Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2007.03.01 00:00 - 2007.06.07 00:00 (2007.03.01 - 2007.06.07) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=0.5; TakeProfit=50; StopLoss=50; TrailingStop=55; lefttop=9; first=54; bot=8; second=20; leftbot=16; top=1; secondsel=26; firstsel=39; | ||||
Bars in test | 6668 | Ticks modelled | 259771 | Modelling quality | 90.00% |
Initial deposit | 5000.00 | ||||
Total net profit | 10167.25 | Gross profit | 10747.25 | Gross loss | -580.00 |
Profit factor | 18.53 | Expected payoff | 221.03 | ||
Absolute drawdown | 20.00 | Maximal drawdown | 510.00 (4.10%) | Relative drawdown | 4.10% (510.00) |
Total trades | 46 | Short positions (won %) | 42 (92.86%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 43 (93.48%) | Loss trades (% of total) | 3 (6.52%) | ||
Largest | profit trade | 250.59 | loss trade | -250.00 | |
Average | profit trade | 249.94 | loss trade | -193.33 | |
Maximum | consecutive wins (profit in money) | 29 (7250.74) | consecutive losses (loss in money) | 1 (-250.00) | |
Maximal | consecutive profit (count of wins) | 7250.74 (29) | consecutive loss (count of losses) | -250.00 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.03.01 18:25 | sell | 1 | 0.50 | 1.9602 | 1.9652 | 1.9552 | ||
2 | 2007.03.02 08:59 | t/p | 1 | 0.50 | 1.9552 | 1.9652 | 1.9552 | 250.15 | 5250.15 |
3 | 2007.03.02 12:00 | sell | 2 | 0.50 | 1.9550 | 1.9600 | 1.9500 | ||
4 | 2007.03.02 13:59 | t/p | 2 | 0.50 | 1.9500 | 1.9600 | 1.9500 | 250.00 | 5500.15 |
5 | 2007.03.02 14:00 | sell | 3 | 0.50 | 1.9506 | 1.9556 | 1.9456 | ||
6 | 2007.03.02 14:59 | t/p | 3 | 0.50 | 1.9456 | 1.9556 | 1.9456 | 250.00 | 5750.15 |
7 | 2007.03.02 15:02 | sell | 4 | 0.50 | 1.9482 | 1.9532 | 1.9432 | ||
8 | 2007.03.02 15:59 | t/p | 4 | 0.50 | 1.9432 | 1.9532 | 1.9432 | 250.00 | 6000.15 |
9 | 2007.03.02 16:03 | sell | 5 | 0.50 | 1.9446 | 1.9496 | 1.9396 | ||
10 | 2007.03.05 01:28 | t/p | 5 | 0.50 | 1.9396 | 1.9496 | 1.9396 | 250.15 | 6250.29 |
11 | 2007.03.05 02:11 | sell | 6 | 0.50 | 1.9440 | 1.9490 | 1.9390 | ||
12 | 2007.03.05 02:13 | t/p | 6 | 0.50 | 1.9390 | 1.9490 | 1.9390 | 250.00 | 6500.29 |
13 | 2007.03.05 02:13 | sell | 7 | 0.50 | 1.9433 | 1.9483 | 1.9383 | ||
14 | 2007.03.05 02:14 | t/p | 7 | 0.50 | 1.9383 | 1.9483 | 1.9383 | 250.00 | 6750.29 |
15 | 2007.03.05 02:14 | sell | 8 | 0.50 | 1.9433 | 1.9483 | 1.9383 | ||
16 | 2007.03.05 02:15 | t/p | 8 | 0.50 | 1.9383 | 1.9483 | 1.9383 | 250.00 | 7000.29 |
17 | 2007.03.05 02:15 | sell | 9 | 0.50 | 1.9433 | 1.9483 | 1.9383 | ||
18 | 2007.03.05 02:18 | t/p | 9 | 0.50 | 1.9383 | 1.9483 | 1.9383 | 250.00 | 7250.29 |
19 | 2007.03.05 02:18 | sell | 10 | 0.50 | 1.9433 | 1.9483 | 1.9383 | ||
20 | 2007.03.05 02:19 | t/p | 10 | 0.50 | 1.9383 | 1.9483 | 1.9383 | 250.00 | 7500.29 |
21 | 2007.03.05 02:19 | sell | 11 | 0.50 | 1.9429 | 1.9479 | 1.9379 | ||
22 | 2007.03.05 02:21 | t/p | 11 | 0.50 | 1.9379 | 1.9479 | 1.9379 | 250.00 | 7750.29 |
23 | 2007.03.05 02:21 | sell | 12 | 0.50 | 1.9425 | 1.9475 | 1.9375 | ||
24 | 2007.03.05 02:27 | t/p | 12 | 0.50 | 1.9375 | 1.9475 | 1.9375 | 250.00 | 8000.29 |
25 | 2007.03.05 02:27 | sell | 13 | 0.50 | 1.9411 | 1.9461 | 1.9361 | ||
26 | 2007.03.05 02:28 | t/p | 13 | 0.50 | 1.9361 | 1.9461 | 1.9361 | 250.00 | 8250.29 |
27 | 2007.03.05 02:28 | sell | 14 | 0.50 | 1.9407 | 1.9457 | 1.9357 | ||
28 | 2007.03.05 02:29 | t/p | 14 | 0.50 | 1.9357 | 1.9457 | 1.9357 | 250.00 | 8500.29 |
29 | 2007.03.05 02:29 | sell | 15 | 0.50 | 1.9404 | 1.9454 | 1.9354 | ||
30 | 2007.03.05 02:30 | t/p | 15 | 0.50 | 1.9354 | 1.9454 | 1.9354 | 250.00 | 8750.29 |
31 | 2007.03.05 02:30 | sell | 16 | 0.50 | 1.9401 | 1.9451 | 1.9351 | ||
32 | 2007.03.05 02:31 | t/p | 16 | 0.50 | 1.9351 | 1.9451 | 1.9351 | 250.00 | 9000.29 |
33 | 2007.03.05 02:31 | sell | 17 | 0.50 | 1.9400 | 1.9450 | 1.9350 | ||
34 | 2007.03.05 02:32 | t/p | 17 | 0.50 | 1.9350 | 1.9450 | 1.9350 | 250.00 | 9250.29 |
35 | 2007.03.05 02:32 | sell | 18 | 0.50 | 1.9399 | 1.9449 | 1.9349 | ||
36 | 2007.03.05 02:33 | t/p | 18 | 0.50 | 1.9349 | 1.9449 | 1.9349 | 250.00 | 9500.29 |
37 | 2007.03.05 02:33 | sell | 19 | 0.50 | 1.9400 | 1.9450 | 1.9350 | ||
38 | 2007.03.05 02:34 | t/p | 19 | 0.50 | 1.9350 | 1.9450 | 1.9350 | 250.00 | 9750.29 |
39 | 2007.03.05 02:34 | sell | 20 | 0.50 | 1.9399 | 1.9449 | 1.9349 | ||
40 | 2007.03.05 02:35 | t/p | 20 | 0.50 | 1.9349 | 1.9449 | 1.9349 | 250.00 | 10000.29 |
41 | 2007.03.05 02:35 | sell | 21 | 0.50 | 1.9399 | 1.9449 | 1.9349 | ||
42 | 2007.03.05 02:36 | t/p | 21 | 0.50 | 1.9349 | 1.9449 | 1.9349 | 250.00 | 10250.29 |
43 | 2007.03.05 02:36 | sell | 22 | 0.50 | 1.9397 | 1.9447 | 1.9347 | ||
44 | 2007.03.05 02:38 | t/p | 22 | 0.50 | 1.9347 | 1.9447 | 1.9347 | 250.00 | 10500.29 |
45 | 2007.03.05 02:38 | sell | 23 | 0.50 | 1.9393 | 1.9443 | 1.9343 | ||
46 | 2007.03.05 02:59 | t/p | 23 | 0.50 | 1.9343 | 1.9443 | 1.9343 | 250.00 | 10750.29 |
47 | 2007.03.05 03:03 | sell | 24 | 0.50 | 1.9328 | 1.9378 | 1.9278 | ||
48 | 2007.03.05 03:13 | t/p | 24 | 0.50 | 1.9278 | 1.9378 | 1.9278 | 250.00 | 11000.29 |
49 | 2007.03.05 03:23 | sell | 25 | 0.50 | 1.9321 | 1.9371 | 1.9271 | ||
50 | 2007.03.05 03:59 | t/p | 25 | 0.50 | 1.9271 | 1.9371 | 1.9271 | 250.00 | 11250.29 |
51 | 2007.03.05 04:01 | sell | 26 | 0.50 | 1.9296 | 1.9346 | 1.9246 | ||
52 | 2007.03.05 09:59 | t/p | 26 | 0.50 | 1.9246 | 1.9346 | 1.9246 | 250.00 | 11500.29 |
53 | 2007.03.05 10:00 | sell | 27 | 0.50 | 1.9267 | 1.9317 | 1.9217 | ||
54 | 2007.03.05 12:59 | t/p | 27 | 0.50 | 1.9217 | 1.9317 | 1.9217 | 250.00 | 11750.29 |
55 | 2007.03.05 16:59 | sell | 28 | 0.50 | 1.9243 | 1.9293 | 1.9193 | ||
56 | 2007.03.06 01:00 | t/p | 28 | 0.50 | 1.9193 | 1.9293 | 1.9193 | 250.15 | 12000.44 |
57 | 2007.03.12 17:46 | sell | 29 | 0.50 | 1.9308 | 1.9358 | 1.9258 | ||
58 | 2007.03.14 09:43 | t/p | 29 | 0.50 | 1.9258 | 1.9358 | 1.9258 | 250.29 | 12250.74 |
59 | 2007.03.14 11:23 | sell | 30 | 0.50 | 1.9251 | 1.9301 | 1.9201 | ||
60 | 2007.03.14 17:00 | close | 30 | 0.50 | 1.9293 | 1.9301 | 1.9201 | -210.00 | 12040.74 |
61 | 2007.03.14 17:00 | buy | 31 | 0.50 | 1.9291 | 1.9241 | 1.9341 | ||
62 | 2007.03.14 17:39 | t/p | 31 | 0.50 | 1.9341 | 1.9241 | 1.9341 | 250.00 | 12290.74 |
63 | 2007.03.14 17:39 | buy | 32 | 0.50 | 1.9346 | 1.9296 | 1.9396 | ||
64 | 2007.03.16 05:02 | t/p | 32 | 0.50 | 1.9396 | 1.9296 | 1.9396 | 245.80 | 12536.53 |
65 | 2007.03.23 18:35 | sell | 33 | 0.50 | 1.9626 | 1.9676 | 1.9576 | ||
66 | 2007.03.26 01:38 | t/p | 33 | 0.50 | 1.9576 | 1.9676 | 1.9576 | 250.15 | 12786.68 |
67 | 2007.03.28 19:00 | sell | 34 | 0.50 | 1.9651 | 1.9701 | 1.9601 | ||
68 | 2007.03.30 10:59 | t/p | 34 | 0.50 | 1.9601 | 1.9701 | 1.9601 | 250.59 | 13037.27 |
69 | 2007.03.30 11:04 | sell | 35 | 0.50 | 1.9622 | 1.9672 | 1.9572 | ||
70 | 2007.03.30 11:59 | t/p | 35 | 0.50 | 1.9572 | 1.9672 | 1.9572 | 250.00 | 13287.27 |
71 | 2007.03.30 16:03 | sell | 36 | 0.50 | 1.9591 | 1.9641 | 1.9541 | ||
72 | 2007.03.30 18:00 | close | 36 | 0.50 | 1.9615 | 1.9641 | 1.9541 | -120.00 | 13167.27 |
73 | 2007.03.30 18:58 | buy | 37 | 0.50 | 1.9607 | 1.9557 | 1.9657 | ||
74 | 2007.03.30 18:59 | t/p | 37 | 0.50 | 1.9657 | 1.9557 | 1.9657 | 250.00 | 13417.27 |
75 | 2007.03.30 18:59 | buy | 38 | 0.50 | 1.9686 | 1.9636 | 1.9736 | ||
76 | 2007.04.02 10:36 | t/p | 38 | 0.50 | 1.9736 | 1.9636 | 1.9736 | 248.95 | 13666.22 |
77 | 2007.04.04 10:36 | sell | 39 | 0.50 | 1.9766 | 1.9816 | 1.9716 | ||
78 | 2007.04.05 13:58 | t/p | 39 | 0.50 | 1.9716 | 1.9816 | 1.9716 | 250.44 | 13916.66 |
79 | 2007.04.05 14:20 | sell | 40 | 0.50 | 1.9737 | 1.9787 | 1.9687 | ||
80 | 2007.04.05 15:13 | t/p | 40 | 0.50 | 1.9687 | 1.9787 | 1.9687 | 250.00 | 14166.66 |
81 | 2007.04.05 16:21 | sell | 41 | 0.50 | 1.9706 | 1.9756 | 1.9656 | ||
82 | 2007.04.06 15:30 | t/p | 41 | 0.50 | 1.9656 | 1.9756 | 1.9656 | 250.15 | 14416.81 |
83 | 2007.04.19 15:36 | sell | 42 | 0.50 | 2.0028 | 2.0078 | 1.9978 | ||
84 | 2007.04.23 09:48 | t/p | 42 | 0.50 | 1.9978 | 2.0078 | 1.9978 | 250.29 | 14667.10 |
85 | 2007.04.23 10:30 | sell | 43 | 0.50 | 2.0018 | 2.0068 | 1.9968 | ||
86 | 2007.04.24 05:23 | t/p | 43 | 0.50 | 1.9968 | 2.0068 | 1.9968 | 250.15 | 14917.25 |
87 | 2007.04.30 12:54 | sell | 44 | 0.50 | 1.9925 | 1.9975 | 1.9875 | ||
88 | 2007.04.30 17:35 | s/l | 44 | 0.50 | 1.9975 | 1.9975 | 1.9875 | -250.00 | 14667.25 |
89 | 2007.05.02 11:44 | sell | 45 | 0.50 | 1.9950 | 2.0000 | 1.9900 | ||
90 | 2007.05.02 13:57 | t/p | 45 | 0.50 | 1.9900 | 2.0000 | 1.9900 | 250.00 | 14917.25 |
91 | 2007.05.10 14:04 | sell | 46 | 0.50 | 1.9904 | 1.9954 | 1.9854 | ||
92 | 2007.05.10 15:51 | t/p | 46 | 0.50 | 1.9854 | 1.9954 | 1.9854 | 250.00 | 15167.25 |