Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2017.01.02 00:00 - 2017.08.15 23:00 (2017.01.01 - 2017.08.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | P_Trade="---------- Trade Open Parameters ----------"; Lot=0.1; SL=500; NumberOfCandles=5; BodyMinPoints=30; MN=873219; | ||||
Bars in test | 4890 | Ticks modelled | 29821356 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -480.63 | Gross profit | 446.36 | Gross loss | -927.00 |
Profit factor | 0.48 | Expected payoff | -14.56 | ||
Absolute drawdown | 544.83 | Maximal drawdown | 557.43 (5.57%) | Relative drawdown | 5.57% (557.43) |
Total trades | 33 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 14 (35.71%) |
Profit trades (% of total) | 14 (42.42%) | Loss trades (% of total) | 19 (57.58%) | ||
Largest | profit trade | 56.10 | loss trade | -51.20 | |
Average | profit trade | 31.88 | loss trade | -48.79 | |
Maximum | consecutive wins (profit in money) | 5 (150.58) | consecutive losses (loss in money) | 4 (-202.80) | |
Maximal | consecutive profit (count of wins) | 150.58 (5) | consecutive loss (count of losses) | -202.80 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.02 15:00 | buy | 1 | 0.10 | 1.22929 | 0.00000 | 0.00000 | ||
2 | 2017.01.02 15:00 | modify | 1 | 0.10 | 1.22929 | 1.22429 | 1.23172 | ||
3 | 2017.01.03 17:00 | s/l | 1 | 0.10 | 1.22429 | 1.22429 | 1.23172 | -51.20 | 9948.80 |
4 | 2017.01.06 20:00 | buy | 2 | 0.10 | 1.23017 | 0.00000 | 0.00000 | ||
5 | 2017.01.06 20:00 | modify | 2 | 0.10 | 1.23017 | 1.22517 | 1.23346 | ||
6 | 2017.01.09 00:00 | s/l | 2 | 0.10 | 1.22517 | 1.22517 | 1.23346 | -51.20 | 9897.60 |
7 | 2017.01.09 09:00 | buy | 3 | 0.10 | 1.21801 | 0.00000 | 0.00000 | ||
8 | 2017.01.09 09:00 | modify | 3 | 0.10 | 1.21801 | 1.21301 | 1.22236 | ||
9 | 2017.01.09 12:01 | s/l | 3 | 0.10 | 1.21301 | 1.21301 | 1.22236 | -50.70 | 9846.90 |
10 | 2017.01.12 22:00 | buy | 4 | 0.10 | 1.21645 | 0.00000 | 0.00000 | ||
11 | 2017.01.12 22:00 | modify | 4 | 0.10 | 1.21645 | 1.21145 | 1.22218 | ||
12 | 2017.01.13 12:22 | t/p | 4 | 0.10 | 1.22218 | 1.21145 | 1.22218 | 56.10 | 9903.00 |
13 | 2017.01.13 13:00 | sell | 5 | 0.10 | 1.22199 | 0.00000 | 0.00000 | ||
14 | 2017.01.13 13:00 | modify | 5 | 0.10 | 1.22199 | 1.22699 | 1.21887 | ||
15 | 2017.01.13 13:52 | t/p | 5 | 0.10 | 1.21887 | 1.22699 | 1.21887 | 30.50 | 9933.50 |
16 | 2017.01.17 09:00 | sell | 6 | 0.10 | 1.21178 | 0.00000 | 0.00000 | ||
17 | 2017.01.17 09:00 | modify | 6 | 0.10 | 1.21178 | 1.21678 | 1.20813 | ||
18 | 2017.01.17 11:23 | s/l | 6 | 0.10 | 1.21678 | 1.21678 | 1.20813 | -50.70 | 9882.80 |
19 | 2017.01.18 05:00 | buy | 7 | 0.10 | 1.23359 | 0.00000 | 0.00000 | ||
20 | 2017.01.18 05:00 | modify | 7 | 0.10 | 1.23359 | 1.22859 | 1.23752 | ||
21 | 2017.01.18 13:59 | s/l | 7 | 0.10 | 1.22859 | 1.22859 | 1.23752 | -50.70 | 9832.10 |
22 | 2017.01.20 20:00 | sell | 8 | 0.10 | 1.23359 | 0.00000 | 0.00000 | ||
23 | 2017.01.20 20:00 | modify | 8 | 0.10 | 1.23359 | 1.23859 | 1.23066 | ||
24 | 2017.01.23 01:24 | s/l | 8 | 0.10 | 1.23859 | 1.23859 | 1.23066 | -50.61 | 9781.49 |
25 | 2017.01.27 09:00 | buy | 9 | 0.10 | 1.25365 | 0.00000 | 0.00000 | ||
26 | 2017.01.27 09:00 | modify | 9 | 0.10 | 1.25365 | 1.24865 | 1.25671 | ||
27 | 2017.01.27 11:23 | t/p | 9 | 0.10 | 1.25671 | 1.24865 | 1.25671 | 29.90 | 9811.39 |
28 | 2017.01.30 09:00 | buy | 10 | 0.10 | 1.25632 | 0.00000 | 0.00000 | ||
29 | 2017.01.30 09:00 | modify | 10 | 0.10 | 1.25632 | 1.25132 | 1.25777 | ||
30 | 2017.01.30 10:58 | s/l | 10 | 0.10 | 1.25132 | 1.25132 | 1.25777 | -50.70 | 9760.69 |
31 | 2017.01.30 10:58 | buy | 11 | 0.10 | 1.25142 | 0.00000 | 0.00000 | ||
32 | 2017.01.30 10:58 | modify | 11 | 0.10 | 1.25142 | 1.24642 | 1.25688 | ||
33 | 2017.01.31 11:40 | s/l | 11 | 0.10 | 1.24642 | 1.24642 | 1.25688 | -51.20 | 9709.49 |
34 | 2017.02.01 14:00 | sell | 12 | 0.10 | 1.26497 | 0.00000 | 0.00000 | ||
35 | 2017.02.01 14:00 | modify | 12 | 0.10 | 1.26497 | 1.26997 | 1.26060 | ||
36 | 2017.02.02 10:47 | s/l | 12 | 0.10 | 1.26997 | 1.26997 | 1.26060 | -50.44 | 9659.05 |
37 | 2017.02.07 21:00 | sell | 13 | 0.10 | 1.25178 | 0.00000 | 0.00000 | ||
38 | 2017.02.07 21:00 | modify | 13 | 0.10 | 1.25178 | 1.25678 | 1.24424 | ||
39 | 2017.02.09 10:12 | s/l | 13 | 0.10 | 1.25678 | 1.25678 | 1.24424 | -50.35 | 9608.70 |
40 | 2017.02.17 12:00 | buy | 14 | 0.10 | 1.24176 | 0.00000 | 0.00000 | ||
41 | 2017.02.17 12:00 | modify | 14 | 0.10 | 1.24176 | 1.23676 | 1.24610 | ||
42 | 2017.02.20 11:00 | t/p | 14 | 0.10 | 1.24610 | 1.23676 | 1.24610 | 42.20 | 9650.90 |
43 | 2017.02.20 13:00 | sell | 15 | 0.10 | 1.24699 | 0.00000 | 0.00000 | ||
44 | 2017.02.20 13:00 | modify | 15 | 0.10 | 1.24699 | 1.25199 | 1.24458 | ||
45 | 2017.02.21 05:20 | t/p | 15 | 0.10 | 1.24458 | 1.25199 | 1.24458 | 23.49 | 9674.39 |
46 | 2017.02.22 05:00 | sell | 16 | 0.10 | 1.25066 | 0.00000 | 0.00000 | ||
47 | 2017.02.22 05:00 | modify | 16 | 0.10 | 1.25066 | 1.25566 | 1.24862 | ||
48 | 2017.02.22 09:34 | t/p | 16 | 0.10 | 1.24862 | 1.25566 | 1.24862 | 19.70 | 9694.09 |
49 | 2017.02.23 18:00 | sell | 17 | 0.10 | 1.25474 | 0.00000 | 0.00000 | ||
50 | 2017.02.23 18:00 | modify | 17 | 0.10 | 1.25474 | 1.25974 | 1.24995 | ||
51 | 2017.02.24 16:25 | t/p | 17 | 0.10 | 1.24995 | 1.25974 | 1.24995 | 47.29 | 9741.38 |
52 | 2017.03.22 15:00 | buy | 18 | 0.10 | 1.24532 | 0.00000 | 0.00000 | ||
53 | 2017.03.22 15:00 | modify | 18 | 0.10 | 1.24532 | 1.24032 | 1.24718 | ||
54 | 2017.03.22 18:56 | t/p | 18 | 0.10 | 1.24718 | 1.24032 | 1.24718 | 17.90 | 9759.28 |
55 | 2017.03.28 21:00 | buy | 19 | 0.10 | 1.24682 | 0.00000 | 0.00000 | ||
56 | 2017.03.28 21:00 | modify | 19 | 0.10 | 1.24682 | 1.24182 | 1.25121 | ||
57 | 2017.03.29 02:59 | s/l | 19 | 0.10 | 1.24182 | 1.24182 | 1.25121 | -51.20 | 9708.08 |
58 | 2017.04.18 18:00 | sell | 20 | 0.10 | 1.27643 | 0.00000 | 0.00000 | ||
59 | 2017.04.18 18:00 | modify | 20 | 0.10 | 1.27643 | 1.28143 | 1.26604 | ||
60 | 2017.04.18 20:41 | s/l | 20 | 0.10 | 1.28143 | 1.28143 | 1.26604 | -50.70 | 9657.38 |
61 | 2017.05.25 01:00 | sell | 21 | 0.10 | 1.29699 | 0.00000 | 0.00000 | ||
62 | 2017.05.25 01:00 | modify | 21 | 0.10 | 1.29699 | 1.30199 | 1.29511 | ||
63 | 2017.05.25 13:01 | t/p | 21 | 0.10 | 1.29511 | 1.30199 | 1.29511 | 18.10 | 9675.48 |
64 | 2017.05.26 17:00 | buy | 22 | 0.10 | 1.27980 | 0.00000 | 0.00000 | ||
65 | 2017.05.26 17:00 | modify | 22 | 0.10 | 1.27980 | 1.27480 | 1.28349 | ||
66 | 2017.05.29 11:17 | t/p | 22 | 0.10 | 1.28349 | 1.27480 | 1.28349 | 35.70 | 9711.18 |
67 | 2017.06.01 18:00 | sell | 23 | 0.10 | 1.29022 | 0.00000 | 0.00000 | ||
68 | 2017.06.01 18:00 | modify | 23 | 0.10 | 1.29022 | 1.29522 | 1.28722 | ||
69 | 2017.06.02 07:39 | t/p | 23 | 0.10 | 1.28722 | 1.29522 | 1.28722 | 29.39 | 9740.57 |
70 | 2017.06.12 02:00 | sell | 24 | 0.10 | 1.27401 | 0.00000 | 0.00000 | ||
71 | 2017.06.12 02:00 | modify | 24 | 0.10 | 1.27401 | 1.27901 | 1.27310 | ||
72 | 2017.06.12 02:43 | t/p | 24 | 0.10 | 1.27310 | 1.27901 | 1.27310 | 8.40 | 9748.97 |
73 | 2017.06.12 14:00 | buy | 25 | 0.10 | 1.26905 | 0.00000 | 0.00000 | ||
74 | 2017.06.12 14:00 | modify | 25 | 0.10 | 1.26905 | 1.26405 | 1.27276 | ||
75 | 2017.06.12 20:57 | s/l | 25 | 0.10 | 1.26405 | 1.26405 | 1.27276 | -50.70 | 9698.27 |
76 | 2017.06.13 12:00 | sell | 26 | 0.10 | 1.26989 | 0.00000 | 0.00000 | ||
77 | 2017.06.13 12:00 | modify | 26 | 0.10 | 1.26989 | 1.27489 | 1.26752 | ||
78 | 2017.06.13 18:37 | s/l | 26 | 0.10 | 1.27489 | 1.27489 | 1.26752 | -50.70 | 9647.57 |
79 | 2017.06.21 16:00 | sell | 27 | 0.10 | 1.27004 | 0.00000 | 0.00000 | ||
80 | 2017.06.21 16:00 | modify | 27 | 0.10 | 1.27004 | 1.27504 | 1.26473 | ||
81 | 2017.06.21 20:30 | t/p | 27 | 0.10 | 1.26473 | 1.27504 | 1.26473 | 52.40 | 9699.97 |
82 | 2017.06.27 19:00 | sell | 28 | 0.10 | 1.27898 | 0.00000 | 0.00000 | ||
83 | 2017.06.27 19:00 | modify | 28 | 0.10 | 1.27898 | 1.28398 | 1.27692 | ||
84 | 2017.06.27 22:05 | s/l | 28 | 0.10 | 1.28398 | 1.28398 | 1.27692 | -50.70 | 9649.27 |
85 | 2017.06.29 05:00 | sell | 29 | 0.10 | 1.29615 | 0.00000 | 0.00000 | ||
86 | 2017.06.29 05:00 | modify | 29 | 0.10 | 1.29615 | 1.30115 | 1.29411 | ||
87 | 2017.06.29 20:22 | s/l | 29 | 0.10 | 1.30115 | 1.30115 | 1.29411 | -50.70 | 9598.57 |
88 | 2017.07.14 16:00 | sell | 30 | 0.10 | 1.30111 | 0.00000 | 0.00000 | ||
89 | 2017.07.14 16:00 | modify | 30 | 0.10 | 1.30111 | 1.30611 | 1.29817 | ||
90 | 2017.07.14 17:00 | s/l | 30 | 0.10 | 1.30611 | 1.30611 | 1.29817 | -50.70 | 9547.87 |
91 | 2017.07.14 17:00 | sell | 31 | 0.10 | 1.30601 | 0.00000 | 0.00000 | ||
92 | 2017.07.14 17:00 | modify | 31 | 0.10 | 1.30601 | 1.31101 | 1.30054 | ||
93 | 2017.07.14 22:44 | s/l | 31 | 0.10 | 1.31101 | 1.31101 | 1.30054 | -50.70 | 9497.17 |
94 | 2017.07.27 01:00 | sell | 32 | 0.10 | 1.31188 | 0.00000 | 0.00000 | ||
95 | 2017.07.27 01:00 | modify | 32 | 0.10 | 1.31188 | 1.31688 | 1.30828 | ||
96 | 2017.07.27 17:50 | t/p | 32 | 0.10 | 1.30828 | 1.31688 | 1.30828 | 35.30 | 9532.47 |
97 | 2017.08.15 14:00 | buy | 33 | 0.10 | 1.28781 | 0.00000 | 0.00000 | ||
98 | 2017.08.15 14:00 | modify | 33 | 0.10 | 1.28781 | 1.28281 | 1.29206 | ||
99 | 2017.08.15 23:59 | close at stop | 33 | 0.10 | 1.28657 | 1.28281 | 1.29206 | -13.10 | 9519.37 |