Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 5 Minutes (M5) 2006.11.30 00:00 - 2006.12.25 00:00 (2006.11.30 - 2006.12.25) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | ExpertName="NewsTrader_v2"; Magic=33333; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; StopTrade=false; Data=" Input Data "; TimeZone=2; TimeGap=5; OrderDuration=15; ProcessTime=2; SessionEnd=23; CalendarName="Calendar1206.txt"; TakeProfit=70; TrailingStop=0; InitialStop=40; BreakEven=0; PendOrdGap=20; DisplayLine=false; DisplayText=false; MM_Parameters=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.15; LossMax=1000; | ||||
Bars in test | 17903 | Ticks modelled | 105612 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | 1010.96 | Gross profit | 2610.96 | Gross loss | -1600.00 |
Profit factor | 1.63 | Expected payoff | 91.91 | ||
Absolute drawdown | 320.00 | Maximal drawdown | 640.00 (1.24%) | Relative drawdown | 1.24% (640.00) |
Total trades | 11 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
Largest | profit trade | 560.96 | loss trade | -320.00 | |
Average | profit trade | 435.16 | loss trade | -320.00 | |
Maximum | consecutive wins (profit in money) | 4 (1674.96) | consecutive losses (loss in money) | 2 (-640.00) | |
Maximal | consecutive profit (count of wins) | 1674.96 (4) | consecutive loss (count of losses) | -640.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.12.01 02:25 | buy stop | 1 | 0.80 | 1.9690 | 1.9650 | 1.9760 | ||
2 | 2006.12.01 02:25 | sell stop | 2 | 0.80 | 1.9646 | 1.9686 | 1.9576 | ||
3 | 2006.12.01 04:36 | buy | 1 | 0.80 | 1.9690 | 1.9650 | 1.9760 | ||
4 | 2006.12.01 04:36 | delete | 2 | 0.80 | 1.9646 | 1.9686 | 1.9576 | ||
5 | 2006.12.01 12:02 | s/l | 1 | 0.80 | 1.9650 | 1.9650 | 1.9760 | -320.00 | 49680.00 |
6 | 2006.12.01 14:55 | buy stop | 3 | 0.70 | 1.9704 | 1.9664 | 1.9774 | ||
7 | 2006.12.01 14:55 | sell stop | 4 | 0.70 | 1.9660 | 1.9700 | 1.9590 | ||
8 | 2006.12.01 15:10 | delete | 3 | 0.70 | 1.9704 | 1.9664 | 1.9774 | ||
9 | 2006.12.01 15:10 | delete | 4 | 0.70 | 1.9660 | 1.9700 | 1.9590 | ||
10 | 2006.12.01 16:55 | buy stop | 5 | 0.70 | 1.9746 | 1.9706 | 1.9816 | ||
11 | 2006.12.01 16:55 | sell stop | 6 | 0.70 | 1.9702 | 1.9742 | 1.9632 | ||
12 | 2006.12.01 17:01 | buy | 5 | 0.70 | 1.9746 | 1.9706 | 1.9816 | ||
13 | 2006.12.01 17:01 | delete | 6 | 0.70 | 1.9702 | 1.9742 | 1.9632 | ||
14 | 2006.12.01 17:35 | t/p | 5 | 0.70 | 1.9816 | 1.9706 | 1.9816 | 490.00 | 50170.00 |
15 | 2006.12.01 17:55 | buy stop | 7 | 0.80 | 1.9852 | 1.9812 | 1.9922 | ||
16 | 2006.12.01 17:55 | sell stop | 8 | 0.80 | 1.9808 | 1.9848 | 1.9738 | ||
17 | 2006.12.01 17:58 | sell | 8 | 0.80 | 1.9808 | 1.9848 | 1.9738 | ||
18 | 2006.12.01 17:58 | delete | 7 | 0.80 | 1.9852 | 1.9812 | 1.9922 | ||
19 | 2006.12.04 10:22 | t/p | 8 | 0.80 | 1.9738 | 1.9848 | 1.9738 | 560.96 | 50730.96 |
20 | 2006.12.05 16:55 | buy stop | 9 | 0.80 | 1.9795 | 1.9755 | 1.9865 | ||
21 | 2006.12.05 16:55 | sell stop | 10 | 0.80 | 1.9751 | 1.9791 | 1.9681 | ||
22 | 2006.12.05 17:00 | sell | 10 | 0.80 | 1.9751 | 1.9791 | 1.9681 | ||
23 | 2006.12.05 17:00 | delete | 9 | 0.80 | 1.9795 | 1.9755 | 1.9865 | ||
24 | 2006.12.05 17:27 | t/p | 10 | 0.80 | 1.9681 | 1.9791 | 1.9681 | 560.00 | 51290.96 |
25 | 2006.12.05 17:55 | buy stop | 11 | 0.80 | 1.9732 | 1.9692 | 1.9802 | ||
26 | 2006.12.05 17:55 | sell stop | 12 | 0.80 | 1.9688 | 1.9728 | 1.9618 | ||
27 | 2006.12.05 18:10 | delete | 11 | 0.80 | 1.9732 | 1.9692 | 1.9802 | ||
28 | 2006.12.05 18:10 | delete | 12 | 0.80 | 1.9688 | 1.9728 | 1.9618 | ||
29 | 2006.12.06 03:25 | buy stop | 13 | 0.80 | 1.9756 | 1.9716 | 1.9826 | ||
30 | 2006.12.06 03:25 | sell stop | 14 | 0.80 | 1.9712 | 1.9752 | 1.9642 | ||
31 | 2006.12.06 03:40 | delete | 13 | 0.80 | 1.9756 | 1.9716 | 1.9826 | ||
32 | 2006.12.06 03:40 | delete | 14 | 0.80 | 1.9712 | 1.9752 | 1.9642 | ||
33 | 2006.12.06 22:55 | buy stop | 15 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
34 | 2006.12.06 22:55 | sell stop | 16 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
35 | 2006.12.06 23:00 | delete | 15 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
36 | 2006.12.06 23:01 | delete | 16 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
37 | 2006.12.07 03:25 | buy stop | 17 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
38 | 2006.12.07 03:25 | sell stop | 18 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
39 | 2006.12.07 03:40 | delete | 17 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
40 | 2006.12.07 03:40 | delete | 18 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
41 | 2006.12.07 14:55 | buy stop | 19 | 0.80 | 1.9695 | 1.9655 | 1.9765 | ||
42 | 2006.12.07 14:55 | sell stop | 20 | 0.80 | 1.9651 | 1.9691 | 1.9581 | ||
43 | 2006.12.07 15:10 | delete | 19 | 0.80 | 1.9695 | 1.9655 | 1.9765 | ||
44 | 2006.12.07 15:10 | delete | 20 | 0.80 | 1.9651 | 1.9691 | 1.9581 | ||
45 | 2006.12.07 15:40 | buy stop | 21 | 0.80 | 1.9682 | 1.9642 | 1.9752 | ||
46 | 2006.12.07 15:40 | sell stop | 22 | 0.80 | 1.9638 | 1.9678 | 1.9568 | ||
47 | 2006.12.07 15:55 | delete | 21 | 0.80 | 1.9682 | 1.9642 | 1.9752 | ||
48 | 2006.12.07 15:55 | delete | 22 | 0.80 | 1.9638 | 1.9678 | 1.9568 | ||
49 | 2006.12.07 16:25 | buy stop | 23 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
50 | 2006.12.07 16:25 | sell stop | 24 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
51 | 2006.12.07 16:37 | sell | 24 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
52 | 2006.12.07 16:37 | delete | 23 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
53 | 2006.12.07 23:00 | close | 24 | 0.80 | 1.9634 | 1.9682 | 1.9572 | 64.00 | 51354.96 |
54 | 2006.12.08 16:25 | buy stop | 25 | 0.80 | 1.9715 | 1.9675 | 1.9785 | ||
55 | 2006.12.08 16:25 | sell stop | 26 | 0.80 | 1.9671 | 1.9711 | 1.9601 | ||
56 | 2006.12.08 16:40 | delete | 25 | 0.80 | 1.9715 | 1.9675 | 1.9785 | ||
57 | 2006.12.08 16:40 | delete | 26 | 0.80 | 1.9671 | 1.9711 | 1.9601 | ||
58 | 2006.12.12 12:25 | buy stop | 27 | 0.80 | 1.9644 | 1.9604 | 1.9714 | ||
59 | 2006.12.12 12:25 | sell stop | 28 | 0.80 | 1.9600 | 1.9640 | 1.9530 | ||
60 | 2006.12.12 12:40 | delete | 27 | 0.80 | 1.9644 | 1.9604 | 1.9714 | ||
61 | 2006.12.12 12:56 | sell | 28 | 0.80 | 1.9600 | 1.9640 | 1.9530 | ||
62 | 2006.12.12 14:09 | s/l | 28 | 0.80 | 1.9640 | 1.9640 | 1.9530 | -320.00 | 51034.96 |
63 | 2006.12.12 16:25 | buy stop | 29 | 0.80 | 1.9656 | 1.9616 | 1.9726 | ||
64 | 2006.12.12 16:25 | sell stop | 30 | 0.80 | 1.9612 | 1.9652 | 1.9542 | ||
65 | 2006.12.12 16:33 | buy | 29 | 0.80 | 1.9656 | 1.9616 | 1.9726 | ||
66 | 2006.12.12 16:33 | delete | 30 | 0.80 | 1.9612 | 1.9652 | 1.9542 | ||
67 | 2006.12.12 23:00 | close | 29 | 0.80 | 1.9703 | 1.9616 | 1.9726 | 376.00 | 51410.96 |
68 | 2006.12.13 16:25 | buy stop | 31 | 0.80 | 1.9669 | 1.9629 | 1.9739 | ||
69 | 2006.12.13 16:25 | sell stop | 32 | 0.80 | 1.9625 | 1.9665 | 1.9555 | ||
70 | 2006.12.13 16:31 | sell | 32 | 0.80 | 1.9625 | 1.9665 | 1.9555 | ||
71 | 2006.12.13 16:31 | delete | 31 | 0.80 | 1.9669 | 1.9629 | 1.9739 | ||
72 | 2006.12.13 17:53 | s/l | 32 | 0.80 | 1.9665 | 1.9665 | 1.9555 | -320.00 | 51090.96 |
73 | 2006.12.14 00:40 | buy stop | 33 | 0.80 | 1.9687 | 1.9647 | 1.9757 | ||
74 | 2006.12.14 00:40 | sell stop | 34 | 0.80 | 1.9643 | 1.9683 | 1.9573 | ||
75 | 2006.12.14 00:55 | delete | 33 | 0.80 | 1.9687 | 1.9647 | 1.9757 | ||
76 | 2006.12.14 00:56 | delete | 34 | 0.80 | 1.9643 | 1.9683 | 1.9573 | ||
77 | 2006.12.14 11:25 | buy stop | 35 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
78 | 2006.12.14 11:25 | sell stop | 36 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
79 | 2006.12.14 11:30 | buy | 35 | 0.80 | 1.9686 | 1.9646 | 1.9756 | ||
80 | 2006.12.14 11:30 | delete | 36 | 0.80 | 1.9642 | 1.9682 | 1.9572 | ||
81 | 2006.12.14 13:32 | s/l | 35 | 0.80 | 1.9646 | 1.9646 | 1.9756 | -320.00 | 50770.96 |
82 | 2006.12.15 02:45 | buy stop | 37 | 0.80 | 1.9630 | 1.9590 | 1.9700 | ||
83 | 2006.12.15 02:45 | sell stop | 38 | 0.80 | 1.9586 | 1.9626 | 1.9516 | ||
84 | 2006.12.15 03:00 | delete | 37 | 0.80 | 1.9630 | 1.9590 | 1.9700 | ||
85 | 2006.12.15 03:01 | delete | 38 | 0.80 | 1.9586 | 1.9626 | 1.9516 | ||
86 | 2006.12.15 16:25 | buy stop | 39 | 0.80 | 1.9666 | 1.9626 | 1.9736 | ||
87 | 2006.12.15 16:25 | sell stop | 40 | 0.80 | 1.9622 | 1.9662 | 1.9552 | ||
88 | 2006.12.15 16:32 | sell | 40 | 0.80 | 1.9622 | 1.9662 | 1.9552 | ||
89 | 2006.12.15 16:32 | delete | 39 | 0.80 | 1.9666 | 1.9626 | 1.9736 | ||
90 | 2006.12.15 17:03 | t/p | 40 | 0.80 | 1.9552 | 1.9662 | 1.9552 | 560.00 | 51330.96 |
91 | 2006.12.19 14:55 | buy stop | 41 | 0.80 | 1.9651 | 1.9611 | 1.9721 | ||
92 | 2006.12.19 14:55 | sell stop | 42 | 0.80 | 1.9607 | 1.9647 | 1.9537 | ||
93 | 2006.12.19 15:10 | delete | 41 | 0.80 | 1.9651 | 1.9611 | 1.9721 | ||
94 | 2006.12.19 15:10 | delete | 42 | 0.80 | 1.9607 | 1.9647 | 1.9537 | ||
95 | 2006.12.19 16:25 | buy stop | 43 | 0.80 | 1.9631 | 1.9591 | 1.9701 | ||
96 | 2006.12.19 16:25 | sell stop | 44 | 0.80 | 1.9587 | 1.9627 | 1.9517 | ||
97 | 2006.12.19 16:40 | delete | 43 | 0.80 | 1.9631 | 1.9591 | 1.9701 | ||
98 | 2006.12.19 16:40 | delete | 44 | 0.80 | 1.9587 | 1.9627 | 1.9517 | ||
99 | 2006.12.20 12:25 | buy stop | 45 | 0.80 | 1.9727 | 1.9687 | 1.9797 | ||
100 | 2006.12.20 12:25 | sell stop | 46 | 0.80 | 1.9683 | 1.9723 | 1.9613 | ||
101 | 2006.12.20 12:40 | delete | 45 | 0.80 | 1.9727 | 1.9687 | 1.9797 | ||
102 | 2006.12.20 12:40 | delete | 46 | 0.80 | 1.9683 | 1.9723 | 1.9613 | ||
103 | 2006.12.21 00:40 | buy stop | 47 | 0.80 | 1.9673 | 1.9633 | 1.9743 | ||
104 | 2006.12.21 00:40 | sell stop | 48 | 0.80 | 1.9629 | 1.9669 | 1.9559 | ||
105 | 2006.12.21 00:55 | delete | 47 | 0.80 | 1.9673 | 1.9633 | 1.9743 | ||
106 | 2006.12.21 00:55 | delete | 48 | 0.80 | 1.9629 | 1.9669 | 1.9559 | ||
107 | 2006.12.21 16:25 | buy stop | 49 | 0.80 | 1.9623 | 1.9583 | 1.9693 | ||
108 | 2006.12.21 16:25 | sell stop | 50 | 0.80 | 1.9579 | 1.9619 | 1.9509 | ||
109 | 2006.12.21 16:33 | sell | 50 | 0.80 | 1.9579 | 1.9619 | 1.9509 | ||
110 | 2006.12.21 16:33 | delete | 49 | 0.80 | 1.9623 | 1.9583 | 1.9693 | ||
111 | 2006.12.21 17:55 | s/l | 50 | 0.80 | 1.9619 | 1.9619 | 1.9509 | -320.00 | 51010.96 |
112 | 2006.12.22 16:25 | buy stop | 51 | 0.80 | 1.9648 | 1.9608 | 1.9718 | ||
113 | 2006.12.22 16:25 | sell stop | 52 | 0.80 | 1.9604 | 1.9644 | 1.9534 | ||
114 | 2006.12.22 16:40 | delete | 51 | 0.80 | 1.9648 | 1.9608 | 1.9718 | ||
115 | 2006.12.22 16:40 | delete | 52 | 0.80 | 1.9604 | 1.9644 | 1.9534 |