Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 4 Hours (H4) 2006.01.02 00:00 - 2006.10.27 20:00 (2006.01.01 - 2006.10.28) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | sNameExpert="Generate from Gordago"; nAccount=0; dBuyStopLossPoint=100; dSellStopLossPoint=30; dBuyTakeProfitPoint=300; dSellTakeProfitPoint=10; dBuyTrailingStopPoint=0; dSellTrailingStopPoint=0; dLots=1; nSlippage=5; lFlagUseHourTrade=false; nFromHourTrade=0; nToHourTrade=23; lFlagUseSound=true; sSoundFileName="alert.wav"; colorOpenBuy=Blue; colorCloseBuy=Aqua; colorOpenSell=Red; colorCloseSell=Aqua; | ||||
Bars in test | 3593 | Ticks modelled | 954479 | Modelling quality | 52.70% |
Initial deposit | 10000.00 | ||||
Total net profit | 14813.70 | Gross profit | 27385.80 | Gross loss | -12572.10 |
Profit factor | 2.18 | Expected payoff | 423.25 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 5237.80 (25.21%) | Relative drawdown | 25.21% (5237.80) |
Total trades | 35 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 35 (62.86%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 2957.30 | loss trade | -1053.50 | |
Average | profit trade | 1244.81 | loss trade | -967.08 | |
Maximum | consecutive wins (profit in money) | 6 (4888.40) | consecutive losses (loss in money) | 5 (-5237.80) | |
Maximal | consecutive profit (count of wins) | 6013.80 (3) | consecutive loss (count of losses) | -5237.80 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.02 09:40 | buy | 1 | 1.00 | 1.7226 | 1.7122 | 1.7522 | ||
2 | 2006.01.04 04:40 | t/p | 1 | 1.00 | 1.7522 | 1.7122 | 1.7522 | 2954.60 | 12954.60 |
3 | 2006.01.20 11:19 | buy | 2 | 1.00 | 1.7601 | 1.7497 | 1.7897 | ||
4 | 2006.01.24 05:01 | close | 2 | 1.00 | 1.7839 | 1.7497 | 1.7897 | 2374.60 | 15329.20 |
5 | 2006.01.30 17:50 | buy | 3 | 1.00 | 1.7714 | 1.7610 | 1.8010 | ||
6 | 2006.02.01 09:01 | close | 3 | 1.00 | 1.7783 | 1.7610 | 1.8010 | 684.60 | 16013.80 |
7 | 2006.02.07 08:40 | buy | 4 | 1.00 | 1.7503 | 1.7399 | 1.7799 | ||
8 | 2006.02.08 17:15 | s/l | 4 | 1.00 | 1.7399 | 1.7399 | 1.7799 | -1042.70 | 14971.10 |
9 | 2006.02.09 02:40 | buy | 5 | 1.00 | 1.7437 | 1.7333 | 1.7733 | ||
10 | 2006.02.14 12:25 | s/l | 5 | 1.00 | 1.7333 | 1.7333 | 1.7733 | -1048.10 | 13923.00 |
11 | 2006.02.15 12:34 | buy | 6 | 1.00 | 1.7395 | 1.7291 | 1.7691 | ||
12 | 2006.02.21 17:00 | close | 6 | 1.00 | 1.7438 | 1.7291 | 1.7691 | 413.80 | 14336.80 |
13 | 2006.02.28 05:25 | buy | 7 | 1.00 | 1.7407 | 1.7303 | 1.7703 | ||
14 | 2006.03.01 10:22 | close | 7 | 1.00 | 1.7514 | 1.7303 | 1.7703 | 1067.30 | 15404.10 |
15 | 2006.03.08 09:16 | buy | 8 | 1.00 | 1.7393 | 1.7289 | 1.7689 | ||
16 | 2006.03.10 16:15 | s/l | 8 | 1.00 | 1.7289 | 1.7289 | 1.7689 | -1050.80 | 14353.30 |
17 | 2006.03.13 17:02 | buy | 9 | 1.00 | 1.7277 | 1.7173 | 1.7573 | ||
18 | 2006.03.15 11:31 | close | 9 | 1.00 | 1.7436 | 1.7173 | 1.7573 | 1584.60 | 15937.90 |
19 | 2006.04.03 17:42 | buy | 10 | 1.00 | 1.7374 | 1.7270 | 1.7670 | ||
20 | 2006.04.05 11:31 | close | 10 | 1.00 | 1.7538 | 1.7270 | 1.7670 | 1634.60 | 17572.50 |
21 | 2006.04.10 08:33 | buy | 11 | 1.00 | 1.7457 | 1.7353 | 1.7753 | ||
22 | 2006.04.12 09:12 | close | 11 | 1.00 | 1.7481 | 1.7353 | 1.7753 | 234.60 | 17807.10 |
23 | 2006.05.22 13:03 | buy | 12 | 1.00 | 1.8756 | 1.8652 | 1.9052 | ||
24 | 2006.05.23 09:15 | close | 12 | 1.00 | 1.8832 | 1.8652 | 1.9052 | 757.30 | 18564.40 |
25 | 2006.05.25 12:01 | buy | 13 | 1.00 | 1.8725 | 1.8621 | 1.9021 | ||
26 | 2006.05.26 15:59 | s/l | 13 | 1.00 | 1.8621 | 1.8621 | 1.9021 | -1042.70 | 17521.70 |
27 | 2006.05.29 11:59 | buy | 14 | 1.00 | 1.8638 | 1.8534 | 1.8934 | ||
28 | 2006.05.31 09:00 | close | 14 | 1.00 | 1.8807 | 1.8534 | 1.8934 | 1684.60 | 19206.30 |
29 | 2006.06.02 04:00 | buy | 15 | 1.00 | 1.8662 | 1.8558 | 1.8958 | ||
30 | 2006.06.05 15:08 | close | 15 | 1.00 | 1.8819 | 1.8558 | 1.8958 | 1567.30 | 20773.60 |
31 | 2006.06.07 13:11 | buy | 16 | 1.00 | 1.8629 | 1.8525 | 1.8925 | ||
32 | 2006.06.08 09:35 | s/l | 16 | 1.00 | 1.8525 | 1.8525 | 1.8925 | -1048.10 | 19725.50 |
33 | 2006.06.08 09:57 | buy | 17 | 1.00 | 1.8579 | 1.8475 | 1.8875 | ||
34 | 2006.06.08 10:40 | s/l | 17 | 1.00 | 1.8475 | 1.8475 | 1.8875 | -1040.00 | 18685.50 |
35 | 2006.06.09 09:55 | buy | 18 | 1.00 | 1.8453 | 1.8349 | 1.8749 | ||
36 | 2006.06.13 19:59 | s/l | 18 | 1.00 | 1.8349 | 1.8349 | 1.8749 | -1045.40 | 17640.10 |
37 | 2006.06.20 07:59 | buy | 19 | 1.00 | 1.8443 | 1.8339 | 1.8739 | ||
38 | 2006.06.22 13:25 | s/l | 19 | 1.00 | 1.8339 | 1.8339 | 1.8739 | -1050.80 | 16589.30 |
39 | 2006.06.26 10:02 | buy | 20 | 1.00 | 1.8215 | 1.8111 | 1.8511 | ||
40 | 2006.06.29 14:20 | s/l | 20 | 1.00 | 1.8111 | 1.8111 | 1.8511 | -1053.50 | 15535.80 |
41 | 2006.06.29 21:18 | buy | 21 | 1.00 | 1.8181 | 1.8077 | 1.8477 | ||
42 | 2006.06.30 17:47 | t/p | 21 | 1.00 | 1.8477 | 1.8077 | 1.8477 | 2957.30 | 18493.10 |
43 | 2006.07.06 13:53 | buy | 22 | 1.00 | 1.8364 | 1.8260 | 1.8660 | ||
44 | 2006.07.06 16:00 | close | 22 | 1.00 | 1.8361 | 1.8260 | 1.8660 | -30.00 | 18463.10 |
45 | 2006.07.13 10:08 | buy | 23 | 1.00 | 1.8383 | 1.8279 | 1.8679 | ||
46 | 2006.07.14 03:55 | close | 23 | 1.00 | 1.8411 | 1.8279 | 1.8679 | 277.30 | 18740.40 |
47 | 2006.07.18 09:50 | buy | 24 | 1.00 | 1.8218 | 1.8114 | 1.8514 | ||
48 | 2006.07.20 14:54 | t/p | 24 | 1.00 | 1.8514 | 1.8114 | 1.8514 | 2949.20 | 21689.60 |
49 | 2006.08.15 12:20 | buy | 25 | 1.00 | 1.8896 | 1.8792 | 1.9192 | ||
50 | 2006.08.16 07:44 | close | 25 | 1.00 | 1.8926 | 1.8792 | 1.9192 | 297.30 | 21986.90 |
51 | 2006.08.21 03:55 | buy | 26 | 1.00 | 1.8836 | 1.8732 | 1.9132 | ||
52 | 2006.08.22 00:53 | close | 26 | 1.00 | 1.8923 | 1.8732 | 1.9132 | 867.30 | 22854.20 |
53 | 2006.08.23 09:59 | buy | 27 | 1.00 | 1.8903 | 1.8799 | 1.9199 | ||
54 | 2006.08.23 17:39 | close | 27 | 1.00 | 1.8909 | 1.8799 | 1.9199 | 60.00 | 22914.20 |
55 | 2006.08.25 17:04 | buy | 28 | 1.00 | 1.8890 | 1.8786 | 1.9186 | ||
56 | 2006.08.28 23:28 | close | 28 | 1.00 | 1.8934 | 1.8786 | 1.9186 | 437.30 | 23351.50 |
57 | 2006.09.07 08:00 | buy | 29 | 1.00 | 1.8860 | 1.8756 | 1.9156 | ||
58 | 2006.09.07 14:08 | s/l | 29 | 1.00 | 1.8756 | 1.8756 | 1.9156 | -1040.00 | 22311.50 |
59 | 2006.09.11 08:14 | buy | 30 | 1.00 | 1.8672 | 1.8568 | 1.8968 | ||
60 | 2006.09.15 10:37 | close | 30 | 1.00 | 1.8853 | 1.8568 | 1.8968 | 1793.80 | 24105.30 |
61 | 2006.09.19 12:02 | buy | 31 | 1.00 | 1.8804 | 1.8700 | 1.9100 | ||
62 | 2006.09.19 18:24 | close | 31 | 1.00 | 1.8821 | 1.8700 | 1.9100 | 170.00 | 24275.30 |
63 | 2006.10.02 08:10 | buy | 32 | 1.00 | 1.8717 | 1.8613 | 1.9013 | ||
64 | 2006.10.03 19:42 | close | 32 | 1.00 | 1.8857 | 1.8613 | 1.9013 | 1397.30 | 25672.60 |
65 | 2006.10.06 14:54 | buy | 33 | 1.00 | 1.8811 | 1.8707 | 1.9107 | ||
66 | 2006.10.06 17:21 | s/l | 33 | 1.00 | 1.8707 | 1.8707 | 1.9107 | -1040.00 | 24632.60 |
67 | 2006.10.10 04:43 | buy | 34 | 1.00 | 1.8673 | 1.8569 | 1.8969 | ||
68 | 2006.10.10 14:15 | s/l | 34 | 1.00 | 1.8569 | 1.8569 | 1.8969 | -1040.00 | 23592.60 |
69 | 2006.10.11 11:20 | buy | 35 | 1.00 | 1.8571 | 1.8467 | 1.8867 | ||
70 | 2006.10.18 12:07 | close | 35 | 1.00 | 1.8695 | 1.8467 | 1.8867 | 1221.10 | 24813.70 |