Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 5 Minutes (M5) 2007.01.02 08:15 - 2007.07.15 23:55 (2007.01.01 - 2007.07.16) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Bars in test | 38474 | Ticks modelled | 579247 | Modelling quality | 69.17% |
Initial deposit | 500.00 | ||||
Total net profit | 675.73 | Gross profit | 675.73 | Gross loss | 0.00 |
Profit factor | Expected payoff | 16.89 | |||
Absolute drawdown | 174.77 | Maximal drawdown | 512.76 (49.81%) | Relative drawdown | 49.81% (512.76) |
Total trades | 40 | Short positions (won %) | 20 (100.00%) | Long positions (won %) | 20 (100.00%) |
Profit trades (% of total) | 40 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 42.00 | loss trade | 0.00 | |
Average | profit trade | 16.89 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 40 (675.73) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 675.73 (40) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 40 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.10 13:55 | sell | 1 | 0.10 | 1.9394 | 0.0000 | 1.9388 | ||
2 | 2007.01.10 13:58 | t/p | 1 | 0.10 | 1.9388 | 0.0000 | 1.9388 | 6.00 | 506.00 |
3 | 2007.01.12 08:35 | sell | 2 | 0.10 | 1.9466 | 0.0000 | 1.9458 | ||
4 | 2007.01.12 10:18 | t/p | 2 | 0.10 | 1.9458 | 0.0000 | 1.9458 | 8.00 | 514.00 |
5 | 2007.01.15 17:50 | sell | 3 | 0.10 | 1.9662 | 0.0000 | 1.9649 | ||
6 | 2007.01.15 18:17 | t/p | 3 | 0.10 | 1.9649 | 0.0000 | 1.9649 | 13.00 | 527.00 |
7 | 2007.01.22 18:00 | sell | 4 | 0.10 | 1.9759 | 0.0000 | 1.9750 | ||
8 | 2007.01.24 09:50 | t/p | 4 | 0.10 | 1.9750 | 0.0000 | 1.9750 | 8.22 | 535.22 |
9 | 2007.01.25 07:40 | buy | 5 | 0.10 | 1.9660 | 0.0000 | 1.9666 | ||
10 | 2007.01.25 09:05 | t/p | 5 | 0.10 | 1.9666 | 0.0000 | 1.9666 | 6.00 | 541.22 |
11 | 2007.01.26 10:10 | buy | 6 | 0.10 | 1.9638 | 0.0000 | 1.9651 | ||
12 | 2007.01.30 09:17 | t/p | 6 | 0.10 | 1.9651 | 0.0000 | 1.9651 | 13.16 | 554.38 |
13 | 2007.01.31 03:10 | sell | 7 | 0.10 | 1.9628 | 0.0000 | 1.9622 | ||
14 | 2007.01.31 04:25 | t/p | 7 | 0.10 | 1.9622 | 0.0000 | 1.9622 | 6.00 | 560.38 |
15 | 2007.01.31 15:45 | buy | 8 | 0.10 | 1.9510 | 0.0000 | 1.9519 | ||
16 | 2007.01.31 16:42 | t/p | 8 | 0.10 | 1.9519 | 0.0000 | 1.9519 | 9.00 | 569.38 |
17 | 2007.02.06 18:35 | sell | 9 | 0.10 | 1.9692 | 0.0000 | 1.9686 | ||
18 | 2007.02.07 11:33 | t/p | 9 | 0.10 | 1.9686 | 0.0000 | 1.9686 | 5.61 | 574.99 |
19 | 2007.02.08 14:05 | buy | 10 | 0.10 | 1.9650 | 0.0000 | 1.9667 | ||
20 | 2007.02.15 08:48 | t/p | 10 | 0.10 | 1.9667 | 0.0000 | 1.9667 | 17.56 | 592.55 |
21 | 2007.02.19 08:20 | sell | 11 | 0.10 | 1.9553 | 0.0000 | 1.9545 | ||
22 | 2007.02.19 09:03 | t/p | 11 | 0.10 | 1.9545 | 0.0000 | 1.9545 | 8.00 | 600.55 |
23 | 2007.02.26 18:40 | buy | 12 | 0.20 | 1.9623 | 0.0000 | 1.9630 | ||
24 | 2007.02.26 19:06 | t/p | 12 | 0.20 | 1.9630 | 0.0000 | 1.9630 | 14.00 | 614.55 |
25 | 2007.02.27 17:10 | buy | 13 | 0.20 | 1.9629 | 0.0000 | 1.9642 | ||
26 | 2007.02.27 17:31 | t/p | 13 | 0.20 | 1.9642 | 0.0000 | 1.9642 | 26.00 | 640.55 |
27 | 2007.03.06 06:55 | buy | 14 | 0.20 | 1.9263 | 0.0000 | 1.9277 | ||
28 | 2007.03.06 09:46 | t/p | 14 | 0.20 | 1.9277 | 0.0000 | 1.9277 | 28.00 | 668.55 |
29 | 2007.03.08 22:10 | buy | 15 | 0.20 | 1.9288 | 0.0000 | 1.9295 | ||
30 | 2007.03.09 01:51 | t/p | 15 | 0.20 | 1.9295 | 0.0000 | 1.9295 | 14.16 | 682.71 |
31 | 2007.03.14 14:25 | buy | 16 | 0.20 | 1.9227 | 0.0000 | 1.9234 | ||
32 | 2007.03.14 15:02 | t/p | 16 | 0.20 | 1.9234 | 0.0000 | 1.9234 | 14.00 | 696.71 |
33 | 2007.03.14 21:20 | sell | 17 | 0.20 | 1.9356 | 0.0000 | 1.9349 | ||
34 | 2007.03.14 21:25 | t/p | 17 | 0.20 | 1.9349 | 0.0000 | 1.9349 | 14.00 | 710.71 |
35 | 2007.03.19 03:35 | buy | 18 | 0.20 | 1.9402 | 0.0000 | 1.9412 | ||
36 | 2007.03.19 03:56 | t/p | 18 | 0.20 | 1.9412 | 0.0000 | 1.9412 | 20.00 | 730.71 |
37 | 2007.03.19 08:40 | buy | 19 | 0.20 | 1.9409 | 0.0000 | 1.9415 | ||
38 | 2007.03.19 09:15 | t/p | 19 | 0.20 | 1.9415 | 0.0000 | 1.9415 | 12.00 | 742.71 |
39 | 2007.03.19 13:25 | sell | 20 | 0.20 | 1.9435 | 0.0000 | 1.9428 | ||
40 | 2007.03.19 19:23 | t/p | 20 | 0.20 | 1.9428 | 0.0000 | 1.9428 | 14.00 | 756.71 |
41 | 2007.03.20 17:55 | sell | 21 | 0.20 | 1.9587 | 0.0000 | 1.9578 | ||
42 | 2007.03.21 11:30 | t/p | 21 | 0.20 | 1.9578 | 0.0000 | 1.9578 | 17.22 | 773.93 |
43 | 2007.03.22 00:05 | sell | 22 | 0.20 | 1.9688 | 0.0000 | 1.9681 | ||
44 | 2007.03.22 00:13 | t/p | 22 | 0.20 | 1.9681 | 0.0000 | 1.9681 | 14.00 | 787.93 |
45 | 2007.03.23 11:10 | buy | 23 | 0.20 | 1.9643 | 0.0000 | 1.9658 | ||
46 | 2007.03.23 12:21 | t/p | 23 | 0.20 | 1.9658 | 0.0000 | 1.9658 | 30.00 | 817.93 |
47 | 2007.03.26 20:55 | sell | 24 | 0.20 | 1.9699 | 0.0000 | 1.9693 | ||
48 | 2007.03.26 23:02 | t/p | 24 | 0.20 | 1.9693 | 0.0000 | 1.9693 | 12.00 | 829.93 |
49 | 2007.04.17 18:50 | sell | 25 | 0.20 | 2.0067 | 0.0000 | 2.0056 | ||
50 | 2007.04.17 19:08 | t/p | 25 | 0.20 | 2.0056 | 0.0000 | 2.0056 | 22.00 | 851.93 |
51 | 2007.04.18 18:05 | buy | 26 | 0.20 | 2.0047 | 0.0000 | 2.0056 | ||
52 | 2007.04.18 19:36 | t/p | 26 | 0.20 | 2.0056 | 0.0000 | 2.0056 | 18.00 | 869.93 |
53 | 2007.05.02 16:05 | buy | 27 | 0.20 | 1.9904 | 0.0000 | 1.9912 | ||
54 | 2007.05.02 16:13 | t/p | 27 | 0.20 | 1.9912 | 0.0000 | 1.9912 | 16.00 | 885.93 |
55 | 2007.05.03 15:35 | buy | 28 | 0.20 | 1.9915 | 0.0000 | 1.9925 | ||
56 | 2007.05.04 16:37 | t/p | 28 | 0.20 | 1.9925 | 0.0000 | 1.9925 | 20.16 | 906.09 |
57 | 2007.05.08 17:15 | buy | 29 | 0.30 | 1.9921 | 0.0000 | 1.9928 | ||
58 | 2007.05.09 12:59 | t/p | 29 | 0.30 | 1.9928 | 0.0000 | 1.9928 | 21.24 | 927.33 |
59 | 2007.05.10 18:45 | buy | 30 | 0.30 | 1.9821 | 0.0000 | 1.9828 | ||
60 | 2007.05.10 18:55 | t/p | 30 | 0.30 | 1.9828 | 0.0000 | 1.9828 | 21.00 | 948.33 |
61 | 2007.05.29 15:25 | sell | 31 | 0.30 | 1.9867 | 0.0000 | 1.9859 | ||
62 | 2007.05.29 15:43 | t/p | 31 | 0.30 | 1.9859 | 0.0000 | 1.9859 | 24.00 | 972.33 |
63 | 2007.05.29 20:45 | buy | 32 | 0.30 | 1.9806 | 0.0000 | 1.9812 | ||
64 | 2007.05.29 23:14 | t/p | 32 | 0.30 | 1.9812 | 0.0000 | 1.9812 | 18.00 | 990.33 |
65 | 2007.06.01 00:10 | sell | 33 | 0.30 | 1.9806 | 0.0000 | 1.9800 | ||
66 | 2007.06.01 01:20 | t/p | 33 | 0.30 | 1.9800 | 0.0000 | 1.9800 | 18.00 | 1008.33 |
67 | 2007.06.01 10:40 | sell | 34 | 0.30 | 1.9792 | 0.0000 | 1.9785 | ||
68 | 2007.06.01 11:26 | t/p | 34 | 0.30 | 1.9785 | 0.0000 | 1.9785 | 21.00 | 1029.33 |
69 | 2007.06.07 19:15 | buy | 35 | 0.30 | 1.9792 | 0.0000 | 1.9800 | ||
70 | 2007.06.18 09:45 | t/p | 35 | 0.30 | 1.9800 | 0.0000 | 1.9800 | 26.16 | 1055.49 |
71 | 2007.06.20 16:00 | sell | 36 | 0.30 | 1.9938 | 0.0000 | 1.9932 | ||
72 | 2007.06.20 16:10 | t/p | 36 | 0.30 | 1.9932 | 0.0000 | 1.9932 | 18.00 | 1073.49 |
73 | 2007.06.21 16:15 | buy | 37 | 0.30 | 1.9924 | 0.0000 | 1.9930 | ||
74 | 2007.06.22 00:17 | t/p | 37 | 0.30 | 1.9930 | 0.0000 | 1.9930 | 18.24 | 1091.73 |
75 | 2007.06.29 22:00 | sell | 38 | 0.30 | 2.0075 | 0.0000 | 2.0069 | ||
76 | 2007.07.01 23:15 | t/p | 38 | 0.30 | 2.0069 | 0.0000 | 2.0069 | 18.00 | 1109.73 |
77 | 2007.07.05 10:55 | sell | 39 | 0.30 | 2.0165 | 0.0000 | 2.0157 | ||
78 | 2007.07.05 13:00 | t/p | 39 | 0.30 | 2.0157 | 0.0000 | 2.0157 | 24.00 | 1133.73 |
79 | 2007.07.13 18:50 | sell | 40 | 0.30 | 2.0357 | 0.0000 | 2.0343 | ||
80 | 2007.07.13 19:31 | t/p | 40 | 0.30 | 2.0343 | 0.0000 | 2.0343 | 42.00 | 1175.73 |