Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2005.01.03 00:00 - 2007.12.14 20:00 (2005.01.01 - 2007.12.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 5686 | Ticks modelled | 14020825 | Modelling quality | 55.23% |
Mismatched charts errors | 31 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1636.79 | Gross profit | 1841.79 | Gross loss | -205.00 |
Profit factor | 8.98 | Expected payoff | 48.14 | ||
Absolute drawdown | 93.90 | Maximal drawdown | 757.06 (6.94%) | Relative drawdown | 6.94% (757.06) |
Total trades | 34 | Short positions (won %) | 20 (90.00%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 32 (94.12%) | Loss trades (% of total) | 2 (5.88%) | ||
Largest | profit trade | 139.17 | loss trade | -109.44 | |
Average | profit trade | 57.56 | loss trade | -102.50 | |
Maximum | consecutive wins (profit in money) | 17 (870.41) | consecutive losses (loss in money) | 1 (-109.44) | |
Maximal | consecutive profit (count of wins) | 870.41 (17) | consecutive loss (count of losses) | -109.44 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.11 08:15 | sell | 1 | 1.00 | 1.8757 | 0.0000 | 0.0000 | ||
2 | 2005.01.12 06:37 | close | 1 | 1.00 | 1.8706 | 0.0000 | 0.0000 | 50.13 | 10050.13 |
3 | 2005.03.11 12:34 | buy | 2 | 1.01 | 1.9216 | 0.0000 | 0.0000 | ||
4 | 2005.03.11 13:58 | close | 2 | 1.01 | 1.9266 | 0.0000 | 0.0000 | 50.50 | 10100.63 |
5 | 2005.04.06 12:17 | sell | 3 | 1.01 | 1.8787 | 0.0000 | 0.0000 | ||
6 | 2005.04.07 17:28 | close | 3 | 1.01 | 1.8737 | 0.0000 | 0.0000 | 47.86 | 10148.49 |
7 | 2005.05.03 08:00 | buy | 4 | 1.01 | 1.8950 | 0.0000 | 0.0000 | ||
8 | 2005.05.04 02:26 | close | 4 | 1.01 | 1.9001 | 0.0000 | 0.0000 | 51.99 | 10200.48 |
9 | 2005.06.03 15:37 | sell | 5 | 1.02 | 1.8122 | 0.0000 | 0.0000 | ||
10 | 2005.06.13 01:37 | close | 5 | 1.02 | 1.8072 | 0.0000 | 0.0000 | 43.90 | 10244.38 |
11 | 2005.06.26 23:00 | buy | 6 | 1.02 | 1.8238 | 0.0000 | 0.0000 | ||
12 | 2005.06.27 07:29 | close | 6 | 1.02 | 1.8288 | 0.0000 | 0.0000 | 51.48 | 10295.87 |
13 | 2005.07.12 23:38 | sell | 7 | 1.03 | 1.7746 | 0.0000 | 0.0000 | ||
14 | 2005.07.13 07:35 | close | 7 | 1.03 | 1.7695 | 0.0000 | 0.0000 | 51.63 | 10347.50 |
15 | 2005.07.31 23:00 | buy | 8 | 1.03 | 1.7547 | 0.0000 | 0.0000 | ||
16 | 2005.08.01 02:19 | close | 8 | 1.03 | 1.7597 | 0.0000 | 0.0000 | 51.99 | 10399.49 |
17 | 2005.08.16 08:37 | buy | 9 | 1.04 | 1.8118 | 0.0000 | 0.0000 | ||
18 | 2005.09.01 12:38 | close | 9 | 1.04 | 1.8168 | 0.0000 | 0.0000 | 60.89 | 10460.38 |
19 | 2005.10.05 12:38 | sell | 10 | 1.05 | 1.7590 | 0.0000 | 0.0000 | ||
20 | 2005.10.10 14:18 | close | 10 | 1.05 | 1.7539 | 0.0000 | 0.0000 | 48.98 | 10509.37 |
21 | 2005.12.11 23:00 | buy | 11 | 1.05 | 1.7511 | 0.0000 | 0.0000 | ||
22 | 2005.12.12 01:27 | close | 11 | 1.05 | 1.7561 | 0.0000 | 0.0000 | 53.00 | 10562.37 |
23 | 2005.12.20 08:38 | buy | 12 | 1.06 | 1.7634 | 0.0000 | 0.0000 | ||
24 | 2005.12.20 10:39 | close | 12 | 1.06 | 1.7684 | 0.0000 | 0.0000 | 53.00 | 10615.37 |
25 | 2006.02.20 12:38 | sell | 13 | 1.06 | 1.7422 | 0.0000 | 0.0000 | ||
26 | 2006.03.07 10:29 | close | 13 | 1.06 | 1.7372 | 0.0000 | 0.0000 | 39.17 | 10654.53 |
27 | 2006.05.16 04:01 | buy | 14 | 1.07 | 1.8866 | 0.0000 | 0.0000 | ||
28 | 2006.05.17 03:18 | close | 14 | 1.07 | 1.8917 | 0.0000 | 0.0000 | 55.08 | 10709.61 |
29 | 2006.06.04 22:00 | sell | 15 | 1.07 | 1.8843 | 0.0000 | 0.0000 | ||
30 | 2006.06.05 12:49 | close | 15 | 1.07 | 1.8793 | 0.0000 | 0.0000 | 52.57 | 10762.18 |
31 | 2006.06.15 00:00 | sell | 16 | 1.08 | 1.8441 | 0.0000 | 0.0000 | ||
32 | 2006.06.19 14:44 | close | 16 | 1.08 | 1.8391 | 0.0000 | 0.0000 | 52.12 | 10814.30 |
33 | 2006.08.14 04:00 | buy | 17 | 1.08 | 1.8947 | 0.0000 | 0.0000 | ||
34 | 2006.08.16 13:08 | close | 17 | 1.08 | 1.8998 | 0.0000 | 0.0000 | 56.11 | 10870.41 |
35 | 2006.09.10 22:00 | sell | 18 | 1.09 | 1.8647 | 0.0000 | 0.0000 | ||
36 | 2006.09.20 20:08 | sell | 19 | 1.06 | 1.8864 | 0.0000 | 0.0000 | ||
37 | 2006.09.28 14:49 | close | 18 | 1.09 | 1.8730 | 0.0000 | 0.0000 | -109.44 | 10760.97 |
38 | 2006.09.28 14:49 | close | 19 | 1.06 | 1.8731 | 0.0000 | 0.0000 | 131.76 | 10892.73 |
39 | 2006.11.15 00:00 | buy | 20 | 1.09 | 1.8961 | 0.0000 | 0.0000 | ||
40 | 2006.11.22 01:49 | close | 20 | 1.09 | 1.9011 | 0.0000 | 0.0000 | 58.12 | 10950.85 |
41 | 2006.12.17 23:00 | sell | 21 | 1.10 | 1.9528 | 0.0000 | 0.0000 | ||
42 | 2006.12.18 14:52 | close | 21 | 1.10 | 1.9478 | 0.0000 | 0.0000 | 54.04 | 11004.90 |
43 | 2006.12.29 08:51 | sell | 22 | 1.10 | 1.9610 | 0.0000 | 0.0000 | ||
44 | 2007.01.03 14:57 | close | 22 | 1.10 | 1.9560 | 0.0000 | 0.0000 | 52.13 | 11057.02 |
45 | 2007.02.05 20:00 | buy | 23 | 1.11 | 1.9598 | 0.0000 | 0.0000 | ||
46 | 2007.02.06 09:54 | close | 23 | 1.11 | 1.9648 | 0.0000 | 0.0000 | 56.03 | 11113.05 |
47 | 2007.02.11 23:00 | sell | 24 | 1.11 | 1.9517 | 0.0000 | 0.0000 | ||
48 | 2007.02.12 09:39 | close | 24 | 1.11 | 1.9467 | 0.0000 | 0.0000 | 54.53 | 11167.59 |
49 | 2007.02.20 12:05 | sell | 25 | 1.12 | 1.9490 | 0.0000 | 0.0000 | ||
50 | 2007.03.02 12:39 | close | 25 | 1.12 | 1.9440 | 0.0000 | 0.0000 | 44.31 | 11211.89 |
51 | 2007.04.09 16:01 | buy | 26 | 1.12 | 1.9612 | 0.0000 | 0.0000 | ||
52 | 2007.04.10 01:47 | close | 26 | 1.12 | 1.9663 | 0.0000 | 0.0000 | 57.65 | 11269.55 |
53 | 2007.05.13 22:00 | sell | 27 | 1.13 | 1.9813 | 0.0000 | 0.0000 | ||
54 | 2007.05.15 09:06 | close | 27 | 1.13 | 1.9763 | 0.0000 | 0.0000 | 54.53 | 11324.08 |
55 | 2007.05.23 07:50 | sell | 28 | 1.13 | 1.9733 | 0.0000 | 0.0000 | ||
56 | 2007.06.08 08:04 | close | 28 | 1.13 | 1.9683 | 0.0000 | 0.0000 | 38.80 | 11362.88 |
57 | 2007.07.20 08:07 | buy | 29 | 1.14 | 2.0508 | 0.0000 | 0.0000 | ||
58 | 2007.07.20 14:20 | close | 29 | 1.14 | 2.0558 | 0.0000 | 0.0000 | 57.00 | 11419.88 |
59 | 2007.07.29 22:00 | sell | 30 | 1.14 | 2.0200 | 0.0000 | 0.0000 | ||
60 | 2007.08.05 22:07 | sell | 31 | 1.12 | 2.0403 | 0.0000 | 0.0000 | ||
61 | 2007.08.07 07:21 | close | 30 | 1.14 | 2.0276 | 0.0000 | 0.0000 | -95.57 | 11324.32 |
62 | 2007.08.07 07:21 | close | 31 | 1.12 | 2.0277 | 0.0000 | 0.0000 | 139.17 | 11463.49 |
63 | 2007.10.09 14:58 | buy | 32 | 1.15 | 2.0334 | 0.0000 | 0.0000 | ||
64 | 2007.10.09 20:12 | close | 32 | 1.15 | 2.0384 | 0.0000 | 0.0000 | 57.50 | 11520.99 |
65 | 2007.11.18 23:00 | sell | 33 | 1.15 | 2.0534 | 0.0000 | 0.0000 | ||
66 | 2007.11.19 07:50 | close | 33 | 1.15 | 2.0483 | 0.0000 | 0.0000 | 57.65 | 11578.64 |
67 | 2007.11.27 12:00 | sell | 34 | 1.16 | 2.0690 | 0.0000 | 0.0000 | ||
68 | 2007.11.28 07:32 | close | 34 | 1.16 | 2.0639 | 0.0000 | 0.0000 | 58.15 | 11636.79 |