Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Minute (M1) 2007.10.01 00:00 - 2008.01.23 23:58 (2007.10.01 - 2008.01.24) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MagicNumber=20080122; TakeProfit=50; StopLoss=55; Lots=0.1; StartHour=900; OpenBuy=true; OpenSell=true; NumBuys=1; NumSells=1; Slippage=3; | ||||
Bars in test | 100648 | Ticks modelled | 190790 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 342.14 | Gross profit | 1850.14 | Gross loss | -1508.00 |
Profit factor | 1.23 | Expected payoff | 5.43 | ||
Absolute drawdown | 294.86 | Maximal drawdown | 514.86 (5.04%) | Relative drawdown | 5.04% (514.86) |
Total trades | 63 | Short positions (won %) | 40 (60.00%) | Long positions (won %) | 23 (56.52%) |
Profit trades (% of total) | 37 (58.73%) | Loss trades (% of total) | 26 (41.27%) | ||
Largest | profit trade | 50.14 | loss trade | -58.00 | |
Average | profit trade | 50.00 | loss trade | -58.00 | |
Maximum | consecutive wins (profit in money) | 6 (300.00) | consecutive losses (loss in money) | 4 (-232.00) | |
Maximal | consecutive profit (count of wins) | 300.00 (6) | consecutive loss (count of losses) | -232.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.10.01 09:00 | sell | 1 | 0.10 | 2.0488 | 2.0546 | 2.0438 | ||
2 | 2007.10.01 10:17 | t/p | 1 | 0.10 | 2.0438 | 2.0546 | 2.0438 | 50.00 | 10050.00 |
3 | 2007.10.03 09:00 | sell | 2 | 0.10 | 2.0408 | 2.0466 | 2.0358 | ||
4 | 2007.10.03 10:48 | t/p | 2 | 0.10 | 2.0358 | 2.0466 | 2.0358 | 50.00 | 10100.00 |
5 | 2007.10.05 09:00 | buy | 3 | 0.10 | 2.0366 | 2.0308 | 2.0416 | ||
6 | 2007.10.05 14:36 | s/l | 3 | 0.10 | 2.0308 | 2.0308 | 2.0416 | -58.00 | 10042.00 |
7 | 2007.10.08 09:00 | sell | 4 | 0.10 | 2.0412 | 2.0470 | 2.0362 | ||
8 | 2007.10.08 17:47 | t/p | 4 | 0.10 | 2.0362 | 2.0470 | 2.0362 | 50.00 | 10092.00 |
9 | 2007.10.09 09:00 | sell | 5 | 0.10 | 2.0333 | 2.0391 | 2.0283 | ||
10 | 2007.10.09 13:46 | t/p | 5 | 0.10 | 2.0283 | 2.0391 | 2.0283 | 50.00 | 10142.00 |
11 | 2007.10.10 09:00 | buy | 6 | 0.10 | 2.0406 | 2.0348 | 2.0456 | ||
12 | 2007.10.10 11:32 | t/p | 6 | 0.10 | 2.0456 | 2.0348 | 2.0456 | 50.00 | 10192.00 |
13 | 2007.10.12 09:00 | sell | 7 | 0.10 | 2.0277 | 2.0335 | 2.0227 | ||
14 | 2007.10.12 14:42 | s/l | 7 | 0.10 | 2.0335 | 2.0335 | 2.0227 | -58.00 | 10134.00 |
15 | 2007.10.16 09:00 | buy | 8 | 0.10 | 2.0421 | 2.0363 | 2.0471 | ||
16 | 2007.10.16 09:33 | s/l | 8 | 0.10 | 2.0363 | 2.0363 | 2.0471 | -58.00 | 10076.00 |
17 | 2007.10.17 09:00 | buy | 9 | 0.10 | 2.0319 | 2.0261 | 2.0369 | ||
18 | 2007.10.17 09:59 | t/p | 9 | 0.10 | 2.0369 | 2.0261 | 2.0369 | 50.00 | 10126.00 |
19 | 2007.10.18 09:00 | buy | 10 | 0.10 | 2.0427 | 2.0369 | 2.0477 | ||
20 | 2007.10.18 14:12 | t/p | 10 | 0.10 | 2.0477 | 2.0369 | 2.0477 | 50.00 | 10176.00 |
21 | 2007.10.22 09:00 | buy | 11 | 0.10 | 2.0524 | 2.0466 | 2.0574 | ||
22 | 2007.10.22 11:34 | s/l | 11 | 0.10 | 2.0466 | 2.0466 | 2.0574 | -58.00 | 10118.00 |
23 | 2007.10.23 09:00 | buy | 12 | 0.10 | 2.0355 | 2.0297 | 2.0405 | ||
24 | 2007.10.23 10:32 | t/p | 12 | 0.10 | 2.0405 | 2.0297 | 2.0405 | 50.00 | 10168.00 |
25 | 2007.10.24 09:00 | sell | 13 | 0.10 | 2.0455 | 2.0513 | 2.0405 | ||
26 | 2007.10.24 16:02 | s/l | 13 | 0.10 | 2.0513 | 2.0513 | 2.0405 | -58.00 | 10110.00 |
27 | 2007.10.26 09:00 | sell | 14 | 0.10 | 2.0550 | 2.0608 | 2.0500 | ||
28 | 2007.10.26 13:26 | t/p | 14 | 0.10 | 2.0500 | 2.0608 | 2.0500 | 50.00 | 10160.00 |
29 | 2007.10.29 09:00 | sell | 15 | 0.10 | 2.0550 | 2.0608 | 2.0500 | ||
30 | 2007.10.29 12:02 | s/l | 15 | 0.10 | 2.0608 | 2.0608 | 2.0500 | -58.00 | 10102.00 |
31 | 2007.10.30 09:00 | sell | 16 | 0.10 | 2.0616 | 2.0674 | 2.0566 | ||
32 | 2007.10.30 15:01 | s/l | 16 | 0.10 | 2.0674 | 2.0674 | 2.0566 | -58.00 | 10044.00 |
33 | 2007.11.02 09:00 | sell | 17 | 0.10 | 2.0823 | 2.0881 | 2.0773 | ||
34 | 2007.11.02 17:52 | s/l | 17 | 0.10 | 2.0881 | 2.0881 | 2.0773 | -58.00 | 9986.00 |
35 | 2007.11.05 09:00 | buy | 18 | 0.10 | 2.0885 | 2.0827 | 2.0935 | ||
36 | 2007.11.05 09:22 | s/l | 18 | 0.10 | 2.0827 | 2.0827 | 2.0935 | -58.00 | 9928.00 |
37 | 2007.11.06 09:00 | buy | 19 | 0.10 | 2.0874 | 2.0816 | 2.0924 | ||
38 | 2007.11.07 03:29 | t/p | 19 | 0.10 | 2.0924 | 2.0816 | 2.0924 | 50.14 | 9978.14 |
39 | 2007.11.07 09:00 | sell | 20 | 0.10 | 2.0939 | 2.0997 | 2.0889 | ||
40 | 2007.11.07 10:22 | s/l | 20 | 0.10 | 2.0997 | 2.0997 | 2.0889 | -58.00 | 9920.14 |
41 | 2007.11.08 09:00 | sell | 21 | 0.10 | 2.1017 | 2.1075 | 2.0967 | ||
42 | 2007.11.08 13:01 | s/l | 21 | 0.10 | 2.1075 | 2.1075 | 2.0967 | -58.00 | 9862.14 |
43 | 2007.11.12 09:00 | buy | 22 | 0.10 | 2.0847 | 2.0789 | 2.0897 | ||
44 | 2007.11.12 09:57 | s/l | 22 | 0.10 | 2.0789 | 2.0789 | 2.0897 | -58.00 | 9804.14 |
45 | 2007.11.13 09:00 | sell | 23 | 0.10 | 2.0663 | 2.0721 | 2.0613 | ||
46 | 2007.11.13 13:19 | s/l | 23 | 0.10 | 2.0721 | 2.0721 | 2.0613 | -58.00 | 9746.14 |
47 | 2007.11.15 09:00 | sell | 24 | 0.10 | 2.0552 | 2.0610 | 2.0502 | ||
48 | 2007.11.15 10:31 | t/p | 24 | 0.10 | 2.0502 | 2.0610 | 2.0502 | 50.00 | 9796.14 |
49 | 2007.11.16 09:00 | sell | 25 | 0.10 | 2.0475 | 2.0533 | 2.0425 | ||
50 | 2007.11.16 09:18 | t/p | 25 | 0.10 | 2.0425 | 2.0533 | 2.0425 | 50.00 | 9846.14 |
51 | 2007.11.19 09:00 | buy | 26 | 0.10 | 2.0481 | 2.0423 | 2.0531 | ||
52 | 2007.11.19 12:15 | t/p | 26 | 0.10 | 2.0531 | 2.0423 | 2.0531 | 50.00 | 9896.14 |
53 | 2007.11.20 09:00 | buy | 27 | 0.10 | 2.0594 | 2.0536 | 2.0644 | ||
54 | 2007.11.20 09:19 | t/p | 27 | 0.10 | 2.0644 | 2.0536 | 2.0644 | 50.00 | 9946.14 |
55 | 2007.11.21 09:00 | buy | 28 | 0.10 | 2.0646 | 2.0588 | 2.0696 | ||
56 | 2007.11.21 10:33 | s/l | 28 | 0.10 | 2.0588 | 2.0588 | 2.0696 | -58.00 | 9888.14 |
57 | 2007.11.22 09:00 | sell | 29 | 0.10 | 2.0655 | 2.0713 | 2.0605 | ||
58 | 2007.11.22 17:58 | t/p | 29 | 0.10 | 2.0605 | 2.0713 | 2.0605 | 50.00 | 9938.14 |
59 | 2007.11.23 09:00 | sell | 30 | 0.10 | 2.0720 | 2.0778 | 2.0670 | ||
60 | 2007.11.23 09:26 | t/p | 30 | 0.10 | 2.0670 | 2.0778 | 2.0670 | 50.00 | 9988.14 |
61 | 2007.11.28 09:00 | sell | 31 | 0.10 | 2.0608 | 2.0666 | 2.0558 | ||
62 | 2007.11.28 14:24 | s/l | 31 | 0.10 | 2.0666 | 2.0666 | 2.0558 | -58.00 | 9930.14 |
63 | 2007.11.29 09:00 | sell | 32 | 0.10 | 2.0708 | 2.0766 | 2.0658 | ||
64 | 2007.11.29 09:24 | t/p | 32 | 0.10 | 2.0658 | 2.0766 | 2.0658 | 50.00 | 9980.14 |
65 | 2007.11.30 09:00 | buy | 33 | 0.10 | 2.0652 | 2.0594 | 2.0702 | ||
66 | 2007.11.30 16:11 | s/l | 33 | 0.10 | 2.0594 | 2.0594 | 2.0702 | -58.00 | 9922.14 |
67 | 2007.12.04 09:00 | sell | 34 | 0.10 | 2.0671 | 2.0729 | 2.0621 | ||
68 | 2007.12.04 10:17 | t/p | 34 | 0.10 | 2.0621 | 2.0729 | 2.0621 | 50.00 | 9972.14 |
69 | 2007.12.05 09:00 | sell | 35 | 0.10 | 2.0547 | 2.0605 | 2.0497 | ||
70 | 2007.12.05 09:08 | t/p | 35 | 0.10 | 2.0497 | 2.0605 | 2.0497 | 50.00 | 10022.14 |
71 | 2007.12.06 09:00 | buy | 36 | 0.10 | 2.0232 | 2.0174 | 2.0282 | ||
72 | 2007.12.06 10:31 | t/p | 36 | 0.10 | 2.0282 | 2.0174 | 2.0282 | 50.00 | 10072.14 |
73 | 2007.12.07 09:00 | sell | 37 | 0.10 | 2.0227 | 2.0285 | 2.0177 | ||
74 | 2007.12.07 10:06 | s/l | 37 | 0.10 | 2.0285 | 2.0285 | 2.0177 | -58.00 | 10014.14 |
75 | 2007.12.11 09:00 | sell | 38 | 0.10 | 2.0507 | 2.0565 | 2.0457 | ||
76 | 2007.12.11 09:55 | t/p | 38 | 0.10 | 2.0457 | 2.0565 | 2.0457 | 50.00 | 10064.14 |
77 | 2007.12.12 09:00 | sell | 39 | 0.10 | 2.0411 | 2.0469 | 2.0361 | ||
78 | 2007.12.12 14:32 | s/l | 39 | 0.10 | 2.0469 | 2.0469 | 2.0361 | -58.00 | 10006.14 |
79 | 2007.12.14 09:00 | sell | 40 | 0.10 | 2.0402 | 2.0460 | 2.0352 | ||
80 | 2007.12.14 10:22 | t/p | 40 | 0.10 | 2.0352 | 2.0460 | 2.0352 | 50.00 | 10056.14 |
81 | 2007.12.17 09:00 | sell | 41 | 0.10 | 2.0165 | 2.0223 | 2.0115 | ||
82 | 2007.12.17 11:12 | t/p | 41 | 0.10 | 2.0115 | 2.0223 | 2.0115 | 50.00 | 10106.14 |
83 | 2007.12.18 09:00 | buy | 42 | 0.10 | 2.0214 | 2.0156 | 2.0264 | ||
84 | 2007.12.18 10:31 | s/l | 42 | 0.10 | 2.0156 | 2.0156 | 2.0264 | -58.00 | 10048.14 |
85 | 2007.12.19 09:00 | sell | 43 | 0.10 | 2.0125 | 2.0183 | 2.0075 | ||
86 | 2007.12.19 10:23 | s/l | 43 | 0.10 | 2.0183 | 2.0183 | 2.0075 | -58.00 | 9990.14 |
87 | 2007.12.20 09:00 | sell | 44 | 0.10 | 1.9944 | 2.0002 | 1.9894 | ||
88 | 2007.12.20 09:22 | t/p | 44 | 0.10 | 1.9894 | 2.0002 | 1.9894 | 50.00 | 10040.14 |
89 | 2007.12.21 09:00 | sell | 45 | 0.10 | 1.9868 | 1.9926 | 1.9818 | ||
90 | 2007.12.21 18:47 | t/p | 45 | 0.10 | 1.9818 | 1.9926 | 1.9818 | 50.00 | 10090.14 |
91 | 2007.12.24 09:00 | sell | 46 | 0.10 | 1.9812 | 1.9870 | 1.9762 | ||
92 | 2007.12.24 16:56 | t/p | 46 | 0.10 | 1.9762 | 1.9870 | 1.9762 | 50.00 | 10140.14 |
93 | 2007.12.27 09:00 | buy | 47 | 0.10 | 1.9879 | 1.9821 | 1.9929 | ||
94 | 2007.12.27 14:25 | t/p | 47 | 0.10 | 1.9929 | 1.9821 | 1.9929 | 50.00 | 10190.14 |
95 | 2007.12.28 09:00 | sell | 48 | 0.10 | 1.9979 | 2.0037 | 1.9929 | ||
96 | 2007.12.28 15:02 | t/p | 48 | 0.10 | 1.9929 | 2.0037 | 1.9929 | 50.00 | 10240.14 |
97 | 2008.01.03 09:00 | sell | 49 | 0.10 | 1.9798 | 1.9856 | 1.9748 | ||
98 | 2008.01.03 10:36 | t/p | 49 | 0.10 | 1.9748 | 1.9856 | 1.9748 | 50.00 | 10290.14 |
99 | 2008.01.04 09:00 | sell | 50 | 0.10 | 1.9689 | 1.9747 | 1.9639 | ||
100 | 2008.01.04 10:32 | s/l | 50 | 0.10 | 1.9747 | 1.9747 | 1.9639 | -58.00 | 10232.14 |
101 | 2008.01.07 09:00 | buy | 51 | 0.10 | 1.9672 | 1.9614 | 1.9722 | ||
102 | 2008.01.07 09:38 | t/p | 51 | 0.10 | 1.9722 | 1.9614 | 1.9722 | 50.00 | 10282.14 |
103 | 2008.01.08 09:00 | buy | 52 | 0.10 | 1.9775 | 1.9717 | 1.9825 | ||
104 | 2008.01.08 09:35 | t/p | 52 | 0.10 | 1.9825 | 1.9717 | 1.9825 | 50.00 | 10332.14 |
105 | 2008.01.09 09:00 | sell | 53 | 0.10 | 1.9710 | 1.9768 | 1.9660 | ||
106 | 2008.01.09 09:45 | t/p | 53 | 0.10 | 1.9660 | 1.9768 | 1.9660 | 50.00 | 10382.14 |
107 | 2008.01.10 09:00 | sell | 54 | 0.10 | 1.9550 | 1.9608 | 1.9500 | ||
108 | 2008.01.10 10:50 | s/l | 54 | 0.10 | 1.9608 | 1.9608 | 1.9500 | -58.00 | 10324.14 |
109 | 2008.01.11 09:00 | sell | 55 | 0.10 | 1.9525 | 1.9583 | 1.9475 | ||
110 | 2008.01.11 13:09 | s/l | 55 | 0.10 | 1.9583 | 1.9583 | 1.9475 | -58.00 | 10266.14 |
111 | 2008.01.14 09:00 | sell | 56 | 0.10 | 1.9640 | 1.9698 | 1.9590 | ||
112 | 2008.01.14 14:09 | t/p | 56 | 0.10 | 1.9590 | 1.9698 | 1.9590 | 50.00 | 10316.14 |
113 | 2008.01.15 09:00 | buy | 57 | 0.10 | 1.9572 | 1.9514 | 1.9622 | ||
114 | 2008.01.15 10:31 | t/p | 57 | 0.10 | 1.9622 | 1.9514 | 1.9622 | 50.00 | 10366.14 |
115 | 2008.01.16 09:00 | buy | 58 | 0.10 | 1.9595 | 1.9537 | 1.9645 | ||
116 | 2008.01.16 11:50 | s/l | 58 | 0.10 | 1.9537 | 1.9537 | 1.9645 | -58.00 | 10308.14 |
117 | 2008.01.17 09:00 | buy | 59 | 0.10 | 1.9641 | 1.9583 | 1.9691 | ||
118 | 2008.01.17 09:56 | t/p | 59 | 0.10 | 1.9691 | 1.9583 | 1.9691 | 50.00 | 10358.14 |
119 | 2008.01.18 09:00 | sell | 60 | 0.10 | 1.9695 | 1.9753 | 1.9645 | ||
120 | 2008.01.18 10:31 | t/p | 60 | 0.10 | 1.9645 | 1.9753 | 1.9645 | 50.00 | 10408.14 |
121 | 2008.01.21 09:00 | buy | 61 | 0.10 | 1.9516 | 1.9458 | 1.9566 | ||
122 | 2008.01.21 12:14 | s/l | 61 | 0.10 | 1.9458 | 1.9458 | 1.9566 | -58.00 | 10350.14 |
123 | 2008.01.22 09:00 | sell | 62 | 0.10 | 1.9340 | 1.9398 | 1.9290 | ||
124 | 2008.01.22 09:19 | s/l | 62 | 0.10 | 1.9398 | 1.9398 | 1.9290 | -58.00 | 10292.14 |
125 | 2008.01.23 09:00 | sell | 63 | 0.10 | 1.9590 | 1.9648 | 1.9540 | ||
126 | 2008.01.23 12:10 | t/p | 63 | 0.10 | 1.9540 | 1.9648 | 1.9540 | 50.00 | 10342.14 |