Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 5 Minutes (M5) 2007.03.01 00:00 - 2007.07.15 23:55 (2007.03.01 - 2007.07.16) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Bars in test | 31083 | Ticks modelled | 365164 | Modelling quality | 88.59% |
Initial deposit | 500.00 | ||||
Total net profit | 339.61 | Gross profit | 339.61 | Gross loss | 0.00 |
Profit factor | Expected payoff | 12.58 | |||
Absolute drawdown | 99.83 | Maximal drawdown | 341.84 (46.07%) | Relative drawdown | 46.07% (341.84) |
Total trades | 27 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 27 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 28.00 | loss trade | 0.00 | |
Average | profit trade | 12.58 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 27 (339.61) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 339.61 (27) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 27 | consecutive losses | 0 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.03.06 06:55 | buy | 1 | 0.10 | 1.9263 | 0.0000 | 1.9277 | ||
2 | 2007.03.06 09:46 | t/p | 1 | 0.10 | 1.9277 | 0.0000 | 1.9277 | 14.00 | 514.00 |
3 | 2007.03.08 22:10 | buy | 2 | 0.10 | 1.9288 | 0.0000 | 1.9295 | ||
4 | 2007.03.09 01:51 | t/p | 2 | 0.10 | 1.9295 | 0.0000 | 1.9295 | 7.08 | 521.08 |
5 | 2007.03.14 14:25 | buy | 3 | 0.10 | 1.9227 | 0.0000 | 1.9234 | ||
6 | 2007.03.14 15:02 | t/p | 3 | 0.10 | 1.9234 | 0.0000 | 1.9234 | 7.00 | 528.08 |
7 | 2007.03.14 21:20 | sell | 4 | 0.10 | 1.9356 | 0.0000 | 1.9349 | ||
8 | 2007.03.14 21:25 | t/p | 4 | 0.10 | 1.9349 | 0.0000 | 1.9349 | 7.00 | 535.08 |
9 | 2007.03.19 03:35 | buy | 5 | 0.10 | 1.9402 | 0.0000 | 1.9412 | ||
10 | 2007.03.19 03:56 | t/p | 5 | 0.10 | 1.9412 | 0.0000 | 1.9412 | 10.00 | 545.08 |
11 | 2007.03.19 08:40 | buy | 6 | 0.10 | 1.9409 | 0.0000 | 1.9415 | ||
12 | 2007.03.19 09:15 | t/p | 6 | 0.10 | 1.9415 | 0.0000 | 1.9415 | 6.00 | 551.08 |
13 | 2007.03.19 13:25 | sell | 7 | 0.10 | 1.9435 | 0.0000 | 1.9428 | ||
14 | 2007.03.19 19:23 | t/p | 7 | 0.10 | 1.9428 | 0.0000 | 1.9428 | 7.00 | 558.08 |
15 | 2007.03.20 17:55 | sell | 8 | 0.10 | 1.9587 | 0.0000 | 1.9578 | ||
16 | 2007.03.21 11:30 | t/p | 8 | 0.10 | 1.9578 | 0.0000 | 1.9578 | 8.61 | 566.69 |
17 | 2007.03.22 00:05 | sell | 9 | 0.10 | 1.9688 | 0.0000 | 1.9681 | ||
18 | 2007.03.22 00:13 | t/p | 9 | 0.10 | 1.9681 | 0.0000 | 1.9681 | 7.00 | 573.69 |
19 | 2007.03.23 11:10 | buy | 10 | 0.10 | 1.9643 | 0.0000 | 1.9658 | ||
20 | 2007.03.23 12:21 | t/p | 10 | 0.10 | 1.9658 | 0.0000 | 1.9658 | 15.00 | 588.69 |
21 | 2007.03.26 20:55 | sell | 11 | 0.10 | 1.9699 | 0.0000 | 1.9693 | ||
22 | 2007.03.26 23:02 | t/p | 11 | 0.10 | 1.9693 | 0.0000 | 1.9693 | 6.00 | 594.69 |
23 | 2007.04.17 18:50 | sell | 12 | 0.10 | 2.0067 | 0.0000 | 2.0056 | ||
24 | 2007.04.17 19:08 | t/p | 12 | 0.10 | 2.0056 | 0.0000 | 2.0056 | 11.00 | 605.69 |
25 | 2007.04.18 18:05 | buy | 13 | 0.20 | 2.0047 | 0.0000 | 2.0056 | ||
26 | 2007.04.18 19:36 | t/p | 13 | 0.20 | 2.0056 | 0.0000 | 2.0056 | 18.00 | 623.69 |
27 | 2007.05.02 16:05 | buy | 14 | 0.20 | 1.9904 | 0.0000 | 1.9912 | ||
28 | 2007.05.02 16:13 | t/p | 14 | 0.20 | 1.9912 | 0.0000 | 1.9912 | 16.00 | 639.69 |
29 | 2007.05.03 15:35 | buy | 15 | 0.20 | 1.9915 | 0.0000 | 1.9925 | ||
30 | 2007.05.04 16:37 | t/p | 15 | 0.20 | 1.9925 | 0.0000 | 1.9925 | 20.16 | 659.85 |
31 | 2007.05.08 17:15 | buy | 16 | 0.20 | 1.9921 | 0.0000 | 1.9928 | ||
32 | 2007.05.09 12:59 | t/p | 16 | 0.20 | 1.9928 | 0.0000 | 1.9928 | 14.16 | 674.01 |
33 | 2007.05.10 18:45 | buy | 17 | 0.20 | 1.9821 | 0.0000 | 1.9828 | ||
34 | 2007.05.10 18:55 | t/p | 17 | 0.20 | 1.9828 | 0.0000 | 1.9828 | 14.00 | 688.01 |
35 | 2007.05.29 15:25 | sell | 18 | 0.20 | 1.9867 | 0.0000 | 1.9859 | ||
36 | 2007.05.29 15:43 | t/p | 18 | 0.20 | 1.9859 | 0.0000 | 1.9859 | 16.00 | 704.01 |
37 | 2007.05.29 20:45 | buy | 19 | 0.20 | 1.9806 | 0.0000 | 1.9812 | ||
38 | 2007.05.29 23:14 | t/p | 19 | 0.20 | 1.9812 | 0.0000 | 1.9812 | 12.00 | 716.01 |
39 | 2007.06.01 00:10 | sell | 20 | 0.20 | 1.9806 | 0.0000 | 1.9800 | ||
40 | 2007.06.01 01:20 | t/p | 20 | 0.20 | 1.9800 | 0.0000 | 1.9800 | 12.00 | 728.01 |
41 | 2007.06.01 10:40 | sell | 21 | 0.20 | 1.9792 | 0.0000 | 1.9785 | ||
42 | 2007.06.01 11:26 | t/p | 21 | 0.20 | 1.9785 | 0.0000 | 1.9785 | 14.00 | 742.01 |
43 | 2007.06.07 19:15 | buy | 22 | 0.20 | 1.9792 | 0.0000 | 1.9800 | ||
44 | 2007.06.18 09:45 | t/p | 22 | 0.20 | 1.9800 | 0.0000 | 1.9800 | 17.44 | 759.45 |
45 | 2007.06.20 16:00 | sell | 23 | 0.20 | 1.9938 | 0.0000 | 1.9932 | ||
46 | 2007.06.20 16:10 | t/p | 23 | 0.20 | 1.9932 | 0.0000 | 1.9932 | 12.00 | 771.45 |
47 | 2007.06.21 16:15 | buy | 24 | 0.20 | 1.9924 | 0.0000 | 1.9930 | ||
48 | 2007.06.22 00:17 | t/p | 24 | 0.20 | 1.9930 | 0.0000 | 1.9930 | 12.16 | 783.61 |
49 | 2007.06.29 22:00 | sell | 25 | 0.20 | 2.0075 | 0.0000 | 2.0069 | ||
50 | 2007.07.01 23:15 | t/p | 25 | 0.20 | 2.0069 | 0.0000 | 2.0069 | 12.00 | 795.61 |
51 | 2007.07.05 10:55 | sell | 26 | 0.20 | 2.0165 | 0.0000 | 2.0157 | ||
52 | 2007.07.05 13:00 | t/p | 26 | 0.20 | 2.0157 | 0.0000 | 2.0157 | 16.00 | 811.61 |
53 | 2007.07.13 18:50 | sell | 27 | 0.20 | 2.0357 | 0.0000 | 2.0343 | ||
54 | 2007.07.13 19:31 | t/p | 27 | 0.20 | 2.0343 | 0.0000 | 2.0343 | 28.00 | 839.61 |