Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2008.04.01 00:00 - 2008.04.28 20:30 (2008.04.01 - 2008.04.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | PivotStart="22:00"; PivotEnd="22:00"; Midnight="00:00"; Lots=0.6; MaxTrades=1; slippage=5; MagicNumber=2358; buffer=0; Start_time=0; endtradingtime=21; enday=23; endayfriday=20; | ||||
Bars in test | 2883 | Ticks modelled | 672275 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2287.50 | Gross profit | 6869.40 | Gross loss | -4581.90 |
Profit factor | 1.50 | Expected payoff | 30.50 | ||
Absolute drawdown | 2121.60 | Maximal drawdown | 3180.30 (28.76%) | Relative drawdown | 28.76% (3180.30) |
Total trades | 75 | Short positions (won %) | 30 (83.33%) | Long positions (won %) | 45 (66.67%) |
Profit trades (% of total) | 55 (73.33%) | Loss trades (% of total) | 20 (26.67%) | ||
Largest | profit trade | 407.40 | loss trade | -411.60 | |
Average | profit trade | 124.90 | loss trade | -229.10 | |
Maximum | consecutive wins (profit in money) | 14 (2059.80) | consecutive losses (loss in money) | 6 (-1163.70) | |
Maximal | consecutive profit (count of wins) | 2073.60 (12) | consecutive loss (count of losses) | -1234.80 (3) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.04.01 09:00 | sell | 1 | 0.30 | 1.97820 | 0.00000 | 1.97373 | ||
2 | 2008.04.01 09:00 | sell | 2 | 0.30 | 1.97820 | 0.00000 | 1.97373 | ||
3 | 2008.04.01 09:00 | sell | 3 | 0.30 | 1.97820 | 0.00000 | 1.96630 | ||
4 | 2008.04.01 17:42 | t/p | 1 | 0.30 | 1.97373 | 0.00000 | 1.97373 | 134.10 | 10134.10 |
5 | 2008.04.01 17:42 | t/p | 2 | 0.30 | 1.97373 | 0.00000 | 1.97373 | 134.10 | 10268.20 |
6 | 2008.04.01 23:00 | close | 3 | 0.30 | 1.97642 | 0.00000 | 1.96630 | 53.40 | 10321.60 |
7 | 2008.04.02 10:00 | buy | 4 | 0.30 | 1.98062 | 0.00000 | 1.98395 | ||
8 | 2008.04.02 10:00 | buy | 5 | 0.30 | 1.98062 | 0.00000 | 1.98395 | ||
9 | 2008.04.02 10:00 | buy | 6 | 0.30 | 1.98062 | 0.00000 | 1.99047 | ||
10 | 2008.04.02 12:09 | t/p | 4 | 0.30 | 1.98395 | 0.00000 | 1.98395 | 99.90 | 10421.50 |
11 | 2008.04.02 12:09 | t/p | 5 | 0.30 | 1.98395 | 0.00000 | 1.98395 | 99.90 | 10521.40 |
12 | 2008.04.02 20:15 | modify | 6 | 0.30 | 1.98062 | 1.98395 | 1.99047 | ||
13 | 2008.04.02 22:00 | close | 6 | 0.30 | 1.98823 | 1.98395 | 1.99047 | 228.30 | 10749.70 |
14 | 2008.04.03 10:45 | sell | 7 | 0.30 | 1.98200 | 0.00000 | 1.97974 | ||
15 | 2008.04.03 10:45 | sell | 8 | 0.30 | 1.98200 | 0.00000 | 1.97974 | ||
16 | 2008.04.03 10:45 | sell | 9 | 0.30 | 1.98200 | 0.00000 | 1.97281 | ||
17 | 2008.04.03 11:30 | t/p | 7 | 0.30 | 1.97974 | 0.00000 | 1.97974 | 67.80 | 10817.50 |
18 | 2008.04.03 11:30 | t/p | 8 | 0.30 | 1.97974 | 0.00000 | 1.97974 | 67.80 | 10885.30 |
19 | 2008.04.03 17:45 | close | 9 | 0.30 | 1.99405 | 0.00000 | 1.97281 | -361.50 | 10523.80 |
20 | 2008.04.03 17:45 | buy | 10 | 0.30 | 1.99405 | 0.00000 | 1.99666 | ||
21 | 2008.04.03 17:45 | buy | 11 | 0.30 | 1.99405 | 0.00000 | 1.99666 | ||
22 | 2008.04.03 17:45 | buy | 12 | 0.30 | 1.99405 | 0.00000 | 2.00359 | ||
23 | 2008.04.03 18:14 | t/p | 10 | 0.30 | 1.99666 | 0.00000 | 1.99666 | 78.30 | 10602.10 |
24 | 2008.04.03 18:14 | t/p | 11 | 0.30 | 1.99666 | 0.00000 | 1.99666 | 78.30 | 10680.40 |
25 | 2008.04.03 18:15 | modify | 12 | 0.30 | 1.99405 | 1.99666 | 2.00359 | ||
26 | 2008.04.03 18:16 | s/l | 12 | 0.30 | 1.99666 | 1.99666 | 2.00359 | 78.30 | 10758.70 |
27 | 2008.04.04 11:00 | buy | 13 | 0.30 | 2.00232 | 0.00000 | 2.00681 | ||
28 | 2008.04.04 11:00 | buy | 14 | 0.30 | 2.00232 | 0.00000 | 2.00681 | ||
29 | 2008.04.04 11:00 | buy | 15 | 0.30 | 2.00232 | 0.00000 | 2.01655 | ||
30 | 2008.04.04 20:00 | close | 13 | 0.30 | 1.99340 | 0.00000 | 2.00681 | -267.60 | 10491.10 |
31 | 2008.04.04 20:00 | close | 15 | 0.30 | 1.99340 | 0.00000 | 2.01655 | -267.60 | 10223.50 |
32 | 2008.04.04 20:00 | close | 14 | 0.30 | 1.99340 | 0.00000 | 2.00681 | -267.60 | 9955.90 |
33 | 2008.04.07 05:15 | sell | 16 | 0.30 | 1.98875 | 0.00000 | 1.98299 | ||
34 | 2008.04.07 05:15 | sell | 17 | 0.30 | 1.98875 | 0.00000 | 1.98299 | ||
35 | 2008.04.07 05:15 | sell | 18 | 0.30 | 1.98875 | 0.00000 | 1.97325 | ||
36 | 2008.04.07 23:00 | close | 16 | 0.30 | 1.98827 | 0.00000 | 1.98299 | 14.40 | 9970.30 |
37 | 2008.04.07 23:00 | close | 18 | 0.30 | 1.98827 | 0.00000 | 1.97325 | 14.40 | 9984.70 |
38 | 2008.04.07 23:00 | close | 17 | 0.30 | 1.98827 | 0.00000 | 1.98299 | 14.40 | 9999.10 |
39 | 2008.04.08 05:30 | buy | 19 | 0.30 | 1.99242 | 0.00000 | 1.99733 | ||
40 | 2008.04.08 05:30 | buy | 20 | 0.30 | 1.99242 | 0.00000 | 1.99733 | ||
41 | 2008.04.08 05:30 | buy | 21 | 0.30 | 1.99242 | 0.00000 | 2.00678 | ||
42 | 2008.04.08 10:15 | close | 19 | 0.30 | 1.97870 | 0.00000 | 1.99733 | -411.60 | 9587.50 |
43 | 2008.04.08 10:15 | close | 21 | 0.30 | 1.97870 | 0.00000 | 2.00678 | -411.60 | 9175.90 |
44 | 2008.04.08 10:15 | close | 20 | 0.30 | 1.97870 | 0.00000 | 1.99733 | -411.60 | 8764.30 |
45 | 2008.04.08 10:15 | sell | 22 | 0.30 | 1.97870 | 0.00000 | 1.97421 | ||
46 | 2008.04.08 10:15 | sell | 23 | 0.30 | 1.97870 | 0.00000 | 1.97421 | ||
47 | 2008.04.08 10:15 | sell | 24 | 0.30 | 1.97870 | 0.00000 | 1.96476 | ||
48 | 2008.04.08 13:53 | t/p | 22 | 0.30 | 1.97421 | 0.00000 | 1.97421 | 134.70 | 8899.00 |
49 | 2008.04.08 13:53 | t/p | 23 | 0.30 | 1.97421 | 0.00000 | 1.97421 | 134.70 | 9033.70 |
50 | 2008.04.08 23:00 | close | 24 | 0.30 | 1.96894 | 0.00000 | 1.96476 | 292.80 | 9326.50 |
51 | 2008.04.09 20:15 | buy | 25 | 0.30 | 1.97782 | 0.00000 | 1.98352 | ||
52 | 2008.04.09 20:15 | buy | 26 | 0.30 | 1.97782 | 0.00000 | 1.98352 | ||
53 | 2008.04.09 20:15 | buy | 27 | 0.30 | 1.97782 | 0.00000 | 1.99535 | ||
54 | 2008.04.09 22:00 | close | 25 | 0.30 | 1.97500 | 0.00000 | 1.98352 | -84.60 | 9241.90 |
55 | 2008.04.09 22:00 | close | 27 | 0.30 | 1.97500 | 0.00000 | 1.99535 | -84.60 | 9157.30 |
56 | 2008.04.09 22:00 | close | 26 | 0.30 | 1.97500 | 0.00000 | 1.98352 | -84.60 | 9072.70 |
57 | 2008.04.10 12:15 | buy | 28 | 0.30 | 1.98218 | 0.00000 | 1.98254 | ||
58 | 2008.04.10 12:15 | buy | 29 | 0.30 | 1.98218 | 0.00000 | 1.98254 | ||
59 | 2008.04.10 12:15 | buy | 30 | 0.30 | 1.98218 | 0.00000 | 1.98870 | ||
60 | 2008.04.10 12:16 | t/p | 28 | 0.30 | 1.98254 | 0.00000 | 1.98254 | 10.80 | 9083.50 |
61 | 2008.04.10 12:16 | t/p | 29 | 0.30 | 1.98254 | 0.00000 | 1.98254 | 10.80 | 9094.30 |
62 | 2008.04.10 12:30 | modify | 30 | 0.30 | 1.98218 | 1.98254 | 1.98870 | ||
63 | 2008.04.10 12:35 | s/l | 30 | 0.30 | 1.98254 | 1.98254 | 1.98870 | 10.80 | 9105.10 |
64 | 2008.04.10 14:45 | buy | 31 | 0.30 | 1.97952 | 0.00000 | 1.98254 | ||
65 | 2008.04.10 14:45 | buy | 32 | 0.30 | 1.97952 | 0.00000 | 1.98254 | ||
66 | 2008.04.10 14:45 | buy | 33 | 0.30 | 1.97952 | 0.00000 | 1.98870 | ||
67 | 2008.04.10 15:27 | t/p | 31 | 0.30 | 1.98254 | 0.00000 | 1.98254 | 90.60 | 9195.70 |
68 | 2008.04.10 15:27 | t/p | 32 | 0.30 | 1.98254 | 0.00000 | 1.98254 | 90.60 | 9286.30 |
69 | 2008.04.10 15:30 | modify | 33 | 0.30 | 1.97952 | 1.98254 | 1.98870 | ||
70 | 2008.04.10 15:32 | s/l | 33 | 0.30 | 1.98254 | 1.98254 | 1.98870 | 90.60 | 9376.90 |
71 | 2008.04.11 10:45 | buy | 34 | 0.30 | 1.97677 | 0.00000 | 1.97975 | ||
72 | 2008.04.11 10:45 | buy | 35 | 0.30 | 1.97677 | 0.00000 | 1.97975 | ||
73 | 2008.04.11 10:45 | buy | 36 | 0.30 | 1.97677 | 0.00000 | 1.98591 | ||
74 | 2008.04.11 20:00 | close | 34 | 0.30 | 1.96951 | 0.00000 | 1.97975 | -217.80 | 9159.10 |
75 | 2008.04.11 20:00 | close | 36 | 0.30 | 1.96951 | 0.00000 | 1.98591 | -217.80 | 8941.30 |
76 | 2008.04.11 20:00 | close | 35 | 0.30 | 1.96951 | 0.00000 | 1.97975 | -217.80 | 8723.50 |
77 | 2008.04.14 09:00 | sell | 37 | 0.30 | 1.96940 | 0.00000 | 1.96730 | ||
78 | 2008.04.14 09:00 | sell | 38 | 0.30 | 1.96940 | 0.00000 | 1.96730 | ||
79 | 2008.04.14 09:00 | sell | 39 | 0.30 | 1.96940 | 0.00000 | 1.96345 | ||
80 | 2008.04.14 11:30 | close | 37 | 0.30 | 1.97507 | 0.00000 | 1.96730 | -170.10 | 8553.40 |
81 | 2008.04.14 11:30 | close | 39 | 0.30 | 1.97507 | 0.00000 | 1.96345 | -170.10 | 8383.30 |
82 | 2008.04.14 11:30 | close | 38 | 0.30 | 1.97507 | 0.00000 | 1.96730 | -170.10 | 8213.20 |
83 | 2008.04.14 11:30 | buy | 40 | 0.30 | 1.97507 | 0.00000 | 1.97670 | ||
84 | 2008.04.14 11:30 | buy | 41 | 0.30 | 1.97507 | 0.00000 | 1.97670 | ||
85 | 2008.04.14 11:30 | buy | 42 | 0.30 | 1.97507 | 0.00000 | 1.98055 | ||
86 | 2008.04.14 13:39 | t/p | 40 | 0.30 | 1.97670 | 0.00000 | 1.97670 | 48.90 | 8262.10 |
87 | 2008.04.14 13:39 | t/p | 41 | 0.30 | 1.97670 | 0.00000 | 1.97670 | 48.90 | 8311.00 |
88 | 2008.04.14 13:46 | modify | 42 | 0.30 | 1.97507 | 1.97670 | 1.98055 | ||
89 | 2008.04.14 14:29 | t/p | 42 | 0.30 | 1.98055 | 1.97670 | 1.98055 | 164.40 | 8475.40 |
90 | 2008.04.15 13:15 | sell | 43 | 0.30 | 1.96764 | 0.00000 | 1.96133 | ||
91 | 2008.04.15 13:15 | sell | 44 | 0.30 | 1.96764 | 0.00000 | 1.96133 | ||
92 | 2008.04.15 13:15 | sell | 45 | 0.30 | 1.96764 | 0.00000 | 1.95063 | ||
93 | 2008.04.15 20:27 | t/p | 43 | 0.30 | 1.96133 | 0.00000 | 1.96133 | 189.30 | 8664.70 |
94 | 2008.04.15 20:27 | t/p | 44 | 0.30 | 1.96133 | 0.00000 | 1.96133 | 189.30 | 8854.00 |
95 | 2008.04.15 23:00 | close | 45 | 0.30 | 1.96167 | 0.00000 | 1.95063 | 179.10 | 9033.10 |
96 | 2008.04.16 09:15 | buy | 46 | 0.30 | 1.96832 | 0.00000 | 1.97200 | ||
97 | 2008.04.16 09:15 | buy | 47 | 0.30 | 1.96832 | 0.00000 | 1.97200 | ||
98 | 2008.04.16 09:15 | buy | 48 | 0.30 | 1.96832 | 0.00000 | 1.98055 | ||
99 | 2008.04.16 10:31 | t/p | 46 | 0.30 | 1.97200 | 0.00000 | 1.97200 | 110.40 | 9143.50 |
100 | 2008.04.16 10:31 | t/p | 47 | 0.30 | 1.97200 | 0.00000 | 1.97200 | 110.40 | 9253.90 |
101 | 2008.04.16 12:15 | modify | 48 | 0.30 | 1.96832 | 1.97200 | 1.98055 | ||
102 | 2008.04.16 12:49 | t/p | 48 | 0.30 | 1.98055 | 1.97200 | 1.98055 | 366.90 | 9620.80 |
103 | 2008.04.17 12:15 | buy | 49 | 0.30 | 1.97787 | 0.00000 | 1.98218 | ||
104 | 2008.04.17 12:15 | buy | 50 | 0.30 | 1.97787 | 0.00000 | 1.98218 | ||
105 | 2008.04.17 12:15 | buy | 51 | 0.30 | 1.97787 | 0.00000 | 1.99145 | ||
106 | 2008.04.17 14:18 | t/p | 49 | 0.30 | 1.98218 | 0.00000 | 1.98218 | 129.30 | 9750.10 |
107 | 2008.04.17 14:18 | t/p | 50 | 0.30 | 1.98218 | 0.00000 | 1.98218 | 129.30 | 9879.40 |
108 | 2008.04.17 17:15 | modify | 51 | 0.30 | 1.97787 | 1.98218 | 1.99145 | ||
109 | 2008.04.17 18:44 | t/p | 51 | 0.30 | 1.99145 | 1.98218 | 1.99145 | 407.40 | 10286.80 |
110 | 2008.04.18 10:15 | buy | 52 | 0.30 | 1.99797 | 0.00000 | 2.00401 | ||
111 | 2008.04.18 10:15 | buy | 53 | 0.30 | 1.99797 | 0.00000 | 2.00401 | ||
112 | 2008.04.18 10:15 | buy | 54 | 0.30 | 1.99797 | 0.00000 | 2.01445 | ||
113 | 2008.04.18 20:00 | close | 52 | 0.30 | 1.99315 | 0.00000 | 2.00401 | -144.60 | 10142.20 |
114 | 2008.04.18 20:00 | close | 54 | 0.30 | 1.99315 | 0.00000 | 2.01445 | -144.60 | 9997.60 |
115 | 2008.04.18 20:00 | close | 53 | 0.30 | 1.99315 | 0.00000 | 2.00401 | -144.60 | 9853.00 |
116 | 2008.04.21 11:15 | sell | 55 | 0.30 | 1.98960 | 0.00000 | 1.98708 | ||
117 | 2008.04.21 11:15 | sell | 56 | 0.30 | 1.98960 | 0.00000 | 1.98708 | ||
118 | 2008.04.21 11:15 | sell | 57 | 0.30 | 1.98960 | 0.00000 | 1.98186 | ||
119 | 2008.04.21 12:18 | t/p | 55 | 0.30 | 1.98708 | 0.00000 | 1.98708 | 75.60 | 9928.60 |
120 | 2008.04.21 12:18 | t/p | 56 | 0.30 | 1.98708 | 0.00000 | 1.98708 | 75.60 | 10004.20 |
121 | 2008.04.21 13:39 | t/p | 57 | 0.30 | 1.98186 | 0.00000 | 1.98186 | 232.20 | 10236.40 |
122 | 2008.04.22 13:30 | buy | 58 | 0.30 | 1.98697 | 0.00000 | 1.99348 | ||
123 | 2008.04.22 13:30 | buy | 59 | 0.30 | 1.98697 | 0.00000 | 1.99348 | ||
124 | 2008.04.22 13:30 | buy | 60 | 0.30 | 1.98697 | 0.00000 | 2.00476 | ||
125 | 2008.04.22 15:16 | t/p | 58 | 0.30 | 1.99348 | 0.00000 | 1.99348 | 195.30 | 10431.70 |
126 | 2008.04.22 15:16 | t/p | 59 | 0.30 | 1.99348 | 0.00000 | 1.99348 | 195.30 | 10627.00 |
127 | 2008.04.22 17:45 | modify | 60 | 0.30 | 1.98697 | 1.99348 | 2.00476 | ||
128 | 2008.04.22 17:46 | s/l | 60 | 0.30 | 1.99348 | 1.99348 | 2.00476 | 195.30 | 10822.30 |
129 | 2008.04.23 10:30 | sell | 61 | 0.30 | 1.98700 | 0.00000 | 1.98098 | ||
130 | 2008.04.23 10:30 | sell | 62 | 0.30 | 1.98700 | 0.00000 | 1.98098 | ||
131 | 2008.04.23 10:30 | sell | 63 | 0.30 | 1.98700 | 0.00000 | 1.96960 | ||
132 | 2008.04.23 16:13 | t/p | 61 | 0.30 | 1.98098 | 0.00000 | 1.98098 | 180.60 | 11002.90 |
133 | 2008.04.23 16:13 | t/p | 62 | 0.30 | 1.98098 | 0.00000 | 1.98098 | 180.60 | 11183.50 |
134 | 2008.04.23 23:01 | close | 63 | 0.30 | 1.98027 | 0.00000 | 1.96960 | 201.90 | 11385.40 |
135 | 2008.04.24 11:15 | sell | 64 | 0.30 | 1.97450 | 0.00000 | 1.96920 | ||
136 | 2008.04.24 11:15 | sell | 65 | 0.30 | 1.97450 | 0.00000 | 1.96920 | ||
137 | 2008.04.24 11:15 | sell | 66 | 0.30 | 1.97450 | 0.00000 | 1.96020 | ||
138 | 2008.04.24 16:28 | t/p | 64 | 0.30 | 1.96920 | 0.00000 | 1.96920 | 159.00 | 11544.40 |
139 | 2008.04.24 16:28 | t/p | 65 | 0.30 | 1.96920 | 0.00000 | 1.96920 | 159.00 | 11703.40 |
140 | 2008.04.24 23:00 | close | 66 | 0.30 | 1.97288 | 0.00000 | 1.96020 | 48.60 | 11752.00 |
141 | 2008.04.25 09:45 | sell | 67 | 0.30 | 1.97085 | 0.00000 | 1.96817 | ||
142 | 2008.04.25 09:45 | sell | 68 | 0.30 | 1.97085 | 0.00000 | 1.96817 | ||
143 | 2008.04.25 09:45 | sell | 69 | 0.30 | 1.97085 | 0.00000 | 1.96230 | ||
144 | 2008.04.25 10:16 | t/p | 67 | 0.30 | 1.96817 | 0.00000 | 1.96817 | 80.40 | 11832.40 |
145 | 2008.04.25 10:16 | t/p | 68 | 0.30 | 1.96817 | 0.00000 | 1.96817 | 80.40 | 11912.80 |
146 | 2008.04.25 12:45 | close | 69 | 0.30 | 1.98190 | 0.00000 | 1.96230 | -331.50 | 11581.30 |
147 | 2008.04.25 12:45 | buy | 70 | 0.30 | 1.98190 | 0.00000 | 1.98253 | ||
148 | 2008.04.25 12:45 | buy | 71 | 0.30 | 1.98190 | 0.00000 | 1.98253 | ||
149 | 2008.04.25 12:45 | buy | 72 | 0.30 | 1.98190 | 0.00000 | 1.98840 | ||
150 | 2008.04.25 12:45 | t/p | 70 | 0.30 | 1.98253 | 0.00000 | 1.98253 | 18.90 | 11600.20 |
151 | 2008.04.25 12:45 | t/p | 71 | 0.30 | 1.98253 | 0.00000 | 1.98253 | 18.90 | 11619.10 |
152 | 2008.04.25 13:00 | modify | 72 | 0.30 | 1.98190 | 1.98253 | 1.98840 | ||
153 | 2008.04.25 13:31 | t/p | 72 | 0.30 | 1.98840 | 1.98253 | 1.98840 | 195.00 | 11814.10 |
154 | 2008.04.28 12:45 | buy | 73 | 0.30 | 1.98807 | 0.00000 | 1.99333 | ||
155 | 2008.04.28 12:45 | buy | 74 | 0.30 | 1.98807 | 0.00000 | 1.99333 | ||
156 | 2008.04.28 12:45 | buy | 75 | 0.30 | 1.98807 | 0.00000 | 2.00296 | ||
157 | 2008.04.28 15:09 | t/p | 73 | 0.30 | 1.99333 | 0.00000 | 1.99333 | 157.80 | 11971.90 |
158 | 2008.04.28 15:09 | t/p | 74 | 0.30 | 1.99333 | 0.00000 | 1.99333 | 157.80 | 12129.70 |
159 | 2008.04.28 18:00 | modify | 75 | 0.30 | 1.98807 | 1.99333 | 2.00296 | ||
160 | 2008.04.28 18:20 | s/l | 75 | 0.30 | 1.99333 | 1.99333 | 2.00296 | 157.80 | 12287.50 |