Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.08.01 00:00 - 2007.08.10 00:00 (2007.08.01 - 2007.08.10) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | MagicNumberBase=1000; Slippage=3; Lots=0.1; TP=60; SL=30; TrailingStop=30; filters="-------------------------------------"; SignalBarsBack=3; useZigZagyConfirmation=true; | ||||
Bars in test | 5170 | Ticks modelled | 39383 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 179.61 | Gross profit | 240.00 | Gross loss | -60.39 |
Profit factor | 3.97 | Expected payoff | 29.94 | ||
Absolute drawdown | 35.39 | Maximal drawdown | 48.00 (0.48%) | Relative drawdown | 0.48% (48.00) |
Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 60.00 | loss trade | -30.39 | |
Average | profit trade | 60.00 | loss trade | -30.20 | |
Maximum | consecutive wins (profit in money) | 2 (120.00) | consecutive losses (loss in money) | 1 (-30.39) | |
Maximal | consecutive profit (count of wins) | 120.00 (2) | consecutive loss (count of losses) | -30.39 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.08.05 23:00 | sell | 1 | 0.10 | 2.0396 | 2.0426 | 2.0336 | ||
2 | 2007.08.06 00:47 | s/l | 1 | 0.10 | 2.0426 | 2.0426 | 2.0336 | -30.39 | 9969.61 |
3 | 2007.08.06 12:00 | sell | 2 | 0.10 | 2.0419 | 2.0449 | 2.0359 | ||
4 | 2007.08.06 12:24 | modify | 2 | 0.10 | 2.0419 | 2.0419 | 2.0359 | ||
5 | 2007.08.06 12:32 | modify | 2 | 0.10 | 2.0419 | 2.0416 | 2.0359 | ||
6 | 2007.08.06 12:32 | modify | 2 | 0.10 | 2.0419 | 2.0415 | 2.0359 | ||
7 | 2007.08.06 12:32 | modify | 2 | 0.10 | 2.0419 | 2.0412 | 2.0359 | ||
8 | 2007.08.06 12:44 | modify | 2 | 0.10 | 2.0419 | 2.0411 | 2.0359 | ||
9 | 2007.08.06 12:45 | modify | 2 | 0.10 | 2.0419 | 2.0408 | 2.0359 | ||
10 | 2007.08.06 12:45 | modify | 2 | 0.10 | 2.0419 | 2.0406 | 2.0359 | ||
11 | 2007.08.06 12:45 | modify | 2 | 0.10 | 2.0419 | 2.0405 | 2.0359 | ||
12 | 2007.08.06 12:45 | modify | 2 | 0.10 | 2.0419 | 2.0403 | 2.0359 | ||
13 | 2007.08.06 12:46 | modify | 2 | 0.10 | 2.0419 | 2.0402 | 2.0359 | ||
14 | 2007.08.06 12:46 | modify | 2 | 0.10 | 2.0419 | 2.0401 | 2.0359 | ||
15 | 2007.08.06 12:46 | modify | 2 | 0.10 | 2.0419 | 2.0400 | 2.0359 | ||
16 | 2007.08.06 12:53 | modify | 2 | 0.10 | 2.0419 | 2.0398 | 2.0359 | ||
17 | 2007.08.06 12:54 | modify | 2 | 0.10 | 2.0419 | 2.0397 | 2.0359 | ||
18 | 2007.08.06 12:54 | modify | 2 | 0.10 | 2.0419 | 2.0396 | 2.0359 | ||
19 | 2007.08.06 12:56 | modify | 2 | 0.10 | 2.0419 | 2.0394 | 2.0359 | ||
20 | 2007.08.06 12:57 | modify | 2 | 0.10 | 2.0419 | 2.0393 | 2.0359 | ||
21 | 2007.08.06 12:57 | t/p | 2 | 0.10 | 2.0359 | 2.0393 | 2.0359 | 60.00 | 10029.61 |
22 | 2007.08.06 12:57 | sell | 3 | 0.10 | 2.0355 | 2.0385 | 2.0295 | ||
23 | 2007.08.06 13:20 | modify | 3 | 0.10 | 2.0355 | 2.0354 | 2.0295 | ||
24 | 2007.08.06 13:20 | modify | 3 | 0.10 | 2.0355 | 2.0350 | 2.0295 | ||
25 | 2007.08.06 13:20 | modify | 3 | 0.10 | 2.0355 | 2.0347 | 2.0295 | ||
26 | 2007.08.06 13:20 | modify | 3 | 0.10 | 2.0355 | 2.0342 | 2.0295 | ||
27 | 2007.08.06 13:40 | modify | 3 | 0.10 | 2.0355 | 2.0341 | 2.0295 | ||
28 | 2007.08.06 13:40 | modify | 3 | 0.10 | 2.0355 | 2.0339 | 2.0295 | ||
29 | 2007.08.06 13:48 | modify | 3 | 0.10 | 2.0355 | 2.0338 | 2.0295 | ||
30 | 2007.08.06 13:48 | modify | 3 | 0.10 | 2.0355 | 2.0337 | 2.0295 | ||
31 | 2007.08.06 13:48 | modify | 3 | 0.10 | 2.0355 | 2.0335 | 2.0295 | ||
32 | 2007.08.06 13:51 | modify | 3 | 0.10 | 2.0355 | 2.0333 | 2.0295 | ||
33 | 2007.08.06 13:53 | modify | 3 | 0.10 | 2.0355 | 2.0332 | 2.0295 | ||
34 | 2007.08.06 13:53 | modify | 3 | 0.10 | 2.0355 | 2.0331 | 2.0295 | ||
35 | 2007.08.06 13:53 | modify | 3 | 0.10 | 2.0355 | 2.0330 | 2.0295 | ||
36 | 2007.08.06 13:53 | modify | 3 | 0.10 | 2.0355 | 2.0329 | 2.0295 | ||
37 | 2007.08.06 13:53 | modify | 3 | 0.10 | 2.0355 | 2.0328 | 2.0295 | ||
38 | 2007.08.06 13:54 | modify | 3 | 0.10 | 2.0355 | 2.0326 | 2.0295 | ||
39 | 2007.08.06 13:54 | t/p | 3 | 0.10 | 2.0295 | 2.0326 | 2.0295 | 60.00 | 10089.61 |
40 | 2007.08.07 21:00 | buy | 4 | 0.10 | 2.0223 | 2.0193 | 2.0283 | ||
41 | 2007.08.07 21:20 | s/l | 4 | 0.10 | 2.0193 | 2.0193 | 2.0283 | -30.00 | 10059.61 |
42 | 2007.08.07 21:20 | buy | 5 | 0.10 | 2.0197 | 2.0167 | 2.0257 | ||
43 | 2007.08.07 21:29 | modify | 5 | 0.10 | 2.0197 | 2.0197 | 2.0257 | ||
44 | 2007.08.07 21:29 | modify | 5 | 0.10 | 2.0197 | 2.0198 | 2.0257 | ||
45 | 2007.08.07 21:30 | modify | 5 | 0.10 | 2.0197 | 2.0199 | 2.0257 | ||
46 | 2007.08.07 21:30 | modify | 5 | 0.10 | 2.0197 | 2.0200 | 2.0257 | ||
47 | 2007.08.07 21:31 | modify | 5 | 0.10 | 2.0197 | 2.0201 | 2.0257 | ||
48 | 2007.08.07 21:32 | modify | 5 | 0.10 | 2.0197 | 2.0202 | 2.0257 | ||
49 | 2007.08.07 21:32 | modify | 5 | 0.10 | 2.0197 | 2.0205 | 2.0257 | ||
50 | 2007.08.07 21:35 | modify | 5 | 0.10 | 2.0197 | 2.0206 | 2.0257 | ||
51 | 2007.08.07 21:36 | modify | 5 | 0.10 | 2.0197 | 2.0207 | 2.0257 | ||
52 | 2007.08.07 21:36 | modify | 5 | 0.10 | 2.0197 | 2.0208 | 2.0257 | ||
53 | 2007.08.07 21:36 | modify | 5 | 0.10 | 2.0197 | 2.0209 | 2.0257 | ||
54 | 2007.08.07 21:36 | modify | 5 | 0.10 | 2.0197 | 2.0210 | 2.0257 | ||
55 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0212 | 2.0257 | ||
56 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0214 | 2.0257 | ||
57 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0216 | 2.0257 | ||
58 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0218 | 2.0257 | ||
59 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0220 | 2.0257 | ||
60 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0221 | 2.0257 | ||
61 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0222 | 2.0257 | ||
62 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0223 | 2.0257 | ||
63 | 2007.08.07 21:37 | modify | 5 | 0.10 | 2.0197 | 2.0225 | 2.0257 | ||
64 | 2007.08.07 22:21 | t/p | 5 | 0.10 | 2.0257 | 2.0225 | 2.0257 | 60.00 | 10119.61 |
65 | 2007.08.08 12:00 | buy | 6 | 0.10 | 2.0238 | 2.0208 | 2.0298 | ||
66 | 2007.08.08 13:14 | modify | 6 | 0.10 | 2.0238 | 2.0239 | 2.0298 | ||
67 | 2007.08.08 13:14 | modify | 6 | 0.10 | 2.0238 | 2.0241 | 2.0298 | ||
68 | 2007.08.08 13:14 | modify | 6 | 0.10 | 2.0238 | 2.0243 | 2.0298 | ||
69 | 2007.08.08 13:15 | modify | 6 | 0.10 | 2.0238 | 2.0244 | 2.0298 | ||
70 | 2007.08.08 13:15 | modify | 6 | 0.10 | 2.0238 | 2.0246 | 2.0298 | ||
71 | 2007.08.08 13:15 | modify | 6 | 0.10 | 2.0238 | 2.0247 | 2.0298 | ||
72 | 2007.08.08 13:15 | modify | 6 | 0.10 | 2.0238 | 2.0248 | 2.0298 | ||
73 | 2007.08.08 13:18 | modify | 6 | 0.10 | 2.0238 | 2.0249 | 2.0298 | ||
74 | 2007.08.08 13:18 | modify | 6 | 0.10 | 2.0238 | 2.0250 | 2.0298 | ||
75 | 2007.08.08 13:18 | modify | 6 | 0.10 | 2.0238 | 2.0251 | 2.0298 | ||
76 | 2007.08.08 13:18 | modify | 6 | 0.10 | 2.0238 | 2.0252 | 2.0298 | ||
77 | 2007.08.08 13:18 | modify | 6 | 0.10 | 2.0238 | 2.0254 | 2.0298 | ||
78 | 2007.08.08 13:19 | modify | 6 | 0.10 | 2.0238 | 2.0255 | 2.0298 | ||
79 | 2007.08.08 13:35 | modify | 6 | 0.10 | 2.0238 | 2.0260 | 2.0298 | ||
80 | 2007.08.08 13:36 | modify | 6 | 0.10 | 2.0238 | 2.0261 | 2.0298 | ||
81 | 2007.08.08 13:36 | modify | 6 | 0.10 | 2.0238 | 2.0262 | 2.0298 | ||
82 | 2007.08.08 13:58 | modify | 6 | 0.10 | 2.0238 | 2.0264 | 2.0298 | ||
83 | 2007.08.08 13:58 | modify | 6 | 0.10 | 2.0238 | 2.0266 | 2.0298 | ||
84 | 2007.08.08 13:58 | modify | 6 | 0.10 | 2.0238 | 2.0267 | 2.0298 | ||
85 | 2007.08.08 13:58 | t/p | 6 | 0.10 | 2.0298 | 2.0267 | 2.0298 | 60.00 | 10179.61 |