Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2004.01.22 06:00 - 2006.10.27 23:00 (2006.09.04 - 2006.10.30) | ||||
Model | Open prices only (fastest method to analyze the bar just completed) | ||||
Parameters | _______Position_______=(NULL); Lots=1; TP=0; SL=0; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=(NULL); TS_Mode=0; TS_Trigger=30; TS_DynamicFactor=0.5; _______Indicators______=(NULL); HMA_Period=99; HMA_Mode=0; | ||||
Bars in test | 17196 | Ticks modelled | 34292 | Modelling quality | n/a |
Initial deposit | 10000.00 | ||||
Total net profit | 11523.19 | Gross profit | 14416.97 | Gross loss | -2893.78 |
Profit factor | 4.98 | Expected payoff | 823.08 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1797.79 (11.90%) | Relative drawdown | 11.90% (1797.79) |
Total trades | 14 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
Largest | profit trade | 3818.84 | loss trade | -830.00 | |
Average | profit trade | 1802.12 | loss trade | -482.30 | |
Maximum | consecutive wins (profit in money) | 2 (5110.64) | consecutive losses (loss in money) | 3 (-1797.79) | |
Maximal | consecutive profit (count of wins) | 5110.64 (2) | consecutive loss (count of losses) | -1797.79 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.04 00:00 | sell | 1 | 1.00 | 1.9054 | 0.0000 | 0.0000 | ||
2 | 2006.09.12 10:00 | close | 1 | 1.00 | 1.8673 | 0.0000 | 0.0000 | 3818.84 | 13818.84 |
3 | 2006.09.12 10:00 | buy | 2 | 1.00 | 1.8673 | 0.0000 | 0.0000 | ||
4 | 2006.09.15 22:00 | close | 2 | 1.00 | 1.8804 | 0.0000 | 0.0000 | 1291.80 | 15110.64 |
5 | 2006.09.15 22:00 | sell | 3 | 1.00 | 1.8804 | 0.0000 | 0.0000 | ||
6 | 2006.09.18 10:00 | close | 3 | 1.00 | 1.8833 | 0.0000 | 0.0000 | -288.89 | 14821.75 |
7 | 2006.09.18 10:00 | buy | 4 | 1.00 | 1.8833 | 0.0000 | 0.0000 | ||
8 | 2006.09.18 12:00 | close | 4 | 1.00 | 1.8750 | 0.0000 | 0.0000 | -830.00 | 13991.75 |
9 | 2006.09.18 12:00 | sell | 5 | 1.00 | 1.8750 | 0.0000 | 0.0000 | ||
10 | 2006.09.19 20:00 | close | 5 | 1.00 | 1.8818 | 0.0000 | 0.0000 | -678.89 | 13312.85 |
11 | 2006.09.19 20:00 | buy | 6 | 1.00 | 1.8818 | 0.0000 | 0.0000 | ||
12 | 2006.09.25 20:00 | close | 6 | 1.00 | 1.9015 | 0.0000 | 0.0000 | 1948.16 | 15261.02 |
13 | 2006.09.25 20:00 | sell | 7 | 1.00 | 1.9015 | 0.0000 | 0.0000 | ||
14 | 2006.10.02 19:00 | close | 7 | 1.00 | 1.8860 | 0.0000 | 0.0000 | 1557.74 | 16818.75 |
15 | 2006.10.02 19:00 | buy | 8 | 1.00 | 1.8860 | 0.0000 | 0.0000 | ||
16 | 2006.10.05 00:00 | close | 8 | 1.00 | 1.8860 | 0.0000 | 0.0000 | -18.20 | 16800.56 |
17 | 2006.10.05 00:00 | sell | 9 | 1.00 | 1.8860 | 0.0000 | 0.0000 | ||
18 | 2006.10.12 18:00 | close | 9 | 1.00 | 1.8567 | 0.0000 | 0.0000 | 2937.74 | 19738.29 |
19 | 2006.10.12 18:00 | buy | 10 | 1.00 | 1.8567 | 0.0000 | 0.0000 | ||
20 | 2006.10.17 11:00 | close | 10 | 1.00 | 1.8631 | 0.0000 | 0.0000 | 629.08 | 20367.37 |
21 | 2006.10.17 11:00 | sell | 11 | 1.00 | 1.8631 | 0.0000 | 0.0000 | ||
22 | 2006.10.17 14:00 | close | 11 | 1.00 | 1.8681 | 0.0000 | 0.0000 | -500.00 | 19867.37 |
23 | 2006.10.17 14:00 | buy | 12 | 1.00 | 1.8681 | 0.0000 | 0.0000 | ||
24 | 2006.10.23 20:00 | close | 12 | 1.00 | 1.8715 | 0.0000 | 0.0000 | 318.16 | 20185.54 |
25 | 2006.10.23 20:00 | sell | 13 | 1.00 | 1.8715 | 0.0000 | 0.0000 | ||
26 | 2006.10.25 19:00 | close | 13 | 1.00 | 1.8773 | 0.0000 | 0.0000 | -577.79 | 19607.75 |
27 | 2006.10.25 19:00 | buy | 14 | 1.00 | 1.8773 | 0.0000 | 0.0000 | ||
28 | 2006.10.27 23:59 | close at stop | 14 | 1.00 | 1.8966 | 0.0000 | 0.0000 | 1915.44 | 21523.19 |