| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.02.22 00:00 - 2007.03.02 00:00 (2007.02.22 - 2007.03.02) | ||||
| 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 | 1144 | Ticks modelled | 140316 | Modelling quality | 90.00% |
| Initial deposit | 3000.00 | ||||
| Total net profit | 58.72 | Gross profit | 1063.41 | Gross loss | -1004.69 |
| Profit factor | 1.06 | Expected payoff | 0.77 | ||
| Absolute drawdown | 671.30 | Maximal drawdown | 728.70 (23.83%) | Relative drawdown | 23.83% (728.70) |
| Total trades | 76 | Short positions (won %) | 41 (68.29%) | Long positions (won %) | 35 (74.29%) |
| Profit trades (% of total) | 54 (71.05%) | Loss trades (% of total) | 22 (28.95%) | ||
| Largest | profit trade | 70.00 | loss trade | -162.40 | |
| Average | profit trade | 19.69 | loss trade | -45.67 | |
| Maximum | consecutive wins (profit in money) | 11 (204.48) | consecutive losses (loss in money) | 6 (-728.70) | |
| Maximal | consecutive profit (count of wins) | 204.48 (11) | consecutive loss (count of losses) | -728.70 (6) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.02.22 01:09 | sell | 1 | 0.10 | 1.9516 | 1.9616 | 1.9496 | ||
| 2 | 2007.02.22 02:12 | sell | 2 | 0.20 | 1.9534 | 1.9634 | 1.9514 | ||
| 3 | 2007.02.22 08:18 | t/p | 2 | 0.20 | 1.9514 | 1.9634 | 1.9514 | 28.00 | 3028.00 |
| 4 | 2007.02.22 08:18 | close | 1 | 0.10 | 1.9514 | 1.9616 | 1.9496 | 1.40 | 3029.40 |
| 5 | 2007.02.22 08:18 | sell | 3 | 0.10 | 1.9511 | 1.9611 | 1.9491 | ||
| 6 | 2007.02.22 08:51 | t/p | 3 | 0.10 | 1.9491 | 1.9611 | 1.9491 | 14.00 | 3043.40 |
| 7 | 2007.02.22 08:51 | sell | 4 | 0.10 | 1.9487 | 1.9587 | 1.9467 | ||
| 8 | 2007.02.22 09:37 | t/p | 4 | 0.10 | 1.9467 | 1.9587 | 1.9467 | 14.00 | 3057.40 |
| 9 | 2007.02.22 15:00 | sell | 5 | 0.10 | 1.9497 | 1.9597 | 1.9477 | ||
| 10 | 2007.02.22 16:18 | sell | 6 | 0.20 | 1.9515 | 1.9615 | 1.9495 | ||
| 11 | 2007.02.22 16:30 | sell | 7 | 0.30 | 1.9533 | 1.9633 | 1.9513 | ||
| 12 | 2007.02.22 17:18 | sell | 8 | 0.50 | 1.9551 | 1.9651 | 1.9531 | ||
| 13 | 2007.02.22 17:22 | sell | 9 | 0.80 | 1.9569 | 1.9669 | 1.9549 | ||
| 14 | 2007.02.22 18:16 | sell | 10 | 1.20 | 1.9587 | 1.9687 | 1.9567 | ||
| 15 | 2007.02.22 18:17 | s/l | 5 | 0.10 | 1.9597 | 1.9597 | 1.9477 | -70.00 | 2987.40 |
| 16 | 2007.02.22 18:17 | close | 10 | 1.20 | 1.9597 | 1.9687 | 1.9567 | -84.00 | 2903.40 |
| 17 | 2007.02.22 18:17 | close | 9 | 0.80 | 1.9598 | 1.9669 | 1.9549 | -162.40 | 2741.00 |
| 18 | 2007.02.22 18:17 | close | 8 | 0.50 | 1.9597 | 1.9651 | 1.9531 | -161.00 | 2580.00 |
| 19 | 2007.02.22 18:17 | close | 7 | 0.30 | 1.9598 | 1.9633 | 1.9513 | -136.50 | 2443.50 |
| 20 | 2007.02.22 18:17 | close | 6 | 0.20 | 1.9597 | 1.9615 | 1.9495 | -114.80 | 2328.70 |
| 21 | 2007.02.22 18:17 | buy | 11 | 0.10 | 1.9598 | 1.9498 | 1.9618 | ||
| 22 | 2007.02.22 18:35 | buy | 12 | 0.20 | 1.9580 | 1.9480 | 1.9600 | ||
| 23 | 2007.02.22 20:59 | buy | 13 | 0.30 | 1.9562 | 1.9462 | 1.9582 | ||
| 24 | 2007.02.23 08:27 | t/p | 13 | 0.30 | 1.9582 | 1.9462 | 1.9582 | 41.43 | 2370.13 |
| 25 | 2007.02.23 08:27 | close | 12 | 0.20 | 1.9582 | 1.9480 | 1.9600 | 2.42 | 2372.55 |
| 26 | 2007.02.23 08:27 | close | 11 | 0.10 | 1.9583 | 1.9498 | 1.9618 | -10.69 | 2361.87 |
| 27 | 2007.02.23 08:27 | buy | 14 | 0.10 | 1.9586 | 1.9486 | 1.9606 | ||
| 28 | 2007.02.23 10:05 | buy | 15 | 0.20 | 1.9568 | 1.9468 | 1.9588 | ||
| 29 | 2007.02.23 10:32 | buy | 16 | 0.30 | 1.9550 | 1.9450 | 1.9570 | ||
| 30 | 2007.02.23 11:19 | t/p | 16 | 0.30 | 1.9570 | 1.9450 | 1.9570 | 42.00 | 2403.87 |
| 31 | 2007.02.23 11:19 | close | 15 | 0.20 | 1.9570 | 1.9468 | 1.9588 | 2.80 | 2406.67 |
| 32 | 2007.02.23 11:19 | close | 14 | 0.10 | 1.9569 | 1.9486 | 1.9606 | -11.90 | 2394.77 |
| 33 | 2007.02.23 12:00 | buy | 17 | 0.10 | 1.9576 | 1.9476 | 1.9596 | ||
| 34 | 2007.02.23 13:51 | t/p | 17 | 0.10 | 1.9596 | 1.9476 | 1.9596 | 14.00 | 2408.77 |
| 35 | 2007.02.23 13:51 | buy | 18 | 0.10 | 1.9600 | 1.9500 | 1.9620 | ||
| 36 | 2007.02.23 14:06 | t/p | 18 | 0.10 | 1.9620 | 1.9500 | 1.9620 | 14.00 | 2422.77 |
| 37 | 2007.02.23 14:06 | buy | 19 | 0.10 | 1.9624 | 1.9524 | 1.9644 | ||
| 38 | 2007.02.23 15:25 | t/p | 19 | 0.10 | 1.9644 | 1.9524 | 1.9644 | 14.00 | 2436.77 |
| 39 | 2007.02.23 18:41 | buy | 20 | 0.10 | 1.9653 | 1.9553 | 1.9673 | ||
| 40 | 2007.02.23 20:29 | buy | 21 | 0.20 | 1.9635 | 1.9535 | 1.9655 | ||
| 41 | 2007.02.26 09:00 | t/p | 21 | 0.20 | 1.9655 | 1.9535 | 1.9655 | 27.62 | 2464.39 |
| 42 | 2007.02.26 09:00 | close | 20 | 0.10 | 1.9655 | 1.9553 | 1.9673 | 1.21 | 2465.60 |
| 43 | 2007.02.26 09:00 | buy | 22 | 0.10 | 1.9660 | 1.9560 | 1.9680 | ||
| 44 | 2007.02.26 09:14 | buy | 23 | 0.20 | 1.9642 | 1.9542 | 1.9662 | ||
| 45 | 2007.02.26 10:04 | buy | 24 | 0.30 | 1.9623 | 1.9523 | 1.9643 | ||
| 46 | 2007.02.26 16:50 | t/p | 24 | 0.30 | 1.9643 | 1.9523 | 1.9643 | 42.00 | 2507.60 |
| 47 | 2007.02.26 16:50 | close | 23 | 0.20 | 1.9643 | 1.9542 | 1.9662 | 1.40 | 2509.00 |
| 48 | 2007.02.26 16:50 | close | 22 | 0.10 | 1.9644 | 1.9560 | 1.9680 | -11.20 | 2497.80 |
| 49 | 2007.02.26 16:50 | buy | 25 | 0.10 | 1.9647 | 1.9547 | 1.9667 | ||
| 50 | 2007.02.26 17:08 | buy | 26 | 0.20 | 1.9629 | 1.9529 | 1.9649 | ||
| 51 | 2007.02.27 01:39 | t/p | 26 | 0.20 | 1.9649 | 1.9529 | 1.9649 | 27.62 | 2525.42 |
| 52 | 2007.02.27 01:39 | close | 25 | 0.10 | 1.9649 | 1.9547 | 1.9667 | 1.21 | 2526.63 |
| 53 | 2007.02.27 01:39 | buy | 27 | 0.10 | 1.9654 | 1.9554 | 1.9674 | ||
| 54 | 2007.02.27 01:42 | buy | 28 | 0.20 | 1.9636 | 1.9536 | 1.9656 | ||
| 55 | 2007.02.27 07:25 | buy | 29 | 0.30 | 1.9618 | 1.9518 | 1.9638 | ||
| 56 | 2007.02.27 08:33 | buy | 30 | 0.50 | 1.9600 | 1.9500 | 1.9620 | ||
| 57 | 2007.02.27 09:12 | t/p | 30 | 0.50 | 1.9620 | 1.9500 | 1.9620 | 70.00 | 2596.63 |
| 58 | 2007.02.27 09:12 | close | 29 | 0.30 | 1.9621 | 1.9518 | 1.9638 | 6.30 | 2602.93 |
| 59 | 2007.02.27 09:12 | close | 28 | 0.20 | 1.9620 | 1.9536 | 1.9656 | -22.40 | 2580.53 |
| 60 | 2007.02.27 09:12 | close | 27 | 0.10 | 1.9622 | 1.9554 | 1.9674 | -22.40 | 2558.13 |
| 61 | 2007.02.27 09:12 | sell | 31 | 0.10 | 1.9624 | 1.9724 | 1.9604 | ||
| 62 | 2007.02.27 09:17 | sell | 32 | 0.20 | 1.9643 | 1.9743 | 1.9623 | ||
| 63 | 2007.02.27 09:32 | sell | 33 | 0.30 | 1.9662 | 1.9762 | 1.9642 | ||
| 64 | 2007.02.27 10:21 | t/p | 33 | 0.30 | 1.9642 | 1.9762 | 1.9642 | 42.00 | 2600.13 |
| 65 | 2007.02.27 10:21 | close | 32 | 0.20 | 1.9642 | 1.9743 | 1.9623 | 1.40 | 2601.53 |
| 66 | 2007.02.27 10:21 | close | 31 | 0.10 | 1.9643 | 1.9724 | 1.9604 | -13.30 | 2588.23 |
| 67 | 2007.02.27 10:21 | buy | 34 | 0.10 | 1.9642 | 1.9542 | 1.9662 | ||
| 68 | 2007.02.27 14:57 | t/p | 34 | 0.10 | 1.9662 | 1.9542 | 1.9662 | 14.00 | 2602.23 |
| 69 | 2007.02.27 14:57 | buy | 35 | 0.10 | 1.9666 | 1.9566 | 1.9686 | ||
| 70 | 2007.02.27 15:08 | buy | 36 | 0.20 | 1.9648 | 1.9548 | 1.9668 | ||
| 71 | 2007.02.27 15:45 | t/p | 36 | 0.20 | 1.9668 | 1.9548 | 1.9668 | 28.00 | 2630.23 |
| 72 | 2007.02.27 15:45 | close | 35 | 0.10 | 1.9668 | 1.9566 | 1.9686 | 1.40 | 2631.63 |
| 73 | 2007.02.27 15:45 | buy | 37 | 0.10 | 1.9671 | 1.9571 | 1.9691 | ||
| 74 | 2007.02.27 16:00 | buy | 38 | 0.20 | 1.9648 | 1.9548 | 1.9668 | ||
| 75 | 2007.02.27 16:09 | buy | 39 | 0.30 | 1.9630 | 1.9530 | 1.9650 | ||
| 76 | 2007.02.27 16:38 | t/p | 39 | 0.30 | 1.9650 | 1.9530 | 1.9650 | 42.00 | 2673.63 |
| 77 | 2007.02.27 16:38 | close | 38 | 0.20 | 1.9650 | 1.9548 | 1.9668 | 2.80 | 2676.43 |
| 78 | 2007.02.27 16:38 | close | 37 | 0.10 | 1.9649 | 1.9571 | 1.9691 | -15.40 | 2661.03 |
| 79 | 2007.02.27 16:38 | sell | 40 | 0.10 | 1.9650 | 1.9750 | 1.9630 | ||
| 80 | 2007.02.27 18:12 | sell | 41 | 0.20 | 1.9668 | 1.9768 | 1.9648 | ||
| 81 | 2007.02.27 19:41 | t/p | 41 | 0.20 | 1.9648 | 1.9768 | 1.9648 | 28.00 | 2689.03 |
| 82 | 2007.02.27 19:41 | close | 40 | 0.10 | 1.9648 | 1.9750 | 1.9630 | 1.40 | 2690.43 |
| 83 | 2007.02.27 20:00 | sell | 42 | 0.10 | 1.9638 | 1.9738 | 1.9618 | ||
| 84 | 2007.02.27 21:11 | t/p | 42 | 0.10 | 1.9618 | 1.9738 | 1.9618 | 14.00 | 2704.43 |
| 85 | 2007.02.27 21:11 | sell | 43 | 0.10 | 1.9614 | 1.9714 | 1.9594 | ||
| 86 | 2007.02.27 23:46 | sell | 44 | 0.20 | 1.9632 | 1.9732 | 1.9612 | ||
| 87 | 2007.02.28 08:05 | t/p | 44 | 0.20 | 1.9612 | 1.9732 | 1.9612 | 28.06 | 2732.49 |
| 88 | 2007.02.28 08:05 | close | 43 | 0.10 | 1.9612 | 1.9714 | 1.9594 | 1.43 | 2733.92 |
| 89 | 2007.02.28 08:05 | sell | 45 | 0.10 | 1.9607 | 1.9707 | 1.9587 | ||
| 90 | 2007.02.28 08:07 | t/p | 45 | 0.10 | 1.9587 | 1.9707 | 1.9587 | 14.00 | 2747.92 |
| 91 | 2007.02.28 08:07 | sell | 46 | 0.10 | 1.9583 | 1.9683 | 1.9563 | ||
| 92 | 2007.02.28 08:46 | sell | 47 | 0.20 | 1.9601 | 1.9701 | 1.9581 | ||
| 93 | 2007.02.28 09:16 | t/p | 47 | 0.20 | 1.9581 | 1.9701 | 1.9581 | 28.00 | 2775.92 |
| 94 | 2007.02.28 09:16 | close | 46 | 0.10 | 1.9581 | 1.9683 | 1.9563 | 1.40 | 2777.32 |
| 95 | 2007.02.28 09:30 | sell | 48 | 0.10 | 1.9547 | 1.9647 | 1.9527 | ||
| 96 | 2007.02.28 10:20 | t/p | 48 | 0.10 | 1.9527 | 1.9647 | 1.9527 | 14.00 | 2791.32 |
| 97 | 2007.02.28 13:00 | sell | 49 | 0.10 | 1.9567 | 1.9667 | 1.9547 | ||
| 98 | 2007.02.28 13:13 | sell | 50 | 0.20 | 1.9586 | 1.9686 | 1.9566 | ||
| 99 | 2007.02.28 14:05 | sell | 51 | 0.30 | 1.9604 | 1.9704 | 1.9584 | ||
| 100 | 2007.02.28 14:08 | sell | 52 | 0.50 | 1.9622 | 1.9722 | 1.9602 | ||
| 101 | 2007.02.28 15:36 | t/p | 52 | 0.50 | 1.9602 | 1.9722 | 1.9602 | 70.00 | 2861.32 |
| 102 | 2007.02.28 15:36 | close | 51 | 0.30 | 1.9602 | 1.9704 | 1.9584 | 4.20 | 2865.52 |
| 103 | 2007.02.28 15:36 | close | 50 | 0.20 | 1.9601 | 1.9686 | 1.9566 | -21.00 | 2844.52 |
| 104 | 2007.02.28 15:36 | close | 49 | 0.10 | 1.9602 | 1.9667 | 1.9547 | -24.50 | 2820.02 |
| 105 | 2007.02.28 16:00 | buy | 53 | 0.10 | 1.9615 | 1.9515 | 1.9635 | ||
| 106 | 2007.02.28 16:01 | buy | 54 | 0.20 | 1.9597 | 1.9497 | 1.9617 | ||
| 107 | 2007.02.28 16:31 | buy | 55 | 0.30 | 1.9579 | 1.9479 | 1.9599 | ||
| 108 | 2007.02.28 16:41 | t/p | 55 | 0.30 | 1.9599 | 1.9479 | 1.9599 | 42.00 | 2862.02 |
| 109 | 2007.02.28 16:41 | close | 54 | 0.20 | 1.9599 | 1.9497 | 1.9617 | 2.80 | 2864.82 |
| 110 | 2007.02.28 16:41 | close | 53 | 0.10 | 1.9598 | 1.9515 | 1.9635 | -11.90 | 2852.92 |
| 111 | 2007.02.28 17:00 | buy | 56 | 0.10 | 1.9602 | 1.9502 | 1.9622 | ||
| 112 | 2007.02.28 19:55 | t/p | 56 | 0.10 | 1.9622 | 1.9502 | 1.9622 | 14.00 | 2866.92 |
| 113 | 2007.02.28 19:55 | buy | 57 | 0.10 | 1.9626 | 1.9526 | 1.9646 | ||
| 114 | 2007.02.28 22:03 | t/p | 57 | 0.10 | 1.9646 | 1.9526 | 1.9646 | 14.00 | 2880.92 |
| 115 | 2007.03.01 01:00 | buy | 58 | 0.10 | 1.9644 | 1.9544 | 1.9664 | ||
| 116 | 2007.03.01 04:59 | buy | 59 | 0.20 | 1.9626 | 1.9526 | 1.9646 | ||
| 117 | 2007.03.01 07:47 | buy | 60 | 0.30 | 1.9608 | 1.9508 | 1.9628 | ||
| 118 | 2007.03.01 07:58 | buy | 61 | 0.50 | 1.9590 | 1.9490 | 1.9610 | ||
| 119 | 2007.03.01 08:57 | t/p | 61 | 0.50 | 1.9610 | 1.9490 | 1.9610 | 70.00 | 2950.92 |
| 120 | 2007.03.01 08:57 | close | 60 | 0.30 | 1.9610 | 1.9508 | 1.9628 | 4.20 | 2955.12 |
| 121 | 2007.03.01 08:57 | close | 59 | 0.20 | 1.9611 | 1.9526 | 1.9646 | -21.00 | 2934.12 |
| 122 | 2007.03.01 08:57 | close | 58 | 0.10 | 1.9612 | 1.9544 | 1.9664 | -22.40 | 2911.72 |
| 123 | 2007.03.01 08:57 | sell | 62 | 0.10 | 1.9613 | 1.9713 | 1.9593 | ||
| 124 | 2007.03.01 09:29 | t/p | 62 | 0.10 | 1.9593 | 1.9713 | 1.9593 | 14.00 | 2925.72 |
| 125 | 2007.03.01 10:10 | sell | 63 | 0.10 | 1.9586 | 1.9686 | 1.9566 | ||
| 126 | 2007.03.01 10:30 | sell | 64 | 0.20 | 1.9604 | 1.9704 | 1.9584 | ||
| 127 | 2007.03.01 10:31 | sell | 65 | 0.30 | 1.9622 | 1.9722 | 1.9602 | ||
| 128 | 2007.03.01 12:22 | sell | 66 | 0.50 | 1.9640 | 1.9740 | 1.9620 | ||
| 129 | 2007.03.01 15:40 | t/p | 66 | 0.50 | 1.9620 | 1.9740 | 1.9620 | 70.00 | 2995.72 |
| 130 | 2007.03.01 15:40 | close | 65 | 0.30 | 1.9620 | 1.9722 | 1.9602 | 4.20 | 2999.92 |
| 131 | 2007.03.01 15:40 | close | 64 | 0.20 | 1.9619 | 1.9704 | 1.9584 | -21.00 | 2978.92 |
| 132 | 2007.03.01 15:40 | close | 63 | 0.10 | 1.9617 | 1.9686 | 1.9566 | -21.70 | 2957.22 |
| 133 | 2007.03.01 16:00 | sell | 67 | 0.10 | 1.9612 | 1.9712 | 1.9592 | ||
| 134 | 2007.03.01 16:01 | t/p | 67 | 0.10 | 1.9592 | 1.9712 | 1.9592 | 14.00 | 2971.22 |
| 135 | 2007.03.01 16:01 | sell | 68 | 0.10 | 1.9580 | 1.9680 | 1.9560 | ||
| 136 | 2007.03.01 16:03 | sell | 69 | 0.20 | 1.9598 | 1.9698 | 1.9578 | ||
| 137 | 2007.03.01 16:36 | t/p | 69 | 0.20 | 1.9578 | 1.9698 | 1.9578 | 28.00 | 2999.22 |
| 138 | 2007.03.01 16:36 | close | 68 | 0.10 | 1.9578 | 1.9680 | 1.9560 | 1.40 | 3000.62 |
| 139 | 2007.03.01 16:36 | sell | 70 | 0.10 | 1.9573 | 1.9673 | 1.9553 | ||
| 140 | 2007.03.01 16:38 | sell | 71 | 0.20 | 1.9591 | 1.9691 | 1.9571 | ||
| 141 | 2007.03.01 17:03 | t/p | 71 | 0.20 | 1.9571 | 1.9691 | 1.9571 | 28.00 | 3028.62 |
| 142 | 2007.03.01 17:03 | close | 70 | 0.10 | 1.9571 | 1.9673 | 1.9553 | 1.40 | 3030.02 |
| 143 | 2007.03.01 17:03 | sell | 72 | 0.10 | 1.9566 | 1.9666 | 1.9546 | ||
| 144 | 2007.03.01 17:54 | sell | 73 | 0.20 | 1.9585 | 1.9685 | 1.9565 | ||
| 145 | 2007.03.01 19:02 | t/p | 73 | 0.20 | 1.9565 | 1.9685 | 1.9565 | 28.00 | 3058.02 |
| 146 | 2007.03.01 19:02 | close | 72 | 0.10 | 1.9565 | 1.9666 | 1.9546 | 0.70 | 3058.72 |
| 147 | 2007.03.01 19:02 | sell | 74 | 0.10 | 1.9560 | 1.9660 | 1.9540 | ||
| 148 | 2007.03.01 19:36 | sell | 75 | 0.20 | 1.9578 | 1.9678 | 1.9558 | ||
| 149 | 2007.03.01 19:49 | sell | 76 | 0.30 | 1.9596 | 1.9696 | 1.9576 | ||
| 150 | 2007.03.01 23:59 | close at stop | 76 | 0.30 | 1.9584 | 1.9696 | 1.9576 | 25.20 | 3083.92 |
| 151 | 2007.03.01 23:59 | close at stop | 75 | 0.20 | 1.9584 | 1.9678 | 1.9558 | -8.40 | 3075.52 |
| 152 | 2007.03.01 23:59 | close at stop | 74 | 0.10 | 1.9584 | 1.9660 | 1.9540 | -16.80 | 3058.72 |