Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.11.27 20:00 (2009.01.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=11; 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; CustomTP1=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="Mon,Tue,Wed,Thu,Fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="00:00,04:00,12:00,16:00,20:00"; TradeTimeTue="00:00,04:00,12:00,16:00,20:00"; TradeTimeWed="16:00,20:00"; TradeTimeThu="16:00,20:00"; TradeTimeFri="16:00,20:00"; 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=1; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=1; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=0; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=0; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; | ||||
Bars in test | 2417 | Ticks modelled | 11679595 | Modelling quality | n/a |
Mismatched charts errors | 496 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -279.47 | Gross profit | 8562.68 | Gross loss | -8842.15 |
Profit factor | 0.97 | Expected payoff | -5.18 | ||
Absolute drawdown | 632.27 | Maximal drawdown | 3092.17 (24.82%) | Relative drawdown | 24.82% (3092.17) |
Total trades | 54 | Short positions (won %) | 32 (46.88%) | Long positions (won %) | 22 (54.55%) |
Profit trades (% of total) | 27 (50.00%) | Loss trades (% of total) | 27 (50.00%) | ||
Largest | profit trade | 351.69 | loss trade | -361.11 | |
Average | profit trade | 317.14 | loss trade | -327.49 | |
Maximum | consecutive wins (profit in money) | 5 (1663.71) | consecutive losses (loss in money) | 4 (-1223.45) | |
Maximal | consecutive profit (count of wins) | 1663.71 (5) | consecutive loss (count of losses) | -1223.45 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 20:00 | sell | 1 | 0.24 | 1.4460 | 1.4585 | 1.4335 | ||
2 | 2009.01.05 18:13 | s/l | 1 | 0.24 | 1.4585 | 1.4585 | 1.4335 | -300.51 | 9699.49 |
3 | 2009.01.05 20:00 | buy | 2 | 0.23 | 1.4620 | 1.4497 | 1.4743 | ||
4 | 2009.01.06 18:23 | t/p | 2 | 0.23 | 1.4743 | 1.4497 | 1.4743 | 282.92 | 9982.41 |
5 | 2009.01.19 16:00 | sell | 3 | 0.22 | 1.4538 | 1.4672 | 1.4404 | ||
6 | 2009.01.20 00:09 | t/p | 3 | 0.22 | 1.4404 | 1.4672 | 1.4404 | 294.33 | 10276.74 |
7 | 2009.01.26 20:00 | buy | 4 | 0.18 | 1.3931 | 1.3766 | 1.4096 | ||
8 | 2009.01.27 09:20 | t/p | 4 | 0.18 | 1.4096 | 1.3766 | 1.4096 | 297.02 | 10573.76 |
9 | 2009.02.02 16:00 | sell | 5 | 0.23 | 1.4110 | 1.4244 | 1.3976 | ||
10 | 2009.02.02 19:02 | s/l | 5 | 0.23 | 1.4244 | 1.4244 | 1.3976 | -308.20 | 10265.56 |
11 | 2009.02.10 20:00 | sell | 6 | 0.25 | 1.4617 | 1.4738 | 1.4496 | ||
12 | 2009.02.10 21:00 | t/p | 6 | 0.25 | 1.4496 | 1.4738 | 1.4496 | 302.50 | 10568.06 |
13 | 2009.02.20 20:00 | buy stop | 7 | 0.30 | 1.4483 | 1.4380 | 1.4586 | ||
14 | 2009.02.20 23:59 | expiration | 7 | 0.30 | 1.4483 | 1.4380 | 1.4586 | ||
15 | 2009.02.25 20:00 | sell | 8 | 0.27 | 1.4216 | 1.4333 | 1.4099 | ||
16 | 2009.02.26 14:51 | s/l | 8 | 0.27 | 1.4333 | 1.4333 | 1.4099 | -317.62 | 10250.44 |
17 | 2009.03.04 20:00 | buy | 9 | 0.31 | 1.4132 | 1.4033 | 1.4231 | ||
18 | 2009.03.05 10:33 | t/p | 9 | 0.31 | 1.4231 | 1.4033 | 1.4231 | 306.98 | 10557.42 |
19 | 2009.03.09 04:00 | sell | 10 | 0.38 | 1.4129 | 1.4213 | 1.4045 | ||
20 | 2009.03.09 09:07 | t/p | 10 | 0.38 | 1.4045 | 1.4213 | 1.4045 | 319.20 | 10876.62 |
21 | 2009.03.12 16:00 | sell | 11 | 0.29 | 1.3714 | 1.3827 | 1.3601 | ||
22 | 2009.03.12 17:38 | s/l | 11 | 0.29 | 1.3827 | 1.3827 | 1.3601 | -327.70 | 10548.92 |
23 | 2009.03.17 20:00 | sell | 12 | 0.31 | 1.4032 | 1.4132 | 1.3932 | ||
24 | 2009.03.18 10:46 | t/p | 12 | 0.31 | 1.3932 | 1.4132 | 1.3932 | 309.34 | 10858.26 |
25 | 2009.03.31 20:00 | buy | 13 | 0.38 | 1.43292 | 1.4244 | 1.4414 | ||
26 | 2009.04.01 13:35 | t/p | 13 | 0.38 | 1.4414 | 1.4244 | 1.4414 | 322.27 | 11180.54 |
27 | 2009.04.07 04:00 | sell | 14 | 0.38 | 1.47027 | 1.4791 | 1.4615 | ||
28 | 2009.04.07 11:42 | t/p | 14 | 0.38 | 1.4615 | 1.4791 | 1.4615 | 333.26 | 11513.80 |
29 | 2009.04.13 12:00 | buy | 15 | 0.53 | 1.46965 | 1.4632 | 1.4762 | ||
30 | 2009.04.13 14:05 | t/p | 15 | 0.53 | 1.4762 | 1.4632 | 1.4762 | 347.15 | 11860.95 |
31 | 2009.04.16 20:00 | sell | 16 | 0.43 | 1.4895 | 1.4977 | 1.4813 | ||
32 | 2009.04.17 08:07 | t/p | 16 | 0.43 | 1.4813 | 1.4977 | 1.4813 | 351.69 | 12212.64 |
33 | 2009.04.23 20:00 | buy | 17 | 0.39 | 1.46786 | 1.4586 | 1.4772 | ||
34 | 2009.04.24 13:43 | s/l | 17 | 0.39 | 1.4586 | 1.4586 | 1.4772 | -361.11 | 11851.53 |
35 | 2009.04.27 12:00 | sell | 18 | 0.36 | 1.45526 | 1.4650 | 1.4456 | ||
36 | 2009.04.27 16:43 | s/l | 18 | 0.36 | 1.4650 | 1.4650 | 1.4456 | -350.64 | 11500.89 |
37 | 2009.04.28 20:00 | buy | 19 | 0.40 | 1.46021 | 1.4515 | 1.4689 | ||
38 | 2009.04.29 05:14 | t/p | 19 | 0.40 | 1.4689 | 1.4515 | 1.4689 | 347.64 | 11848.53 |
39 | 2009.05.08 20:00 | buy | 20 | 0.41 | 1.51725 | 1.5087 | 1.5259 | ||
40 | 2009.05.11 11:39 | s/l | 20 | 0.41 | 1.5087 | 1.5087 | 1.5259 | -350.51 | 11498.01 |
41 | 2009.05.13 20:00 | sell | 21 | 0.37 | 1.51534 | 1.5245 | 1.5061 | ||
42 | 2009.05.14 20:39 | s/l | 21 | 0.37 | 1.5245 | 1.5245 | 1.5061 | -341.28 | 11156.74 |
43 | 2009.05.18 04:00 | sell | 22 | 0.44 | 1.51316 | 1.5207 | 1.5057 | ||
44 | 2009.05.18 10:18 | s/l | 22 | 0.44 | 1.5207 | 1.5207 | 1.5057 | -331.76 | 10824.98 |
45 | 2009.05.18 16:00 | buy | 23 | 0.40 | 1.52917 | 1.5212 | 1.5372 | ||
46 | 2009.05.19 08:32 | t/p | 23 | 0.40 | 1.5372 | 1.5212 | 1.5372 | 321.24 | 11146.21 |
47 | 2009.05.26 16:00 | sell | 24 | 0.35 | 1.58736 | 1.5968 | 1.5780 | ||
48 | 2009.05.26 16:41 | s/l | 24 | 0.35 | 1.5968 | 1.5968 | 1.5780 | -330.40 | 10815.81 |
49 | 2009.05.26 20:00 | buy | 25 | 0.39 | 1.59485 | 1.5865 | 1.6033 | ||
50 | 2009.05.27 12:38 | t/p | 25 | 0.39 | 1.6033 | 1.5865 | 1.6033 | 329.58 | 11145.39 |
51 | 2009.06.16 16:00 | buy | 26 | 0.31 | 1.63837 | 1.6279 | 1.6489 | ||
52 | 2009.06.17 11:15 | s/l | 26 | 0.31 | 1.6279 | 1.6279 | 1.6489 | -324.54 | 10820.85 |
53 | 2009.06.17 16:00 | sell | 27 | 0.30 | 1.6259 | 1.6367 | 1.6151 | ||
54 | 2009.06.17 20:03 | s/l | 27 | 0.30 | 1.6367 | 1.6367 | 1.6151 | -324.00 | 10496.85 |
55 | 2009.06.22 20:00 | sell | 28 | 0.31 | 1.63577 | 1.6458 | 1.6258 | ||
56 | 2009.06.23 08:00 | t/p | 28 | 0.31 | 1.6258 | 1.6458 | 1.6258 | 308.41 | 10805.26 |
57 | 2009.07.09 16:00 | buy | 29 | 0.36 | 1.62149 | 1.6127 | 1.6303 | ||
58 | 2009.07.09 17:45 | t/p | 29 | 0.36 | 1.6303 | 1.6127 | 1.6303 | 317.16 | 11122.42 |
59 | 2009.07.13 00:00 | sell | 30 | 0.42 | 1.61828 | 1.6262 | 1.6104 | ||
60 | 2009.07.13 07:56 | t/p | 30 | 0.42 | 1.6104 | 1.6262 | 1.6104 | 330.96 | 11453.38 |
61 | 2009.07.14 04:00 | buy | 31 | 0.42 | 1.62538 | 1.6174 | 1.6334 | ||
62 | 2009.07.14 12:20 | t/p | 31 | 0.42 | 1.6334 | 1.6174 | 1.6334 | 336.84 | 11790.22 |
63 | 2009.07.24 16:00 | sell | 32 | 0.46 | 1.64306 | 1.6507 | 1.6355 | ||
64 | 2009.07.27 08:39 | s/l | 32 | 0.46 | 1.6507 | 1.6507 | 1.6355 | -352.42 | 11437.81 |
65 | 2009.07.27 16:00 | buy | 33 | 0.48 | 1.64917 | 1.6421 | 1.6563 | ||
66 | 2009.07.28 17:13 | s/l | 33 | 0.48 | 1.6421 | 1.6421 | 1.6563 | -339.32 | 11098.49 |
67 | 2009.07.28 20:00 | sell | 34 | 0.51 | 1.64166 | 1.6482 | 1.6352 | ||
68 | 2009.07.29 11:14 | t/p | 34 | 0.51 | 1.6352 | 1.6482 | 1.6352 | 328.38 | 11426.87 |
69 | 2009.08.06 20:00 | sell | 35 | 0.46 | 1.6761 | 1.6835 | 1.6687 | ||
70 | 2009.08.07 14:31 | s/l | 35 | 0.46 | 1.6835 | 1.6835 | 1.6687 | -341.38 | 11085.49 |
71 | 2009.08.17 00:00 | sell | 36 | 0.52 | 1.65041 | 1.6567 | 1.6441 | ||
72 | 2009.08.17 04:56 | t/p | 36 | 0.52 | 1.6441 | 1.6567 | 1.6441 | 328.12 | 11413.61 |
73 | 2009.08.18 20:00 | buy | 37 | 0.46 | 1.65841 | 1.6511 | 1.6657 | ||
74 | 2009.08.19 03:47 | s/l | 37 | 0.46 | 1.6511 | 1.6511 | 1.6657 | -336.22 | 11077.39 |
75 | 2009.08.19 16:00 | sell | 38 | 0.43 | 1.64328 | 1.6511 | 1.6355 | ||
76 | 2009.08.19 16:40 | s/l | 38 | 0.43 | 1.6511 | 1.6511 | 1.6355 | -336.26 | 10741.13 |
77 | 2009.08.21 16:00 | buy | 39 | 0.42 | 1.65632 | 1.6487 | 1.6639 | ||
78 | 2009.08.21 17:08 | s/l | 39 | 0.42 | 1.6487 | 1.6487 | 1.6639 | -320.04 | 10421.09 |
79 | 2009.08.24 16:00 | sell | 40 | 0.43 | 1.64838 | 1.6556 | 1.6412 | ||
80 | 2009.08.24 16:50 | t/p | 40 | 0.43 | 1.6412 | 1.6556 | 1.6412 | 308.74 | 10729.83 |
81 | 2009.09.01 00:00 | buy | 41 | 0.56 | 1.62888 | 1.6232 | 1.6346 | ||
82 | 2009.09.01 08:54 | t/p | 41 | 0.56 | 1.6346 | 1.6232 | 1.6346 | 320.32 | 11050.15 |
83 | 2009.09.01 16:00 | sell | 42 | 0.51 | 1.62316 | 1.6297 | 1.6167 | ||
84 | 2009.09.01 17:28 | t/p | 42 | 0.51 | 1.6167 | 1.6297 | 1.6167 | 329.46 | 11379.61 |
85 | 2009.09.08 04:00 | sell | 43 | 0.64 | 1.63338 | 1.6387 | 1.6281 | ||
86 | 2009.09.08 08:31 | s/l | 43 | 0.64 | 1.6387 | 1.6387 | 1.6281 | -340.48 | 11039.13 |
87 | 2009.09.14 12:00 | sell | 44 | 0.54 | 1.65368 | 1.6599 | 1.6475 | ||
88 | 2009.09.14 15:44 | s/l | 44 | 0.54 | 1.6599 | 1.6599 | 1.6475 | -335.88 | 10703.25 |
89 | 2009.09.17 16:00 | buy | 45 | 0.47 | 1.65294 | 1.6461 | 1.6597 | ||
90 | 2009.09.17 18:59 | s/l | 45 | 0.47 | 1.6461 | 1.6461 | 1.6597 | -321.48 | 10381.77 |
91 | 2009.09.22 16:00 | buy | 46 | 0.47 | 1.63467 | 1.6282 | 1.6412 | ||
92 | 2009.09.23 06:55 | t/p | 46 | 0.47 | 1.6412 | 1.6282 | 1.6412 | 306.95 | 10688.72 |
93 | 2009.10.01 16:00 | buy | 47 | 0.43 | 1.59917 | 1.5918 | 1.6066 | ||
94 | 2009.10.02 00:41 | s/l | 47 | 0.43 | 1.5918 | 1.5918 | 1.6066 | -316.87 | 10371.85 |
95 | 2009.10.06 20:00 | sell | 48 | 0.46 | 1.58998 | 1.5967 | 1.5833 | ||
96 | 2009.10.07 19:41 | s/l | 48 | 0.46 | 1.5967 | 1.5967 | 1.5833 | -310.10 | 10061.76 |
97 | 2009.10.09 16:00 | sell | 49 | 0.47 | 1.59186 | 1.5982 | 1.5856 | ||
98 | 2009.10.09 18:50 | t/p | 49 | 0.47 | 1.5856 | 1.5982 | 1.5856 | 294.22 | 10355.98 |
99 | 2009.10.23 16:00 | sell | 50 | 0.35 | 1.63966 | 1.6485 | 1.6309 | ||
100 | 2009.10.23 20:32 | t/p | 50 | 0.35 | 1.6309 | 1.6485 | 1.6309 | 306.60 | 10662.58 |
101 | 2009.10.28 20:00 | buy | 51 | 0.45 | 1.64293 | 1.6358 | 1.6500 | ||
102 | 2009.10.29 02:09 | s/l | 51 | 0.45 | 1.6358 | 1.6358 | 1.6500 | -320.73 | 10341.84 |
103 | 2009.11.02 01:00 | sell | 52 | 0.44 | 1.63928 | 1.6463 | 1.6323 | ||
104 | 2009.11.02 02:38 | s/l | 52 | 0.44 | 1.6463 | 1.6463 | 1.6323 | -308.88 | 10032.96 |
105 | 2009.11.11 20:00 | sell | 53 | 0.36 | 1.6557 | 1.6641 | 1.6473 | ||
106 | 2009.11.13 09:43 | s/l | 53 | 0.36 | 1.6641 | 1.6641 | 1.6473 | -305.46 | 9727.51 |
107 | 2009.11.23 20:00 | buy | 54 | 0.46 | 1.66027 | 1.6540 | 1.6666 | ||
108 | 2009.11.24 09:12 | s/l | 54 | 0.46 | 1.6540 | 1.6540 | 1.6666 | -288.38 | 9439.13 |
109 | 2009.11.26 16:00 | sell | 55 | 0.42 | 1.6552 | 1.6619 | 1.6485 | ||
110 | 2009.11.26 20:21 | t/p | 55 | 0.42 | 1.6485 | 1.6619 | 1.6485 | 281.40 | 9720.53 |