23 19:30 | sell | 24 | 1.00 | 1.9825 | 1.9875 | 0.0000 | ||
48 | 2007.01.25 08:00 | close | 24 | 1.00 | 1.9694 | 1.9875 | 0.0000 | 1311.60 | 17463.35 |
49 | 2007.01.25 08:30 | buy | 25 | 1.00 | 1.9735 | 1.9685 | 0.0000 | ||
50 | 2007.01.25 09:06 | s/l | 25 | 1.00 | 1.9685 | 1.9685 | 0.0000 | -500.00 | 16963.35 |
51 | 2007.01.25 11:00 | buy | 26 | 1.00 | 1.9714 | 1.9664 | 0.0000 | ||
52 | 2007.01.25 19:00 | close | 26 | 1.00 | 1.9682 | 1.9664 | 0.0000 | -320.00 | 16643.35 |
53 | 2007.01.25 19:30 | sell | 27 | 1.00 | 1.9646 | 1.9696 | 0.0000 | ||
54 | 2007.01.26 07:30 | close | 27 | 1.00 | 1.9676 | 1.9696 | 0.0000 | -299.60 | 16343.75 |
55 | 2007.01.26 07:30 | buy | 28 | 1.00 | 1.9676 | 1.9626 | 0.0000 | ||
56 | 2007.01.26 08:15 | s/l | 28 | 1.00 | 1.9626 | 1.9626 | 0.0000 | -500.00 | 15843.75 |
57 | 2007.01.26 08:30 | sell | 29 | 1.00 | 1.9619 | 1.9669 | 0.0000 | ||
58 | 2007.01.29 00:00 | close | 29 | 1.00 | 1.9614 | 1.9669 | 0.0000 | 50.40 | 15894.15 |
59 | 2007.01.29 01:30 | sell | 30 | 1.00 | 1.9572 | 1.9622 | 0.0000 | ||
60 | 2007.01.29 08:00 | close | 30 | 1.00 | 1.9602 | 1.9622 | 0.0000 | -300.00 | 15594.15 |
61 | 2007.01.29 08:00 | buy | 31 | 1.00 | 1.9602 | 1.9552 | 0.0000 | ||
62 | 2007.01.29 09:00 | close | 31 | 1.00 | 1.9579 | 1.9552 | 0.0000 | -230.00 | 15364.15 |
63 | 2007.01.29 09:00 | sell | 32 | 1.00 | 1.9579 | 1.9629 | 0.0000 | ||
64 | 2007.01.29 16:30 | close | 32 | 1.00 | 1.9588 | 1.9629 | 0.0000 | -90.00 | 15274.15 |
65 | 2007.01.29 17:00 | buy | 33 | 1.00 | 1.9595 | 1.9545 | 0.0000 | ||
66 | 2007.01.30 14:00 | close | 33 | 1.00 | 1.9625 | 1.9545 | 0.0000 | 298.85 | 15573.00 |
67 | 2007.01.30 16:00 | sell | 34 | 1.00 | 1.9611 | 1.9661 | 0.0000 | ||
68 | 2007.01.31 04:00 | close | 34 | 1.00 | 1.9636 | 1.9661 | 0.0000 | -249.60 | 15323.40 |
69 | 2007.01.31 06:00 | sell | 35 | 1.00 | 1.9617 | 1.9667 | 0.0000 | ||
70 | 2007.01.31 16:30 | close | 35 | 1.00 | 1.9628 | 1.9667 | 0.0000 | -110.00 | 15213.40 |
71 | 2007.01.31 16:30 | buy | 36 | 1.00 | 1.9628 | 1.9578 | 0.0000 | ||
72 | 2007.01.31 23:59 | close at stop | 36 | 1.00 | 1.9631 | 1.9578 | 0.0000 | 30.00 | 15243.40 |