Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.10.01 00:00 - 2008.04.30 23:00 (2007.10.01 - 2008.05.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | bb_period=150; dev=3; h1=5; h2=20; h3=80; delta=90; delta_h=200; sl_dist1=180; sl_level1=80; sl_dist2=200; sl_level2=80; sl_dist3=200; step=50; prk1=0.01; prk2=0.01; prk3=0.01; prk4=0.01; prk5=0.01; prk6=0.01; prk7=0.01; | ||||
Bars in test | 4598 | Ticks modelled | 1132248 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2255.82 | Gross profit | 4045.32 | Gross loss | -1789.50 |
Profit factor | 2.26 | Expected payoff | 53.71 | ||
Absolute drawdown | 402.10 | Maximal drawdown | 574.40 (5.65%) | Relative drawdown | 5.65% (574.40) |
Total trades | 42 | Short positions (won %) | 33 (57.58%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 25 (59.52%) | Loss trades (% of total) | 17 (40.48%) | ||
Largest | profit trade | 360.75 | loss trade | -284.00 | |
Average | profit trade | 161.81 | loss trade | -105.26 | |
Maximum | consecutive wins (profit in money) | 4 (628.20) | consecutive losses (loss in money) | 3 (-233.40) | |
Maximal | consecutive profit (count of wins) | 719.85 (3) | consecutive loss (count of losses) | -407.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.10.05 10:03 | sell | 1 | 0.17 | 2.0344 | 2.0405 | 2.0169 | ||
2 | 2007.10.05 13:52 | s/l | 1 | 0.17 | 2.0405 | 2.0405 | 2.0169 | -103.70 | 9896.30 |
3 | 2007.10.08 10:38 | sell | 2 | 0.24 | 2.0376 | 2.0418 | 2.0251 | ||
4 | 2007.10.09 00:00 | swap close | 2 | 0.24 | 2.0362 | 2.0418 | 2.0251 | 33.60 | 9929.90 |
5 | 2007.10.09 00:00 | swap open | 3 | 0.24 | 2.0362 | 2.0418 | 2.0251 | ||
6 | 2007.10.10 00:00 | swap close | 3 | 0.24 | 2.0374 | 2.0418 | 2.0251 | -28.80 | 9901.10 |
7 | 2007.10.10 00:00 | swap open | 4 | 0.24 | 2.0374 | 2.0418 | 2.0251 | ||
8 | 2007.10.10 10:10 | s/l | 4 | 0.24 | 2.0418 | 2.0418 | 2.0251 | -105.60 | 9795.50 |
9 | 2007.10.11 09:09 | sell | 5 | 0.33 | 2.0369 | 2.0399 | 2.0281 | ||
10 | 2007.10.11 11:27 | s/l | 5 | 0.33 | 2.0399 | 2.0399 | 2.0281 | -99.00 | 9696.50 |
11 | 2007.10.11 14:20 | sell | 6 | 0.34 | 2.0367 | 2.0397 | 2.0282 | ||
12 | 2007.10.12 00:00 | swap close | 6 | 0.34 | 2.0317 | 2.0397 | 2.0282 | 170.00 | 9866.50 |
13 | 2007.10.12 00:00 | swap open | 7 | 0.34 | 2.0317 | 2.0397 | 2.0282 | ||
14 | 2007.10.12 09:15 | t/p | 7 | 0.34 | 2.0282 | 2.0397 | 2.0282 | 119.00 | 9985.50 |
15 | 2007.10.15 10:56 | buy | 8 | 0.32 | 2.0384 | 2.0341 | 2.0465 | ||
16 | 2007.10.16 00:00 | swap close | 8 | 0.32 | 2.0429 | 2.0341 | 2.0465 | 144.00 | 10129.50 |
17 | 2007.10.16 00:00 | swap open | 9 | 0.32 | 2.042975 | 2.0341 | 2.0465 | ||
18 | 2007.10.16 11:30 | s/l | 9 | 0.32 | 2.0341 | 2.0341 | 2.0465 | -284.00 | 9845.50 |
19 | 2007.10.16 16:05 | buy | 10 | 0.30 | 2.0381 | 2.0340 | 2.0469 | ||
20 | 2007.10.16 16:44 | s/l | 10 | 0.30 | 2.0340 | 2.0340 | 2.0469 | -123.00 | 9722.50 |
21 | 2007.10.17 15:21 | buy | 11 | 0.29 | 2.0377 | 2.0333 | 2.0469 | ||
22 | 2007.10.18 00:01 | swap close | 11 | 0.29 | 2.0402 | 2.0333 | 2.0469 | 72.50 | 9795.00 |
23 | 2007.10.18 00:01 | swap open | 12 | 0.29 | 2.040425 | 2.0333 | 2.0469 | ||
24 | 2007.10.18 15:06 | t/p | 12 | 0.29 | 2.0469 | 2.0333 | 2.0469 | 187.77 | 9982.77 |
25 | 2007.10.22 13:34 | sell | 13 | 0.20 | 2.0386 | 2.0436 | 2.0237 | ||
26 | 2007.10.23 00:00 | swap close | 13 | 0.20 | 2.0328 | 2.0436 | 2.0237 | 116.00 | 10098.77 |
27 | 2007.10.23 00:00 | swap open | 14 | 0.20 | 2.0328 | 2.0436 | 2.0237 | ||
28 | 2007.10.23 12:08 | s/l | 14 | 0.20 | 2.0436 | 2.0436 | 2.0237 | -216.00 | 9882.77 |
29 | 2007.11.28 09:32 | sell | 15 | 0.25 | 2.0635 | 2.0676 | 2.0515 | ||
30 | 2007.11.28 15:24 | s/l | 15 | 0.25 | 2.0676 | 2.0676 | 2.0515 | -102.50 | 9780.27 |
31 | 2007.11.28 15:24 | buy | 16 | 0.30 | 2.0676 | 2.0623 | 2.0755 | ||
32 | 2007.11.28 21:14 | t/p | 16 | 0.30 | 2.0755 | 2.0623 | 2.0755 | 237.00 | 10017.27 |
33 | 2007.11.29 10:23 | sell | 17 | 0.24 | 2.0653 | 2.0696 | 2.0530 | ||
34 | 2007.11.30 00:02 | swap close | 17 | 0.24 | 2.0611 | 2.0696 | 2.0530 | 100.80 | 10118.07 |
35 | 2007.11.30 00:02 | swap open | 18 | 0.24 | 2.0611 | 2.0696 | 2.0530 | ||
36 | 2007.11.30 12:23 | s/l | 18 | 0.24 | 2.0696 | 2.0696 | 2.0530 | -204.00 | 9914.07 |
37 | 2007.12.04 00:25 | sell | 19 | 0.23 | 2.0647 | 2.0691 | 2.0520 | ||
38 | 2007.12.05 00:00 | swap close | 19 | 0.23 | 2.0593 | 2.0691 | 2.0520 | 124.20 | 10038.27 |
39 | 2007.12.05 00:00 | swap open | 20 | 0.23 | 2.0593 | 2.0691 | 2.0520 | ||
40 | 2007.12.05 10:02 | t/p | 20 | 0.23 | 2.0520 | 2.0691 | 2.0520 | 167.90 | 10206.17 |
41 | 2007.12.13 17:37 | sell | 21 | 0.17 | 2.0354 | 2.0416 | 2.0169 | ||
42 | 2007.12.13 23:06 | s/l | 21 | 0.17 | 2.0416 | 2.0416 | 2.0169 | -105.40 | 10100.77 |
43 | 2007.12.14 11:12 | sell | 22 | 0.17 | 2.0365 | 2.0425 | 2.0190 | ||
44 | 2007.12.14 20:35 | t/p | 22 | 0.17 | 2.0190 | 2.0425 | 2.0190 | 297.50 | 10398.27 |
45 | 2007.12.31 18:18 | sell | 23 | 0.18 | 1.9857 | 1.9915 | 1.9689 | ||
46 | 2008.01.01 23:00 | swap close | 23 | 0.18 | 1.9856 | 1.9915 | 1.9689 | 1.80 | 10400.07 |
47 | 2008.01.01 23:00 | swap open | 24 | 0.18 | 1.9856 | 1.9915 | 1.9689 | ||
48 | 2008.01.02 00:00 | swap close | 24 | 0.18 | 1.9865 | 1.9915 | 1.9689 | -16.20 | 10383.87 |
49 | 2008.01.02 00:00 | swap open | 25 | 0.18 | 1.9865 | 1.9915 | 1.9689 | ||
50 | 2008.01.03 00:00 | swap close | 25 | 0.18 | 1.9807 | 1.9915 | 1.9689 | 104.40 | 10488.27 |
51 | 2008.01.03 00:00 | swap open | 26 | 0.18 | 1.9807 | 1.9915 | 1.9689 | ||
52 | 2008.01.04 00:00 | swap close | 26 | 0.18 | 1.9707 | 1.9915 | 1.9689 | 180.00 | 10668.27 |
53 | 2008.01.04 00:00 | swap open | 27 | 0.18 | 1.9707 | 1.9915 | 1.9689 | ||
54 | 2008.01.04 09:30 | t/p | 27 | 0.18 | 1.9689 | 1.9915 | 1.9689 | 32.40 | 10700.67 |
55 | 2008.01.15 23:09 | sell | 28 | 0.20 | 1.9620 | 1.9673 | 1.9463 | ||
56 | 2008.01.16 00:00 | swap close | 28 | 0.20 | 1.9625 | 1.9673 | 1.9463 | -10.00 | 10690.67 |
57 | 2008.01.16 00:00 | swap open | 29 | 0.20 | 1.9625 | 1.9673 | 1.9463 | ||
58 | 2008.01.16 16:03 | s/l | 29 | 0.20 | 1.9673 | 1.9673 | 1.9463 | -96.00 | 10594.67 |
59 | 2008.01.16 19:27 | sell | 30 | 0.24 | 1.9604 | 1.9652 | 1.9472 | ||
60 | 2008.01.16 21:46 | s/l | 30 | 0.24 | 1.9652 | 1.9652 | 1.9472 | -115.20 | 10479.47 |
61 | 2008.01.18 11:31 | sell | 31 | 0.27 | 1.9608 | 1.9648 | 1.9492 | ||
62 | 2008.01.21 00:00 | swap close | 31 | 0.27 | 1.9575 | 1.9648 | 1.9492 | 89.10 | 10568.57 |
63 | 2008.01.21 00:00 | swap open | 32 | 0.27 | 1.9575 | 1.9648 | 1.9492 | ||
64 | 2008.01.21 10:22 | t/p | 32 | 0.27 | 1.9492 | 1.9648 | 1.9492 | 224.10 | 10792.67 |
65 | 2008.02.01 15:43 | sell | 33 | 0.18 | 1.9822 | 1.9883 | 1.9647 | ||
66 | 2008.02.04 00:00 | swap close | 33 | 0.18 | 1.9650 | 1.9883 | 1.9647 | 309.60 | 11102.27 |
67 | 2008.02.04 00:00 | swap open | 34 | 0.18 | 1.9650 | 1.9883 | 1.9647 | ||
68 | 2008.02.04 00:36 | t/p | 34 | 0.18 | 1.9647 | 1.9883 | 1.9647 | 5.40 | 11107.67 |
69 | 2008.03.05 09:12 | sell | 35 | 0.25 | 1.9828 | 1.9874 | 1.9696 | ||
70 | 2008.03.05 17:18 | s/l | 35 | 0.25 | 1.9874 | 1.9874 | 1.9696 | -115.00 | 10992.67 |
71 | 2008.03.05 17:18 | buy | 36 | 0.34 | 1.9875 | 1.9819 | 1.9950 | ||
72 | 2008.03.05 18:18 | t/p | 36 | 0.34 | 1.9950 | 1.9819 | 1.9950 | 255.00 | 11247.67 |
73 | 2008.04.07 09:04 | sell | 37 | 0.19 | 1.9872 | 1.9932 | 1.9697 | ||
74 | 2008.04.08 00:00 | swap close | 37 | 0.19 | 1.9883 | 1.9932 | 1.9697 | -20.90 | 11226.77 |
75 | 2008.04.08 00:00 | swap open | 38 | 0.19 | 1.9883 | 1.9932 | 1.9697 | ||
76 | 2008.04.08 14:09 | t/p | 38 | 0.19 | 1.9697 | 1.9932 | 1.9697 | 353.40 | 11580.17 |
77 | 2008.04.16 12:06 | buy | 39 | 0.26 | 1.9740 | 1.9685 | 1.9864 | ||
78 | 2008.04.17 00:00 | swap close | 39 | 0.26 | 1.9723 | 1.9685 | 1.9864 | -44.20 | 11535.97 |
79 | 2008.04.17 00:00 | swap open | 40 | 0.26 | 1.972525 | 1.9685 | 1.9864 | ||
80 | 2008.04.17 18:10 | t/p | 40 | 0.26 | 1.9864 | 1.9685 | 1.9864 | 360.75 | 11896.72 |
81 | 2008.04.29 11:04 | sell | 41 | 0.21 | 1.9830 | 1.9887 | 1.9659 | ||
82 | 2008.04.30 00:00 | swap close | 41 | 0.21 | 1.9696 | 1.9887 | 1.9659 | 281.40 | 12178.12 |
83 | 2008.04.30 00:00 | swap open | 42 | 0.21 | 1.9696 | 1.9887 | 1.9659 | ||
84 | 2008.04.30 08:53 | t/p | 42 | 0.21 | 1.9659 | 1.9887 | 1.9659 | 77.70 | 12255.82 |