Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2005.12.28 00:00 - 2006.12.29 22:00 (2005.12.28 - 2007.01.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | SystemWideParms="** Goblin Systemwide Parameters **"; LotSize=0.15; UseMoneyMgmt=false; EquityProtectionLevel=0; MaxLossPerOrder=0; TargetEquityToCloseAndReset=0; RiskPercent=0.5; UseFiboLotSizeProgression=false; UseConservativeRSX_Signals=false; RSX_Period=5; RSX_Timeframe=60; UseSMATrendFilter=false; TrendFilterSMATimeFrame=60; TrendFilterFastSMAPeriod=65; TrendFilterMediumSMAPeriod=20; TrendFilterSlowSMAPeriod=7; atrper=14; timeframe=1440; divisor=10; LongTradeParms="** Goblin Buy Side Parameters **"; LongTakeProfit=10; LongInitialStop=0; LongTrailingStop=0; LongMaxTrades=3; LongPips=15; LongSecureProfit=5; LongAccountProtection=true; LongOrderstoProtect=1; ShortTradeParms="** Goblin Sell Side Parameters **"; ShortTakeProfit=10; ShortInitialStop=0; ShortTrailingStop=0; ShortMaxTrades=3; ShortPips=15; ShortSecureProfit=5; ShortAccountProtection=true; ShortOrderstoProtect=1; LongBreakEven=1; ShortBreakEven=1; HL_sl=10; HS_sl=10; | ||||
Bars in test | 8264 | Ticks modelled | 1548944 | Modelling quality | 90.00% |
Initial deposit | 1000.00 | ||||
Total net profit | -955.03 | Gross profit | 31.52 | Gross loss | -986.56 |
Profit factor | 0.03 | Expected payoff | -43.41 | ||
Absolute drawdown | 955.03 | Maximal drawdown | 972.47 (95.58%) | Relative drawdown | 95.58% (972.47) |
Total trades | 22 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 15 (46.67%) |
Profit trades (% of total) | 8 (36.36%) | Loss trades (% of total) | 14 (63.64%) | ||
Largest | profit trade | 6.02 | loss trade | -598.42 | |
Average | profit trade | 3.94 | loss trade | -70.47 | |
Maximum | consecutive wins (profit in money) | 2 (7.50) | consecutive losses (loss in money) | 6 (-972.47) | |
Maximal | consecutive profit (count of wins) | 7.50 (2) | consecutive loss (count of losses) | -972.47 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2005.12.28 10:00 | buy | 1 | 0.15 | 1.7384 | 0.0000 | 1.7394 | ||
2 | 2005.12.28 10:11 | buy | 2 | 0.30 | 1.7369 | 0.0000 | 1.7379 | ||
3 | 2005.12.28 11:10 | t/p | 2 | 0.30 | 1.7379 | 0.0000 | 1.7379 | 3.00 | 1003.00 |
4 | 2005.12.28 11:10 | close | 1 | 0.15 | 1.7379 | 0.0000 | 1.7394 | -0.75 | 1002.25 |
5 | 2005.12.29 16:00 | sell | 3 | 0.15 | 1.7194 | 0.0000 | 1.7184 | ||
6 | 2005.12.29 16:36 | sell | 4 | 0.30 | 1.7211 | 0.0000 | 1.7201 | ||
7 | 2005.12.29 16:48 | sell | 5 | 0.60 | 1.7227 | 0.0000 | 1.7217 | ||
8 | 2005.12.30 06:00 | buy | 6 | 0.15 | 1.7284 | 0.0000 | 1.7294 | ||
9 | 2005.12.30 06:29 | buy | 7 | 0.30 | 1.7268 | 0.0000 | 1.7278 | ||
10 | 2005.12.30 07:26 | t/p | 7 | 0.30 | 1.7278 | 0.0000 | 1.7278 | 3.00 | 1005.25 |
11 | 2005.12.30 07:26 | close | 6 | 0.15 | 1.7278 | 0.0000 | 1.7294 | -0.90 | 1004.35 |
12 | 2005.12.30 07:27 | buy | 8 | 0.15 | 1.7283 | 0.0000 | 1.7293 | ||
13 | 2005.12.30 07:43 | t/p | 8 | 0.15 | 1.7293 | 0.0000 | 1.7293 | 1.50 | 1005.85 |
14 | 2005.12.30 07:43 | buy | 9 | 0.15 | 1.7297 | 0.0000 | 1.7307 | ||
15 | 2005.12.30 08:19 | buy | 10 | 0.30 | 1.7280 | 0.0000 | 1.7290 | ||
16 | 2005.12.30 08:41 | buy | 11 | 0.60 | 1.7264 | 0.0000 | 1.7274 | ||
17 | 2005.12.30 09:19 | t/p | 11 | 0.60 | 1.7274 | 0.0000 | 1.7274 | 6.00 | 1011.85 |
18 | 2005.12.30 09:19 | close | 10 | 0.30 | 1.7274 | 0.0000 | 1.7290 | -1.80 | 1010.05 |
19 | 2005.12.30 09:19 | close | 9 | 0.15 | 1.7273 | 0.0000 | 1.7307 | -3.60 | 1006.45 |
20 | 2005.12.30 12:19 | t/p | 5 | 0.60 | 1.7217 | 0.0000 | 1.7217 | 6.02 | 1012.47 |
21 | 2005.12.30 12:19 | close | 4 | 0.30 | 1.7217 | 0.0000 | 1.7201 | -1.79 | 1010.69 |
22 | 2005.12.30 12:19 | close | 3 | 0.15 | 1.7218 | 0.0000 | 1.7184 | -3.59 | 1007.09 |
23 | 2006.01.02 11:00 | buy | 12 | 0.15 | 1.7241 | 0.0000 | 1.7251 | ||
24 | 2006.01.02 17:27 | buy | 13 | 0.30 | 1.7225 | 0.0000 | 1.7235 | ||
25 | 2006.01.02 17:28 | t/p | 13 | 0.30 | 1.7235 | 0.0000 | 1.7235 | 3.00 | 1010.09 |
26 | 2006.01.02 17:28 | close | 12 | 0.15 | 1.7235 | 0.0000 | 1.7251 | -0.90 | 1009.19 |
27 | 2006.01.03 01:00 | sell | 14 | 0.15 | 1.7187 | 0.0000 | 1.7177 | ||
28 | 2006.01.03 01:09 | sell | 15 | 0.30 | 1.7203 | 0.0000 | 1.7193 | ||
29 | 2006.01.03 01:13 | sell | 16 | 0.60 | 1.7218 | 0.0000 | 1.7208 | ||
30 | 2006.01.03 10:00 | buy | 17 | 0.15 | 1.7329 | 0.0000 | 1.7339 | ||
31 | 2006.01.03 10:13 | buy | 18 | 0.30 | 1.7314 | 0.0000 | 1.7324 | ||
32 | 2006.01.03 10:52 | t/p | 18 | 0.30 | 1.7324 | 0.0000 | 1.7324 | 3.00 | 1012.19 |
33 | 2006.01.03 10:52 | close | 17 | 0.15 | 1.7324 | 0.0000 | 1.7339 | -0.75 | 1011.44 |
34 | 2006.01.03 10:52 | buy | 19 | 0.15 | 1.7329 | 0.0000 | 1.7339 | ||
35 | 2006.01.03 11:10 | buy | 20 | 0.30 | 1.7313 | 0.0000 | 1.7323 | ||
36 | 2006.01.03 11:48 | buy | 21 | 0.60 | 1.7296 | 0.0000 | 1.7306 | ||
37 | 2006.01.03 12:28 | sell | 22 | 2.10 | 1.7276 | 10.0000 | 0.0000 | ||
38 | 2006.01.03 15:41 | t/p | 21 | 0.60 | 1.7306 | 0.0000 | 1.7306 | 6.00 | 1017.44 |
39 | 2006.01.03 15:41 | close | 20 | 0.30 | 1.7308 | 0.0000 | 1.7323 | -1.50 | 1015.94 |
40 | 2006.01.03 15:41 | close | 19 | 0.15 | 1.7307 | 0.0000 | 1.7339 | -3.30 | 1012.64 |
41 | 2006.01.04 10:20 | close at stop | 22 | 2.10 | 1.7561 | 10.0000 | 0.0000 | -598.42 | 414.23 |
42 | 2006.01.04 10:20 | close at stop | 16 | 0.60 | 1.7561 | 0.0000 | 1.7208 | -205.78 | 208.45 |
43 | 2006.01.04 10:20 | close at stop | 15 | 0.30 | 1.7561 | 0.0000 | 1.7193 | -107.39 | 101.06 |
44 | 2006.01.04 10:20 | close at stop | 14 | 0.15 | 1.7561 | 0.0000 | 1.7177 | -56.09 | 44.97 |