Symbol | GBPAUD (Great Britain Pound vs Australian Dollar) | ||||
Period | 5 Minutes (M5) 2008.01.02 10:00 - 2019.02.06 23:59 (2008.01.01 - 2019.02.07) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | param_broker="-------- BROKER PARAMETERS --------"; p111="Enter the GMT offset of your broker in the winter period (not DST)."; Broker_Server_GMT_Winter=2; p121="Enter 'yes' if your broker changes the GMT offset, in the DST period."; Broker_Adapt_GMT_On_DST_Period=1; param_pairs="-------- LIST OF PAIRS -------- (Applies only in live trading. In the backtest, the expert uses the selected pair)"; p11=" -> The list of pairs to trade. You must use the semicolon character (;) to separate the pairs selected."; Pairs_List="AUDCAD;AUDUSD;EURAUD;EURGBP;EURUSD;GBPAUD;GBPCAD;GBPCHF;GBPUSD;USDCHF;USDJPY;XAUUSD"; param_size="-------- ORDER SIZE PARAMETERS --------"; p21="-> Order size in lots. Used if the parameter 'BALANCE_FOR_EVERY_001_Lots' is zero."; Fixed_Order_Size=0.1; p22="-> If you set here a value > 0, for example 1000, the size of the trade will be 0.01 lots for every 1000 of balance."; Balance_For_Every_001_Lots=0; p23=" -> Define the percentage of your account balance to assign (value between 0-200.0)."; Autolot_Balance_Percentage=100; param_other="--------- OTHER PARAMETERS --------"; p31=" -> set 'yes' ONLY if your account is FIFO compliant (only opens 1 order/pair at the same time)."; Apply_FIFO_Compliant=1; p32=" -> Define the value of the order comment. Special key words: #period #magic"; Order_Comment="default"; | ||||
Bars in test | 822418 | Ticks modelled | 1643766 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | 373.10 | Gross profit | 607.96 | Gross loss | -234.86 |
Profit factor | 2.59 | Expected payoff | 13.82 | ||
Absolute drawdown | 102.39 | Maximal drawdown | 139.99 (1.39%) | Relative drawdown | 1.39% (139.99) |
Total trades | 27 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 19 (15.79%) |
Profit trades (% of total) | 8 (29.63%) | Loss trades (% of total) | 19 (70.37%) | ||
Largest | profit trade | 166.67 | loss trade | -51.97 | |
Average | profit trade | 75.99 | loss trade | -12.36 | |
Maximum | consecutive wins (profit in money) | 2 (185.24) | consecutive losses (loss in money) | 9 (-83.63) | |
Maximal | consecutive profit (count of wins) | 185.24 (2) | consecutive loss (count of losses) | -88.70 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.03.17 03:30 | buy | 1 | 0.10 | 2.18050 | 0.00000 | 0.00000 | ||
2 | 2008.03.17 03:30 | modify | 1 | 0.10 | 2.18050 | 2.15778 | 2.21055 | ||
3 | 2008.03.17 05:00 | close | 1 | 0.10 | 2.17770 | 2.15778 | 2.21055 | -20.28 | 9979.72 |
4 | 2008.06.12 03:45 | buy | 2 | 0.10 | 2.08630 | 0.00000 | 0.00000 | ||
5 | 2008.06.12 03:45 | modify | 2 | 0.10 | 2.08630 | 2.07778 | 2.10990 | ||
6 | 2008.06.12 07:00 | close | 2 | 0.10 | 2.08560 | 2.07778 | 2.10990 | -5.39 | 9974.33 |
7 | 2008.08.28 04:00 | sell | 3 | 0.10 | 2.11960 | 0.00000 | 0.00000 | ||
8 | 2008.08.28 04:00 | modify | 3 | 0.10 | 2.11960 | 2.12949 | 2.10010 | ||
9 | 2008.08.28 06:45 | close | 3 | 0.10 | 2.12110 | 2.12949 | 2.10010 | -11.06 | 9963.27 |
10 | 2010.10.05 05:45 | buy | 4 | 0.10 | 1.64873 | 0.00000 | 0.00000 | ||
11 | 2010.10.05 05:45 | modify | 4 | 0.10 | 1.64873 | 1.64146 | 1.66477 | ||
12 | 2010.10.05 16:05 | s/l | 4 | 0.10 | 1.64146 | 1.64146 | 1.66477 | -51.97 | 9911.30 |
13 | 2010.11.02 04:45 | sell | 5 | 0.10 | 1.60882 | 0.00000 | 0.00000 | ||
14 | 2010.11.02 04:45 | modify | 5 | 0.10 | 1.60882 | 1.61702 | 1.59274 | ||
15 | 2010.11.03 08:15 | close | 5 | 0.10 | 1.60538 | 1.61702 | 1.59274 | 24.20 | 9935.50 |
16 | 2010.11.29 02:30 | buy | 6 | 0.10 | 1.62226 | 0.00000 | 0.00000 | ||
17 | 2010.11.29 02:30 | modify | 6 | 0.10 | 1.62226 | 1.61610 | 1.63871 | ||
18 | 2010.11.29 05:45 | close | 6 | 0.10 | 1.62010 | 1.61610 | 1.63871 | -15.74 | 9919.76 |
19 | 2011.06.09 04:45 | buy | 7 | 0.10 | 1.55037 | 0.00000 | 0.00000 | ||
20 | 2011.06.09 04:45 | modify | 7 | 0.10 | 1.55037 | 1.54446 | 1.56345 | ||
21 | 2011.06.09 06:30 | close | 7 | 0.10 | 1.55031 | 1.54446 | 1.56345 | -0.86 | 9918.90 |
22 | 2011.07.27 04:45 | sell | 8 | 0.10 | 1.48810 | 0.00000 | 0.00000 | ||
23 | 2011.07.27 04:45 | modify | 8 | 0.10 | 1.48810 | 1.49396 | 1.47615 | ||
24 | 2011.07.28 08:25 | t/p | 8 | 0.10 | 1.47615 | 1.49396 | 1.47615 | 85.03 | 10003.94 |
25 | 2012.02.07 05:45 | sell | 9 | 0.10 | 1.46726 | 0.00000 | 0.00000 | ||
26 | 2012.02.07 05:45 | modify | 9 | 0.10 | 1.46726 | 1.47203 | 1.45460 | ||
27 | 2012.02.07 06:45 | modify | 9 | 0.10 | 1.46726 | 1.46766 | 1.45460 | ||
28 | 2012.02.07 14:05 | s/l | 9 | 0.10 | 1.46766 | 1.46766 | 1.45460 | -3.27 | 10000.67 |
29 | 2012.03.22 04:45 | buy | 10 | 0.10 | 1.52485 | 0.00000 | 0.00000 | ||
30 | 2012.03.22 04:45 | modify | 10 | 0.10 | 1.52485 | 1.51978 | 1.53637 | ||
31 | 2012.03.22 13:30 | close | 10 | 0.10 | 1.52351 | 1.51978 | 1.53637 | -9.93 | 9990.74 |
32 | 2013.03.14 02:45 | sell | 11 | 0.10 | 1.44142 | 0.00000 | 0.00000 | ||
33 | 2013.03.14 02:45 | modify | 11 | 0.10 | 1.44142 | 1.44585 | 1.42889 | ||
34 | 2013.03.14 10:30 | s/l | 11 | 0.10 | 1.44585 | 1.44585 | 1.42889 | -31.84 | 9958.90 |
35 | 2013.09.12 04:45 | buy | 12 | 0.10 | 1.70554 | 0.00000 | 0.00000 | ||
36 | 2013.09.12 04:45 | modify | 12 | 0.10 | 1.70554 | 1.69867 | 1.72473 | ||
37 | 2013.09.12 06:15 | modify | 12 | 0.10 | 1.70554 | 1.70514 | 1.72473 | ||
38 | 2013.09.12 18:15 | s/l | 12 | 0.10 | 1.70514 | 1.70514 | 1.72473 | -3.27 | 9955.63 |
39 | 2014.04.23 04:45 | buy | 13 | 0.10 | 1.80534 | 0.00000 | 0.00000 | ||
40 | 2014.04.23 04:45 | modify | 13 | 0.10 | 1.80534 | 1.79971 | 1.82001 | ||
41 | 2014.04.23 06:45 | modify | 13 | 0.10 | 1.80534 | 1.80494 | 1.82001 | ||
42 | 2014.04.24 03:05 | s/l | 13 | 0.10 | 1.80494 | 1.80494 | 1.82001 | -4.45 | 9951.18 |
43 | 2014.12.03 02:45 | buy | 14 | 0.10 | 1.86197 | 0.00000 | 0.00000 | ||
44 | 2014.12.03 02:45 | modify | 14 | 0.10 | 1.86197 | 1.85509 | 1.88015 | ||
45 | 2014.12.03 04:30 | close | 14 | 0.10 | 1.86008 | 1.85509 | 1.88015 | -13.83 | 9937.35 |
46 | 2014.12.15 02:00 | buy | 15 | 0.10 | 1.91487 | 0.00000 | 0.00000 | ||
47 | 2014.12.15 02:00 | modify | 15 | 0.10 | 1.91487 | 1.90928 | 1.93333 | ||
48 | 2014.12.15 03:00 | close | 15 | 0.10 | 1.91402 | 1.90928 | 1.93333 | -6.46 | 9930.89 |
49 | 2015.01.14 04:30 | buy | 16 | 0.10 | 1.86803 | 0.00000 | 0.00000 | ||
50 | 2015.01.14 04:30 | modify | 16 | 0.10 | 1.86803 | 1.86042 | 1.88708 | ||
51 | 2015.01.14 07:30 | modify | 16 | 0.10 | 1.86803 | 1.86763 | 1.88708 | ||
52 | 2015.01.14 10:50 | s/l | 16 | 0.10 | 1.86763 | 1.86763 | 1.88708 | -3.27 | 9927.62 |
53 | 2015.05.28 04:45 | buy | 17 | 0.10 | 1.99675 | 0.00000 | 0.00000 | ||
54 | 2015.05.28 04:45 | modify | 17 | 0.10 | 1.99675 | 1.98776 | 2.01781 | ||
55 | 2015.05.28 09:15 | close | 17 | 0.10 | 1.99578 | 1.98776 | 2.01781 | -7.31 | 9920.31 |
56 | 2015.07.03 05:15 | buy | 18 | 0.10 | 2.05667 | 0.00000 | 0.00000 | ||
57 | 2015.07.03 05:15 | modify | 18 | 0.10 | 2.05667 | 2.04914 | 2.07803 | ||
58 | 2015.07.03 06:15 | close | 18 | 0.10 | 2.05935 | 2.04914 | 2.07803 | 18.57 | 9938.88 |
59 | 2015.08.11 04:30 | buy | 19 | 0.10 | 2.11292 | 0.00000 | 0.00000 | ||
60 | 2015.08.11 04:30 | modify | 19 | 0.10 | 2.11292 | 2.10504 | 2.13649 | ||
61 | 2015.08.11 05:45 | modify | 19 | 0.10 | 2.11292 | 2.11252 | 2.13649 | ||
62 | 2015.08.11 17:20 | t/p | 19 | 0.10 | 2.13649 | 2.11252 | 2.13649 | 166.67 | 10105.55 |
63 | 2015.09.23 05:00 | buy | 20 | 0.10 | 2.18286 | 0.00000 | 0.00000 | ||
64 | 2015.09.23 05:00 | modify | 20 | 0.10 | 2.18286 | 2.17489 | 2.21001 | ||
65 | 2015.09.23 10:15 | close | 20 | 0.10 | 2.17899 | 2.17489 | 2.21001 | -27.87 | 10077.68 |
66 | 2015.10.28 03:00 | buy | 21 | 0.10 | 2.14790 | 0.00000 | 0.00000 | ||
67 | 2015.10.28 03:00 | modify | 21 | 0.10 | 2.14790 | 2.13610 | 2.17385 | ||
68 | 2015.10.28 08:45 | close | 21 | 0.10 | 2.14781 | 2.13610 | 2.17385 | -1.07 | 10076.61 |
69 | 2016.04.27 04:45 | buy | 22 | 0.10 | 1.90101 | 0.00000 | 0.00000 | ||
70 | 2016.04.27 04:45 | modify | 22 | 0.10 | 1.90101 | 1.88990 | 1.92248 | ||
71 | 2016.04.27 06:15 | modify | 22 | 0.10 | 1.90101 | 1.90061 | 1.92248 | ||
72 | 2016.04.27 13:30 | close | 22 | 0.10 | 1.92191 | 1.90061 | 1.92248 | 147.74 | 10224.35 |
73 | 2016.05.06 04:45 | buy | 23 | 0.10 | 1.95353 | 0.00000 | 0.00000 | ||
74 | 2016.05.06 04:45 | modify | 23 | 0.10 | 1.95353 | 1.94558 | 1.97425 | ||
75 | 2016.05.06 05:30 | modify | 23 | 0.10 | 1.95353 | 1.95313 | 1.97425 | ||
76 | 2016.05.09 00:00 | s/l | 23 | 0.10 | 1.95313 | 1.95313 | 1.97425 | -3.65 | 10220.69 |
77 | 2016.05.31 05:15 | sell | 24 | 0.10 | 2.03034 | 0.00000 | 0.00000 | ||
78 | 2016.05.31 05:15 | modify | 24 | 0.10 | 2.03034 | 2.03676 | 2.00996 | ||
79 | 2016.05.31 07:30 | close | 24 | 0.10 | 2.02630 | 2.03676 | 2.00996 | 28.21 | 10248.90 |
80 | 2017.01.25 03:15 | buy | 25 | 0.10 | 1.66180 | 0.00000 | 0.00000 | ||
81 | 2017.01.25 03:15 | modify | 25 | 0.10 | 1.66180 | 1.65569 | 1.67975 | ||
82 | 2017.01.25 07:15 | close | 25 | 0.10 | 1.65998 | 1.65569 | 1.67975 | -13.33 | 10235.57 |
83 | 2017.07.18 05:00 | sell | 26 | 0.10 | 1.66342 | 0.00000 | 0.00000 | ||
84 | 2017.07.18 05:00 | modify | 26 | 0.10 | 1.66342 | 1.67002 | 1.64801 | ||
85 | 2017.07.18 11:35 | t/p | 26 | 0.10 | 1.64801 | 1.67002 | 1.64801 | 108.82 | 10344.39 |
86 | 2019.02.05 05:45 | sell | 27 | 0.10 | 1.79943 | 0.00000 | 0.00000 | ||
87 | 2019.02.05 05:45 | modify | 27 | 0.10 | 1.79943 | 1.80565 | 1.78124 | ||
88 | 2019.02.05 06:30 | modify | 27 | 0.10 | 1.79943 | 1.79983 | 1.78124 | ||
89 | 2019.02.05 06:45 | close | 27 | 0.10 | 1.79532 | 1.79983 | 1.78124 | 28.71 | 10373.10 |