Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | Daily (D1) 2016.09.06 00:00 - 2017.12.15 00:00 (2016.09.06 - 2017.12.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Paris=""; MagicNumber=1635; Auto_Risk_Percent=0.5; Auto_Max_Risk_in_Total_Orders=10; Manual_Lots=0.01; Manual_Maximum_Lots=1; Max_Order=9; | ||||
Bars in test | 1332 | Ticks modelled | 29548822 | Modelling quality | n/a |
Mismatched charts errors | 3282 | ||||
Initial deposit | 10000.00 | Spread | Current (52) | ||
Total net profit | 778.06 | Gross profit | 846.49 | Gross loss | -68.43 |
Profit factor | 12.37 | Expected payoff | 25.94 | ||
Absolute drawdown | 29.76 | Maximal drawdown | 716.71 (6.62%) | Relative drawdown | 6.62% (716.71) |
Total trades | 30 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 18 (100.00%) |
Profit trades (% of total) | 27 (90.00%) | Loss trades (% of total) | 3 (10.00%) | ||
Largest | profit trade | 64.65 | loss trade | -45.93 | |
Average | profit trade | 31.35 | loss trade | -22.81 | |
Maximum | consecutive wins (profit in money) | 21 (617.69) | consecutive losses (loss in money) | 3 (-68.43) | |
Maximal | consecutive profit (count of wins) | 617.69 (21) | consecutive loss (count of losses) | -68.43 (3) | |
Average | consecutive wins | 14 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2016.09.06 00:00 | sell | 1 | 0.01 | 1.33001 | 1.50172 | 1.12458 | ||
2 | 2016.09.06 00:00 | sell | 2 | 0.01 | 1.33001 | 1.50172 | 1.07323 | ||
3 | 2016.09.07 00:00 | sell | 3 | 0.01 | 1.34361 | 1.50172 | 1.15450 | ||
4 | 2016.09.07 00:00 | sell | 4 | 0.01 | 1.34361 | 1.50172 | 1.10723 | ||
5 | 2016.09.08 00:00 | sell | 5 | 0.01 | 1.33375 | 1.50172 | 1.13281 | ||
6 | 2016.09.08 00:00 | sell | 6 | 0.01 | 1.33375 | 1.50172 | 1.08258 | ||
7 | 2016.10.04 09:54 | close | 5 | 0.01 | 1.27896 | 1.50172 | 1.13281 | 54.79 | 10054.79 |
8 | 2016.10.04 09:54 | close | 3 | 0.01 | 1.27896 | 1.50172 | 1.15450 | 64.65 | 10119.44 |
9 | 2016.10.04 09:54 | close | 1 | 0.01 | 1.27896 | 1.50172 | 1.12458 | 51.05 | 10170.49 |
10 | 2016.10.05 00:00 | sell | 7 | 0.01 | 1.27247 | 1.50172 | 0.99799 | ||
11 | 2016.10.05 00:00 | sell | 8 | 0.01 | 1.27247 | 1.50172 | 0.92938 | ||
12 | 2016.10.06 00:00 | sell | 9 | 0.01 | 1.27459 | 1.50172 | 1.00266 | ||
13 | 2016.10.06 00:00 | sell | 10 | 0.01 | 1.27459 | 1.50172 | 0.93468 | ||
14 | 2016.10.06 14:22 | close | 7 | 0.01 | 1.26843 | 1.50172 | 0.99799 | 4.04 | 10174.53 |
15 | 2016.10.07 02:00 | close | 9 | 0.01 | 1.26008 | 1.50172 | 1.00266 | 14.51 | 10189.04 |
16 | 2016.10.10 00:00 | sell | 11 | 0.01 | 1.23885 | 1.50172 | 0.92403 | ||
17 | 2016.10.10 00:00 | sell | 12 | 0.01 | 1.23885 | 1.50172 | 0.84533 | ||
18 | 2017.01.16 09:24 | close | 11 | 0.01 | 1.19909 | 1.50172 | 0.92403 | 39.76 | 10228.80 |
19 | 2017.04.19 00:00 | close | 12 | 0.01 | 1.28478 | 1.50172 | 0.84533 | -45.93 | 10182.87 |
20 | 2017.04.19 00:00 | close | 10 | 0.01 | 1.28478 | 1.50172 | 0.93468 | -10.19 | 10172.68 |
21 | 2017.04.19 00:00 | close | 8 | 0.01 | 1.28478 | 1.50172 | 0.92938 | -12.31 | 10160.37 |
22 | 2017.04.19 00:00 | close | 6 | 0.01 | 1.28478 | 1.50172 | 1.08258 | 48.97 | 10209.34 |
23 | 2017.04.19 00:00 | close | 4 | 0.01 | 1.28478 | 1.50172 | 1.10723 | 58.83 | 10268.17 |
24 | 2017.04.19 00:00 | close | 2 | 0.01 | 1.28478 | 1.50172 | 1.07323 | 45.23 | 10313.40 |
25 | 2017.04.20 00:00 | buy | 13 | 0.01 | 1.27787 | 1.19849 | 1.37250 | ||
26 | 2017.04.20 00:00 | buy | 14 | 0.01 | 1.27787 | 1.19849 | 1.39616 | ||
27 | 2017.04.21 00:00 | buy | 15 | 0.01 | 1.28158 | 1.19849 | 1.38066 | ||
28 | 2017.04.21 00:00 | buy | 16 | 0.01 | 1.28158 | 1.19849 | 1.40544 | ||
29 | 2017.04.24 00:00 | buy | 17 | 0.01 | 1.28223 | 1.19849 | 1.38209 | ||
30 | 2017.04.24 00:00 | buy | 18 | 0.01 | 1.28223 | 1.19849 | 1.40706 | ||
31 | 2017.04.25 00:00 | buy | 19 | 0.01 | 1.27967 | 1.19849 | 1.37646 | ||
32 | 2017.04.25 00:00 | buy | 20 | 0.01 | 1.27967 | 1.19849 | 1.40066 | ||
33 | 2017.04.26 00:00 | buy | 21 | 0.01 | 1.28410 | 1.19849 | 1.38621 | ||
34 | 2017.04.26 00:00 | buy | 22 | 0.01 | 1.28410 | 1.19849 | 1.41174 | ||
35 | 2017.04.27 10:20 | close | 21 | 0.01 | 1.29025 | 1.19849 | 1.38621 | 6.15 | 10319.55 |
36 | 2017.04.27 10:20 | close | 19 | 0.01 | 1.29025 | 1.19849 | 1.37646 | 10.58 | 10330.13 |
37 | 2017.04.27 10:20 | close | 17 | 0.01 | 1.29025 | 1.19849 | 1.38209 | 8.02 | 10338.15 |
38 | 2017.04.27 10:20 | close | 15 | 0.01 | 1.29025 | 1.19849 | 1.38066 | 8.67 | 10346.82 |
39 | 2017.04.27 10:20 | close | 13 | 0.01 | 1.29025 | 1.19849 | 1.37250 | 12.38 | 10359.20 |
40 | 2017.04.28 00:00 | buy | 23 | 0.01 | 1.29080 | 1.19849 | 1.40095 | ||
41 | 2017.04.28 00:00 | buy | 24 | 0.01 | 1.29080 | 1.19849 | 1.42849 | ||
42 | 2017.05.01 00:00 | buy | 25 | 0.01 | 1.29333 | 1.19849 | 1.40651 | ||
43 | 2017.05.01 00:00 | buy | 26 | 0.01 | 1.29333 | 1.19849 | 1.43481 | ||
44 | 2017.05.05 18:40 | close | 25 | 0.01 | 1.29646 | 1.19849 | 1.40651 | 3.13 | 10362.33 |
45 | 2017.05.05 18:40 | close | 23 | 0.01 | 1.29646 | 1.19849 | 1.40095 | 5.66 | 10367.99 |
46 | 2017.05.08 00:00 | buy | 27 | 0.01 | 1.29839 | 1.19849 | 1.41765 | ||
47 | 2017.05.08 00:00 | buy | 28 | 0.01 | 1.29839 | 1.19849 | 1.44746 | ||
48 | 2017.07.24 11:42 | close | 27 | 0.01 | 1.30216 | 1.19849 | 1.41765 | 3.77 | 10371.76 |
49 | 2017.07.25 00:00 | buy | 29 | 0.01 | 1.30324 | 1.21073 | 1.41363 | ||
50 | 2017.07.25 00:00 | buy | 30 | 0.01 | 1.30324 | 1.21073 | 1.44123 | ||
51 | 2017.07.27 05:02 | close | 29 | 0.01 | 1.31248 | 1.21073 | 1.41363 | 9.24 | 10381.00 |
52 | 2017.12.15 23:54 | close at stop | 30 | 0.01 | 1.33203 | 1.21073 | 1.44123 | 28.79 | 10409.79 |
53 | 2017.12.15 23:54 | close at stop | 28 | 0.01 | 1.33203 | 1.19849 | 1.44746 | 33.64 | 10443.43 |
54 | 2017.12.15 23:54 | close at stop | 26 | 0.01 | 1.33203 | 1.19849 | 1.43481 | 38.70 | 10482.13 |
55 | 2017.12.15 23:54 | close at stop | 24 | 0.01 | 1.33203 | 1.19849 | 1.42849 | 41.23 | 10523.36 |
56 | 2017.12.15 23:54 | close at stop | 22 | 0.01 | 1.33203 | 1.19849 | 1.41174 | 47.93 | 10571.29 |
57 | 2017.12.15 23:54 | close at stop | 20 | 0.01 | 1.33203 | 1.19849 | 1.40066 | 52.36 | 10623.65 |
58 | 2017.12.15 23:54 | close at stop | 18 | 0.01 | 1.33203 | 1.19849 | 1.40706 | 49.80 | 10673.45 |
59 | 2017.12.15 23:54 | close at stop | 16 | 0.01 | 1.33203 | 1.19849 | 1.40544 | 50.45 | 10723.90 |
60 | 2017.12.15 23:54 | close at stop | 14 | 0.01 | 1.33203 | 1.19849 | 1.39616 | 54.16 | 10778.06 |