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=false; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="TPMethodUseATR=false: USE TakeProfitMethod2"; TakeProfitW1=100; TakeProfitD1=60; TakeProfitH4=25; TakeProfitH1=25; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=8; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=true; TrailingStopLossSET="---------------------------"; BreakEvenOn=false; BreakEvenTrigger=15; 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 | 10420.50 | Gross profit | 10420.50 | Gross loss | 0.00 |
Profit factor | Expected payoff | 231.57 | |||
Absolute drawdown | 1916.20 | Maximal drawdown | 8282.10 (45.20%) | Relative drawdown | 45.20% (8282.10) |
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 | 605.70 | loss trade | 0.00 | |
Average | profit trade | 231.57 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 45 (10420.50) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 10420.50 (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 | 1.7502 | ||
2 | 2006.04.04 14:13 | t/p | 1 | 1.00 | 1.7502 | 0.0000 | 1.7502 | 605.70 | 10605.70 |
3 | 2006.04.04 14:13 | buy | 2 | 1.00 | 1.7505 | 0.0000 | 1.7565 | ||
4 | 2006.04.04 15:48 | t/p | 2 | 1.00 | 1.7565 | 0.0000 | 1.7565 | 600.00 | 11205.70 |
5 | 2006.04.05 01:30 | buy | 3 | 1.00 | 1.7539 | 0.0000 | 1.7559 | ||
6 | 2006.04.05 03:14 | t/p | 3 | 1.00 | 1.7559 | 0.0000 | 1.7559 | 200.00 | 11405.70 |
7 | 2006.04.05 03:14 | buy | 4 | 1.00 | 1.7562 | 0.0000 | 1.7582 | ||
8 | 2006.04.05 06:43 | t/p | 4 | 1.00 | 1.7582 | 0.0000 | 1.7582 | 200.00 | 11605.70 |
9 | 2006.04.05 11:00 | buy | 5 | 1.00 | 1.7542 | 0.0000 | 1.7562 | ||
10 | 2006.04.06 10:43 | t/p | 5 | 1.00 | 1.7562 | 0.0000 | 1.7562 | 205.70 | 11811.40 |
11 | 2006.04.06 15:30 | buy | 6 | 1.00 | 1.7540 | 0.0000 | 1.7560 | ||
12 | 2006.04.12 11:01 | t/p | 6 | 1.00 | 1.7560 | 0.0000 | 1.7560 | 207.60 | 12019.00 |
13 | 2006.04.13 00:44 | buy | 7 | 1.00 | 1.7511 | 0.0000 | 1.7536 | ||
14 | 2006.04.13 07:37 | t/p | 7 | 1.00 | 1.7536 | 0.0000 | 1.7536 | 250.00 | 12269.00 |
15 | 2006.04.13 12:30 | buy | 8 | 1.00 | 1.7527 | 0.0000 | 1.7547 | ||
16 | 2006.04.17 00:14 | t/p | 8 | 1.00 | 1.7547 | 0.0000 | 1.7547 | 203.80 | 12472.80 |
17 | 2006.04.17 22:00 | buy | 9 | 1.00 | 1.7695 | 0.0000 | 1.7715 | ||
18 | 2006.04.18 02:19 | t/p | 9 | 1.00 | 1.7715 | 0.0000 | 1.7715 | 201.90 | 12674.70 |
19 | 2006.04.18 07:30 | buy | 10 | 1.00 | 1.7707 | 0.0000 | 1.7727 | ||
20 | 2006.04.18 11:32 | t/p | 10 | 1.00 | 1.7727 | 0.0000 | 1.7727 | 200.00 | 12874.70 |
21 | 2006.04.18 11:43 | buy | 11 | 1.00 | 1.7720 | 0.0000 | 1.7745 | ||
22 | 2006.04.18 14:39 | t/p | 11 | 1.00 | 1.7745 | 0.0000 | 1.7745 | 250.00 | 13124.70 |
23 | 2006.04.19 05:00 | buy | 12 | 1.00 | 1.7817 | 0.0000 | 1.7837 | ||
24 | 2006.04.19 10:14 | t/p | 12 | 1.00 | 1.7837 | 0.0000 | 1.7837 | 200.00 | 13324.70 |
25 | 2006.04.19 15:00 | buy | 13 | 1.00 | 1.7842 | 0.0000 | 1.7862 | ||
26 | 2006.04.19 15:59 | t/p | 13 | 1.00 | 1.7862 | 0.0000 | 1.7862 | 200.00 | 13524.70 |
27 | 2006.04.20 02:00 | buy | 14 | 1.00 | 1.7909 | 0.0000 | 1.7929 | ||
28 | 2006.04.25 15:31 | t/p | 14 | 1.00 | 1.7929 | 0.0000 | 1.7929 | 205.70 | 13730.40 |
29 | 2006.04.25 17:18 | buy | 15 | 1.00 | 1.7868 | 0.0000 | 1.7888 | ||
30 | 2006.04.25 20:49 | t/p | 15 | 1.00 | 1.7888 | 0.0000 | 1.7888 | 200.00 | 13930.40 |
31 | 2006.04.26 01:14 | buy | 16 | 1.00 | 1.7875 | 0.0000 | 1.7895 | ||
32 | 2006.04.26 17:49 | t/p | 16 | 1.00 | 1.7895 | 0.0000 | 1.7895 | 200.00 | 14130.40 |
33 | 2006.04.26 17:49 | buy | 17 | 1.00 | 1.7898 | 0.0000 | 1.7923 | ||
34 | 2006.04.27 16:13 | t/p | 17 | 1.00 | 1.7923 | 0.0000 | 1.7923 | 255.70 | 14386.10 |
35 | 2006.04.28 04:00 | buy | 18 | 1.00 | 1.8007 | 0.0000 | 1.8027 | ||
36 | 2006.04.28 08:18 | t/p | 18 | 1.00 | 1.8027 | 0.0000 | 1.8027 | 200.00 | 14586.10 |
37 | 2006.05.01 10:00 | buy | 19 | 1.00 | 1.8246 | 0.0000 | 1.8266 | ||
38 | 2006.05.01 13:20 | t/p | 19 | 1.00 | 1.8266 | 0.0000 | 1.8266 | 200.00 | 14786.10 |
39 | 2006.05.01 18:30 | buy | 20 | 1.00 | 1.8281 | 0.0000 | 1.8301 | ||
40 | 2006.05.02 10:38 | t/p | 20 | 1.00 | 1.8301 | 0.0000 | 1.8301 | 201.90 | 14988.00 |
41 | 2006.05.03 01:00 | buy | 21 | 1.00 | 1.8388 | 0.0000 | 1.8408 | ||
42 | 2006.05.03 04:13 | t/p | 21 | 1.00 | 1.8408 | 0.0000 | 1.8408 | 200.00 | 15188.00 |
43 | 2006.05.03 10:00 | buy | 22 | 1.00 | 1.8380 | 0.0000 | 1.8400 | ||
44 | 2006.05.03 13:45 | t/p | 22 | 1.00 | 1.8400 | 0.0000 | 1.8400 | 200.00 | 15388.00 |
45 | 2006.05.03 14:00 | buy | 23 | 1.00 | 1.8404 | 0.0000 | 1.8429 | ||
46 | 2006.05.03 17:14 | t/p | 23 | 1.00 | 1.8429 | 0.0000 | 1.8429 | 250.00 | 15638.00 |
47 | 2006.05.03 21:30 | buy | 24 | 1.00 | 1.8410 | 0.0000 | 1.8430 | ||
48 | 2006.05.03 23:20 | t/p | 24 | 1.00 | 1.8430 | 0.0000 | 1.8430 | 200.00 | 15838.00 |
49 | 2006.05.04 01:00 | buy | 25 | 1.00 | 1.8394 | 0.0000 | 1.8414 | ||
50 | 2006.05.04 12:15 | t/p | 25 | 1.00 | 1.8414 | 0.0000 | 1.8414 | 200.00 | 16038.00 |
51 | 2006.05.05 03:00 | buy | 26 | 1.00 | 1.8509 | 0.0000 | 1.8529 | ||
52 | 2006.05.05 14:30 | t/p | 26 | 1.00 | 1.8529 | 0.0000 | 1.8529 | 200.00 | 16238.00 |
53 | 2006.05.08 04:00 | buy | 27 | 1.00 | 1.8604 | 0.0000 | 1.8624 | ||
54 | 2006.05.08 07:19 | t/p | 27 | 1.00 | 1.8624 | 0.0000 | 1.8624 | 200.00 | 16438.00 |
55 | 2006.05.08 08:30 | buy | 28 | 1.00 | 1.8607 | 0.0000 | 1.8627 | ||
56 | 2006.05.08 09:19 | t/p | 28 | 1.00 | 1.8627 | 0.0000 | 1.8627 | 200.00 | 16638.00 |
57 | 2006.05.08 15:00 | buy | 29 | 1.00 | 1.8639 | 0.0000 | 1.8659 | ||
58 | 2006.05.09 16:13 | t/p | 29 | 1.00 | 1.8659 | 0.0000 | 1.8659 | 201.90 | 16839.90 |
59 | 2006.05.10 03:00 | buy | 30 | 1.00 | 1.8656 | 0.0000 | 1.8676 | ||
60 | 2006.05.10 08:39 | t/p | 30 | 1.00 | 1.8676 | 0.0000 | 1.8676 | 200.00 | 17039.90 |
61 | 2006.05.10 11:00 | buy | 31 | 1.00 | 1.8665 | 0.0000 | 1.8685 | ||
62 | 2006.05.10 20:48 | t/p | 31 | 1.00 | 1.8685 | 0.0000 | 1.8685 | 200.00 | 17239.90 |
63 | 2006.05.10 23:49 | buy | 32 | 1.00 | 1.8643 | 0.0000 | 1.8663 | ||
64 | 2006.05.11 12:14 | t/p | 32 | 1.00 | 1.8663 | 0.0000 | 1.8663 | 205.70 | 17445.60 |
65 | 2006.05.12 17:00 | buy | 33 | 1.00 | 1.8903 | 0.0000 | 1.8923 | ||
66 | 2006.05.12 17:14 | t/p | 33 | 1.00 | 1.8923 | 0.0000 | 1.8923 | 200.00 | 17645.60 |
67 | 2006.05.12 17:14 | buy | 34 | 1.00 | 1.8926 | 0.0000 | 1.8946 | ||
68 | 2006.05.12 21:44 | t/p | 34 | 1.00 | 1.8946 | 0.0000 | 1.8946 | 200.00 | 17845.60 |
69 | 2006.05.15 05:30 | buy | 35 | 1.00 | 1.8957 | 0.0000 | 1.8977 | ||
70 | 2006.05.17 10:43 | t/p | 35 | 1.00 | 1.8977 | 0.0000 | 1.8977 | 203.80 | 18049.40 |
71 | 2006.05.17 15:30 | buy | 36 | 1.00 | 1.8922 | 0.0000 | 1.8942 | ||
72 | 2006.05.18 22:49 | t/p | 36 | 1.00 | 1.8942 | 0.0000 | 1.8942 | 205.70 | 18255.10 |
73 | 2006.05.19 04:00 | buy | 37 | 1.00 | 1.8919 | 0.0000 | 1.8939 | ||
74 | 2006.08.04 14:10 | t/p | 37 | 1.00 | 1.8939 | 0.0000 | 1.8939 | 346.30 | 18601.40 |
75 | 2006.08.07 02:59 | buy | 38 | 1.00 | 1.9073 | 0.0000 | 1.9093 | ||
76 | 2006.08.07 12:19 | t/p | 38 | 1.00 | 1.9093 | 0.0000 | 1.9093 | 200.00 | 18801.40 |
77 | 2006.08.07 19:00 | buy | 39 | 1.00 | 1.9081 | 0.0000 | 1.9101 | ||
78 | 2006.08.08 20:13 | t/p | 39 | 1.00 | 1.9101 | 0.0000 | 1.9101 | 201.90 | 19003.30 |
79 | 2006.08.09 00:00 | buy | 40 | 1.00 | 1.9063 | 0.0000 | 1.9083 | ||
80 | 2006.08.09 10:09 | t/p | 40 | 1.00 | 1.9083 | 0.0000 | 1.9083 | 200.00 | 19203.30 |
81 | 2006.08.09 10:09 | buy | 41 | 1.00 | 1.9086 | 0.0000 | 1.9111 | ||
82 | 2006.11.01 16:06 | t/p | 41 | 1.00 | 1.9111 | 0.0000 | 1.9111 | 409.60 | 19612.90 |
83 | 2006.11.01 17:30 | buy | 42 | 1.00 | 1.9084 | 0.0000 | 1.9104 | ||
84 | 2006.11.01 20:35 | t/p | 42 | 1.00 | 1.9104 | 0.0000 | 1.9104 | 200.00 | 19812.90 |
85 | 2006.11.01 22:30 | buy | 43 | 1.00 | 1.9084 | 0.0000 | 1.9104 | ||
86 | 2006.11.02 16:00 | t/p | 43 | 1.00 | 1.9104 | 0.0000 | 1.9104 | 205.70 | 20018.60 |
87 | 2006.11.02 19:00 | buy | 44 | 1.00 | 1.9075 | 0.0000 | 1.9095 | ||
88 | 2006.11.02 20:25 | t/p | 44 | 1.00 | 1.9095 | 0.0000 | 1.9095 | 200.00 | 20218.60 |
89 | 2006.11.02 22:30 | buy | 45 | 1.00 | 1.9082 | 0.0000 | 1.9102 | ||
90 | 2006.11.03 10:37 | t/p | 45 | 1.00 | 1.9102 | 0.0000 | 1.9102 | 201.90 | 20420.50 |