Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
Period | Daily (D1) 2005.01.03 00:00 - 2007.11.30 00:00 (2005.01.01 - 2007.12.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfitPips=150; StopLossPips=150; LotRatio=1; Slippage=5; SystemNumber=20071207; SystemName="Double Positions"; | ||||
Bars in test | 1907 | Ticks modelled | 13906019 | Modelling quality | 57.07% |
Mismatched charts errors | 24 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 6138.70 | Gross profit | 8991.64 | Gross loss | -2852.94 |
Profit factor | 3.15 | Expected payoff | 109.62 | ||
Absolute drawdown | 190.20 | Maximal drawdown | 3171.20 (22.50%) | Relative drawdown | 22.50% (3171.20) |
Total trades | 56 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 30 (86.67%) |
Profit trades (% of total) | 44 (78.57%) | Loss trades (% of total) | 12 (21.43%) | ||
Largest | profit trade | 1255.86 | loss trade | -548.71 | |
Average | profit trade | 204.36 | loss trade | -237.74 | |
Maximum | consecutive wins (profit in money) | 16 (2543.94) | consecutive losses (loss in money) | 2 (-1097.42) | |
Maximal | consecutive profit (count of wins) | 2543.94 (16) | consecutive loss (count of losses) | -1097.42 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.02.22 09:50 | buy | 1 | 1.00 | 1.9111 | 0.0000 | 1.9261 | ||
2 | 2005.02.22 09:50 | buy | 2 | 1.00 | 1.9111 | 0.0000 | 0.0000 | ||
3 | 2005.02.28 14:35 | t/p | 1 | 1.00 | 1.9261 | 0.0000 | 1.9261 | 152.85 | 10152.85 |
4 | 2005.02.28 14:35 | modify | 2 | 1.00 | 1.9111 | 1.9116 | 0.0000 | ||
5 | 2005.03.02 09:14 | s/l | 2 | 1.00 | 1.9116 | 1.9116 | 0.0000 | 8.80 | 10161.65 |
6 | 2005.03.22 18:36 | sell | 3 | 1.02 | 1.8810 | 0.0000 | 1.8660 | ||
7 | 2005.03.22 18:36 | sell | 4 | 1.02 | 1.8810 | 0.0000 | 0.0000 | ||
8 | 2005.03.28 01:11 | t/p | 3 | 1.02 | 1.8660 | 0.0000 | 1.8660 | 149.97 | 10311.62 |
9 | 2005.03.28 01:11 | modify | 4 | 1.02 | 1.8810 | 1.8805 | 0.0000 | ||
10 | 2005.03.30 02:30 | s/l | 4 | 1.02 | 1.8805 | 1.8805 | 0.0000 | 1.06 | 10312.68 |
11 | 2005.04.17 23:00 | buy | 5 | 1.03 | 1.8940 | 0.0000 | 1.9090 | ||
12 | 2005.04.17 23:00 | buy | 6 | 1.03 | 1.8940 | 0.0000 | 0.0000 | ||
13 | 2005.04.19 07:37 | t/p | 5 | 1.03 | 1.9090 | 0.0000 | 1.9090 | 155.48 | 10468.16 |
14 | 2005.04.19 07:37 | modify | 6 | 1.03 | 1.8940 | 1.8945 | 0.0000 | ||
15 | 2005.05.02 14:36 | s/l | 6 | 1.03 | 1.8945 | 1.8945 | 0.0000 | 12.49 | 10480.65 |
16 | 2005.05.08 23:00 | sell | 7 | 1.05 | 1.8902 | 0.0000 | 1.8752 | ||
17 | 2005.05.08 23:00 | sell | 8 | 1.05 | 1.8902 | 0.0000 | 0.0000 | ||
18 | 2005.05.11 12:38 | t/p | 7 | 1.05 | 1.8752 | 0.0000 | 1.8752 | 155.94 | 10636.59 |
19 | 2005.05.11 12:38 | modify | 8 | 1.05 | 1.8902 | 1.8897 | 0.0000 | ||
20 | 2005.06.19 23:00 | close | 8 | 1.05 | 1.8242 | 1.8897 | 0.0000 | 671.17 | 11307.76 |
21 | 2005.06.19 23:00 | buy | 9 | 1.13 | 1.8242 | 0.0000 | 1.8392 | ||
22 | 2005.06.19 23:00 | buy | 10 | 1.13 | 1.8242 | 0.0000 | 0.0000 | ||
23 | 2005.06.29 13:08 | close | 9 | 1.13 | 1.8049 | 0.0000 | 1.8392 | -212.72 | 11095.04 |
24 | 2005.06.29 13:08 | sell | 11 | 1.09 | 1.8049 | 0.0000 | 1.7899 | ||
25 | 2005.06.29 13:08 | sell | 12 | 1.09 | 1.8049 | 0.0000 | 0.0000 | ||
26 | 2005.06.29 13:08 | close | 10 | 1.13 | 1.8049 | 0.0000 | 0.0000 | -212.72 | 10882.31 |
27 | 2005.06.30 18:29 | t/p | 11 | 1.09 | 1.7899 | 0.0000 | 1.7899 | 161.88 | 11044.20 |
28 | 2005.06.30 18:29 | modify | 12 | 1.09 | 1.8049 | 1.8044 | 0.0000 | ||
29 | 2005.07.12 07:38 | close | 12 | 1.09 | 1.7689 | 1.8044 | 0.0000 | 385.39 | 11429.58 |
30 | 2005.07.12 07:38 | buy | 13 | 1.14 | 1.7689 | 0.0000 | 1.7839 | ||
31 | 2005.07.12 07:38 | buy | 14 | 1.14 | 1.7689 | 0.0000 | 0.0000 | ||
32 | 2005.08.08 08:29 | t/p | 13 | 1.14 | 1.7839 | 0.0000 | 1.7839 | 185.62 | 11615.20 |
33 | 2005.08.08 08:29 | modify | 14 | 1.14 | 1.7689 | 1.7694 | 0.0000 | ||
34 | 2005.09.18 23:00 | close | 14 | 1.14 | 1.8012 | 1.7694 | 0.0000 | 405.04 | 12020.24 |
35 | 2005.09.18 23:00 | sell | 15 | 1.20 | 1.8012 | 0.0000 | 1.7862 | ||
36 | 2005.09.18 23:00 | sell | 16 | 1.20 | 1.8012 | 0.0000 | 0.0000 | ||
37 | 2005.09.23 07:28 | t/p | 15 | 1.20 | 1.7862 | 0.0000 | 1.7862 | 175.84 | 12196.09 |
38 | 2005.09.23 07:28 | modify | 16 | 1.20 | 1.8012 | 1.8007 | 0.0000 | ||
39 | 2005.12.04 23:00 | close | 16 | 1.20 | 1.7320 | 1.8007 | 0.0000 | 784.66 | 12980.75 |
40 | 2005.12.04 23:00 | buy | 17 | 1.30 | 1.7320 | 0.0000 | 1.7470 | ||
41 | 2005.12.04 23:00 | buy | 18 | 1.30 | 1.7320 | 0.0000 | 0.0000 | ||
42 | 2005.12.08 09:38 | t/p | 17 | 1.30 | 1.7470 | 0.0000 | 1.7470 | 198.71 | 13179.45 |
43 | 2005.12.08 09:38 | modify | 18 | 1.30 | 1.7320 | 1.7325 | 0.0000 | ||
44 | 2005.12.23 13:37 | s/l | 18 | 1.30 | 1.7325 | 1.7325 | 0.0000 | 19.47 | 13198.92 |
45 | 2006.01.02 22:00 | sell | 19 | 1.32 | 1.7200 | 0.0000 | 1.7050 | ||
46 | 2006.01.02 22:00 | sell | 20 | 1.32 | 1.7200 | 0.0000 | 0.0000 | ||
47 | 2006.03.05 23:28 | close | 19 | 1.32 | 1.7585 | 0.0000 | 1.7050 | -548.71 | 12650.21 |
48 | 2006.03.05 23:28 | buy | 21 | 1.21 | 1.7585 | 0.0000 | 1.7735 | ||
49 | 2006.03.05 23:28 | buy | 22 | 1.21 | 1.7585 | 0.0000 | 0.0000 | ||
50 | 2006.03.05 23:28 | close | 20 | 1.32 | 1.7585 | 0.0000 | 0.0000 | -548.71 | 12101.50 |
51 | 2006.04.17 14:44 | t/p | 21 | 1.21 | 1.7735 | 0.0000 | 1.7735 | 206.21 | 12307.71 |
52 | 2006.04.17 14:44 | modify | 22 | 1.21 | 1.7585 | 1.7590 | 0.0000 | ||
53 | 2006.05.28 21:30 | close | 22 | 1.21 | 1.8583 | 1.7590 | 0.0000 | 1255.86 | 13563.57 |
54 | 2006.05.28 21:30 | sell | 23 | 1.36 | 1.8583 | 0.0000 | 1.8433 | ||
55 | 2006.05.28 21:30 | sell | 24 | 1.36 | 1.8583 | 0.0000 | 0.0000 | ||
56 | 2006.06.04 22:00 | close | 23 | 1.36 | 1.8847 | 0.0000 | 1.8433 | -363.75 | 13199.82 |
57 | 2006.06.04 22:00 | buy | 25 | 1.28 | 1.8847 | 0.0000 | 1.8997 | ||
58 | 2006.06.04 22:00 | buy | 26 | 1.28 | 1.8847 | 0.0000 | 0.0000 | ||
59 | 2006.06.04 22:00 | close | 24 | 1.36 | 1.8848 | 0.0000 | 0.0000 | -365.11 | 12834.71 |
60 | 2006.08.04 12:39 | t/p | 25 | 1.28 | 1.8997 | 0.0000 | 1.8997 | 230.30 | 13065.01 |
61 | 2006.08.04 12:39 | modify | 26 | 1.28 | 1.8847 | 1.8852 | 0.0000 | ||
62 | 2006.08.14 12:14 | s/l | 26 | 1.28 | 1.8852 | 1.8852 | 0.0000 | 49.57 | 13114.58 |
63 | 2006.08.20 22:00 | sell | 27 | 1.31 | 1.8806 | 0.0000 | 1.8656 | ||
64 | 2006.08.20 22:00 | sell | 28 | 1.31 | 1.8806 | 0.0000 | 0.0000 | ||
65 | 2006.09.08 13:13 | t/p | 27 | 1.31 | 1.8656 | 0.0000 | 1.8656 | 182.88 | 13297.46 |
66 | 2006.09.08 13:13 | modify | 28 | 1.31 | 1.8806 | 1.8801 | 0.0000 | ||
67 | 2006.09.14 07:49 | s/l | 28 | 1.31 | 1.8801 | 1.8801 | 0.0000 | -10.96 | 13286.50 |
68 | 2006.09.14 14:43 | buy | 29 | 1.33 | 1.8900 | 0.0000 | 1.9050 | ||
69 | 2006.09.14 14:43 | buy | 30 | 1.33 | 1.8900 | 0.0000 | 0.0000 | ||
70 | 2006.09.22 07:18 | t/p | 29 | 1.33 | 1.9050 | 0.0000 | 1.9050 | 204.55 | 13491.06 |
71 | 2006.09.22 07:18 | modify | 30 | 1.33 | 1.8900 | 1.8905 | 0.0000 | ||
72 | 2006.09.27 07:56 | s/l | 30 | 1.33 | 1.8905 | 1.8905 | 0.0000 | 13.60 | 13504.66 |
73 | 2006.09.27 07:56 | buy | 31 | 1.35 | 1.8909 | 0.0000 | 1.9059 | ||
74 | 2006.09.27 07:56 | buy | 32 | 1.35 | 1.8909 | 0.0000 | 0.0000 | ||
75 | 2006.10.31 15:14 | t/p | 31 | 1.35 | 1.9059 | 0.0000 | 1.9059 | 224.30 | 13728.96 |
76 | 2006.10.31 15:14 | modify | 32 | 1.35 | 1.8909 | 1.8914 | 0.0000 | ||
77 | 2006.11.15 09:39 | s/l | 32 | 1.35 | 1.8914 | 1.8914 | 0.0000 | 38.17 | 13767.13 |
78 | 2006.12.10 23:00 | sell | 33 | 1.38 | 1.9527 | 0.0000 | 1.9377 | ||
79 | 2006.12.10 23:00 | sell | 34 | 1.38 | 1.9527 | 0.0000 | 0.0000 | ||
80 | 2007.01.01 22:45 | close | 33 | 1.38 | 1.9619 | 0.0000 | 1.9377 | -141.99 | 13625.14 |
81 | 2007.01.01 22:45 | buy | 35 | 1.35 | 1.9619 | 0.0000 | 1.9769 | ||
82 | 2007.01.01 22:45 | buy | 36 | 1.35 | 1.9619 | 0.0000 | 0.0000 | ||
83 | 2007.01.01 23:00 | close | 34 | 1.38 | 1.9620 | 0.0000 | 0.0000 | -143.37 | 13481.77 |
84 | 2007.01.18 08:09 | t/p | 35 | 1.35 | 1.9769 | 0.0000 | 1.9769 | 214.68 | 13696.46 |
85 | 2007.01.18 08:09 | modify | 36 | 1.35 | 1.9619 | 1.9624 | 0.0000 | ||
86 | 2007.01.25 19:45 | s/l | 36 | 1.35 | 1.9624 | 1.9624 | 0.0000 | 23.42 | 13719.88 |
87 | 2007.01.25 19:45 | buy | 37 | 1.37 | 1.9628 | 0.0000 | 1.9778 | ||
88 | 2007.01.25 19:45 | buy | 38 | 1.37 | 1.9628 | 0.0000 | 0.0000 | ||
89 | 2007.01.31 09:31 | close | 37 | 1.37 | 1.9524 | 0.0000 | 1.9778 | -139.88 | 13580.00 |
90 | 2007.01.31 09:31 | sell | 39 | 1.34 | 1.9524 | 0.0000 | 1.9374 | ||
91 | 2007.01.31 09:31 | sell | 40 | 1.34 | 1.9524 | 0.0000 | 0.0000 | ||
92 | 2007.01.31 09:31 | close | 38 | 1.37 | 1.9524 | 0.0000 | 0.0000 | -139.88 | 13440.13 |
93 | 2007.03.04 23:37 | t/p | 39 | 1.34 | 1.9374 | 0.0000 | 1.9374 | 179.77 | 13619.90 |
94 | 2007.03.04 23:37 | modify | 40 | 1.34 | 1.9524 | 1.9519 | 0.0000 | ||
95 | 2007.03.20 09:37 | s/l | 40 | 1.34 | 1.9519 | 1.9519 | 0.0000 | -25.14 | 13594.76 |
96 | 2007.03.21 07:31 | buy | 41 | 1.36 | 1.9643 | 0.0000 | 1.9793 | ||
97 | 2007.03.21 07:31 | buy | 42 | 1.36 | 1.9643 | 0.0000 | 0.0000 | ||
98 | 2007.04.02 13:09 | t/p | 41 | 1.36 | 1.9793 | 0.0000 | 1.9793 | 211.75 | 13806.52 |
99 | 2007.04.02 13:09 | modify | 42 | 1.36 | 1.9643 | 1.9648 | 0.0000 | ||
100 | 2007.04.06 12:37 | s/l | 42 | 1.36 | 1.9648 | 1.9648 | 0.0000 | 18.43 | 13824.94 |
101 | 2007.05.08 07:27 | sell | 43 | 1.38 | 1.9923 | 0.0000 | 1.9773 | ||
102 | 2007.05.08 07:27 | sell | 44 | 1.38 | 1.9923 | 0.0000 | 0.0000 | ||
103 | 2007.05.10 17:28 | t/p | 43 | 1.38 | 1.9773 | 0.0000 | 1.9773 | 204.27 | 14029.21 |
104 | 2007.05.10 17:28 | modify | 44 | 1.38 | 1.9923 | 1.9918 | 0.0000 | ||
105 | 2007.06.04 13:16 | close | 44 | 1.38 | 1.9901 | 1.9918 | 0.0000 | 11.92 | 14041.13 |
106 | 2007.06.04 13:16 | buy | 45 | 1.40 | 1.9901 | 0.0000 | 2.0051 | ||
107 | 2007.06.04 13:16 | buy | 46 | 1.40 | 1.9901 | 0.0000 | 0.0000 | ||
108 | 2007.06.29 10:27 | t/p | 45 | 1.40 | 2.0051 | 0.0000 | 2.0051 | 227.95 | 14269.08 |
109 | 2007.06.29 10:27 | modify | 46 | 1.40 | 1.9901 | 1.9906 | 0.0000 | ||
110 | 2007.07.27 11:07 | close | 46 | 1.40 | 2.0288 | 1.9906 | 0.0000 | 578.37 | 14847.46 |
111 | 2007.07.27 11:07 | sell | 47 | 1.48 | 2.0288 | 0.0000 | 2.0138 | ||
112 | 2007.07.27 11:07 | sell | 48 | 1.48 | 2.0288 | 0.0000 | 0.0000 | ||
113 | 2007.08.13 09:11 | t/p | 47 | 1.48 | 2.0138 | 0.0000 | 2.0138 | 211.01 | 15058.47 |
114 | 2007.08.13 09:11 | modify | 48 | 1.48 | 2.0288 | 2.0283 | 0.0000 | ||
115 | 2007.09.03 06:29 | close | 48 | 1.48 | 2.0195 | 2.0283 | 0.0000 | 111.27 | 15169.73 |
116 | 2007.09.03 06:29 | buy | 49 | 1.52 | 2.0195 | 0.0000 | 2.0345 | ||
117 | 2007.09.03 06:29 | buy | 50 | 1.52 | 2.0195 | 0.0000 | 0.0000 | ||
118 | 2007.09.12 05:23 | t/p | 49 | 1.52 | 2.0345 | 0.0000 | 2.0345 | 234.50 | 15404.23 |
119 | 2007.09.12 05:23 | modify | 50 | 1.52 | 2.0195 | 2.0200 | 0.0000 | ||
120 | 2007.09.13 21:39 | s/l | 50 | 1.52 | 2.0200 | 2.0200 | 0.0000 | 16.26 | 15420.50 |
121 | 2007.09.14 07:52 | sell | 51 | 1.54 | 2.0159 | 0.0000 | 2.0009 | ||
122 | 2007.09.14 07:52 | sell | 52 | 1.54 | 2.0159 | 0.0000 | 0.0000 | ||
123 | 2007.09.17 06:44 | t/p | 51 | 1.54 | 2.0009 | 0.0000 | 2.0009 | 230.24 | 15650.73 |
124 | 2007.09.17 06:44 | modify | 52 | 1.54 | 2.0159 | 2.0154 | 0.0000 | ||
125 | 2007.09.19 05:24 | s/l | 52 | 1.54 | 2.0154 | 2.0154 | 0.0000 | 5.41 | 15656.15 |
126 | 2007.09.28 12:02 | buy | 53 | 1.57 | 2.0335 | 0.0000 | 2.0485 | ||
127 | 2007.09.28 12:02 | buy | 54 | 1.57 | 2.0335 | 0.0000 | 0.0000 | ||
128 | 2007.10.01 06:51 | t/p | 53 | 1.57 | 2.0485 | 0.0000 | 2.0485 | 236.25 | 15892.39 |
129 | 2007.10.01 06:51 | modify | 54 | 1.57 | 2.0335 | 2.0340 | 0.0000 | ||
130 | 2007.10.03 08:48 | s/l | 54 | 1.57 | 2.0340 | 2.0340 | 0.0000 | 10.09 | 15902.48 |
131 | 2007.11.12 14:27 | sell | 55 | 1.59 | 2.0611 | 0.0000 | 2.0461 | ||
132 | 2007.11.12 14:27 | sell | 56 | 1.59 | 2.0611 | 0.0000 | 0.0000 | ||
133 | 2007.11.15 10:00 | t/p | 55 | 1.59 | 2.0461 | 0.0000 | 2.0461 | 234.56 | 16137.05 |
134 | 2007.11.15 10:00 | modify | 56 | 1.59 | 2.0611 | 2.0606 | 0.0000 | ||
135 | 2007.11.20 07:42 | s/l | 56 | 1.59 | 2.0606 | 2.0606 | 0.0000 | 1.65 | 16138.70 |