Symbol | GBPUSDFXF (Great Britan Pound vs US Dollar) | ||||
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 | 420937 | Modelling quality | 89.71% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 10.33 | Gross profit | 30.88 | Gross loss | -20.55 |
Profit factor | 1.50 | Expected payoff | 1.48 | ||
Absolute drawdown | 15.74 | Maximal drawdown | 20.64 (2.05%) | Relative drawdown | 2.05% (20.64) |
Total trades | 7 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
Largest | profit trade | 9.41 | loss trade | -7.65 | |
Average | profit trade | 7.72 | loss trade | -6.85 | |
Maximum | consecutive wins (profit in money) | 3 (23.37) | consecutive losses (loss in money) | 2 (-12.90) | |
Maximal | consecutive profit (count of wins) | 23.37 (3) | consecutive loss (count of losses) | -12.90 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 16:00 | sell | 1 | 0.01 | 1.6165 | 1.6241 | 1.6089 | ||
2 | 2009.09.02 12:11 | s/l | 1 | 0.01 | 1.6241 | 1.6241 | 1.6089 | -7.65 | 992.35 |
3 | 2009.09.02 20:00 | buy | 2 | 0.01 | 1.6281 | 1.6206 | 1.6356 | ||
4 | 2009.09.03 08:42 | t/p | 2 | 0.01 | 1.6356 | 1.6206 | 1.6356 | 7.51 | 999.86 |
5 | 2009.09.08 13:24 | buy stop | 3 | 0.01 | 1.6586 | 1.6530 | 1.6642 | ||
6 | 2009.09.08 15:59 | expiration | 3 | 0.01 | 1.6586 | 1.6530 | 1.6642 | ||
7 | 2009.09.14 08:00 | sell | 4 | 0.01 | 1.6556 | 1.6616 | 1.6496 | ||
8 | 2009.09.14 14:47 | s/l | 4 | 0.01 | 1.6616 | 1.6616 | 1.6496 | -6.00 | 993.86 |
9 | 2009.09.17 12:00 | buy | 5 | 0.01 | 1.6521 | 1.6452 | 1.6590 | ||
10 | 2009.09.17 17:05 | s/l | 5 | 0.01 | 1.6452 | 1.6452 | 1.6590 | -6.90 | 986.96 |
11 | 2009.09.17 20:00 | sell | 6 | 0.01 | 1.6430 | 1.6501 | 1.6359 | ||
12 | 2009.09.18 06:30 | t/p | 6 | 0.01 | 1.6359 | 1.6501 | 1.6359 | 7.05 | 994.01 |
13 | 2009.09.22 12:00 | buy | 7 | 0.01 | 1.6341 | 1.6273 | 1.6410 | ||
14 | 2009.09.23 04:51 | t/p | 7 | 0.01 | 1.6410 | 1.6273 | 1.6410 | 6.91 | 1000.92 |
15 | 2009.09.29 16:00 | buy | 8 | 0.01 | 1.5925 | 1.5831 | 1.6019 | ||
16 | 2009.09.30 02:31 | t/p | 8 | 0.01 | 1.6019 | 1.5831 | 1.6019 | 9.41 | 1010.33 |