Symbol | GBPUSD (Great British Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2006.01.01 23:00 - 2007.02.16 00:00 (2006.01.01 - 2007.02.16) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=1; Profit=45; Stop=0; TrailingStop=0; F_Ema=11; S_Ema=28; Signal=9; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 2815 | Ticks modelled | 1782616 | Modelling quality | 86.04% |
Initial deposit | 10000.00 | ||||
Total net profit | 20147.01 | Gross profit | 22468.01 | Gross loss | -2321.00 |
Profit factor | 9.68 | Expected payoff | 380.13 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1299.00 (7.39%) | Relative drawdown | 7.39% (1299.00) |
Total trades | 53 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 27 (88.89%) |
Profit trades (% of total) | 50 (94.34%) | Loss trades (% of total) | 3 (5.66%) | ||
Largest | profit trade | 450.01 | loss trade | -1299.00 | |
Average | profit trade | 449.36 | loss trade | -773.67 | |
Maximum | consecutive wins (profit in money) | 21 (9430.01) | consecutive losses (loss in money) | 1 (-1299.00) | |
Maximal | consecutive profit (count of wins) | 9430.01 (21) | consecutive loss (count of losses) | -1299.00 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.12 15:27 | sell | 1 | 1.00 | 1.7622 | 0.0000 | 1.7577 | ||
2 | 2006.01.19 08:28 | t/p | 1 | 1.00 | 1.7577 | 0.0000 | 1.7577 | 450.00 | 10450.00 |
3 | 2006.01.20 13:07 | buy | 2 | 1.00 | 1.7618 | 0.0000 | 1.7663 | ||
4 | 2006.01.20 15:17 | t/p | 2 | 1.00 | 1.7663 | 0.0000 | 1.7663 | 450.00 | 10900.00 |
5 | 2006.01.20 15:17 | buy | 3 | 1.00 | 1.7666 | 0.0000 | 1.7711 | ||
6 | 2006.01.20 20:50 | t/p | 3 | 1.00 | 1.7711 | 0.0000 | 1.7711 | 450.00 | 11350.00 |
7 | 2006.01.31 09:13 | buy | 4 | 1.00 | 1.7737 | 0.0000 | 1.7782 | ||
8 | 2006.01.31 17:28 | t/p | 4 | 1.00 | 1.7782 | 0.0000 | 1.7782 | 450.00 | 11800.00 |
9 | 2006.02.03 14:37 | sell | 5 | 1.00 | 1.7719 | 0.0000 | 1.7674 | ||
10 | 2006.02.03 14:58 | t/p | 5 | 1.00 | 1.7674 | 0.0000 | 1.7674 | 450.00 | 12250.00 |
11 | 2006.02.15 14:02 | buy | 6 | 1.00 | 1.7414 | 0.0000 | 1.7459 | ||
12 | 2006.02.15 15:00 | t/p | 6 | 1.00 | 1.7459 | 0.0000 | 1.7459 | 450.00 | 12700.00 |
13 | 2006.02.15 15:00 | buy | 7 | 1.00 | 1.7466 | 0.0000 | 1.7511 | ||
14 | 2006.02.21 16:40 | close | 7 | 1.00 | 1.7414 | 0.0000 | 1.7511 | -526.00 | 12174.00 |
15 | 2006.02.22 10:03 | sell | 8 | 1.00 | 1.7426 | 0.0000 | 1.7381 | ||
16 | 2006.02.22 14:20 | t/p | 8 | 1.00 | 1.7381 | 0.0000 | 1.7381 | 450.00 | 12624.00 |
17 | 2006.02.24 16:23 | sell | 9 | 1.00 | 1.7463 | 0.0000 | 1.7418 | ||
18 | 2006.02.27 00:21 | t/p | 9 | 1.00 | 1.7418 | 0.0000 | 1.7418 | 450.00 | 13074.00 |
19 | 2006.02.28 12:00 | buy | 10 | 1.00 | 1.7466 | 0.0000 | 1.7511 | ||
20 | 2006.02.28 16:24 | t/p | 10 | 1.00 | 1.7511 | 0.0000 | 1.7511 | 450.00 | 13524.00 |
21 | 2006.03.24 20:00 | buy | 11 | 1.00 | 1.7432 | 0.0000 | 1.7477 | ||
22 | 2006.03.27 07:07 | t/p | 11 | 1.00 | 1.7477 | 0.0000 | 1.7477 | 449.00 | 13973.00 |
23 | 2006.03.29 00:00 | sell | 12 | 1.00 | 1.7427 | 0.0000 | 1.7382 | ||
24 | 2006.03.29 09:56 | t/p | 12 | 1.00 | 1.7382 | 0.0000 | 1.7382 | 450.00 | 14423.00 |
25 | 2006.03.30 15:59 | buy | 13 | 1.00 | 1.7456 | 0.0000 | 1.7501 | ||
26 | 2006.04.04 14:05 | t/p | 13 | 1.00 | 1.7501 | 0.0000 | 1.7501 | 447.00 | 14870.00 |
27 | 2006.04.11 15:30 | buy | 14 | 1.00 | 1.7457 | 0.0000 | 1.7502 | ||
28 | 2006.04.12 01:56 | t/p | 14 | 1.00 | 1.7502 | 0.0000 | 1.7502 | 449.00 | 15319.00 |
29 | 2006.05.17 16:30 | sell | 15 | 1.00 | 1.8838 | 0.0000 | 1.8793 | ||
30 | 2006.05.17 20:25 | t/p | 15 | 1.00 | 1.8793 | 0.0000 | 1.8793 | 450.00 | 15769.00 |
31 | 2006.05.19 09:02 | sell | 16 | 1.00 | 1.8863 | 0.0000 | 1.8818 | ||
32 | 2006.05.19 09:31 | t/p | 16 | 1.00 | 1.8818 | 0.0000 | 1.8818 | 450.00 | 16219.00 |
33 | 2006.05.19 09:31 | sell | 17 | 1.00 | 1.8812 | 0.0000 | 1.8767 | ||
34 | 2006.05.19 10:18 | t/p | 17 | 1.00 | 1.8767 | 0.0000 | 1.8767 | 450.00 | 16669.00 |
35 | 2006.05.19 10:18 | sell | 18 | 1.00 | 1.8764 | 0.0000 | 1.8719 | ||
36 | 2006.05.19 11:50 | t/p | 18 | 1.00 | 1.8719 | 0.0000 | 1.8719 | 450.00 | 17119.00 |
37 | 2006.05.19 11:50 | sell | 19 | 1.00 | 1.8716 | 0.0000 | 1.8671 | ||
38 | 2006.05.22 08:42 | t/p | 19 | 1.00 | 1.8671 | 0.0000 | 1.8671 | 450.00 | 17569.00 |
39 | 2006.05.22 20:00 | buy | 20 | 1.00 | 1.8859 | 0.0000 | 1.8904 | ||
40 | 2006.05.31 20:00 | close | 20 | 1.00 | 1.8730 | 0.0000 | 1.8904 | -1299.00 | 16270.00 |
41 | 2006.05.31 20:00 | sell | 21 | 1.00 | 1.8727 | 0.0000 | 1.8682 | ||
42 | 2006.06.01 02:32 | t/p | 21 | 1.00 | 1.8682 | 0.0000 | 1.8682 | 450.00 | 16720.00 |
43 | 2006.06.02 14:30 | buy | 22 | 1.00 | 1.8725 | 0.0000 | 1.8770 | ||
44 | 2006.06.02 14:32 | t/p | 22 | 1.00 | 1.8770 | 0.0000 | 1.8770 | 450.00 | 17170.00 |
45 | 2006.06.02 14:32 | buy | 23 | 1.00 | 1.8773 | 0.0000 | 1.8818 | ||
46 | 2006.06.02 14:43 | t/p | 23 | 1.00 | 1.8818 | 0.0000 | 1.8818 | 450.00 | 17620.00 |
47 | 2006.06.02 14:43 | buy | 24 | 1.00 | 1.8821 | 0.0000 | 1.8866 | ||
48 | 2006.06.05 09:31 | t/p | 24 | 1.00 | 1.8866 | 0.0000 | 1.8866 | 449.00 | 18069.00 |
49 | 2006.06.05 20:43 | sell | 25 | 1.00 | 1.8754 | 0.0000 | 1.8709 | ||
50 | 2006.06.06 01:00 | t/p | 25 | 1.00 | 1.8709 | 0.0000 | 1.8709 | 450.00 | 18519.00 |
51 | 2006.06.19 03:13 | sell | 26 | 1.00 | 1.8446 | 0.0000 | 1.8401 | ||
52 | 2006.06.19 16:07 | t/p | 26 | 1.00 | 1.8401 | 0.0000 | 1.8401 | 450.00 | 18969.00 |
53 | 2006.06.21 01:14 | buy | 27 | 1.00 | 1.8446 | 0.0000 | 1.8491 | ||
54 | 2006.06.30 16:57 | t/p | 27 | 1.00 | 1.8491 | 0.0000 | 1.8491 | 439.00 | 19408.00 |
55 | 2006.07.10 13:07 | sell | 28 | 1.00 | 1.8413 | 0.0000 | 1.8368 | ||
56 | 2006.07.12 14:31 | t/p | 28 | 1.00 | 1.8368 | 0.0000 | 1.8368 | 450.00 | 19858.00 |
57 | 2006.07.12 14:37 | sell | 29 | 1.00 | 1.8369 | 0.0000 | 1.8324 | ||
58 | 2006.07.12 16:04 | t/p | 29 | 1.00 | 1.8324 | 0.0000 | 1.8324 | 450.00 | 20308.00 |
59 | 2006.07.13 16:00 | buy | 30 | 1.00 | 1.8438 | 0.0000 | 1.8483 | ||
60 | 2006.07.20 12:55 | t/p | 30 | 1.00 | 1.8483 | 0.0000 | 1.8483 | 443.00 | 20751.00 |
61 | 2006.08.15 14:30 | buy | 31 | 1.00 | 1.8937 | 0.0000 | 1.8982 | ||
62 | 2006.08.16 14:31 | t/p | 31 | 1.00 | 1.8982 | 0.0000 | 1.8982 | 449.00 | 21200.00 |
63 | 2006.08.17 16:51 | sell | 32 | 1.00 | 1.8918 | 0.0000 | 1.8873 | ||
64 | 2006.08.17 19:59 | t/p | 32 | 1.00 | 1.8873 | 0.0000 | 1.8873 | 450.00 | 21650.00 |
65 | 2006.08.21 09:14 | buy | 33 | 1.00 | 1.8889 | 0.0000 | 1.8934 | ||
66 | 2006.08.21 09:49 | t/p | 33 | 1.00 | 1.8934 | 0.0000 | 1.8934 | 450.00 | 22100.00 |
67 | 2006.08.21 09:49 | buy | 34 | 1.00 | 1.8937 | 0.0000 | 1.8982 | ||
68 | 2006.08.21 16:05 | t/p | 34 | 1.00 | 1.8982 | 0.0000 | 1.8982 | 450.00 | 22550.00 |
69 | 2006.08.24 17:59 | sell | 35 | 1.00 | 1.8886 | 0.0000 | 1.8841 | ||
70 | 2006.08.25 08:30 | t/p | 35 | 1.00 | 1.8841 | 0.0000 | 1.8841 | 450.00 | 23000.00 |
71 | 2006.08.28 05:22 | buy | 36 | 1.00 | 1.8895 | 0.0000 | 1.8940 | ||
72 | 2006.08.28 09:25 | t/p | 36 | 1.00 | 1.8940 | 0.0000 | 1.8940 | 450.00 | 23450.00 |
73 | 2006.08.29 20:00 | sell | 37 | 1.00 | 1.8921 | 0.0000 | 1.8876 | ||
74 | 2006.09.06 12:17 | t/p | 37 | 1.00 | 1.8876 | 0.0000 | 1.8876 | 450.00 | 23900.00 |
75 | 2006.09.15 16:00 | sell | 38 | 1.00 | 1.8771 | 0.0000 | 1.8726 | ||
76 | 2006.09.28 16:48 | t/p | 38 | 1.00 | 1.8726 | 0.0000 | 1.8726 | 450.00 | 24350.00 |
77 | 2006.10.04 12:02 | sell | 39 | 1.00 | 1.8818 | 0.0000 | 1.8773 | ||
78 | 2006.10.05 15:59 | t/p | 39 | 1.00 | 1.8773 | 0.0000 | 1.8773 | 450.01 | 24800.01 |
79 | 2006.10.23 10:28 | sell | 40 | 1.00 | 1.8746 | 0.0000 | 1.8701 | ||
80 | 2006.10.23 14:29 | t/p | 40 | 1.00 | 1.8701 | 0.0000 | 1.8701 | 450.00 | 25250.01 |
81 | 2006.11.08 16:00 | sell | 41 | 1.00 | 1.9017 | 0.0000 | 1.8972 | ||
82 | 2006.11.14 10:35 | t/p | 41 | 1.00 | 1.8972 | 0.0000 | 1.8972 | 450.00 | 25700.01 |
83 | 2006.12.08 16:49 | buy | 42 | 1.00 | 1.9713 | 0.0000 | 1.9758 | ||
84 | 2006.12.14 04:00 | close | 42 | 1.00 | 1.9664 | 0.0000 | 1.9758 | -496.00 | 25204.01 |
85 | 2006.12.19 09:17 | buy | 43 | 1.00 | 1.9558 | 0.0000 | 1.9603 | ||
86 | 2006.12.19 09:57 | t/p | 43 | 1.00 | 1.9603 | 0.0000 | 1.9603 | 450.00 | 25654.01 |
87 | 2006.12.19 09:57 | buy | 44 | 1.00 | 1.9606 | 0.0000 | 1.9651 | ||
88 | 2006.12.19 10:38 | t/p | 44 | 1.00 | 1.9651 | 0.0000 | 1.9651 | 450.00 | 26104.01 |
89 | 2006.12.19 10:38 | buy | 45 | 1.00 | 1.9654 | 0.0000 | 1.9699 | ||
90 | 2006.12.19 20:09 | t/p | 45 | 1.00 | 1.9699 | 0.0000 | 1.9699 | 450.00 | 26554.01 |
91 | 2006.12.27 06:32 | buy | 46 | 1.00 | 1.9628 | 0.0000 | 1.9673 | ||
92 | 2006.12.28 14:33 | t/p | 46 | 1.00 | 1.9673 | 0.0000 | 1.9673 | 447.00 | 27001.01 |
93 | 2007.01.03 12:00 | sell | 47 | 1.00 | 1.9627 | 0.0000 | 1.9582 | ||
94 | 2007.01.03 15:21 | t/p | 47 | 1.00 | 1.9582 | 0.0000 | 1.9582 | 450.00 | 27451.01 |
95 | 2007.01.03 15:21 | sell | 48 | 1.00 | 1.9577 | 0.0000 | 1.9532 | ||
96 | 2007.01.03 16:06 | t/p | 48 | 1.00 | 1.9532 | 0.0000 | 1.9532 | 450.00 | 27901.01 |
97 | 2007.01.31 20:13 | buy | 49 | 1.00 | 1.9622 | 0.0000 | 1.9667 | ||
98 | 2007.02.01 11:58 | t/p | 49 | 1.00 | 1.9667 | 0.0000 | 1.9667 | 447.00 | 28348.01 |
99 | 2007.02.04 23:30 | sell | 50 | 1.00 | 1.9650 | 0.0000 | 1.9605 | ||
100 | 2007.02.05 10:42 | t/p | 50 | 1.00 | 1.9605 | 0.0000 | 1.9605 | 450.00 | 28798.01 |
101 | 2007.02.06 12:00 | buy | 51 | 1.00 | 1.9657 | 0.0000 | 1.9702 | ||
102 | 2007.02.06 14:20 | t/p | 51 | 1.00 | 1.9702 | 0.0000 | 1.9702 | 450.00 | 29248.01 |
103 | 2007.02.06 14:37 | buy | 52 | 1.00 | 1.9687 | 0.0000 | 1.9732 | ||
104 | 2007.02.07 14:34 | t/p | 52 | 1.00 | 1.9732 | 0.0000 | 1.9732 | 449.00 | 29697.01 |
105 | 2007.02.08 09:11 | sell | 53 | 1.00 | 1.9668 | 0.0000 | 1.9623 | ||
106 | 2007.02.08 13:19 | t/p | 53 | 1.00 | 1.9623 | 0.0000 | 1.9623 | 450.00 | 30147.01 |