Symbol | GBPUSD (Great British Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2006.03.29 08:00 - 2007.05.17 16:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | SCALPLING_METHOD="Inventer:DON STEINITZ ;Programmer:LEE YAN"; StartTF="MN"; EndTF="M30"; Lots=1; TakeProfitMethod1="TPMethodUseATR=true: USE TakeProfitMethod1"; TPMethodUseATR=true; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="TPMethodUseATR=false: USE TakeProfitMethod2"; TakeProfitW1=100; TakeProfitD1=60; TakeProfitH4=35; TakeProfitH1=25; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=5; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=false; TrailingStopLossSET="---------------------------"; BreakEvenOn=true; BreakEvenTrigger=10; TrailingStopOn=false; TrailingStopTrigger=25; TrailingStop=15; ContackUS="steinitz@cox.net ; lee_yan_cn@126.com"; MaMetod=2; MaPeriod=6; MaMetod2=3; MaPeriod2=2; | ||||
Bars in test | 1912 | Ticks modelled | 2091919 | Modelling quality | 53.34% |
Initial deposit | 10000.00 | ||||
Total net profit | 4424.20 | Gross profit | 4424.20 | Gross loss | 0.00 |
Profit factor | Expected payoff | 98.32 | |||
Absolute drawdown | 1926.20 | Maximal drawdown | 2326.20 (22.37%) | Relative drawdown | 22.37% (2326.20) |
Total trades | 45 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 45 (100.00%) |
Profit trades (% of total) | 45 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 830.00 | loss trade | 0.00 | |
Average | profit trade | 98.32 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 45 (4424.20) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 4424.20 (45) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 45 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.03.30 16:01 | buy | 1 | 1.00 | 1.7442 | 0.0000 | 1.7526 | ||
2 | 2006.03.30 16:01 | modify | 1 | 1.00 | 1.7442 | 1.7442 | 1.7526 | ||
3 | 2006.03.30 16:18 | s/l | 1 | 1.00 | 1.7442 | 1.7442 | 1.7526 | 0.00 | 10000.00 |
4 | 2006.03.30 16:18 | buy | 2 | 1.00 | 1.7445 | 0.0000 | 1.7529 | ||
5 | 2006.03.30 16:32 | modify | 2 | 1.00 | 1.7445 | 1.7445 | 1.7529 | ||
6 | 2006.03.30 16:43 | s/l | 2 | 1.00 | 1.7445 | 1.7445 | 1.7529 | 0.00 | 10000.00 |
7 | 2006.03.30 16:43 | buy | 3 | 1.00 | 1.7448 | 0.0000 | 1.7532 | ||
8 | 2006.03.30 19:43 | modify | 3 | 1.00 | 1.7448 | 1.7448 | 1.7532 | ||
9 | 2006.03.30 19:59 | s/l | 3 | 1.00 | 1.7448 | 1.7448 | 1.7532 | 0.00 | 10000.00 |
10 | 2006.03.30 19:59 | buy | 4 | 1.00 | 1.7440 | 0.0000 | 1.7524 | ||
11 | 2006.03.30 20:02 | modify | 4 | 1.00 | 1.7440 | 1.7440 | 1.7524 | ||
12 | 2006.03.31 06:49 | s/l | 4 | 1.00 | 1.7440 | 1.7440 | 1.7524 | 1.90 | 10001.90 |
13 | 2006.03.31 06:49 | buy | 5 | 1.00 | 1.7443 | 0.0000 | 1.7526 | ||
14 | 2006.04.04 10:01 | modify | 5 | 1.00 | 1.7443 | 1.7443 | 1.7526 | ||
15 | 2006.04.04 10:18 | s/l | 5 | 1.00 | 1.7443 | 1.7443 | 1.7526 | 3.80 | 10005.70 |
16 | 2006.04.04 10:18 | buy | 6 | 1.00 | 1.7446 | 0.0000 | 1.7529 | ||
17 | 2006.04.04 11:01 | modify | 6 | 1.00 | 1.7446 | 1.7446 | 1.7529 | ||
18 | 2006.04.04 11:20 | s/l | 6 | 1.00 | 1.7446 | 1.7446 | 1.7529 | 0.00 | 10005.70 |
19 | 2006.04.04 11:20 | buy | 7 | 1.00 | 1.7449 | 0.0000 | 1.7532 | ||
20 | 2006.04.04 11:39 | modify | 7 | 1.00 | 1.7449 | 1.7449 | 1.7532 | ||
21 | 2006.04.04 12:19 | s/l | 7 | 1.00 | 1.7449 | 1.7449 | 1.7532 | 0.00 | 10005.70 |
22 | 2006.04.04 12:19 | buy | 8 | 1.00 | 1.7452 | 0.0000 | 1.7535 | ||
23 | 2006.04.04 13:48 | modify | 8 | 1.00 | 1.7452 | 1.7452 | 1.7535 | ||
24 | 2006.04.04 14:18 | t/p | 8 | 1.00 | 1.7535 | 1.7452 | 1.7535 | 830.00 | 10835.70 |
25 | 2006.04.04 14:18 | buy | 9 | 1.00 | 1.7538 | 0.0000 | 1.7621 | ||
26 | 2006.04.04 15:39 | modify | 9 | 1.00 | 1.7538 | 1.7538 | 1.7621 | ||
27 | 2006.04.05 01:18 | s/l | 9 | 1.00 | 1.7538 | 1.7538 | 1.7621 | 1.90 | 10837.60 |
28 | 2006.04.05 01:30 | buy | 10 | 1.00 | 1.7539 | 0.0000 | 1.7550 | ||
29 | 2006.04.05 02:31 | t/p | 10 | 1.00 | 1.7550 | 0.0000 | 1.7550 | 110.00 | 10947.60 |
30 | 2006.04.05 02:31 | buy | 11 | 1.00 | 1.7553 | 0.0000 | 1.7564 | ||
31 | 2006.04.05 03:18 | modify | 11 | 1.00 | 1.7553 | 1.7553 | 1.7564 | ||
32 | 2006.04.05 03:18 | t/p | 11 | 1.00 | 1.7564 | 1.7553 | 1.7564 | 110.00 | 11057.60 |
33 | 2006.04.05 11:00 | buy | 12 | 1.00 | 1.7542 | 0.0000 | 1.7561 | ||
34 | 2006.04.06 09:19 | modify | 12 | 1.00 | 1.7542 | 1.7542 | 1.7561 | ||
35 | 2006.04.06 09:26 | s/l | 12 | 1.00 | 1.7542 | 1.7542 | 1.7561 | 5.70 | 11063.30 |
36 | 2006.04.06 15:30 | buy | 13 | 1.00 | 1.7540 | 0.0000 | 1.7564 | ||
37 | 2006.04.06 15:36 | modify | 13 | 1.00 | 1.7540 | 1.7540 | 1.7564 | ||
38 | 2006.04.06 15:39 | s/l | 13 | 1.00 | 1.7540 | 1.7540 | 1.7564 | 0.00 | 11063.30 |
39 | 2006.04.06 15:39 | buy | 14 | 1.00 | 1.7543 | 0.0000 | 1.7567 | ||
40 | 2006.04.12 10:49 | modify | 14 | 1.00 | 1.7543 | 1.7543 | 1.7567 | ||
41 | 2006.04.12 10:56 | s/l | 14 | 1.00 | 1.7543 | 1.7543 | 1.7567 | 7.60 | 11070.90 |
42 | 2006.04.13 00:44 | buy | 15 | 1.00 | 1.7511 | 0.0000 | 1.7534 | ||
43 | 2006.04.13 03:19 | modify | 15 | 1.00 | 1.7511 | 1.7511 | 1.7534 | ||
44 | 2006.04.13 03:27 | s/l | 15 | 1.00 | 1.7511 | 1.7511 | 1.7534 | 0.00 | 11070.90 |
45 | 2006.04.13 03:27 | buy | 16 | 1.00 | 1.7514 | 0.0000 | 1.7535 | ||
46 | 2006.04.13 07:14 | modify | 16 | 1.00 | 1.7514 | 1.7514 | 1.7535 | ||
47 | 2006.04.13 07:36 | t/p | 16 | 1.00 | 1.7535 | 1.7514 | 1.7535 | 210.00 | 11280.90 |
48 | 2006.04.13 12:30 | buy | 17 | 1.00 | 1.7527 | 0.0000 | 1.7542 | ||
49 | 2006.04.13 20:19 | modify | 17 | 1.00 | 1.7527 | 1.7527 | 1.7542 | ||
50 | 2006.04.13 20:48 | s/l | 17 | 1.00 | 1.7527 | 1.7527 | 1.7542 | 0.00 | 11280.90 |
51 | 2006.04.14 01:30 | buy | 18 | 1.00 | 1.7515 | 0.0000 | 1.7524 | ||
52 | 2006.04.14 08:00 | t/p | 18 | 1.00 | 1.7524 | 0.0000 | 1.7524 | 90.00 | 11370.90 |
53 | 2006.04.14 10:30 | buy | 19 | 1.00 | 1.7518 | 0.0000 | 1.7524 | ||
54 | 2006.04.17 00:00 | t/p | 19 | 1.00 | 1.7524 | 0.0000 | 1.7524 | 61.90 | 11432.80 |
55 | 2006.04.17 22:00 | buy | 20 | 1.00 | 1.7695 | 0.0000 | 1.7713 | ||
56 | 2006.04.17 23:19 | modify | 20 | 1.00 | 1.7695 | 1.7695 | 1.7713 | ||
57 | 2006.04.17 23:50 | s/l | 20 | 1.00 | 1.7695 | 1.7695 | 1.7713 | 0.00 | 11432.80 |
58 | 2006.04.18 01:30 | buy | 21 | 1.00 | 1.7694 | 0.0000 | 1.7704 | ||
59 | 2006.04.18 01:50 | t/p | 21 | 1.00 | 1.7704 | 0.0000 | 1.7704 | 100.00 | 11532.80 |
60 | 2006.04.18 01:52 | buy | 22 | 1.00 | 1.7705 | 0.0000 | 1.7715 | ||
61 | 2006.04.18 02:19 | t/p | 22 | 1.00 | 1.7715 | 0.0000 | 1.7715 | 100.00 | 11632.80 |
62 | 2006.04.18 07:30 | buy | 23 | 1.00 | 1.7707 | 0.0000 | 1.7717 | ||
63 | 2006.04.18 08:18 | t/p | 23 | 1.00 | 1.7717 | 0.0000 | 1.7717 | 100.00 | 11732.80 |
64 | 2006.04.18 10:30 | buy | 24 | 1.00 | 1.7692 | 0.0000 | 1.7704 | ||
65 | 2006.04.18 11:13 | modify | 24 | 1.00 | 1.7692 | 1.7692 | 1.7704 | ||
66 | 2006.04.18 11:14 | t/p | 24 | 1.00 | 1.7704 | 1.7692 | 1.7704 | 120.00 | 11852.80 |
67 | 2006.04.18 11:30 | buy | 25 | 1.00 | 1.7715 | 0.0000 | 1.7730 | ||
68 | 2006.04.18 11:32 | modify | 25 | 1.00 | 1.7715 | 1.7715 | 1.7730 | ||
69 | 2006.04.18 11:36 | t/p | 25 | 1.00 | 1.7730 | 1.7715 | 1.7730 | 150.00 | 12002.80 |
70 | 2006.04.18 11:43 | buy | 26 | 1.00 | 1.7720 | 0.0000 | 1.7735 | ||
71 | 2006.04.18 12:14 | modify | 26 | 1.00 | 1.7720 | 1.7720 | 1.7735 | ||
72 | 2006.04.18 12:18 | t/p | 26 | 1.00 | 1.7735 | 1.7720 | 1.7735 | 150.00 | 12152.80 |
73 | 2006.04.19 05:00 | buy | 27 | 1.00 | 1.7817 | 0.0000 | 1.7829 | ||
74 | 2006.04.19 08:48 | modify | 27 | 1.00 | 1.7817 | 1.7817 | 1.7829 | ||
75 | 2006.04.19 08:48 | t/p | 27 | 1.00 | 1.7829 | 1.7817 | 1.7829 | 120.00 | 12272.80 |
76 | 2006.04.19 15:00 | buy | 28 | 1.00 | 1.7842 | 0.0000 | 1.7863 | ||
77 | 2006.04.19 15:59 | t/p | 28 | 1.00 | 1.7863 | 0.0000 | 1.7863 | 210.00 | 12482.80 |
78 | 2006.04.20 02:00 | buy | 29 | 1.00 | 1.7909 | 0.0000 | 1.7919 | ||
79 | 2006.04.24 10:18 | t/p | 29 | 1.00 | 1.7919 | 0.0000 | 1.7919 | 103.80 | 12586.60 |
80 | 2006.04.24 14:00 | buy | 30 | 1.00 | 1.7882 | 0.0000 | 1.7902 | ||
81 | 2006.04.24 19:44 | modify | 30 | 1.00 | 1.7882 | 1.7882 | 1.7902 | ||
82 | 2006.04.24 20:06 | t/p | 30 | 1.00 | 1.7902 | 1.7882 | 1.7902 | 200.00 | 12786.60 |
83 | 2006.04.25 00:00 | buy | 31 | 1.00 | 1.7862 | 0.0000 | 1.7877 | ||
84 | 2006.04.25 00:49 | modify | 31 | 1.00 | 1.7862 | 1.7862 | 1.7877 | ||
85 | 2006.04.25 01:19 | s/l | 31 | 1.00 | 1.7862 | 1.7862 | 1.7877 | 0.00 | 12786.60 |
86 | 2006.04.25 06:00 | buy | 32 | 1.00 | 1.7867 | 0.0000 | 1.7886 | ||
87 | 2006.04.25 08:01 | modify | 32 | 1.00 | 1.7867 | 1.7867 | 1.7886 | ||
88 | 2006.04.25 08:19 | s/l | 32 | 1.00 | 1.7867 | 1.7867 | 1.7886 | 0.00 | 12786.60 |
89 | 2006.04.25 14:00 | buy | 33 | 1.00 | 1.7861 | 0.0000 | 1.7879 | ||
90 | 2006.04.25 14:09 | modify | 33 | 1.00 | 1.7861 | 1.7861 | 1.7879 | ||
91 | 2006.04.25 14:10 | t/p | 33 | 1.00 | 1.7879 | 1.7861 | 1.7879 | 180.00 | 12966.60 |
92 | 2006.04.25 14:10 | buy | 34 | 1.00 | 1.7882 | 0.0000 | 1.7900 | ||
93 | 2006.04.25 14:14 | modify | 34 | 1.00 | 1.7882 | 1.7882 | 1.7900 | ||
94 | 2006.04.25 14:19 | t/p | 34 | 1.00 | 1.7900 | 1.7882 | 1.7900 | 180.00 | 13146.60 |
95 | 2006.04.25 17:18 | buy | 35 | 1.00 | 1.7868 | 0.0000 | 1.7897 | ||
96 | 2006.04.25 18:01 | modify | 35 | 1.00 | 1.7868 | 1.7868 | 1.7897 | ||
97 | 2006.04.25 18:15 | s/l | 35 | 1.00 | 1.7868 | 1.7868 | 1.7897 | 0.00 | 13146.60 |
98 | 2006.04.25 18:15 | buy | 36 | 1.00 | 1.7871 | 0.0000 | 1.7900 | ||
99 | 2006.04.25 20:44 | modify | 36 | 1.00 | 1.7871 | 1.7871 | 1.7900 | ||
100 | 2006.04.25 21:35 | s/l | 36 | 1.00 | 1.7871 | 1.7871 | 1.7900 | 0.00 | 13146.60 |
101 | 2006.04.26 01:14 | buy | 37 | 1.00 | 1.7875 | 0.0000 | 1.7885 | ||
102 | 2006.04.26 02:43 | t/p | 37 | 1.00 | 1.7885 | 0.0000 | 1.7885 | 100.00 | 13246.60 |
103 | 2006.04.26 04:00 | buy | 38 | 1.00 | 1.7866 | 0.0000 | 1.7875 | ||
104 | 2006.04.26 05:15 | t/p | 38 | 1.00 | 1.7875 | 0.0000 | 1.7875 | 90.00 | 13336.60 |
105 | 2006.04.26 05:30 | buy | 39 | 1.00 | 1.7882 | 0.0000 | 1.7906 | ||
106 | 2006.04.26 17:49 | modify | 39 | 1.00 | 1.7882 | 1.7882 | 1.7906 | ||
107 | 2006.04.26 18:06 | t/p | 39 | 1.00 | 1.7906 | 1.7882 | 1.7906 | 240.00 | 13576.60 |
108 | 2006.04.26 18:14 | buy | 40 | 1.00 | 1.7898 | 0.0000 | 1.7950 | ||
109 | 2006.04.27 16:08 | modify | 40 | 1.00 | 1.7898 | 1.7898 | 1.7950 | ||
110 | 2006.04.27 16:17 | t/p | 40 | 1.00 | 1.7950 | 1.7898 | 1.7950 | 525.70 | 14102.30 |
111 | 2006.04.28 04:00 | buy | 41 | 1.00 | 1.8007 | 0.0000 | 1.8017 | ||
112 | 2006.04.28 08:08 | t/p | 41 | 1.00 | 1.8017 | 0.0000 | 1.8017 | 100.00 | 14202.30 |
113 | 2006.05.01 10:00 | buy | 42 | 1.00 | 1.8246 | 0.0000 | 1.8257 | ||
114 | 2006.05.01 11:50 | t/p | 42 | 1.00 | 1.8257 | 0.0000 | 1.8257 | 110.00 | 14312.30 |
115 | 2006.05.01 11:50 | buy | 43 | 1.00 | 1.8260 | 0.0000 | 1.8271 | ||
116 | 2006.05.01 13:49 | t/p | 43 | 1.00 | 1.8271 | 0.0000 | 1.8271 | 110.00 | 14422.30 |
117 | 2006.05.01 18:30 | buy | 44 | 1.00 | 1.8281 | 0.0000 | 1.8314 | ||
118 | 2006.05.01 19:48 | modify | 44 | 1.00 | 1.8281 | 1.8281 | 1.8314 | ||
119 | 2006.05.01 20:14 | s/l | 44 | 1.00 | 1.8281 | 1.8281 | 1.8314 | 0.00 | 14422.30 |
120 | 2006.05.01 20:14 | buy | 45 | 1.00 | 1.8284 | 0.0000 | 1.8318 | ||
121 | 2006.05.02 10:33 | modify | 45 | 1.00 | 1.8284 | 1.8284 | 1.8318 | ||
122 | 2006.05.02 10:37 | s/l | 45 | 1.00 | 1.8284 | 1.8284 | 1.8318 | 1.90 | 14424.20 |