Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 1 Minute (M1) 2004.07.01 00:02 - 2007.06.28 23:56 (2004.07.01 - 2007.06.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Pair="GBPJPY"; Target=330; StopLoss=200; OpenHours=22; LotsTrade=1; | ||||
Bars in test | 1071218 | Ticks modelled | 9431351 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9395.24 | Gross profit | 21684.60 | Gross loss | -31079.84 |
Profit factor | 0.70 | Expected payoff | -335.54 | ||
Absolute drawdown | 9395.24 | Maximal drawdown | 14939.69 (96.11%) | Relative drawdown | 96.11% (14939.69) |
Total trades | 28 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 15 (33.33%) |
Profit trades (% of total) | 11 (39.29%) | Loss trades (% of total) | 17 (60.71%) | ||
Largest | profit trade | 3285.85 | loss trade | -3120.97 | |
Average | profit trade | 1971.33 | loss trade | -1828.23 | |
Maximum | consecutive wins (profit in money) | 2 (4199.02) | consecutive losses (loss in money) | 5 (-8446.71) | |
Maximal | consecutive profit (count of wins) | 4199.02 (2) | consecutive loss (count of losses) | -8446.71 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2004.07.01 22:00 | buy | 1 | 1.00 | 197.14 | 195.14 | 200.44 | ||
2 | 2004.07.01 22:00 | sell | 2 | 1.00 | 197.07 | 199.07 | 193.77 | ||
3 | 2004.07.05 01:37 | s/l | 2 | 1.00 | 199.07 | 199.07 | 193.77 | -1827.25 | 8172.75 |
4 | 2004.07.05 01:37 | buy | 3 | 1.00 | 199.08 | 195.14 | 200.44 | ||
5 | 2004.07.06 03:42 | t/p | 1 | 1.00 | 200.44 | 195.14 | 200.44 | 2977.85 | 11150.60 |
6 | 2004.07.06 03:42 | t/p | 3 | 1.00 | 200.44 | 195.14 | 200.44 | 1221.17 | 12371.77 |
7 | 2004.07.06 22:00 | buy | 4 | 1.00 | 201.74 | 199.74 | 205.04 | ||
8 | 2004.07.06 22:00 | sell | 5 | 1.00 | 201.67 | 203.67 | 198.37 | ||
9 | 2004.07.16 14:10 | s/l | 5 | 1.00 | 203.67 | 203.67 | 198.37 | -2175.33 | 10196.44 |
10 | 2004.07.16 14:10 | buy | 6 | 1.00 | 203.68 | 199.74 | 205.04 | ||
11 | 2004.08.18 15:11 | s/l | 4 | 1.00 | 199.74 | 199.74 | 205.04 | -654.41 | 9542.03 |
12 | 2004.08.18 15:11 | s/l | 6 | 1.00 | 199.74 | 199.74 | 205.04 | -2667.76 | 6874.27 |
13 | 2004.08.18 22:00 | buy | 7 | 1.00 | 199.48 | 197.48 | 202.78 | ||
14 | 2004.08.18 22:00 | sell | 8 | 1.00 | 199.41 | 201.41 | 196.11 | ||
15 | 2004.08.24 14:22 | s/l | 7 | 1.00 | 197.48 | 197.48 | 202.78 | -1604.08 | 5270.19 |
16 | 2004.08.24 14:22 | sell | 9 | 1.00 | 197.46 | 201.41 | 196.11 | ||
17 | 2004.08.24 20:36 | t/p | 8 | 1.00 | 196.11 | 201.41 | 196.11 | 2691.22 | 7961.41 |
18 | 2004.08.24 20:36 | t/p | 9 | 1.00 | 196.11 | 201.41 | 196.11 | 1186.40 | 9147.81 |
19 | 2004.08.24 22:00 | buy | 10 | 1.00 | 196.45 | 194.45 | 199.75 | ||
20 | 2004.08.24 22:00 | sell | 11 | 1.00 | 196.38 | 198.38 | 193.08 | ||
21 | 2004.08.25 12:14 | s/l | 11 | 1.00 | 198.38 | 198.38 | 193.08 | -1792.44 | 7355.37 |
22 | 2004.08.25 12:14 | buy | 12 | 1.00 | 198.38 | 194.45 | 199.75 | ||
23 | 2004.09.07 14:24 | s/l | 10 | 1.00 | 194.45 | 194.45 | 199.75 | -1398.74 | 5956.63 |
24 | 2004.09.07 14:24 | s/l | 12 | 1.00 | 194.45 | 194.45 | 199.75 | -3120.97 | 2835.66 |
25 | 2004.09.07 22:00 | buy | 13 | 1.00 | 193.79 | 191.79 | 197.09 | ||
26 | 2004.09.07 22:00 | sell | 14 | 1.00 | 193.72 | 195.72 | 190.42 | ||
27 | 2004.09.09 09:26 | s/l | 14 | 1.00 | 195.72 | 195.72 | 190.42 | -1896.85 | 938.80 |
28 | 2004.09.10 06:51 | t/p | 13 | 1.00 | 197.09 | 191.79 | 197.09 | 3029.17 | 3967.98 |
29 | 2004.09.10 22:01 | buy | 15 | 1.00 | 196.88 | 194.88 | 200.18 | ||
30 | 2004.09.10 22:01 | sell | 16 | 1.00 | 196.81 | 198.81 | 193.51 | ||
31 | 2004.09.23 03:16 | s/l | 16 | 1.00 | 198.81 | 198.81 | 193.51 | -2210.13 | 1757.85 |
32 | 2004.09.23 10:33 | buy | 17 | 1.00 | 199.25 | 194.88 | 200.18 | ||
33 | 2004.09.27 09:38 | t/p | 15 | 1.00 | 200.18 | 194.88 | 200.18 | 3285.85 | 5043.70 |
34 | 2004.09.27 09:38 | t/p | 17 | 1.00 | 200.18 | 194.88 | 200.18 | 868.85 | 5912.56 |
35 | 2004.09.27 22:00 | buy | 18 | 1.00 | 201.33 | 199.33 | 204.63 | ||
36 | 2004.09.27 22:00 | sell | 19 | 1.00 | 201.26 | 203.26 | 197.96 | ||
37 | 2004.09.29 16:37 | s/l | 18 | 1.00 | 199.33 | 199.33 | 204.63 | -1706.75 | 4205.81 |
38 | 2004.09.29 16:37 | sell | 20 | 1.00 | 199.32 | 203.26 | 197.96 | ||
39 | 2004.10.01 12:12 | t/p | 19 | 1.00 | 197.96 | 203.26 | 197.96 | 2691.23 | 6897.04 |
40 | 2004.10.01 12:12 | t/p | 20 | 1.00 | 197.96 | 203.26 | 197.96 | 1055.96 | 7952.99 |
41 | 2004.10.01 22:00 | buy | 21 | 1.00 | 198.60 | 196.60 | 201.90 | ||
42 | 2004.10.01 22:00 | sell | 22 | 1.00 | 198.53 | 200.53 | 195.23 | ||
43 | 2004.10.08 17:07 | s/l | 21 | 1.00 | 196.60 | 196.60 | 201.90 | -1578.42 | 6374.57 |
44 | 2004.10.08 17:07 | sell | 23 | 1.00 | 196.60 | 200.53 | 195.23 | ||
45 | 2004.10.27 17:02 | t/p | 22 | 1.00 | 195.23 | 200.53 | 195.23 | 2064.67 | 8439.24 |
46 | 2004.10.27 17:02 | t/p | 23 | 1.00 | 195.23 | 200.53 | 195.23 | 612.23 | 9051.47 |
47 | 2004.10.27 22:00 | buy | 24 | 1.00 | 194.65 | 192.65 | 197.95 | ||
48 | 2004.10.27 22:00 | sell | 25 | 1.00 | 194.58 | 196.58 | 191.28 | ||
49 | 2004.11.03 12:06 | s/l | 25 | 1.00 | 196.58 | 196.58 | 191.28 | -2001.29 | 7050.18 |
50 | 2004.11.03 12:06 | buy | 26 | 1.00 | 196.59 | 192.65 | 197.95 | ||
51 | 2004.11.18 09:18 | s/l | 24 | 1.00 | 192.65 | 192.65 | 197.95 | -1142.08 | 5908.10 |
52 | 2004.11.18 09:18 | s/l | 26 | 1.00 | 192.65 | 192.65 | 197.95 | -3027.09 | 2881.01 |
53 | 2004.11.18 22:00 | buy | 27 | 1.00 | 192.98 | 190.98 | 196.28 | ||
54 | 2004.11.18 22:00 | sell | 28 | 1.00 | 192.91 | 194.91 | 189.61 | ||
55 | 2004.11.19 15:43 | s/l | 27 | 1.00 | 190.98 | 190.98 | 196.28 | -1732.40 | 1148.60 |
56 | 2004.11.23 16:32 | close at stop | 28 | 1.00 | 193.41 | 194.91 | 189.61 | -543.85 | 604.76 |