Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2007.01.02 01:00 - 2007.05.25 00:00 (2007.01.01 - 2007.05.25) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Evaluate_Interval=-1; x=0.0001; Bands_Mode_0_2=0; Power_Price_0_6=1; Price_Type_0_3=0; Bands_Period=36; Bands_Deviation=8; Power_Period=9; Lots=1; TP=102; SL=50; TS_Trigger=15; TS_Mode=2; TS_Sensitivity=5; TS_DynamicFactor=0.9; Enable_Alert=false; | ||||
Bars in test | 14779 | Ticks modelled | 492569 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 2981.90 | Gross profit | 5280.00 | Gross loss | -2298.10 |
Profit factor | 2.30 | Expected payoff | 78.47 | ||
Absolute drawdown | 640.00 | Maximal drawdown | 1298.10 (9.47%) | Relative drawdown | 9.47% (1298.10) |
Total trades | 38 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 19 (26.32%) |
Profit trades (% of total) | 20 (52.63%) | Loss trades (% of total) | 18 (47.37%) | ||
Largest | profit trade | 1020.00 | loss trade | -498.10 | |
Average | profit trade | 264.00 | loss trade | -127.67 | |
Maximum | consecutive wins (profit in money) | 5 (520.00) | consecutive losses (loss in money) | 3 (-400.00) | |
Maximal | consecutive profit (count of wins) | 1020.00 (1) | consecutive loss (count of losses) | -628.10 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.11 11:45 | buy | 1 | 1.00 | 1.9405 | 1.9355 | 1.9507 | ||
2 | 2007.01.11 12:00 | close | 1 | 1.00 | 1.9391 | 1.9355 | 1.9507 | -140.00 | 9860.00 |
3 | 2007.01.11 12:00 | sell | 2 | 1.00 | 1.9391 | 1.9441 | 1.9289 | ||
4 | 2007.01.11 13:45 | modify | 2 | 1.00 | 1.9391 | 1.9389 | 1.9289 | ||
5 | 2007.01.11 14:00 | s/l | 2 | 1.00 | 1.9389 | 1.9389 | 1.9289 | 20.00 | 9880.00 |
6 | 2007.01.11 14:15 | buy | 3 | 1.00 | 1.9519 | 1.9469 | 1.9621 | ||
7 | 2007.01.11 14:17 | modify | 3 | 1.00 | 1.9519 | 1.9489 | 1.9621 | ||
8 | 2007.01.11 14:30 | close | 3 | 1.00 | 1.9497 | 1.9489 | 1.9621 | -220.00 | 9660.00 |
9 | 2007.01.11 14:30 | sell | 4 | 1.00 | 1.9497 | 1.9547 | 1.9395 | ||
10 | 2007.01.11 15:38 | modify | 4 | 1.00 | 1.9497 | 1.9542 | 1.9395 | ||
11 | 2007.01.11 15:47 | modify | 4 | 1.00 | 1.9497 | 1.9515 | 1.9395 | ||
12 | 2007.01.11 16:00 | modify | 4 | 1.00 | 1.9497 | 1.9497 | 1.9395 | ||
13 | 2007.01.11 16:30 | modify | 4 | 1.00 | 1.9497 | 1.9478 | 1.9395 | ||
14 | 2007.01.11 17:00 | modify | 4 | 1.00 | 1.9497 | 1.9468 | 1.9395 | ||
15 | 2007.01.11 17:15 | modify | 4 | 1.00 | 1.9497 | 1.9435 | 1.9395 | ||
16 | 2007.01.11 17:15 | t/p | 4 | 1.00 | 1.9395 | 1.9435 | 1.9395 | 1020.00 | 10680.00 |
17 | 2007.01.25 10:30 | buy | 5 | 1.00 | 1.9733 | 1.9683 | 1.9835 | ||
18 | 2007.01.25 10:45 | close | 5 | 1.00 | 1.9722 | 1.9683 | 1.9835 | -110.00 | 10570.00 |
19 | 2007.01.25 10:45 | sell | 6 | 1.00 | 1.9722 | 1.9772 | 1.9620 | ||
20 | 2007.01.25 11:00 | modify | 6 | 1.00 | 1.9722 | 1.9730 | 1.9620 | ||
21 | 2007.01.25 11:15 | modify | 6 | 1.00 | 1.9722 | 1.9710 | 1.9620 | ||
22 | 2007.01.25 11:45 | modify | 6 | 1.00 | 1.9722 | 1.9704 | 1.9620 | ||
23 | 2007.01.25 12:00 | modify | 6 | 1.00 | 1.9722 | 1.9697 | 1.9620 | ||
24 | 2007.01.25 12:45 | s/l | 6 | 1.00 | 1.9697 | 1.9697 | 1.9620 | 250.00 | 10820.00 |
25 | 2007.02.14 09:45 | buy | 7 | 1.00 | 1.9510 | 1.9460 | 1.9612 | ||
26 | 2007.02.14 10:00 | close | 7 | 1.00 | 1.9508 | 1.9460 | 1.9612 | -20.00 | 10800.00 |
27 | 2007.02.14 10:00 | sell | 8 | 1.00 | 1.9508 | 1.9558 | 1.9406 | ||
28 | 2007.02.14 12:30 | modify | 8 | 1.00 | 1.9508 | 1.9535 | 1.9406 | ||
29 | 2007.02.14 12:35 | s/l | 8 | 1.00 | 1.9535 | 1.9535 | 1.9406 | -270.00 | 10530.00 |
30 | 2007.02.19 01:00 | buy | 9 | 1.00 | 1.9546 | 1.9496 | 1.9648 | ||
31 | 2007.02.19 01:15 | close | 9 | 1.00 | 1.9535 | 1.9496 | 1.9648 | -110.00 | 10420.00 |
32 | 2007.02.19 01:15 | sell | 10 | 1.00 | 1.9535 | 1.9585 | 1.9433 | ||
33 | 2007.02.19 10:12 | modify | 10 | 1.00 | 1.9535 | 1.9543 | 1.9433 | ||
34 | 2007.02.19 10:20 | modify | 10 | 1.00 | 1.9535 | 1.9524 | 1.9433 | ||
35 | 2007.02.19 10:48 | modify | 10 | 1.00 | 1.9535 | 1.9516 | 1.9433 | ||
36 | 2007.02.19 11:05 | s/l | 10 | 1.00 | 1.9516 | 1.9516 | 1.9433 | 190.00 | 10610.00 |
37 | 2007.03.19 10:15 | buy | 11 | 1.00 | 1.9445 | 1.9395 | 1.9547 | ||
38 | 2007.03.19 10:30 | close | 11 | 1.00 | 1.9440 | 1.9395 | 1.9547 | -50.00 | 10560.00 |
39 | 2007.03.19 10:30 | sell | 12 | 1.00 | 1.9440 | 1.9490 | 1.9338 | ||
40 | 2007.03.19 12:18 | modify | 12 | 1.00 | 1.9440 | 1.9440 | 1.9338 | ||
41 | 2007.03.19 13:24 | s/l | 12 | 1.00 | 1.9440 | 1.9440 | 1.9338 | 0.00 | 10560.00 |
42 | 2007.03.21 09:00 | buy | 13 | 1.00 | 1.9634 | 1.9584 | 1.9736 | ||
43 | 2007.03.21 09:15 | close | 13 | 1.00 | 1.9627 | 1.9584 | 1.9736 | -70.00 | 10490.00 |
44 | 2007.03.21 09:15 | sell | 14 | 1.00 | 1.9627 | 1.9677 | 1.9525 | ||
45 | 2007.03.21 11:30 | modify | 14 | 1.00 | 1.9627 | 1.9624 | 1.9525 | ||
46 | 2007.03.21 11:45 | modify | 14 | 1.00 | 1.9627 | 1.9587 | 1.9525 | ||
47 | 2007.03.21 11:53 | s/l | 14 | 1.00 | 1.9587 | 1.9587 | 1.9525 | 400.00 | 10890.00 |
48 | 2007.03.21 20:30 | buy | 15 | 1.00 | 1.9646 | 1.9596 | 1.9748 | ||
49 | 2007.03.21 20:32 | modify | 15 | 1.00 | 1.9646 | 1.9630 | 1.9748 | ||
50 | 2007.03.21 20:45 | modify | 15 | 1.00 | 1.9646 | 1.9653 | 1.9748 | ||
51 | 2007.03.21 21:00 | modify | 15 | 1.00 | 1.9646 | 1.9670 | 1.9748 | ||
52 | 2007.03.21 21:00 | close | 15 | 1.00 | 1.9686 | 1.9670 | 1.9748 | 400.00 | 11290.00 |
53 | 2007.03.21 21:00 | sell | 16 | 1.00 | 1.9686 | 1.9736 | 1.9584 | ||
54 | 2007.03.21 21:03 | modify | 16 | 1.00 | 1.9686 | 1.9704 | 1.9584 | ||
55 | 2007.03.21 21:15 | modify | 16 | 1.00 | 1.9686 | 1.9677 | 1.9584 | ||
56 | 2007.03.21 21:28 | s/l | 16 | 1.00 | 1.9677 | 1.9677 | 1.9584 | 90.00 | 11380.00 |
57 | 2007.03.22 11:30 | buy | 17 | 1.00 | 1.9716 | 1.9666 | 1.9818 | ||
58 | 2007.03.22 11:45 | close | 17 | 1.00 | 1.9702 | 1.9666 | 1.9818 | -140.00 | 11240.00 |
59 | 2007.03.22 11:45 | sell | 18 | 1.00 | 1.9702 | 1.9752 | 1.9600 | ||
60 | 2007.03.22 13:16 | modify | 18 | 1.00 | 1.9702 | 1.9725 | 1.9600 | ||
61 | 2007.03.22 13:46 | modify | 18 | 1.00 | 1.9702 | 1.9709 | 1.9600 | ||
62 | 2007.03.22 14:15 | modify | 18 | 1.00 | 1.9702 | 1.9695 | 1.9600 | ||
63 | 2007.03.22 14:25 | s/l | 18 | 1.00 | 1.9695 | 1.9695 | 1.9600 | 70.00 | 11310.00 |
64 | 2007.03.30 05:45 | buy | 19 | 1.00 | 1.9637 | 1.9587 | 1.9739 | ||
65 | 2007.03.30 06:15 | close | 19 | 1.00 | 1.9636 | 1.9587 | 1.9739 | -10.00 | 11300.00 |
66 | 2007.03.30 06:15 | sell | 20 | 1.00 | 1.9636 | 1.9686 | 1.9534 | ||
67 | 2007.03.30 10:18 | modify | 20 | 1.00 | 1.9636 | 1.9636 | 1.9534 | ||
68 | 2007.03.30 10:31 | modify | 20 | 1.00 | 1.9636 | 1.9611 | 1.9534 | ||
69 | 2007.03.30 10:45 | modify | 20 | 1.00 | 1.9636 | 1.9593 | 1.9534 | ||
70 | 2007.03.30 11:00 | modify | 20 | 1.00 | 1.9636 | 1.9575 | 1.9534 | ||
71 | 2007.03.30 11:18 | s/l | 20 | 1.00 | 1.9575 | 1.9575 | 1.9534 | 610.00 | 11910.00 |
72 | 2007.03.30 18:30 | buy | 21 | 1.00 | 1.9707 | 1.9657 | 1.9809 | ||
73 | 2007.03.30 18:45 | close | 21 | 1.00 | 1.9705 | 1.9657 | 1.9809 | -20.00 | 11890.00 |
74 | 2007.03.30 18:45 | sell | 22 | 1.00 | 1.9705 | 1.9755 | 1.9603 | ||
75 | 2007.03.30 18:55 | modify | 22 | 1.00 | 1.9705 | 1.9739 | 1.9603 | ||
76 | 2007.03.30 19:00 | modify | 22 | 1.00 | 1.9705 | 1.9703 | 1.9603 | ||
77 | 2007.03.30 21:45 | modify | 22 | 1.00 | 1.9705 | 1.9696 | 1.9603 | ||
78 | 2007.03.30 22:00 | modify | 22 | 1.00 | 1.9705 | 1.9686 | 1.9603 | ||
79 | 2007.03.30 23:49 | s/l | 22 | 1.00 | 1.9686 | 1.9686 | 1.9603 | 190.00 | 12080.00 |
80 | 2007.04.03 10:15 | buy | 23 | 1.00 | 1.9819 | 1.9769 | 1.9921 | ||
81 | 2007.04.03 10:30 | close | 23 | 1.00 | 1.9819 | 1.9769 | 1.9921 | 0.00 | 12080.00 |
82 | 2007.04.03 10:30 | sell | 24 | 1.00 | 1.9819 | 1.9869 | 1.9717 | ||
83 | 2007.04.03 10:39 | modify | 24 | 1.00 | 1.9819 | 1.9833 | 1.9717 | ||
84 | 2007.04.03 10:46 | modify | 24 | 1.00 | 1.9819 | 1.9816 | 1.9717 | ||
85 | 2007.04.03 11:00 | modify | 24 | 1.00 | 1.9819 | 1.9797 | 1.9717 | ||
86 | 2007.04.03 11:47 | s/l | 24 | 1.00 | 1.9797 | 1.9797 | 1.9717 | 220.00 | 12300.00 |
87 | 2007.04.11 05:00 | buy | 25 | 1.00 | 1.9759 | 1.9709 | 1.9861 | ||
88 | 2007.04.11 05:07 | modify | 25 | 1.00 | 1.9759 | 1.9747 | 1.9861 | ||
89 | 2007.04.11 05:15 | close | 25 | 1.00 | 1.9764 | 1.9747 | 1.9861 | 50.00 | 12350.00 |
90 | 2007.04.11 05:15 | sell | 26 | 1.00 | 1.9764 | 1.9814 | 1.9662 | ||
91 | 2007.04.11 07:06 | modify | 26 | 1.00 | 1.9764 | 1.9765 | 1.9662 | ||
92 | 2007.04.11 07:15 | modify | 26 | 1.00 | 1.9764 | 1.9758 | 1.9662 | ||
93 | 2007.04.11 07:38 | s/l | 26 | 1.00 | 1.9758 | 1.9758 | 1.9662 | 60.00 | 12410.00 |
94 | 2007.04.17 11:45 | buy | 27 | 1.00 | 1.9995 | 1.9945 | 2.0097 | ||
95 | 2007.04.17 12:00 | close | 27 | 1.00 | 1.9989 | 1.9945 | 2.0097 | -60.00 | 12350.00 |
96 | 2007.04.17 12:00 | sell | 28 | 1.00 | 1.9989 | 2.0039 | 1.9887 | ||
97 | 2007.04.17 12:27 | modify | 28 | 1.00 | 1.9989 | 2.0016 | 1.9887 | ||
98 | 2007.04.17 13:23 | s/l | 28 | 1.00 | 2.0016 | 2.0016 | 1.9887 | -270.00 | 12080.00 |
99 | 2007.04.18 11:45 | buy | 29 | 1.00 | 2.0122 | 2.0072 | 2.0224 | ||
100 | 2007.04.18 12:00 | close | 29 | 1.00 | 2.0122 | 2.0072 | 2.0224 | 0.00 | 12080.00 |
101 | 2007.04.18 12:00 | sell | 30 | 1.00 | 2.0122 | 2.0172 | 2.0020 | ||
102 | 2007.04.18 13:38 | modify | 30 | 1.00 | 2.0122 | 2.0124 | 2.0020 | ||
103 | 2007.04.18 14:30 | modify | 30 | 1.00 | 2.0122 | 2.0098 | 2.0020 | ||
104 | 2007.04.18 15:00 | modify | 30 | 1.00 | 2.0122 | 2.0074 | 2.0020 | ||
105 | 2007.04.18 15:15 | modify | 30 | 1.00 | 2.0122 | 2.0054 | 2.0020 | ||
106 | 2007.04.18 15:35 | t/p | 30 | 1.00 | 2.0020 | 2.0054 | 2.0020 | 1020.00 | 13100.00 |
107 | 2007.04.20 09:15 | buy | 31 | 1.00 | 2.0061 | 2.0011 | 2.0163 | ||
108 | 2007.04.20 09:30 | close | 31 | 1.00 | 2.0057 | 2.0011 | 2.0163 | -40.00 | 13060.00 |
109 | 2007.04.20 09:30 | sell | 32 | 1.00 | 2.0057 | 2.0107 | 1.9955 | ||
110 | 2007.04.20 10:42 | modify | 32 | 1.00 | 2.0057 | 2.0062 | 1.9955 | ||
111 | 2007.04.20 10:45 | modify | 32 | 1.00 | 2.0057 | 2.0048 | 1.9955 | ||
112 | 2007.04.20 11:45 | modify | 32 | 1.00 | 2.0057 | 2.0024 | 1.9955 | ||
113 | 2007.04.20 12:07 | s/l | 32 | 1.00 | 2.0024 | 2.0024 | 1.9955 | 330.00 | 13390.00 |
114 | 2007.05.01 10:00 | buy | 33 | 1.00 | 2.0028 | 1.9978 | 2.0130 | ||
115 | 2007.05.01 10:15 | close | 33 | 1.00 | 2.0021 | 1.9978 | 2.0130 | -70.00 | 13320.00 |
116 | 2007.05.01 10:15 | sell | 34 | 1.00 | 2.0021 | 2.0071 | 1.9919 | ||
117 | 2007.05.01 10:31 | modify | 34 | 1.00 | 2.0021 | 2.0028 | 1.9919 | ||
118 | 2007.05.01 11:52 | s/l | 34 | 1.00 | 2.0028 | 2.0028 | 1.9919 | -70.00 | 13250.00 |
119 | 2007.05.04 15:45 | buy | 35 | 1.00 | 1.9896 | 1.9846 | 1.9998 | ||
120 | 2007.05.04 15:58 | modify | 35 | 1.00 | 1.9896 | 1.9882 | 1.9998 | ||
121 | 2007.05.04 16:00 | modify | 35 | 1.00 | 1.9896 | 1.9902 | 1.9998 | ||
122 | 2007.05.04 16:15 | close | 35 | 1.00 | 1.9910 | 1.9902 | 1.9998 | 140.00 | 13390.00 |
123 | 2007.05.04 16:15 | sell | 36 | 1.00 | 1.9910 | 1.9960 | 1.9808 | ||
124 | 2007.05.07 04:13 | s/l | 36 | 1.00 | 1.9960 | 1.9960 | 1.9808 | -498.10 | 12891.90 |
125 | 2007.05.18 09:30 | buy | 37 | 1.00 | 1.9758 | 1.9708 | 1.9860 | ||
126 | 2007.05.18 09:45 | close | 37 | 1.00 | 1.9745 | 1.9708 | 1.9860 | -130.00 | 12761.90 |
127 | 2007.05.18 09:45 | sell | 38 | 1.00 | 1.9745 | 1.9795 | 1.9643 | ||
128 | 2007.05.18 11:30 | modify | 38 | 1.00 | 1.9745 | 1.9762 | 1.9643 | ||
129 | 2007.05.18 11:47 | modify | 38 | 1.00 | 1.9745 | 1.9745 | 1.9643 | ||
130 | 2007.05.18 12:00 | modify | 38 | 1.00 | 1.9745 | 1.9723 | 1.9643 | ||
131 | 2007.05.18 12:05 | s/l | 38 | 1.00 | 1.9723 | 1.9723 | 1.9643 | 220.00 | 12981.90 |