Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
Period | Daily (D1) 2007.06.01 00:00 - 2007.07.13 00:00 (2007.06.01 - 2007.08.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | InitLotsize=0.1; InitTP=20; InitSL=10; Multiplier=1.5; TPincrement=0; MagicNumber=20070714; Slippage=3; | ||||
Bars in test | 3522 | Ticks modelled | 175310 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 21.07 | Gross profit | 84.58 | Gross loss | -63.51 |
Profit factor | 1.33 | Expected payoff | 0.64 | ||
Absolute drawdown | 22.13 | Maximal drawdown | 42.00 (0.42%) | Relative drawdown | 0.42% (42.00) |
Total trades | 33 | Short positions (won %) | 13 (7.69%) | Long positions (won %) | 20 (50.00%) |
Profit trades (% of total) | 11 (33.33%) | Loss trades (% of total) | 22 (66.67%) | ||
Largest | profit trade | 34.00 | loss trade | -11.30 | |
Average | profit trade | 7.69 | loss trade | -2.89 | |
Maximum | consecutive wins (profit in money) | 3 (26.60) | consecutive losses (loss in money) | 7 (-31.80) | |
Maximal | consecutive profit (count of wins) | 34.00 (1) | consecutive loss (count of losses) | -31.80 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.06.01 00:00 | buy | 1 | 0.10 | 1.9795 | 1.9785 | 1.9815 | ||
2 | 2007.06.01 00:38 | s/l | 1 | 0.10 | 1.9785 | 1.9785 | 1.9815 | -1.00 | 9999.00 |
3 | 2007.06.03 00:00 | buy | 2 | 0.15 | 1.9820 | 1.9810 | 1.9840 | ||
4 | 2007.06.04 04:04 | t/p | 2 | 0.15 | 1.9840 | 1.9810 | 1.9840 | 2.99 | 10001.99 |
5 | 2007.06.05 00:00 | buy | 3 | 0.10 | 1.9912 | 1.9902 | 1.9932 | ||
6 | 2007.06.05 07:18 | t/p | 3 | 0.10 | 1.9932 | 1.9902 | 1.9932 | 2.00 | 10003.99 |
7 | 2007.06.06 00:00 | buy | 4 | 0.10 | 1.9931 | 1.9921 | 1.9951 | ||
8 | 2007.06.06 03:18 | t/p | 4 | 0.10 | 1.9951 | 1.9921 | 1.9951 | 2.00 | 10005.99 |
9 | 2007.06.07 00:00 | sell | 5 | 0.10 | 1.9926 | 1.9936 | 1.9906 | ||
10 | 2007.06.07 02:31 | s/l | 5 | 0.10 | 1.9936 | 1.9936 | 1.9906 | -1.00 | 10004.99 |
11 | 2007.06.08 00:00 | sell | 6 | 0.15 | 1.9781 | 1.9791 | 1.9761 | ||
12 | 2007.06.08 00:44 | s/l | 6 | 0.15 | 1.9791 | 1.9791 | 1.9761 | -1.50 | 10003.49 |
13 | 2007.06.10 00:00 | sell | 7 | 0.22 | 1.9691 | 1.9701 | 1.9671 | ||
14 | 2007.06.10 23:11 | t/p | 7 | 0.22 | 1.9671 | 1.9701 | 1.9671 | 4.40 | 10007.89 |
15 | 2007.06.11 00:00 | sell | 8 | 0.10 | 1.9667 | 1.9677 | 1.9647 | ||
16 | 2007.06.11 00:22 | s/l | 8 | 0.10 | 1.9677 | 1.9677 | 1.9647 | -1.00 | 10006.89 |
17 | 2007.06.12 00:00 | buy | 9 | 0.15 | 1.9695 | 1.9685 | 1.9715 | ||
18 | 2007.06.12 00:46 | t/p | 9 | 0.15 | 1.9715 | 1.9685 | 1.9715 | 3.00 | 10009.89 |
19 | 2007.06.13 00:00 | buy | 10 | 0.10 | 1.9744 | 1.9734 | 1.9764 | ||
20 | 2007.06.13 00:08 | s/l | 10 | 0.10 | 1.9734 | 1.9734 | 1.9764 | -1.00 | 10008.89 |
21 | 2007.06.14 00:00 | sell | 11 | 0.15 | 1.9722 | 1.9732 | 1.9702 | ||
22 | 2007.06.14 00:18 | s/l | 11 | 0.15 | 1.9732 | 1.9732 | 1.9702 | -1.50 | 10007.39 |
23 | 2007.06.15 00:00 | sell | 12 | 0.22 | 1.9690 | 1.9700 | 1.9670 | ||
24 | 2007.06.15 00:22 | s/l | 12 | 0.22 | 1.9700 | 1.9700 | 1.9670 | -2.20 | 10005.19 |
25 | 2007.06.17 00:00 | buy | 13 | 0.33 | 1.9761 | 1.9751 | 1.9781 | ||
26 | 2007.06.18 05:01 | t/p | 13 | 0.33 | 1.9781 | 1.9751 | 1.9781 | 6.59 | 10011.78 |
27 | 2007.06.19 00:00 | buy | 14 | 0.10 | 1.9840 | 1.9830 | 1.9860 | ||
28 | 2007.06.19 08:47 | s/l | 14 | 0.10 | 1.9830 | 1.9830 | 1.9860 | -1.00 | 10010.78 |
29 | 2007.06.20 00:00 | buy | 15 | 0.15 | 1.9878 | 1.9868 | 1.9898 | ||
30 | 2007.06.20 08:30 | t/p | 15 | 0.15 | 1.9898 | 1.9868 | 1.9898 | 3.00 | 10013.78 |
31 | 2007.06.21 00:00 | buy | 16 | 0.10 | 1.9927 | 1.9917 | 1.9947 | ||
32 | 2007.06.21 00:28 | s/l | 16 | 0.10 | 1.9917 | 1.9917 | 1.9947 | -1.00 | 10012.78 |
33 | 2007.06.22 00:00 | sell | 17 | 0.15 | 1.9919 | 1.9929 | 1.9899 | ||
34 | 2007.06.22 00:18 | s/l | 17 | 0.15 | 1.9929 | 1.9929 | 1.9899 | -1.50 | 10011.28 |
35 | 2007.06.24 00:00 | buy | 18 | 0.22 | 1.9986 | 1.9976 | 2.0006 | ||
36 | 2007.06.25 07:17 | s/l | 18 | 0.22 | 1.9976 | 1.9976 | 2.0006 | -2.21 | 10009.07 |
37 | 2007.06.26 00:00 | sell | 19 | 0.33 | 1.9980 | 1.9990 | 1.9960 | ||
38 | 2007.06.26 01:25 | s/l | 19 | 0.33 | 1.9990 | 1.9990 | 1.9960 | -3.30 | 10005.77 |
39 | 2007.06.27 00:00 | buy | 20 | 0.50 | 1.9987 | 1.9977 | 2.0007 | ||
40 | 2007.06.27 00:23 | s/l | 20 | 0.50 | 1.9977 | 1.9977 | 2.0007 | -5.00 | 10000.77 |
41 | 2007.06.28 00:00 | buy | 21 | 0.75 | 2.0001 | 1.9991 | 2.0021 | ||
42 | 2007.06.28 00:51 | s/l | 21 | 0.75 | 1.9991 | 1.9991 | 2.0021 | -7.50 | 9993.27 |
43 | 2007.06.29 00:00 | buy | 22 | 1.13 | 2.0023 | 2.0013 | 2.0043 | ||
44 | 2007.06.29 06:59 | t/p | 22 | 1.13 | 2.0043 | 2.0013 | 2.0043 | 22.60 | 10015.87 |
45 | 2007.07.01 00:00 | buy | 23 | 0.10 | 2.0085 | 2.0075 | 2.0105 | ||
46 | 2007.07.02 05:51 | t/p | 23 | 0.10 | 2.0105 | 2.0075 | 2.0105 | 2.00 | 10017.87 |
47 | 2007.07.03 00:00 | buy | 24 | 0.10 | 2.0169 | 2.0159 | 2.0189 | ||
48 | 2007.07.03 06:13 | t/p | 24 | 0.10 | 2.0189 | 2.0159 | 2.0189 | 2.00 | 10019.87 |
49 | 2007.07.04 00:00 | sell | 25 | 0.10 | 2.0159 | 2.0169 | 2.0139 | ||
50 | 2007.07.04 00:54 | s/l | 25 | 0.10 | 2.0169 | 2.0169 | 2.0139 | -1.00 | 10018.87 |
51 | 2007.07.05 00:00 | sell | 26 | 0.15 | 2.0153 | 2.0163 | 2.0133 | ||
52 | 2007.07.05 02:49 | s/l | 26 | 0.15 | 2.0163 | 2.0163 | 2.0133 | -1.50 | 10017.37 |
53 | 2007.07.06 00:00 | sell | 27 | 0.22 | 2.0111 | 2.0121 | 2.0091 | ||
54 | 2007.07.06 01:52 | s/l | 27 | 0.22 | 2.0121 | 2.0121 | 2.0091 | -2.20 | 10015.17 |
55 | 2007.07.08 00:00 | sell | 28 | 0.33 | 2.0109 | 2.0119 | 2.0089 | ||
56 | 2007.07.08 23:53 | s/l | 28 | 0.33 | 2.0119 | 2.0119 | 2.0089 | -3.30 | 10011.87 |
57 | 2007.07.09 00:00 | buy | 29 | 0.50 | 2.0119 | 2.0109 | 2.0139 | ||
58 | 2007.07.09 00:07 | s/l | 29 | 0.50 | 2.0109 | 2.0109 | 2.0139 | -5.00 | 10006.87 |
59 | 2007.07.10 00:00 | buy | 30 | 0.75 | 2.0158 | 2.0148 | 2.0178 | ||
60 | 2007.07.10 05:01 | s/l | 30 | 0.75 | 2.0148 | 2.0148 | 2.0178 | -7.50 | 9999.37 |
61 | 2007.07.11 00:00 | buy | 31 | 1.13 | 2.0271 | 2.0261 | 2.0291 | ||
62 | 2007.07.11 00:05 | s/l | 31 | 1.13 | 2.0261 | 2.0261 | 2.0291 | -11.30 | 9988.07 |
63 | 2007.07.12 00:00 | buy | 32 | 1.70 | 2.0316 | 2.0306 | 2.0336 | ||
64 | 2007.07.12 03:16 | t/p | 32 | 1.70 | 2.0336 | 2.0306 | 2.0336 | 34.00 | 10022.07 |
65 | 2007.07.13 00:00 | sell | 33 | 0.10 | 2.0287 | 2.0297 | 2.0267 | ||
66 | 2007.07.13 00:09 | s/l | 33 | 0.10 | 2.0297 | 2.0297 | 2.0267 | -1.00 | 10021.07 |