Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Period | 5 Minutes (M5) 2007.08.22 01:40 - 2007.08.28 00:04 (2006.01.01 - 2007.08.28) | ||||
Model | Open prices only (fastest method to analyze the bar just completed) | ||||
Parameters | FixedLots=1; Risk=0.01; StopLoss=30; TakeProfit1=15; TakeProfit2=30; TakeProfit3=50; DayStartHour=23; StopShift=5; OrderExpirationHours=18; | ||||
Bars in test | 1104 | Ticks modelled | 2101 | Modelling quality | n/a |
Initial deposit | 10000.00 | ||||
Total net profit | 1034.58 | Gross profit | 1930.06 | Gross loss | -895.48 |
Profit factor | 2.16 | Expected payoff | 86.22 | ||
Absolute drawdown | 210.00 | Maximal drawdown | 1078.99 (9.84%) | Relative drawdown | 9.84% (1078.99) |
Total trades | 12 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
Largest | profit trade | 504.52 | loss trade | -298.49 | |
Average | profit trade | 214.45 | loss trade | -298.49 | |
Maximum | consecutive wins (profit in money) | 6 (966.49) | consecutive losses (loss in money) | 3 (-895.48) | |
Maximal | consecutive profit (count of wins) | 966.49 (6) | consecutive loss (count of losses) | -895.48 (3) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.08.22 23:00 | buy stop | 1 | 1.00 | 1.9928 | 1.9898 | 1.9943 | ||
2 | 2007.08.22 23:00 | buy stop | 2 | 1.00 | 1.9928 | 1.9898 | 1.9958 | ||
3 | 2007.08.22 23:00 | buy stop | 3 | 1.00 | 1.9928 | 1.9898 | 1.9978 | ||
4 | 2007.08.22 23:00 | sell stop | 4 | 1.00 | 1.9911 | 1.9941 | 1.9896 | ||
5 | 2007.08.22 23:00 | sell stop | 5 | 1.00 | 1.9911 | 1.9941 | 1.9881 | ||
6 | 2007.08.22 23:00 | sell stop | 6 | 1.00 | 1.9911 | 1.9941 | 1.9861 | ||
7 | 2007.08.22 23:30 | buy | 1 | 1.00 | 1.9928 | 1.9898 | 1.9943 | ||
8 | 2007.08.22 23:30 | buy | 2 | 1.00 | 1.9928 | 1.9898 | 1.9958 | ||
9 | 2007.08.22 23:30 | buy | 3 | 1.00 | 1.9928 | 1.9898 | 1.9978 | ||
10 | 2007.08.23 01:30 | t/p | 1 | 1.00 | 1.9943 | 1.9898 | 1.9943 | 154.52 | 10154.52 |
11 | 2007.08.23 03:50 | t/p | 2 | 1.00 | 1.9958 | 1.9898 | 1.9958 | 304.52 | 10459.05 |
12 | 2007.08.23 09:25 | t/p | 3 | 1.00 | 1.9978 | 1.9898 | 1.9978 | 504.52 | 10963.57 |
13 | 2007.08.23 17:05 | expiration | 4 | 1.00 | 1.9911 | 1.9941 | 1.9896 | ||
14 | 2007.08.23 17:05 | expiration | 5 | 1.00 | 1.9911 | 1.9941 | 1.9881 | ||
15 | 2007.08.23 17:05 | expiration | 6 | 1.00 | 1.9911 | 1.9941 | 1.9861 | ||
16 | 2007.08.23 23:00 | buy stop | 7 | 1.00 | 2.0055 | 2.0025 | 2.0070 | ||
17 | 2007.08.23 23:00 | buy stop | 8 | 1.00 | 2.0055 | 2.0025 | 2.0085 | ||
18 | 2007.08.23 23:00 | buy stop | 9 | 1.00 | 2.0055 | 2.0025 | 2.0105 | ||
19 | 2007.08.23 23:00 | sell | 10 | 1.00 | 2.0043 | 2.0073 | 2.0028 | ||
20 | 2007.08.23 23:00 | sell | 11 | 1.00 | 2.0043 | 2.0073 | 2.0013 | ||
21 | 2007.08.23 23:00 | sell | 12 | 1.00 | 2.0043 | 2.0073 | 1.9993 | ||
22 | 2007.08.23 23:05 | buy | 7 | 1.00 | 2.0055 | 2.0025 | 2.0070 | ||
23 | 2007.08.23 23:05 | buy | 8 | 1.00 | 2.0055 | 2.0025 | 2.0085 | ||
24 | 2007.08.23 23:05 | buy | 9 | 1.00 | 2.0055 | 2.0025 | 2.0105 | ||
25 | 2007.08.24 02:05 | s/l | 7 | 1.00 | 2.0025 | 2.0025 | 2.0070 | -298.49 | 10665.08 |
26 | 2007.08.24 02:05 | s/l | 8 | 1.00 | 2.0025 | 2.0025 | 2.0085 | -298.49 | 10366.59 |
27 | 2007.08.24 02:05 | s/l | 9 | 1.00 | 2.0025 | 2.0025 | 2.0105 | -298.49 | 10068.10 |
28 | 2007.08.24 02:05 | t/p | 10 | 1.00 | 2.0028 | 2.0073 | 2.0028 | 145.50 | 10213.59 |
29 | 2007.08.24 09:20 | t/p | 11 | 1.00 | 2.0013 | 2.0073 | 2.0013 | 295.50 | 10509.09 |
30 | 2007.08.24 09:50 | t/p | 12 | 1.00 | 1.9993 | 2.0073 | 1.9993 | 495.50 | 11004.58 |
31 | 2007.08.27 23:00 | buy stop | 13 | 1.00 | 2.0136 | 2.0106 | 2.0151 | ||
32 | 2007.08.27 23:00 | buy stop | 14 | 1.00 | 2.0136 | 2.0106 | 2.0166 | ||
33 | 2007.08.27 23:00 | buy stop | 15 | 1.00 | 2.0136 | 2.0106 | 2.0186 | ||
34 | 2007.08.27 23:00 | sell | 16 | 1.00 | 2.0124 | 2.0154 | 2.0109 | ||
35 | 2007.08.27 23:00 | sell | 17 | 1.00 | 2.0124 | 2.0154 | 2.0094 | ||
36 | 2007.08.27 23:00 | sell | 18 | 1.00 | 2.0124 | 2.0154 | 2.0074 | ||
37 | 2007.08.27 23:55 | close at stop | 18 | 1.00 | 2.0123 | 2.0154 | 2.0074 | 10.00 | 11014.58 |
38 | 2007.08.27 23:55 | close at stop | 17 | 1.00 | 2.0123 | 2.0154 | 2.0094 | 10.00 | 11024.58 |
39 | 2007.08.27 23:55 | close at stop | 16 | 1.00 | 2.0123 | 2.0154 | 2.0109 | 10.00 | 11034.58 |