| Symbol | GBPJPY (Great Britan vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2010.04.01 00:00 - 2010.05.03 23:30 (2010.04.01 - 2010.05.04) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MMType=1; FixedLots=1; GeometricalFactor=3; ProportionalRisk=90; LastXTrades=5; DecreaseFactor=2; TSSFTrigger1=1; TSSFRatio1=50; TSSFTrigger2=2; TSSFRatio2=75; TSSFTrigger3=3; TSSFRatio3=100; BreakEven=100; TakeProfit=125; StopLoss=100; Slippage=3; PartialTP1=55; PartialRatio1=30; PartialTP2=110; PartialRatio2=50; | ||||
| Bars in test | 2095 | Ticks modelled | 1508214 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | ||||
| Total net profit | 9091.06 | Gross profit | 12459.10 | Gross loss | -3368.04 |
| Profit factor | 3.70 | Expected payoff | 606.07 | ||
| Absolute drawdown | 2657.45 | Maximal drawdown | 2657.45 (53.15%) | Relative drawdown | 53.15% (2657.45) |
| Total trades | 15 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
| Largest | profit trade | 1389.87 | loss trade | -1113.47 | |
| Average | profit trade | 1384.34 | loss trade | -561.34 | |
| Maximum | consecutive wins (profit in money) | 4 (5550.44) | consecutive losses (loss in money) | 2 (-2225.61) | |
| Maximal | consecutive profit (count of wins) | 5550.44 (4) | consecutive loss (count of losses) | -2225.61 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.05 18:00 | buy | 1 | 1.00 | 144.56 | 143.56 | 145.81 | ||
| 2 | 2010.04.06 04:00 | s/l | 1 | 1.00 | 143.56 | 143.56 | 145.81 | -1112.15 | 3887.85 |
| 3 | 2010.04.06 17:00 | sell | 2 | 1.00 | 142.542 | 143.54 | 141.29 | ||
| 4 | 2010.04.07 05:04 | s/l | 2 | 1.00 | 143.54 | 143.54 | 141.29 | -1113.47 | 2774.39 |
| 5 | 2010.04.07 17:00 | sell | 3 | 1.00 | 142.471 | 143.47 | 141.22 | ||
| 6 | 2010.04.08 09:33 | modify | 3 | 1.00 | 142.471 | 142.47 | 141.22 | ||
| 7 | 2010.04.08 10:28 | t/p | 3 | 1.00 | 141.22 | 142.47 | 141.22 | 1372.10 | 4146.48 |
| 8 | 2010.04.08 18:00 | buy | 4 | 1.00 | 142.043 | 141.04 | 143.29 | ||
| 9 | 2010.04.09 03:45 | modify | 4 | 1.00 | 142.043 | 142.04 | 143.29 | ||
| 10 | 2010.04.09 09:16 | t/p | 4 | 1.00 | 143.29 | 142.04 | 143.29 | 1382.85 | 5529.33 |
| 11 | 2010.04.09 17:00 | buy | 5 | 1.00 | 143.603 | 142.60 | 144.85 | ||
| 12 | 2010.04.12 17:00 | close | 5 | 1.00 | 143.517 | 142.60 | 144.85 | -97.27 | 5432.07 |
| 13 | 2010.04.12 17:00 | sell | 6 | 1.00 | 143.517 | 144.52 | 142.27 | ||
| 14 | 2010.04.13 04:08 | modify | 6 | 1.00 | 143.517 | 143.52 | 142.27 | ||
| 15 | 2010.04.13 06:38 | t/p | 6 | 1.00 | 142.27 | 143.52 | 142.27 | 1378.76 | 6810.83 |
| 16 | 2010.04.16 17:00 | sell | 7 | 1.00 | 142.771 | 143.77 | 141.52 | ||
| 17 | 2010.04.16 18:17 | modify | 7 | 1.00 | 142.771 | 142.77 | 141.52 | ||
| 18 | 2010.04.16 18:18 | t/p | 7 | 1.00 | 141.52 | 142.77 | 141.52 | 1388.76 | 8199.59 |
| 19 | 2010.04.19 17:00 | buy | 8 | 1.00 | 140.82 | 139.82 | 142.07 | ||
| 20 | 2010.04.20 00:27 | modify | 8 | 1.00 | 140.82 | 140.82 | 142.07 | ||
| 21 | 2010.04.20 04:04 | t/p | 8 | 1.00 | 142.07 | 140.82 | 142.07 | 1386.18 | 9585.77 |
| 22 | 2010.04.20 17:00 | buy | 9 | 1.00 | 142.913 | 141.91 | 144.16 | ||
| 23 | 2010.04.21 12:03 | modify | 9 | 1.00 | 142.913 | 142.91 | 144.16 | ||
| 24 | 2010.04.22 04:25 | s/l | 9 | 1.00 | 142.91 | 142.91 | 144.16 | -10.44 | 9575.33 |
| 25 | 2010.04.23 17:00 | buy | 10 | 1.00 | 144.21 | 143.21 | 145.46 | ||
| 26 | 2010.04.26 03:37 | modify | 10 | 1.00 | 144.21 | 144.21 | 145.46 | ||
| 27 | 2010.04.26 04:32 | t/p | 10 | 1.00 | 145.46 | 144.21 | 145.46 | 1386.19 | 10961.53 |
| 28 | 2010.04.27 17:00 | sell | 11 | 1.00 | 143.592 | 144.59 | 142.34 | ||
| 29 | 2010.04.27 18:37 | modify | 11 | 1.00 | 143.592 | 143.59 | 142.34 | ||
| 30 | 2010.04.27 18:57 | t/p | 11 | 1.00 | 142.34 | 143.59 | 142.34 | 1389.87 | 12351.40 |
| 31 | 2010.04.28 17:00 | buy | 12 | 1.00 | 142.815 | 141.82 | 144.07 | ||
| 32 | 2010.04.29 17:00 | buy | 13 | 1.00 | 143.59 | 142.59 | 144.84 | ||
| 33 | 2010.04.29 17:30 | modify | 12 | 1.00 | 142.815 | 142.82 | 144.07 | ||
| 34 | 2010.04.29 18:58 | t/p | 12 | 1.00 | 144.07 | 142.82 | 144.07 | 1388.19 | 13739.58 |
| 35 | 2010.04.30 09:52 | modify | 13 | 1.00 | 143.59 | 143.59 | 144.84 | ||
| 36 | 2010.04.30 10:44 | t/p | 13 | 1.00 | 144.84 | 143.59 | 144.84 | 1386.19 | 15125.78 |
| 37 | 2010.04.30 17:00 | sell | 14 | 1.00 | 143.797 | 144.80 | 142.55 | ||
| 38 | 2010.05.03 17:00 | close | 14 | 1.00 | 144.409 | 144.80 | 142.55 | -684.94 | 14440.83 |
| 39 | 2010.05.03 17:00 | buy | 15 | 1.00 | 144.409 | 143.41 | 145.66 | ||
| 40 | 2010.05.03 23:59 | close at stop | 15 | 1.00 | 144.094 | 143.41 | 145.66 | -349.77 | 14091.06 |