Symbol | GBPJPYFXF (Great Britan Pound vs Japanise Yen) | ||||
Period | 4 Hours (H4) 2009.09.01 00:00 - 2009.09.30 20:00 (2009.09.01 - 2009.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=20090722; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="All"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=0; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.01; Lots2=0.01; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=10; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; | ||||
Bars in test | 1137 | Ticks modelled | 662930 | Modelling quality | 87.94% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -22.51 | Gross profit | 47.21 | Gross loss | -69.73 |
Profit factor | 0.68 | Expected payoff | -1.61 | ||
Absolute drawdown | 22.51 | Maximal drawdown | 37.93 (3.74%) | Relative drawdown | 3.74% (37.93) |
Total trades | 14 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 7 (28.57%) |
Profit trades (% of total) | 5 (35.71%) | Loss trades (% of total) | 9 (64.29%) | ||
Largest | profit trade | 11.13 | loss trade | -9.58 | |
Average | profit trade | 9.44 | loss trade | -7.75 | |
Maximum | consecutive wins (profit in money) | 2 (21.69) | consecutive losses (loss in money) | 4 (-29.14) | |
Maximal | consecutive profit (count of wins) | 21.69 (2) | consecutive loss (count of losses) | -29.14 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 08:00 | buy | 1 | 0.01 | 152.68 | 151.81 | 153.55 | ||
2 | 2009.09.01 08:27 | s/l | 1 | 0.01 | 151.81 | 151.81 | 153.55 | -9.58 | 990.42 |
3 | 2009.09.01 16:00 | sell | 2 | 0.01 | 150.47 | 151.44 | 149.51 | ||
4 | 2009.09.01 23:36 | t/p | 2 | 0.01 | 149.51 | 151.44 | 149.51 | 10.56 | 1000.98 |
5 | 2009.09.03 12:00 | buy | 3 | 0.01 | 151.55 | 150.54 | 152.56 | ||
6 | 2009.09.04 12:35 | t/p | 3 | 0.01 | 152.56 | 150.54 | 152.56 | 11.13 | 1012.11 |
7 | 2009.09.08 04:00 | sell | 4 | 0.01 | 151.72 | 152.45 | 150.99 | ||
8 | 2009.09.08 08:33 | s/l | 4 | 0.01 | 152.45 | 152.45 | 150.99 | -8.02 | 1004.09 |
9 | 2009.09.08 16:00 | buy | 5 | 0.01 | 152.34 | 151.65 | 153.03 | ||
10 | 2009.09.09 14:03 | s/l | 5 | 0.01 | 151.65 | 151.65 | 153.03 | -7.59 | 996.50 |
11 | 2009.09.11 12:00 | sell | 6 | 0.01 | 151.81 | 152.49 | 151.13 | ||
12 | 2009.09.11 14:13 | t/p | 6 | 0.01 | 151.13 | 152.49 | 151.13 | 7.48 | 1003.98 |
13 | 2009.09.15 08:00 | buy | 7 | 0.01 | 151.34 | 150.67 | 152.01 | ||
14 | 2009.09.15 09:25 | s/l | 7 | 0.01 | 150.67 | 150.67 | 152.01 | -7.37 | 996.61 |
15 | 2009.09.15 16:00 | sell | 8 | 0.01 | 149.46 | 150.19 | 148.73 | ||
16 | 2009.09.15 17:55 | s/l | 8 | 0.01 | 150.19 | 150.19 | 148.73 | -8.03 | 988.58 |
17 | 2009.09.17 08:00 | buy | 9 | 0.01 | 149.99 | 149.21 | 150.77 | ||
18 | 2009.09.17 11:16 | t/p | 9 | 0.01 | 150.77 | 149.21 | 150.77 | 8.58 | 997.16 |
19 | 2009.09.18 04:00 | sell | 10 | 0.01 | 149.46 | 150.32 | 148.60 | ||
20 | 2009.09.18 14:48 | t/p | 10 | 0.01 | 148.60 | 150.32 | 148.60 | 9.46 | 1006.62 |
21 | 2009.09.21 20:00 | buy | 11 | 0.01 | 149.29 | 148.60 | 149.98 | ||
22 | 2009.09.22 07:35 | s/l | 11 | 0.01 | 148.60 | 148.60 | 149.98 | -7.57 | 999.06 |
23 | 2009.09.22 08:00 | sell | 12 | 0.01 | 148.65 | 149.34 | 147.96 | ||
24 | 2009.09.22 08:31 | s/l | 12 | 0.01 | 149.34 | 149.34 | 147.96 | -7.59 | 991.47 |
25 | 2009.09.22 16:00 | buy | 13 | 0.01 | 149.27 | 148.62 | 149.92 | ||
26 | 2009.09.22 23:20 | s/l | 13 | 0.01 | 148.62 | 148.62 | 149.92 | -7.16 | 984.31 |
27 | 2009.09.23 00:00 | sell | 14 | 0.01 | 148.61 | 149.23 | 147.99 | ||
28 | 2009.09.23 08:30 | s/l | 14 | 0.01 | 149.23 | 149.23 | 147.99 | -6.82 | 977.49 |