Symbol | GBPJPYm (Great Britain Pound vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2007.04.02 00:00 - 2007.05.15 00:00 (2007.04.01 - 2007.05.15) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Trade_parameters="=== Trade parameters ==="; Lot=1; TakeProfit=30; TrailingStop=0; StopLoss=100; Slippage=2; LevelOpenBuy=80; LevelOpenSell=80; Money_management="=== Money management ==="; ManagedLotSize=true; Risk=1; MaxLot=10; Trend_calculation="=== Trend calculation and display ==="; display_fast_MA=true; display_medium_MA=true; display_slow_MA=true; display_CCI=true; display_MACD=true; display_ADX=true; display_BULLS=true; display_BEARS=true; display_STOCH=true; display_RSI=true; display_FORCE=true; display_MOMENTUM=true; display_DeMARKER=true; display_WAE=true; TF_calculation="=== If display false, set coef to 0 ==="; Coefs_TF="3 TF true, SUM of their coef must be 3"; display_M1=true; coef_m1=1; display_M5=true; coef_m5=1; display_M15=true; coef_m15=1; display_M30=true; coef_m30=1; display_H1=true; coef_H1=1; display_H4=true; coef_H4=1; display_D1=true; coef_D1=1; | ||||
Bars in test | 4529 | Ticks modelled | 349617 | Modelling quality | 90.00% |
Initial deposit | 2000.00 | ||||
Total net profit | 312.44 | Gross profit | 808.15 | Gross loss | -495.72 |
Profit factor | 1.63 | Expected payoff | 12.50 | ||
Absolute drawdown | 139.36 | Maximal drawdown | 211.31 (10.20%) | Relative drawdown | 10.20% (211.31) |
Total trades | 25 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 56.15 | loss trade | -138.10 | |
Average | profit trade | 47.54 | loss trade | -61.96 | |
Maximum | consecutive wins (profit in money) | 6 (277.28) | consecutive losses (loss in money) | 2 (-94.71) | |
Maximal | consecutive profit (count of wins) | 277.28 (6) | consecutive loss (count of losses) | -138.10 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.04.02 16:00 | sell | 1 | 2.00 | 232.98 | 233.98 | 232.68 | ||
2 | 2007.04.02 16:42 | t/p | 1 | 2.00 | 232.68 | 233.98 | 232.68 | 49.89 | 2049.89 |
3 | 2007.04.03 00:00 | sell | 2 | 2.04 | 233.06 | 234.06 | 232.76 | ||
4 | 2007.04.03 08:00 | close | 2 | 2.04 | 233.77 | 234.06 | 232.76 | -120.45 | 1929.44 |
5 | 2007.04.04 12:00 | sell | 3 | 1.92 | 234.73 | 235.73 | 234.43 | ||
6 | 2007.04.04 14:28 | t/p | 3 | 1.92 | 234.43 | 235.73 | 234.43 | 47.91 | 1977.35 |
7 | 2007.04.06 16:00 | sell | 4 | 1.97 | 234.50 | 235.50 | 234.20 | ||
8 | 2007.04.09 04:00 | close | 4 | 1.97 | 234.54 | 235.50 | 234.20 | -11.77 | 1965.58 |
9 | 2007.04.10 16:00 | sell | 5 | 1.96 | 235.09 | 236.09 | 234.79 | ||
10 | 2007.04.10 17:05 | t/p | 5 | 1.96 | 234.79 | 236.09 | 234.79 | 48.91 | 2014.49 |
11 | 2007.04.11 08:00 | sell | 6 | 2.01 | 235.68 | 236.68 | 235.38 | ||
12 | 2007.04.12 04:00 | close | 6 | 2.01 | 235.96 | 236.68 | 235.38 | -62.79 | 1951.70 |
13 | 2007.04.13 04:00 | sell | 7 | 1.95 | 235.74 | 236.74 | 235.44 | ||
14 | 2007.04.13 07:20 | t/p | 7 | 1.95 | 235.44 | 236.74 | 235.44 | 48.66 | 2000.36 |
15 | 2007.04.16 00:00 | sell | 8 | 2.00 | 237.10 | 238.10 | 236.80 | ||
16 | 2007.04.16 02:19 | t/p | 8 | 2.00 | 236.80 | 238.10 | 236.80 | 49.90 | 2050.26 |
17 | 2007.04.16 08:00 | sell | 9 | 2.05 | 237.39 | 238.39 | 237.09 | ||
18 | 2007.04.16 12:00 | close | 9 | 2.05 | 238.20 | 238.39 | 237.09 | -138.10 | 1912.16 |
19 | 2007.04.20 16:00 | sell | 10 | 1.91 | 238.16 | 239.16 | 237.86 | ||
20 | 2007.04.20 18:54 | t/p | 10 | 1.91 | 237.86 | 239.16 | 237.86 | 47.65 | 1959.81 |
21 | 2007.04.23 00:00 | sell | 11 | 1.95 | 238.08 | 239.08 | 237.78 | ||
22 | 2007.04.23 05:44 | t/p | 11 | 1.95 | 237.78 | 239.08 | 237.78 | 48.65 | 2008.46 |
23 | 2007.04.25 12:00 | sell | 12 | 2.00 | 237.77 | 238.77 | 237.47 | ||
24 | 2007.04.25 16:11 | t/p | 12 | 2.00 | 237.47 | 238.77 | 237.47 | 49.89 | 2058.35 |
25 | 2007.04.27 12:00 | sell | 13 | 2.05 | 238.37 | 239.37 | 238.07 | ||
26 | 2007.04.27 16:00 | close | 13 | 2.05 | 238.80 | 239.37 | 238.07 | -73.30 | 1985.05 |
27 | 2007.05.01 04:00 | sell | 14 | 1.98 | 239.08 | 240.08 | 238.78 | ||
28 | 2007.05.01 08:00 | close | 14 | 1.98 | 239.21 | 240.08 | 238.78 | -21.41 | 1963.64 |
29 | 2007.05.01 12:00 | sell | 15 | 1.96 | 239.44 | 240.44 | 239.14 | ||
30 | 2007.05.01 15:15 | t/p | 15 | 1.96 | 239.14 | 240.44 | 239.14 | 48.89 | 2012.53 |
31 | 2007.05.01 20:00 | sell | 16 | 2.01 | 239.45 | 240.45 | 239.15 | ||
32 | 2007.05.02 03:13 | t/p | 16 | 2.01 | 239.15 | 240.45 | 239.15 | 44.81 | 2057.34 |
33 | 2007.05.03 08:00 | sell | 17 | 2.05 | 239.27 | 240.27 | 238.97 | ||
34 | 2007.05.04 04:37 | t/p | 17 | 2.05 | 238.97 | 240.27 | 238.97 | 45.71 | 2103.05 |
35 | 2007.05.04 20:00 | sell | 18 | 2.10 | 239.41 | 240.41 | 239.11 | ||
36 | 2007.05.07 00:00 | close | 18 | 2.10 | 239.61 | 240.41 | 239.11 | -40.48 | 2062.57 |
37 | 2007.05.07 04:00 | sell | 19 | 2.06 | 239.38 | 240.38 | 239.08 | ||
38 | 2007.05.07 08:00 | close | 19 | 2.06 | 239.54 | 240.38 | 239.08 | -27.41 | 2035.16 |
39 | 2007.05.07 12:00 | sell | 20 | 2.03 | 239.51 | 240.51 | 239.21 | ||
40 | 2007.05.08 00:00 | close | 20 | 2.03 | 239.42 | 240.51 | 239.21 | 9.81 | 2044.97 |
41 | 2007.05.09 12:00 | sell | 21 | 2.04 | 239.05 | 240.05 | 238.75 | ||
42 | 2007.05.09 14:38 | t/p | 21 | 2.04 | 238.75 | 240.05 | 238.75 | 50.89 | 2095.86 |
43 | 2007.05.10 08:00 | sell | 22 | 2.09 | 239.67 | 240.67 | 239.37 | ||
44 | 2007.05.10 11:18 | t/p | 22 | 2.09 | 239.37 | 240.67 | 239.37 | 52.14 | 2148.00 |
45 | 2007.05.10 12:00 | sell | 23 | 2.14 | 239.43 | 240.43 | 239.13 | ||
46 | 2007.05.10 14:51 | t/p | 23 | 2.14 | 239.13 | 240.43 | 239.13 | 53.39 | 2201.39 |
47 | 2007.05.10 20:00 | buy | 24 | 2.20 | 237.30 | 236.30 | 237.60 | ||
48 | 2007.05.10 20:22 | t/p | 24 | 2.20 | 237.60 | 236.30 | 237.60 | 54.90 | 2256.29 |
49 | 2007.05.11 08:00 | buy | 25 | 2.25 | 237.09 | 236.09 | 237.39 | ||
50 | 2007.05.11 15:59 | t/p | 25 | 2.25 | 237.39 | 236.09 | 237.39 | 56.15 | 2312.44 |