Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.01.31 00:00 - 2007.03.02 22:00 (2007.01.31 - 2007.03.04) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | TakeProfit=32; Lots=0.1; InitialStop=1; TrailingStop=17; FiboProgression=false; MaxTrades=13; Pips=18; SecureProfit=10; AccountProtection=0; OrderstoProtect=0; EquityProtectionLevel=0; MaxLossPerOrder=0; ReverseCondition=0; StartYear=2005; StartMonth=1; EndYear=2050; EndMonth=12; mm=0; risk=12; AccountisNormal=0; Magic=123987; | ||||
Bars in test | 1543 | Ticks modelled | 122791 | Modelling quality | 52.95% |
Initial deposit | 10000.00 | ||||
Total net profit | -9700.44 | Gross profit | 330.00 | Gross loss | -10030.44 |
Profit factor | 0.03 | Expected payoff | -692.89 | ||
Absolute drawdown | 9700.44 | Maximal drawdown | 10027.44 (97.10%) | Relative drawdown | 97.10% (10027.44) |
Total trades | 14 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
Largest | profit trade | 128.00 | loss trade | -4572.16 | |
Average | profit trade | 47.14 | loss trade | -1432.92 | |
Maximum | consecutive wins (profit in money) | 5 (252.00) | consecutive losses (loss in money) | 6 (-10027.44) | |
Maximal | consecutive profit (count of wins) | 252.00 (5) | consecutive loss (count of losses) | -10027.44 (6) | |
Average | consecutive wins | 4 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.31 00:00 | sell | 1 | 0.10 | 1.9625 | 1.9860 | 1.9593 | ||
2 | 2007.01.31 09:44 | t/p | 1 | 0.10 | 1.9593 | 1.9860 | 1.9593 | 32.00 | 10032.00 |
3 | 2007.01.31 09:44 | sell | 2 | 0.10 | 1.9589 | 1.9824 | 1.9557 | ||
4 | 2007.01.31 10:19 | t/p | 2 | 0.10 | 1.9557 | 1.9824 | 1.9557 | 32.00 | 10064.00 |
5 | 2007.01.31 10:19 | sell | 3 | 0.10 | 1.9553 | 1.9788 | 1.9521 | ||
6 | 2007.01.31 11:48 | t/p | 3 | 0.10 | 1.9521 | 1.9788 | 1.9521 | 32.00 | 10096.00 |
7 | 2007.01.31 11:48 | sell | 4 | 0.10 | 1.9517 | 1.9752 | 1.9485 | ||
8 | 2007.01.31 12:18 | sell | 5 | 0.20 | 1.9535 | 1.9752 | 1.9503 | ||
9 | 2007.01.31 12:48 | sell | 6 | 0.40 | 1.9553 | 1.9752 | 1.9521 | ||
10 | 2007.01.31 14:45 | t/p | 6 | 0.40 | 1.9521 | 1.9752 | 1.9521 | 128.00 | 10224.00 |
11 | 2007.01.31 14:45 | close | 5 | 0.20 | 1.9521 | 1.9752 | 1.9503 | 28.00 | 10252.00 |
12 | 2007.01.31 14:45 | close | 4 | 0.10 | 1.9520 | 1.9752 | 1.9485 | -3.00 | 10249.00 |
13 | 2007.01.31 14:45 | sell | 7 | 0.10 | 1.9517 | 1.9752 | 1.9485 | ||
14 | 2007.01.31 15:24 | sell | 8 | 0.20 | 1.9535 | 1.9752 | 1.9503 | ||
15 | 2007.01.31 15:49 | t/p | 8 | 0.20 | 1.9503 | 1.9752 | 1.9503 | 64.00 | 10313.00 |
16 | 2007.01.31 15:49 | close | 7 | 0.10 | 1.9503 | 1.9752 | 1.9485 | 14.00 | 10327.00 |
17 | 2007.01.31 15:49 | sell | 9 | 0.10 | 1.9500 | 1.9735 | 1.9468 | ||
18 | 2007.01.31 16:37 | sell | 10 | 0.20 | 1.9518 | 1.9735 | 1.9486 | ||
19 | 2007.01.31 17:06 | sell | 11 | 0.40 | 1.9536 | 1.9735 | 1.9504 | ||
20 | 2007.01.31 17:20 | sell | 12 | 0.80 | 1.9554 | 1.9735 | 1.9522 | ||
21 | 2007.01.31 17:36 | sell | 13 | 1.60 | 1.9572 | 1.9735 | 1.9540 | ||
22 | 2007.01.31 17:45 | sell | 14 | 3.20 | 1.9590 | 1.9735 | 1.9558 | ||
23 | 2007.02.01 17:09 | close at stop | 14 | 3.20 | 1.9733 | 1.9735 | 1.9558 | -4572.16 | 5754.84 |
24 | 2007.02.01 17:09 | close at stop | 13 | 1.60 | 1.9733 | 1.9735 | 1.9540 | -2574.08 | 3180.76 |
25 | 2007.02.01 17:09 | close at stop | 12 | 0.80 | 1.9733 | 1.9735 | 1.9522 | -1431.04 | 1749.72 |
26 | 2007.02.01 17:09 | close at stop | 11 | 0.40 | 1.9733 | 1.9735 | 1.9504 | -787.52 | 962.20 |
27 | 2007.02.01 17:09 | close at stop | 10 | 0.20 | 1.9733 | 1.9735 | 1.9486 | -429.76 | 532.44 |
28 | 2007.02.01 17:09 | close at stop | 9 | 0.10 | 1.9733 | 1.9735 | 1.9468 | -232.88 | 299.56 |