| 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 |