Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.02.19 00:00 - 2007.03.02 20:00 (2007.02.19 - 2007.03.03) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | BlockId=1; TakeProfit=20; Step=18; MoneyManagment=28; Lots=0.1; PricePlus=0.0014; Manual="off"; OpenBlock=true; ModifyBlock=false; FixLot=false; MicroLot=false; MaxiLot=false; Insure=9; BlockOrders=4; StopLoss=100; fema=14; sema=40; sig=8; cciperiod=14; timeperiod=60; timeperiod1=30; | ||||
Bars in test | 1236 | Ticks modelled | 67264 | Modelling quality | 90.00% |
Initial deposit | 3000.00 | ||||
Total net profit | -2855.80 | Gross profit | 120.00 | Gross loss | -2975.80 |
Profit factor | 0.04 | Expected payoff | -129.81 | ||
Absolute drawdown | 2855.80 | Maximal drawdown | 2855.80 (95.19%) | Relative drawdown | 95.19% (2855.80) |
Total trades | 22 | Short positions (won %) | 10 (10.00%) | Long positions (won %) | 12 (8.33%) |
Profit trades (% of total) | 2 (9.09%) | Loss trades (% of total) | 20 (90.91%) | ||
Largest | profit trade | 100.00 | loss trade | -234.80 | |
Average | profit trade | 60.00 | loss trade | -148.79 | |
Maximum | consecutive wins (profit in money) | 1 (100.00) | consecutive losses (loss in money) | 10 (-1763.24) | |
Maximal | consecutive profit (count of wins) | 100.00 (1) | consecutive loss (count of losses) | -1763.24 (10) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.02.19 02:45 | buy | 1 | 0.10 | 1.9545 | 1.9445 | 1.9565 | ||
2 | 2007.02.19 07:27 | buy | 2 | 0.20 | 1.9526 | 1.9426 | 1.9546 | ||
3 | 2007.02.19 08:14 | buy | 3 | 0.30 | 1.9508 | 1.9408 | 1.9528 | ||
4 | 2007.02.19 10:18 | buy | 4 | 0.50 | 1.9486 | 1.9386 | 1.9506 | ||
5 | 2007.02.19 10:19 | buy | 5 | 0.80 | 1.9468 | 1.9368 | 1.9488 | ||
6 | 2007.02.19 10:24 | s/l | 1 | 0.10 | 1.9445 | 1.9445 | 1.9565 | -100.00 | 2900.00 |
7 | 2007.02.19 10:24 | close | 5 | 0.80 | 1.9445 | 1.9368 | 1.9488 | -184.00 | 2716.00 |
8 | 2007.02.19 10:24 | close | 4 | 0.50 | 1.9444 | 1.9386 | 1.9506 | -210.00 | 2506.00 |
9 | 2007.02.19 10:24 | close | 3 | 0.30 | 1.9445 | 1.9408 | 1.9528 | -189.00 | 2317.00 |
10 | 2007.02.19 10:24 | close | 2 | 0.20 | 1.9444 | 1.9426 | 1.9546 | -164.00 | 2153.00 |
11 | 2007.02.19 10:24 | sell | 6 | 0.10 | 1.9445 | 1.9545 | 1.9425 | ||
12 | 2007.02.19 15:31 | sell | 7 | 0.20 | 1.9463 | 1.9563 | 1.9443 | ||
13 | 2007.02.19 15:55 | sell | 8 | 0.30 | 1.9481 | 1.9581 | 1.9461 | ||
14 | 2007.02.19 16:24 | sell | 9 | 0.50 | 1.9499 | 1.9599 | 1.9479 | ||
15 | 2007.02.19 17:27 | sell | 10 | 0.80 | 1.9517 | 1.9617 | 1.9497 | ||
16 | 2007.02.20 02:10 | s/l | 6 | 0.10 | 1.9545 | 1.9545 | 1.9425 | -99.96 | 2053.04 |
17 | 2007.02.20 02:10 | close | 10 | 0.80 | 1.9545 | 1.9617 | 1.9497 | -223.68 | 1829.36 |
18 | 2007.02.20 02:10 | close | 9 | 0.50 | 1.9546 | 1.9599 | 1.9479 | -234.80 | 1594.56 |
19 | 2007.02.20 02:10 | close | 8 | 0.30 | 1.9545 | 1.9581 | 1.9461 | -191.88 | 1402.68 |
20 | 2007.02.20 02:10 | close | 7 | 0.20 | 1.9546 | 1.9563 | 1.9443 | -165.92 | 1236.76 |
21 | 2007.02.20 02:10 | buy | 11 | 0.10 | 1.9545 | 1.9445 | 1.9565 | ||
22 | 2007.02.20 06:26 | buy | 12 | 0.20 | 1.9527 | 1.9427 | 1.9547 | ||
23 | 2007.02.20 08:02 | buy | 13 | 0.30 | 1.9508 | 1.9408 | 1.9528 | ||
24 | 2007.02.20 08:15 | buy | 14 | 0.50 | 1.9487 | 1.9387 | 1.9507 | ||
25 | 2007.02.20 09:36 | t/p | 14 | 0.50 | 1.9507 | 1.9387 | 1.9507 | 100.00 | 1336.76 |
26 | 2007.02.20 09:36 | close | 13 | 0.30 | 1.9507 | 1.9408 | 1.9528 | -3.00 | 1333.76 |
27 | 2007.02.20 09:36 | close | 12 | 0.20 | 1.9506 | 1.9427 | 1.9547 | -42.00 | 1291.76 |
28 | 2007.02.20 09:36 | close | 11 | 0.10 | 1.9507 | 1.9445 | 1.9565 | -38.00 | 1253.76 |
29 | 2007.02.20 09:37 | sell | 15 | 0.10 | 1.9508 | 1.9608 | 1.9488 | ||
30 | 2007.02.20 10:23 | t/p | 15 | 0.10 | 1.9488 | 1.9608 | 1.9488 | 20.00 | 1273.76 |
31 | 2007.02.20 10:23 | sell | 16 | 0.10 | 1.9484 | 1.9584 | 1.9464 | ||
32 | 2007.02.20 12:36 | sell | 17 | 0.20 | 1.9502 | 1.9602 | 1.9482 | ||
33 | 2007.02.20 13:12 | sell | 18 | 0.30 | 1.9520 | 1.9620 | 1.9500 | ||
34 | 2007.02.20 14:43 | sell | 19 | 0.50 | 1.9538 | 1.9638 | 1.9518 | ||
35 | 2007.02.21 08:01 | s/l | 16 | 0.10 | 1.9584 | 1.9584 | 1.9464 | -99.96 | 1173.80 |
36 | 2007.02.21 08:01 | close | 19 | 0.50 | 1.9584 | 1.9638 | 1.9518 | -229.80 | 944.00 |
37 | 2007.02.21 08:01 | close | 18 | 0.30 | 1.9585 | 1.9620 | 1.9500 | -194.88 | 749.12 |
38 | 2007.02.21 08:01 | close | 17 | 0.20 | 1.9584 | 1.9602 | 1.9482 | -163.92 | 585.20 |
39 | 2007.02.21 08:01 | buy | 20 | 0.10 | 1.9585 | 1.9485 | 1.9605 | ||
40 | 2007.02.21 09:01 | buy | 21 | 0.20 | 1.9567 | 1.9467 | 1.9587 | ||
41 | 2007.02.21 09:29 | buy | 22 | 0.30 | 1.9548 | 1.9448 | 1.9568 | ||
42 | 2007.02.21 10:14 | close at stop | 22 | 0.30 | 1.9487 | 1.9448 | 1.9568 | -183.00 | 402.20 |
43 | 2007.02.21 10:14 | close at stop | 21 | 0.20 | 1.9487 | 1.9467 | 1.9587 | -160.00 | 242.20 |
44 | 2007.02.21 10:14 | close at stop | 20 | 0.10 | 1.9487 | 1.9485 | 1.9605 | -98.00 | 144.20 |