Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | Daily (D1) 2007.01.02 00:00 - 2007.06.20 00:00 (2007.01.01 - 2007.06.20) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=2; TrailingStop=0; Stop=30; TP=90; BE=30; | ||||
Bars in test | 1877 | Ticks modelled | 595441 | Modelling quality | 90.00% |
Initial deposit | 14285.00 | ||||
Total net profit | 4889.05 | Gross profit | 6971.55 | Gross loss | -2082.50 |
Profit factor | 3.35 | Expected payoff | 94.02 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1032.50 (5.95%) | Relative drawdown | 5.95% (1032.50) |
Total trades | 52 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 31 (93.55%) |
Profit trades (% of total) | 36 (69.23%) | Loss trades (% of total) | 16 (30.77%) | ||
Largest | profit trade | 868.00 | loss trade | -840.00 | |
Average | profit trade | 193.65 | loss trade | -130.16 | |
Maximum | consecutive wins (profit in money) | 13 (2845.05) | consecutive losses (loss in money) | 4 (-168.00) | |
Maximal | consecutive profit (count of wins) | 2845.05 (13) | consecutive loss (count of losses) | -938.00 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.09 00:03 | buy stop | 1 | 4.00 | 1.9416 | 1.9386 | 1.9476 | ||
2 | 2007.01.09 01:05 | buy | 1 | 4.00 | 1.9416 | 1.9386 | 1.9476 | ||
3 | 2007.01.09 08:48 | close | 1 | 2.00 | 1.9446 | 1.9386 | 1.9476 | 420.00 | 14705.00 |
4 | 2007.01.09 08:48 | buy | 2 | 2.00 | 1.9416 | 1.9386 | 1.9476 | ||
5 | 2007.01.09 08:48 | close | 2 | 1.00 | 1.9447 | 1.9386 | 1.9476 | 217.00 | 14922.00 |
6 | 2007.01.09 08:48 | buy | 3 | 1.00 | 1.9416 | 1.9386 | 1.9476 | ||
7 | 2007.01.09 08:48 | close | 3 | 0.50 | 1.9448 | 1.9386 | 1.9476 | 112.00 | 15034.00 |
8 | 2007.01.09 08:48 | buy | 4 | 0.50 | 1.9416 | 1.9386 | 1.9476 | ||
9 | 2007.01.09 08:48 | modify | 4 | 0.50 | 1.9416 | 1.9420 | 1.9476 | ||
10 | 2007.01.09 09:10 | s/l | 4 | 0.50 | 1.9420 | 1.9420 | 1.9476 | 14.00 | 15048.00 |
11 | 2007.01.10 07:00 | sell stop | 5 | 4.00 | 1.9365 | 1.9395 | 1.9305 | ||
12 | 2007.01.10 07:35 | sell | 5 | 4.00 | 1.9365 | 1.9395 | 1.9305 | ||
13 | 2007.01.10 07:35 | close | 5 | 2.00 | 1.9367 | 1.9395 | 1.9305 | -28.00 | 15020.00 |
14 | 2007.01.10 07:35 | sell | 6 | 2.00 | 1.9365 | 1.9395 | 1.9305 | ||
15 | 2007.01.10 07:36 | close | 6 | 1.00 | 1.9368 | 1.9395 | 1.9305 | -21.00 | 14999.00 |
16 | 2007.01.10 07:36 | sell | 7 | 1.00 | 1.9365 | 1.9395 | 1.9305 | ||
17 | 2007.01.10 07:36 | close | 7 | 0.50 | 1.9369 | 1.9395 | 1.9305 | -14.00 | 14985.00 |
18 | 2007.01.10 07:36 | sell | 8 | 0.50 | 1.9365 | 1.9395 | 1.9305 | ||
19 | 2007.01.10 08:00 | s/l | 8 | 0.50 | 1.9395 | 1.9395 | 1.9305 | -105.00 | 14880.00 |
20 | 2007.01.12 07:00 | buy stop | 9 | 1.00 | 1.9455 | 1.9425 | 1.9515 | ||
21 | 2007.01.12 07:03 | buy | 9 | 1.00 | 1.9455 | 1.9425 | 1.9515 | ||
22 | 2007.01.12 10:48 | close | 9 | 0.50 | 1.9486 | 1.9425 | 1.9515 | 108.50 | 14988.50 |
23 | 2007.01.12 10:48 | buy | 10 | 0.50 | 1.9455 | 1.9425 | 1.9515 | ||
24 | 2007.01.12 10:49 | modify | 10 | 0.50 | 1.9455 | 1.9459 | 1.9515 | ||
25 | 2007.01.12 14:30 | s/l | 10 | 0.50 | 1.9459 | 1.9459 | 1.9515 | 14.00 | 15002.50 |
26 | 2007.01.16 07:06 | buy stop | 11 | 4.00 | 1.9653 | 1.9623 | 1.9713 | ||
27 | 2007.01.16 07:07 | buy | 11 | 4.00 | 1.9653 | 1.9623 | 1.9713 | ||
28 | 2007.01.16 08:41 | close | 11 | 2.00 | 1.9684 | 1.9623 | 1.9713 | 434.00 | 15436.50 |
29 | 2007.01.16 08:41 | buy | 12 | 2.00 | 1.9653 | 1.9623 | 1.9713 | ||
30 | 2007.01.16 08:41 | close | 12 | 1.00 | 1.9684 | 1.9623 | 1.9713 | 217.00 | 15653.50 |
31 | 2007.01.16 08:41 | buy | 13 | 1.00 | 1.9653 | 1.9623 | 1.9713 | ||
32 | 2007.01.16 08:42 | close | 13 | 0.50 | 1.9684 | 1.9623 | 1.9713 | 108.50 | 15762.00 |
33 | 2007.01.16 08:42 | buy | 14 | 0.50 | 1.9653 | 1.9623 | 1.9713 | ||
34 | 2007.01.16 08:42 | modify | 14 | 0.50 | 1.9653 | 1.9657 | 1.9713 | ||
35 | 2007.01.16 09:59 | s/l | 14 | 0.50 | 1.9657 | 1.9657 | 1.9713 | 14.00 | 15776.00 |
36 | 2007.01.18 00:01 | buy stop | 15 | 4.00 | 1.9727 | 1.9697 | 1.9787 | ||
37 | 2007.01.18 03:09 | buy | 15 | 4.00 | 1.9727 | 1.9697 | 1.9787 | ||
38 | 2007.01.18 09:04 | close | 15 | 2.00 | 1.9757 | 1.9697 | 1.9787 | 420.00 | 16196.00 |
39 | 2007.01.18 09:04 | buy | 16 | 2.00 | 1.9727 | 1.9697 | 1.9787 | ||
40 | 2007.01.18 09:04 | close | 16 | 1.00 | 1.9758 | 1.9697 | 1.9787 | 217.00 | 16413.00 |
41 | 2007.01.18 09:04 | buy | 17 | 1.00 | 1.9727 | 1.9697 | 1.9787 | ||
42 | 2007.01.18 09:04 | close | 17 | 0.50 | 1.9761 | 1.9697 | 1.9787 | 119.00 | 16532.00 |
43 | 2007.01.18 09:04 | buy | 18 | 0.50 | 1.9727 | 1.9697 | 1.9787 | ||
44 | 2007.01.18 09:04 | modify | 18 | 0.50 | 1.9727 | 1.9731 | 1.9787 | ||
45 | 2007.01.18 10:18 | s/l | 18 | 0.50 | 1.9731 | 1.9731 | 1.9787 | 14.00 | 16546.00 |
46 | 2007.01.19 07:01 | buy stop | 19 | 4.00 | 1.9763 | 1.9733 | 1.9823 | ||
47 | 2007.01.19 07:29 | buy | 19 | 4.00 | 1.9763 | 1.9733 | 1.9823 | ||
48 | 2007.01.19 10:13 | s/l | 19 | 4.00 | 1.9733 | 1.9733 | 1.9823 | -840.00 | 15706.00 |
49 | 2007.01.24 07:00 | buy stop | 20 | 8.00 | 1.9833 | 1.9803 | 1.9893 | ||
50 | 2007.04.13 03:31 | buy | 20 | 8.00 | 1.9833 | 1.9803 | 1.9893 | ||
51 | 2007.04.13 08:28 | close | 20 | 4.00 | 1.9864 | 1.9803 | 1.9893 | 868.00 | 16574.00 |
52 | 2007.04.13 08:28 | buy | 21 | 4.00 | 1.9833 | 1.9803 | 1.9893 | ||
53 | 2007.04.13 08:28 | close | 21 | 2.00 | 1.9864 | 1.9803 | 1.9893 | 434.00 | 17008.00 |
54 | 2007.04.13 08:28 | buy | 22 | 2.00 | 1.9833 | 1.9803 | 1.9893 | ||
55 | 2007.04.13 08:28 | close | 22 | 1.00 | 1.9865 | 1.9803 | 1.9893 | 224.00 | 17232.00 |
56 | 2007.04.13 08:28 | buy | 23 | 1.00 | 1.9833 | 1.9803 | 1.9893 | ||
57 | 2007.04.13 08:28 | close | 23 | 0.50 | 1.9866 | 1.9803 | 1.9893 | 115.50 | 17347.50 |
58 | 2007.04.13 08:28 | buy | 24 | 0.50 | 1.9833 | 1.9803 | 1.9893 | ||
59 | 2007.04.13 08:28 | modify | 24 | 0.50 | 1.9833 | 1.9837 | 1.9893 | ||
60 | 2007.04.13 16:39 | s/l | 24 | 0.50 | 1.9837 | 1.9837 | 1.9893 | 14.00 | 17361.50 |
61 | 2007.04.24 11:59 | sell stop | 25 | 4.00 | 1.9983 | 2.0013 | 1.9923 | ||
62 | 2007.04.26 11:59 | sell | 25 | 4.00 | 1.9983 | 2.0013 | 1.9923 | ||
63 | 2007.04.26 11:59 | close | 25 | 2.00 | 1.9985 | 2.0013 | 1.9923 | -28.00 | 17333.50 |
64 | 2007.04.26 11:59 | sell | 26 | 2.00 | 1.9983 | 2.0013 | 1.9923 | ||
65 | 2007.04.26 11:59 | close | 26 | 1.00 | 1.9986 | 2.0013 | 1.9923 | -21.00 | 17312.50 |
66 | 2007.04.26 11:59 | sell | 27 | 1.00 | 1.9983 | 2.0013 | 1.9923 | ||
67 | 2007.04.26 11:59 | close | 27 | 0.50 | 1.9987 | 2.0013 | 1.9923 | -14.00 | 17298.50 |
68 | 2007.04.26 11:59 | sell | 28 | 0.50 | 1.9983 | 2.0013 | 1.9923 | ||
69 | 2007.04.26 11:59 | modify | 28 | 0.50 | 1.9983 | 1.9979 | 1.9923 | ||
70 | 2007.04.26 12:09 | s/l | 28 | 0.50 | 1.9979 | 1.9979 | 1.9923 | 14.00 | 17312.50 |
71 | 2007.05.02 07:54 | sell stop | 29 | 4.00 | 1.9963 | 1.9993 | 1.9903 | ||
72 | 2007.05.02 07:55 | sell | 29 | 4.00 | 1.9963 | 1.9993 | 1.9903 | ||
73 | 2007.05.02 07:55 | close | 29 | 2.00 | 1.9964 | 1.9993 | 1.9903 | -14.00 | 17298.50 |
74 | 2007.05.02 07:55 | sell | 30 | 2.00 | 1.9963 | 1.9993 | 1.9903 | ||
75 | 2007.05.02 07:56 | close | 30 | 1.00 | 1.9963 | 1.9993 | 1.9903 | 0.00 | 17298.50 |
76 | 2007.05.02 07:56 | sell | 31 | 1.00 | 1.9963 | 1.9993 | 1.9903 | ||
77 | 2007.05.02 07:56 | close | 31 | 0.50 | 1.9964 | 1.9993 | 1.9903 | -3.50 | 17295.00 |
78 | 2007.05.02 07:56 | sell | 32 | 0.50 | 1.9963 | 1.9993 | 1.9903 | ||
79 | 2007.05.02 08:11 | modify | 32 | 0.50 | 1.9963 | 1.9959 | 1.9903 | ||
80 | 2007.05.02 10:44 | s/l | 32 | 0.50 | 1.9959 | 1.9959 | 1.9903 | 14.00 | 17309.00 |
81 | 2007.05.04 07:00 | sell stop | 33 | 4.00 | 1.9853 | 1.9883 | 1.9793 | ||
82 | 2007.05.04 09:42 | sell | 33 | 4.00 | 1.9853 | 1.9883 | 1.9793 | ||
83 | 2007.05.04 09:42 | close | 33 | 2.00 | 1.9855 | 1.9883 | 1.9793 | -28.00 | 17281.00 |
84 | 2007.05.04 09:42 | sell | 34 | 2.00 | 1.9853 | 1.9883 | 1.9793 | ||
85 | 2007.05.04 09:42 | close | 34 | 1.00 | 1.9856 | 1.9883 | 1.9793 | -21.00 | 17260.00 |
86 | 2007.05.04 09:42 | sell | 35 | 1.00 | 1.9853 | 1.9883 | 1.9793 | ||
87 | 2007.05.04 09:42 | close | 35 | 0.50 | 1.9855 | 1.9883 | 1.9793 | -7.00 | 17253.00 |
88 | 2007.05.04 09:42 | sell | 36 | 0.50 | 1.9853 | 1.9883 | 1.9793 | ||
89 | 2007.05.04 09:52 | modify | 36 | 0.50 | 1.9853 | 1.9849 | 1.9793 | ||
90 | 2007.05.04 09:52 | s/l | 36 | 0.50 | 1.9849 | 1.9849 | 1.9793 | 14.00 | 17267.00 |
91 | 2007.05.16 00:22 | buy stop | 37 | 4.00 | 1.9884 | 1.9854 | 1.9944 | ||
92 | 2007.05.23 16:26 | buy | 37 | 4.00 | 1.9884 | 1.9854 | 1.9944 | ||
93 | 2007.05.23 19:40 | s/l | 37 | 4.00 | 1.9854 | 1.9854 | 1.9944 | -840.00 | 16427.00 |
94 | 2007.05.30 00:12 | sell stop | 38 | 8.00 | 1.9781 | 1.9811 | 1.9721 | ||
95 | 2007.05.30 08:50 | sell | 38 | 8.00 | 1.9781 | 1.9811 | 1.9721 | ||
96 | 2007.05.30 08:50 | close | 38 | 4.00 | 1.9784 | 1.9811 | 1.9721 | -84.00 | 16343.00 |
97 | 2007.05.30 08:50 | sell | 39 | 4.00 | 1.9781 | 1.9811 | 1.9721 | ||
98 | 2007.05.30 08:50 | close | 39 | 2.00 | 1.9782 | 1.9811 | 1.9721 | -14.00 | 16329.00 |
99 | 2007.05.30 08:50 | sell | 40 | 2.00 | 1.9781 | 1.9811 | 1.9721 | ||
100 | 2007.05.30 08:50 | close | 40 | 1.00 | 1.9780 | 1.9811 | 1.9721 | 7.00 | 16336.00 |
101 | 2007.05.30 08:50 | sell | 41 | 1.00 | 1.9781 | 1.9811 | 1.9721 | ||
102 | 2007.05.30 08:50 | close | 41 | 0.50 | 1.9781 | 1.9811 | 1.9721 | 0.00 | 16336.00 |
103 | 2007.05.30 08:50 | sell | 42 | 0.50 | 1.9781 | 1.9811 | 1.9721 | ||
104 | 2007.05.30 09:03 | modify | 42 | 0.50 | 1.9781 | 1.9777 | 1.9721 | ||
105 | 2007.05.30 09:05 | s/l | 42 | 0.50 | 1.9777 | 1.9777 | 1.9721 | 14.00 | 16350.00 |
106 | 2007.06.05 07:00 | buy stop | 43 | 4.00 | 1.9938 | 1.9908 | 1.9998 | ||
107 | 2007.06.05 09:18 | buy | 43 | 4.00 | 1.9938 | 1.9908 | 1.9998 | ||
108 | 2007.06.05 20:00 | close | 43 | 4.00 | 1.9938 | 1.9908 | 1.9998 | 0.00 | 16350.00 |
109 | 2007.06.12 10:34 | buy stop | 44 | 8.00 | 1.9717 | 1.9687 | 1.9777 | ||
110 | 2007.06.12 10:34 | buy | 44 | 8.00 | 1.9717 | 1.9687 | 1.9777 | ||
111 | 2007.06.12 14:22 | close | 44 | 4.00 | 1.9748 | 1.9687 | 1.9777 | 868.00 | 17218.00 |
112 | 2007.06.12 14:22 | buy | 45 | 4.00 | 1.9717 | 1.9687 | 1.9777 | ||
113 | 2007.06.12 14:23 | close | 45 | 2.00 | 1.9749 | 1.9687 | 1.9777 | 448.00 | 17666.00 |
114 | 2007.06.12 14:23 | buy | 46 | 2.00 | 1.9717 | 1.9687 | 1.9777 | ||
115 | 2007.06.12 14:23 | close | 46 | 1.00 | 1.9748 | 1.9687 | 1.9777 | 217.00 | 17883.00 |
116 | 2007.06.12 14:23 | buy | 47 | 1.00 | 1.9717 | 1.9687 | 1.9777 | ||
117 | 2007.06.12 14:23 | close | 47 | 0.50 | 1.9748 | 1.9687 | 1.9777 | 108.50 | 17991.50 |
118 | 2007.06.12 14:23 | buy | 48 | 0.50 | 1.9717 | 1.9687 | 1.9777 | ||
119 | 2007.06.12 14:24 | modify | 48 | 0.50 | 1.9717 | 1.9721 | 1.9777 | ||
120 | 2007.06.12 19:43 | t/p | 48 | 0.50 | 1.9777 | 1.9721 | 1.9777 | 210.00 | 18201.50 |
121 | 2007.06.18 00:03 | buy stop | 49 | 4.00 | 1.9789 | 1.9759 | 1.9849 | ||
122 | 2007.06.18 07:56 | buy | 49 | 4.00 | 1.9789 | 1.9759 | 1.9849 | ||
123 | 2007.06.18 08:52 | close | 49 | 2.00 | 1.9820 | 1.9759 | 1.9849 | 434.00 | 18635.50 |
124 | 2007.06.18 08:52 | buy | 50 | 2.00 | 1.9789 | 1.9759 | 1.9849 | ||
125 | 2007.06.18 08:52 | close | 50 | 1.00 | 1.9820 | 1.9759 | 1.9849 | 217.00 | 18852.50 |
126 | 2007.06.18 08:52 | buy | 51 | 1.00 | 1.9789 | 1.9759 | 1.9849 | ||
127 | 2007.06.18 08:53 | close | 51 | 0.50 | 1.9821 | 1.9759 | 1.9849 | 112.00 | 18964.50 |
128 | 2007.06.18 08:53 | buy | 52 | 0.50 | 1.9789 | 1.9759 | 1.9849 | ||
129 | 2007.06.18 08:53 | modify | 52 | 0.50 | 1.9789 | 1.9793 | 1.9849 | ||
130 | 2007.06.19 07:53 | t/p | 52 | 0.50 | 1.9849 | 1.9793 | 1.9849 | 209.54 | 19174.04 |