Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2007.01.02 08:00 - 2007.05.01 00:00 (2007.01.01 - 2007.05.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | SCALPLING_METHOD_SET="---------------------------"; StartTF="MN"; EndTF="M30"; LotsSET="---------------------------"; Lots=1; TakeProfitMethod1="---------------------------"; TPMethodUseATR=false; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="---------------------------"; TakeProfitM1=5; TakeProfitM5=10; TakeProfitM15=15; TakeProfitM30=20; TakeProfitH1=25; TakeProfitH4=30; TakeProfitD1=60; TakeProfitW1=100; TakeProfitMN=200; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=false; TrailingStopLossSET="---------------------------"; BreakEvenOn=false; BreakEvenTrigger=15; TrailingStopOn=false; TrailingStopTrigger=25; TrailingStop=15; COPY_RIGHT_RESERVED="steinitz@cox.net"; MaMetod=2; MaPeriod=6; MaMetod2=3; MaPeriod2=2; | ||||
Bars in test | 13047 | Ticks modelled | 441907 | Modelling quality | 89.99% |
Initial deposit | 10000.00 | ||||
Total net profit | 2968.01 | Gross profit | 3390.01 | Gross loss | -422.00 |
Profit factor | 8.03 | Expected payoff | 156.21 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 422.00 (3.15%) | Relative drawdown | 3.15% (422.00) |
Total trades | 19 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 19 (94.74%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 250.00 | loss trade | -422.00 | |
Average | profit trade | 188.33 | loss trade | -422.00 | |
Maximum | consecutive wins (profit in money) | 18 (3390.01) | consecutive losses (loss in money) | 1 (-422.00) | |
Maximal | consecutive profit (count of wins) | 3390.01 (18) | consecutive loss (count of losses) | -422.00 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.03 07:15 | buy | 1 | 1.00 | 1.9742 | 0.0000 | 1.9757 | ||
2 | 2007.01.18 09:04 | t/p | 1 | 1.00 | 1.9757 | 0.0000 | 1.9757 | 115.99 | 10115.99 |
3 | 2007.01.18 16:17 | buy | 2 | 1.00 | 1.9732 | 0.0000 | 1.9752 | ||
4 | 2007.01.19 03:05 | t/p | 2 | 1.00 | 1.9752 | 0.0000 | 1.9752 | 198.00 | 10313.99 |
5 | 2007.01.19 09:07 | buy | 3 | 1.00 | 1.9754 | 0.0000 | 1.9769 | ||
6 | 2007.01.19 10:30 | t/p | 3 | 1.00 | 1.9769 | 0.0000 | 1.9769 | 150.00 | 10463.99 |
7 | 2007.01.19 10:38 | buy | 4 | 1.00 | 1.9737 | 0.0000 | 1.9752 | ||
8 | 2007.01.19 13:41 | t/p | 4 | 1.00 | 1.9752 | 0.0000 | 1.9752 | 150.00 | 10613.99 |
9 | 2007.01.19 13:41 | buy | 5 | 1.00 | 1.9756 | 0.0000 | 1.9776 | ||
10 | 2007.01.22 17:03 | t/p | 5 | 1.00 | 1.9776 | 0.0000 | 1.9776 | 198.00 | 10811.99 |
11 | 2007.01.24 01:30 | buy | 6 | 1.00 | 1.9833 | 0.0000 | 1.9853 | ||
12 | 2007.04.13 08:24 | t/p | 6 | 1.00 | 1.9853 | 0.0000 | 1.9853 | 38.00 | 10849.99 |
13 | 2007.04.13 20:00 | buy | 7 | 1.00 | 1.9853 | 0.0000 | 1.9873 | ||
14 | 2007.04.13 20:58 | t/p | 7 | 1.00 | 1.9873 | 0.0000 | 1.9873 | 200.00 | 11049.99 |
15 | 2007.04.16 10:15 | buy | 8 | 1.00 | 1.9881 | 0.0000 | 1.9896 | ||
16 | 2007.04.16 10:30 | t/p | 8 | 1.00 | 1.9896 | 0.0000 | 1.9896 | 150.00 | 11199.99 |
17 | 2007.04.16 17:51 | buy | 9 | 1.00 | 1.9908 | 0.0000 | 1.9923 | ||
18 | 2007.04.17 08:25 | t/p | 9 | 1.00 | 1.9923 | 0.0000 | 1.9923 | 148.00 | 11347.99 |
19 | 2007.04.18 21:12 | buy | 10 | 1.00 | 2.0066 | 0.0000 | 2.0086 | ||
20 | 2007.04.18 22:33 | t/p | 10 | 1.00 | 2.0086 | 0.0000 | 2.0086 | 200.00 | 11547.99 |
21 | 2007.04.19 12:00 | buy | 11 | 1.00 | 2.0042 | 0.0000 | 2.0062 | ||
22 | 2007.04.20 08:21 | t/p | 11 | 1.00 | 2.0062 | 0.0000 | 2.0062 | 198.01 | 11746.00 |
23 | 2007.04.20 10:30 | buy | 12 | 1.00 | 2.0029 | 0.0000 | 2.0054 | ||
24 | 2007.04.23 00:00 | t/p | 12 | 1.00 | 2.0054 | 0.0000 | 2.0054 | 248.00 | 11994.00 |
25 | 2007.04.23 06:37 | buy | 13 | 1.00 | 2.0039 | 0.0000 | 2.0059 | ||
26 | 2007.04.25 08:29 | t/p | 13 | 1.00 | 2.0059 | 0.0000 | 2.0059 | 196.00 | 12190.00 |
27 | 2007.04.26 03:00 | buy | 14 | 1.00 | 2.0026 | 0.0000 | 2.0046 | ||
28 | 2007.04.26 07:09 | t/p | 14 | 1.00 | 2.0046 | 0.0000 | 2.0046 | 200.01 | 12390.01 |
29 | 2007.04.27 06:00 | buy | 15 | 1.00 | 1.9924 | 0.0000 | 1.9949 | ||
30 | 2007.04.27 12:02 | t/p | 15 | 1.00 | 1.9949 | 0.0000 | 1.9949 | 250.00 | 12640.01 |
31 | 2007.04.27 12:02 | buy | 16 | 1.00 | 1.9953 | 0.0000 | 1.9978 | ||
32 | 2007.04.27 12:40 | t/p | 16 | 1.00 | 1.9978 | 0.0000 | 1.9978 | 250.00 | 12890.01 |
33 | 2007.04.27 12:40 | buy | 17 | 1.00 | 1.9983 | 0.0000 | 2.0008 | ||
34 | 2007.04.27 14:23 | t/p | 17 | 1.00 | 2.0008 | 0.0000 | 2.0008 | 250.00 | 13140.01 |
35 | 2007.04.27 14:23 | buy | 18 | 1.00 | 2.0012 | 0.0000 | 2.0037 | ||
36 | 2007.04.27 14:31 | t/p | 18 | 1.00 | 2.0037 | 0.0000 | 2.0037 | 250.00 | 13390.01 |
37 | 2007.04.27 14:31 | buy | 19 | 1.00 | 2.0041 | 0.0000 | 2.0066 | ||
38 | 2007.04.30 23:59 | close at stop | 19 | 1.00 | 1.9999 | 0.0000 | 2.0066 | -422.00 | 12968.01 |