Symbol | GBPJPY (Great Britain Pound vs. Japanese Yen) | ||||
Period | 1 Hour (H1) 2006.08.14 13:00 - 2006.10.27 00:00 (2005.08.11 - 2006.10.27) | ||||
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
Parameters | ExpertName="HedgeEA V.5.4"; Magic=100; Symbol1="GBPJPY"; Symbol1isLong=true; Symbol2="CHFJPY"; Symbol2isLong=false; Lotsizes="Set Ratio to 1 to use equal"; Lots=0.01; Ratio=1.8; Data=" Input Data "; StopManageAcc=false; ProfitTarget=50; MaxLoss=0; Data2="Correlation Settings"; UseCorrelation=false; cPeriod=20; MinCorrelation=0.8; MaxCorrelation=1; Data3="Bollinger Band Settings"; UseBollinger=false; Bollinger_Symbol="GBPCHF"; Bollinger_Period=1440; Data4="SWAP Settings"; UseSwap=true; Data5="Money Management"; AccountIsMicro=true; MoneyManagement=true; Risk=15; | ||||
Bars in test | 1379 | Ticks modelled | 14857 | Modelling quality | 46.41% |
Initial deposit | 5000.00 | ||||
Total net profit | 2300.65 | Gross profit | 2428.22 | Gross loss | -127.57 |
Profit factor | 19.03 | Expected payoff | 63.91 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 127.57 (1.72%) | Relative drawdown | 1.72% (127.57) |
Total trades | 36 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 36 (97.22%) |
Profit trades (% of total) | 35 (97.22%) | Loss trades (% of total) | 1 (2.78%) | ||
Largest | profit trade | 149.94 | loss trade | -127.57 | |
Average | profit trade | 69.38 | loss trade | -127.57 | |
Maximum | consecutive wins (profit in money) | 35 (2428.22) | consecutive losses (loss in money) | 1 (-127.57) | |
Maximal | consecutive profit (count of wins) | 2428.22 (35) | consecutive loss (count of losses) | -127.57 (1) | |
Average | consecutive wins | 35 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.08.14 13:00 | buy | 1 | 0.38 | 220.09 | 0.00 | 0.00 | ||
2 | 2006.08.14 16:35 | close | 1 | 0.38 | 220.25 | 0.00 | 0.00 | 51.71 | 5051.71 |
3 | 2006.08.14 16:40 | buy | 2 | 0.38 | 220.30 | 0.00 | 0.00 | ||
4 | 2006.08.15 09:20 | close | 2 | 0.38 | 220.55 | 0.00 | 0.00 | 89.40 | 5141.11 |
5 | 2006.08.15 09:29 | buy | 3 | 0.39 | 220.24 | 0.00 | 0.00 | ||
6 | 2006.08.15 15:50 | close | 3 | 0.39 | 220.52 | 0.00 | 0.00 | 92.87 | 5233.98 |
7 | 2006.08.15 15:59 | buy | 4 | 0.40 | 220.07 | 0.00 | 0.00 | ||
8 | 2006.08.16 17:45 | close | 4 | 0.40 | 220.21 | 0.00 | 0.00 | 56.68 | 5290.66 |
9 | 2006.08.16 17:50 | buy | 5 | 0.40 | 220.30 | 0.00 | 0.00 | ||
10 | 2006.08.22 19:50 | close | 5 | 0.40 | 220.29 | 0.00 | 0.00 | 50.91 | 5341.57 |
11 | 2006.08.22 19:59 | buy | 6 | 0.41 | 220.36 | 0.00 | 0.00 | ||
12 | 2006.08.23 16:10 | close | 6 | 0.41 | 220.53 | 0.00 | 0.00 | 68.56 | 5410.13 |
13 | 2006.08.23 16:15 | buy | 7 | 0.41 | 220.47 | 0.00 | 0.00 | ||
14 | 2006.08.23 16:50 | close | 7 | 0.41 | 220.65 | 0.00 | 0.00 | 62.76 | 5472.89 |
15 | 2006.08.23 16:59 | buy | 8 | 0.42 | 220.72 | 0.00 | 0.00 | ||
16 | 2006.08.25 09:45 | close | 8 | 0.42 | 220.83 | 0.00 | 0.00 | 77.31 | 5550.19 |
17 | 2006.08.25 09:50 | buy | 9 | 0.42 | 221.04 | 0.00 | 0.00 | ||
18 | 2006.08.25 11:40 | close | 9 | 0.42 | 221.25 | 0.00 | 0.00 | 75.01 | 5625.20 |
19 | 2006.08.25 11:45 | buy | 10 | 0.43 | 221.22 | 0.00 | 0.00 | ||
20 | 2006.08.25 12:50 | close | 10 | 0.43 | 221.38 | 0.00 | 0.00 | 58.52 | 5683.72 |
21 | 2006.08.25 12:59 | buy | 11 | 0.43 | 221.40 | 0.00 | 0.00 | ||
22 | 2006.08.25 13:15 | close | 11 | 0.43 | 221.54 | 0.00 | 0.00 | 51.20 | 5734.92 |
23 | 2006.08.25 13:20 | buy | 12 | 0.44 | 221.72 | 0.00 | 0.00 | ||
24 | 2006.08.28 10:20 | close | 12 | 0.44 | 221.88 | 0.00 | 0.00 | 69.84 | 5804.76 |
25 | 2006.08.28 10:29 | buy | 13 | 0.44 | 221.96 | 0.00 | 0.00 | ||
26 | 2006.08.28 16:35 | close | 13 | 0.44 | 222.13 | 0.00 | 0.00 | 63.62 | 5868.38 |
27 | 2006.08.28 16:40 | buy | 14 | 0.45 | 222.02 | 0.00 | 0.00 | ||
28 | 2006.08.28 16:45 | close | 14 | 0.45 | 222.25 | 0.00 | 0.00 | 88.03 | 5956.41 |
29 | 2006.08.28 16:50 | buy | 15 | 0.45 | 222.08 | 0.00 | 0.00 | ||
30 | 2006.08.28 17:45 | close | 15 | 0.45 | 222.22 | 0.00 | 0.00 | 53.58 | 6009.99 |
31 | 2006.08.28 17:50 | buy | 16 | 0.46 | 222.41 | 0.00 | 0.00 | ||
32 | 2006.08.30 10:40 | close | 16 | 0.46 | 222.49 | 0.00 | 0.00 | 52.11 | 6062.10 |
33 | 2006.08.30 10:45 | buy | 17 | 0.46 | 222.48 | 0.00 | 0.00 | ||
34 | 2006.08.30 10:50 | close | 17 | 0.46 | 222.63 | 0.00 | 0.00 | 58.69 | 6120.79 |
35 | 2006.08.30 10:59 | buy | 18 | 0.46 | 222.45 | 0.00 | 0.00 | ||
36 | 2006.08.30 13:05 | close | 18 | 0.46 | 222.74 | 0.00 | 0.00 | 113.45 | 6234.24 |
37 | 2006.08.30 13:10 | buy | 19 | 0.47 | 222.62 | 0.00 | 0.00 | ||
38 | 2006.08.30 16:10 | close | 19 | 0.47 | 222.76 | 0.00 | 0.00 | 55.96 | 6290.20 |
39 | 2006.08.30 16:15 | buy | 20 | 0.48 | 222.81 | 0.00 | 0.00 | ||
40 | 2006.08.30 17:20 | close | 20 | 0.48 | 222.98 | 0.00 | 0.00 | 69.40 | 6359.60 |
41 | 2006.08.30 17:29 | buy | 21 | 0.48 | 222.96 | 0.00 | 0.00 | ||
42 | 2006.08.30 19:40 | close | 21 | 0.48 | 223.13 | 0.00 | 0.00 | 69.40 | 6429.00 |
43 | 2006.08.30 19:45 | buy | 22 | 0.49 | 223.06 | 0.00 | 0.00 | ||
44 | 2006.08.30 21:15 | close | 22 | 0.49 | 223.20 | 0.00 | 0.00 | 58.34 | 6487.34 |
45 | 2006.08.30 21:20 | buy | 23 | 0.49 | 223.21 | 0.00 | 0.00 | ||
46 | 2006.08.31 03:05 | close | 23 | 0.49 | 223.49 | 0.00 | 0.00 | 149.94 | 6637.28 |
47 | 2006.08.31 03:10 | buy | 24 | 0.50 | 223.56 | 0.00 | 0.00 | ||
48 | 2006.08.31 09:20 | close | 24 | 0.50 | 223.69 | 0.00 | 0.00 | 55.28 | 6692.56 |
49 | 2006.08.31 09:29 | buy | 25 | 0.50 | 223.76 | 0.00 | 0.00 | ||
50 | 2006.10.09 07:20 | close | 25 | 0.50 | 222.93 | 0.00 | 0.00 | 65.67 | 6758.23 |
51 | 2006.10.09 07:29 | buy | 26 | 0.50 | 223.00 | 0.00 | 0.00 | ||
52 | 2006.10.09 09:20 | close | 26 | 0.50 | 223.12 | 0.00 | 0.00 | 51.03 | 6809.26 |
53 | 2006.10.09 09:29 | buy | 27 | 0.50 | 223.01 | 0.00 | 0.00 | ||
54 | 2006.10.20 14:15 | close | 27 | 0.50 | 222.85 | 0.00 | 0.00 | 79.05 | 6888.31 |
55 | 2006.10.20 14:20 | buy | 28 | 0.50 | 222.86 | 0.00 | 0.00 | ||
56 | 2006.10.20 14:50 | close | 28 | 0.50 | 223.00 | 0.00 | 0.00 | 59.53 | 6947.84 |
57 | 2006.10.20 14:59 | buy | 29 | 0.50 | 223.08 | 0.00 | 0.00 | ||
58 | 2006.10.20 17:05 | close | 29 | 0.50 | 223.22 | 0.00 | 0.00 | 59.54 | 7007.38 |
59 | 2006.10.20 17:10 | buy | 30 | 0.50 | 222.99 | 0.00 | 0.00 | ||
60 | 2006.10.20 17:29 | close | 30 | 0.50 | 223.17 | 0.00 | 0.00 | 76.54 | 7083.92 |
61 | 2006.10.20 17:30 | buy | 31 | 0.50 | 223.26 | 0.00 | 0.00 | ||
62 | 2006.10.20 18:29 | close | 31 | 0.50 | 223.47 | 0.00 | 0.00 | 89.30 | 7173.22 |
63 | 2006.10.20 18:30 | buy | 32 | 0.50 | 223.56 | 0.00 | 0.00 | ||
64 | 2006.10.20 21:05 | close | 32 | 0.50 | 223.68 | 0.00 | 0.00 | 51.03 | 7224.25 |
65 | 2006.10.20 21:10 | buy | 33 | 0.50 | 223.56 | 0.00 | 0.00 | ||
66 | 2006.10.20 21:20 | close | 33 | 0.50 | 223.74 | 0.00 | 0.00 | 76.54 | 7300.79 |
67 | 2006.10.20 21:29 | buy | 34 | 0.50 | 223.67 | 0.00 | 0.00 | ||
68 | 2006.10.24 15:15 | close | 34 | 0.50 | 223.77 | 0.00 | 0.00 | 65.16 | 7365.95 |
69 | 2006.10.24 15:20 | buy | 35 | 0.50 | 223.88 | 0.00 | 0.00 | ||
70 | 2006.10.26 15:10 | close | 35 | 0.50 | 223.92 | 0.00 | 0.00 | 62.27 | 7428.22 |
71 | 2006.10.26 15:15 | buy | 36 | 0.50 | 224.10 | 0.00 | 0.00 | ||
72 | 2006.10.26 23:59 | close at stop | 36 | 0.50 | 223.80 | 0.00 | 0.00 | -127.57 | 7300.65 |