Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.08.10 00:00 - 2007.02.23 22:45 (2006.08.10 - 2007.02.24) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Expert_Name="BrainExpert_v2"; Magic=53000; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=70; StopLossMode=1; TrailStopMode=2; BreakEven=15; SessionStart=8; SessionEnd=17; SignalMail=false; Inputs=" BrainTrend parameters "; TimeFrame=60; NumBars=500; ConfirmBars=5; Use_pSAR=1; pSAR_Step=0.02; pSAR_Maximum=0.2; Use_Stoch=1; Kperiod=14; Dperiod=5; slowing=5; UpLevel=30; DnLevel=70; Use_iTrend=1; MM_inputs=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.12; MaxLoss=1000; | ||||
Bars in test | 150446 | Ticks modelled | 768829 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | 7735.14 | Gross profit | 9473.94 | Gross loss | -1738.80 |
Profit factor | 5.45 | Expected payoff | 773.51 | ||
Absolute drawdown | 504.00 | Maximal drawdown | 1192.80 (2.03%) | Relative drawdown | 2.03% (1192.80) |
Total trades | 10 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
Largest | profit trade | 3270.81 | loss trade | -1192.80 | |
Average | profit trade | 1184.24 | loss trade | -869.40 | |
Maximum | consecutive wins (profit in money) | 6 (9383.64) | consecutive losses (loss in money) | 1 (-1192.80) | |
Maximal | consecutive profit (count of wins) | 9383.64 (6) | consecutive loss (count of losses) | -1192.80 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.08.16 15:00 | buy | 1 | 6.00 | 1.8987 | 1.8891 | 1.9057 | ||
2 | 2006.08.16 15:15 | modify | 1 | 6.00 | 1.8987 | 1.8988 | 1.9057 | ||
3 | 2006.08.16 17:07 | s/l | 1 | 6.00 | 1.8988 | 1.8988 | 1.9057 | 42.00 | 50042.00 |
4 | 2006.09.14 08:00 | sell | 2 | 6.00 | 1.8757 | 1.8770 | 1.8687 | ||
5 | 2006.09.14 08:14 | s/l | 2 | 6.00 | 1.8770 | 1.8770 | 1.8687 | -546.00 | 49496.00 |
6 | 2006.10.10 11:00 | sell | 3 | 5.90 | 1.8601 | 1.8680 | 1.8531 | ||
7 | 2006.10.10 12:00 | modify | 3 | 5.90 | 1.8601 | 1.8628 | 1.8531 | ||
8 | 2006.10.10 13:03 | modify | 3 | 5.90 | 1.8601 | 1.8600 | 1.8531 | ||
9 | 2006.10.10 15:51 | t/p | 3 | 5.90 | 1.8531 | 1.8600 | 1.8531 | 2891.00 | 52387.00 |
10 | 2006.11.17 16:00 | buy | 4 | 6.30 | 1.8915 | 1.8848 | 1.8985 | ||
11 | 2006.11.17 16:02 | modify | 4 | 6.30 | 1.8915 | 1.8916 | 1.8985 | ||
12 | 2006.11.20 00:04 | modify | 4 | 6.30 | 1.8915 | 1.8927 | 1.8985 | ||
13 | 2006.11.20 11:00 | modify | 4 | 6.30 | 1.8915 | 1.8933 | 1.8985 | ||
14 | 2006.11.20 15:57 | t/p | 4 | 6.30 | 1.8985 | 1.8933 | 1.8985 | 3075.53 | 55462.53 |
15 | 2006.12.01 16:00 | buy | 5 | 6.70 | 1.9724 | 1.9670 | 1.9794 | ||
16 | 2006.12.01 16:00 | modify | 5 | 6.70 | 1.9724 | 1.9725 | 1.9794 | ||
17 | 2006.12.01 16:00 | s/l | 5 | 6.70 | 1.9725 | 1.9725 | 1.9794 | 46.90 | 55509.43 |
18 | 2006.12.11 17:00 | buy | 6 | 6.70 | 1.9541 | 1.9484 | 1.9611 | ||
19 | 2006.12.11 17:32 | modify | 6 | 6.70 | 1.9541 | 1.9542 | 1.9611 | ||
20 | 2006.12.12 01:00 | modify | 6 | 6.70 | 1.9541 | 1.9569 | 1.9611 | ||
21 | 2006.12.12 03:56 | t/p | 6 | 6.70 | 1.9611 | 1.9569 | 1.9611 | 3270.81 | 58780.24 |
22 | 2006.12.13 15:00 | sell | 7 | 7.10 | 1.9654 | 1.9731 | 1.9584 | ||
23 | 2006.12.13 15:08 | modify | 7 | 7.10 | 1.9654 | 1.9653 | 1.9584 | ||
24 | 2006.12.13 16:04 | s/l | 7 | 7.10 | 1.9653 | 1.9653 | 1.9584 | 49.70 | 58829.94 |
25 | 2007.01.05 15:00 | sell | 8 | 7.10 | 1.9296 | 1.9415 | 1.9226 | ||
26 | 2007.01.05 16:00 | modify | 8 | 7.10 | 1.9296 | 1.9351 | 1.9226 | ||
27 | 2007.01.05 16:56 | modify | 8 | 7.10 | 1.9296 | 1.9295 | 1.9226 | ||
28 | 2007.01.05 17:19 | s/l | 8 | 7.10 | 1.9295 | 1.9295 | 1.9226 | 49.70 | 58879.64 |
29 | 2007.02.07 11:00 | sell | 9 | 7.10 | 1.9687 | 1.9711 | 1.9617 | ||
30 | 2007.02.07 11:33 | s/l | 9 | 7.10 | 1.9711 | 1.9711 | 1.9617 | -1192.80 | 57686.84 |
31 | 2007.02.09 09:00 | sell | 10 | 6.90 | 1.9500 | 1.9594 | 1.9430 | ||
32 | 2007.02.09 10:00 | modify | 10 | 6.90 | 1.9500 | 1.9536 | 1.9430 | ||
33 | 2007.02.09 10:37 | modify | 10 | 6.90 | 1.9500 | 1.9499 | 1.9430 | ||
34 | 2007.02.09 11:55 | s/l | 10 | 6.90 | 1.9499 | 1.9499 | 1.9430 | 48.30 | 57735.14 |