Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2007.11.06 00:00 - 2008.12.05 23:59 (2007.11.06 - 2008.12.06) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MinLots=1; MaxLotSize=111; StopLoss=299; TakeProfit1=75; TakeProfit2=100; TakeProfit3=125; TakeProfit4=150; TakeProfit5=1111; TrailingStop=39; MaximumRisk=0.06; IncreaseFactor=2; MA_PERIODE=200; ATR_PERIODE=100; | ||||
Bars in test | 2016 | Ticks modelled | 3709 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 524718.76 | Gross profit | 542383.50 | Gross loss | -17664.75 |
Profit factor | 30.70 | Expected payoff | 8745.31 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 228555.50 (54.35%) | Relative drawdown | 54.35% (228555.50) |
Total trades | 60 | Short positions (won %) | 45 (97.78%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 59 (98.33%) | Loss trades (% of total) | 1 (1.67%) | ||
Largest | profit trade | 94937.15 | loss trade | -17664.75 | |
Average | profit trade | 9192.94 | loss trade | -17664.75 | |
Maximum | consecutive wins (profit in money) | 34 (103373.36) | consecutive losses (loss in money) | 1 (-17664.75) | |
Maximal | consecutive profit (count of wins) | 439010.15 (25) | consecutive loss (count of losses) | -17664.75 (1) | |
Average | consecutive wins | 30 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.03.14 16:00 | sell | 1 | 1.00 | 203.47 | 206.46 | 202.72 | ||
2 | 2008.03.14 16:00 | sell | 2 | 1.00 | 203.47 | 206.46 | 202.47 | ||
3 | 2008.03.14 16:00 | sell | 3 | 1.00 | 203.47 | 206.46 | 202.22 | ||
4 | 2008.03.14 16:00 | sell | 4 | 1.00 | 203.47 | 206.46 | 201.97 | ||
5 | 2008.03.14 16:00 | sell | 5 | 1.00 | 203.47 | 206.46 | 192.36 | ||
6 | 2008.03.14 20:00 | t/p | 1 | 1.00 | 202.72 | 206.46 | 202.72 | 812.74 | 10812.74 |
7 | 2008.03.14 20:00 | t/p | 2 | 1.00 | 202.47 | 206.46 | 202.47 | 1083.66 | 11896.40 |
8 | 2008.03.14 20:00 | t/p | 3 | 1.00 | 202.22 | 206.46 | 202.22 | 1354.57 | 13250.97 |
9 | 2008.03.14 20:00 | t/p | 4 | 1.00 | 201.97 | 206.46 | 201.97 | 1625.49 | 14876.46 |
10 | 2008.03.14 20:00 | modify | 5 | 1.00 | 203.47 | 202.47 | 192.36 | ||
11 | 2008.03.17 00:00 | modify | 5 | 1.00 | 203.47 | 199.02 | 192.36 | ||
12 | 2008.03.17 04:00 | s/l | 5 | 1.00 | 199.02 | 199.02 | 192.36 | 4791.17 | 19667.63 |
13 | 2008.06.09 12:00 | buy | 6 | 1.20 | 208.63 | 205.64 | 209.38 | ||
14 | 2008.06.09 12:00 | buy | 7 | 1.20 | 208.63 | 205.64 | 209.63 | ||
15 | 2008.06.09 12:00 | buy | 8 | 1.10 | 208.63 | 205.64 | 209.88 | ||
16 | 2008.06.09 12:00 | buy | 9 | 1.10 | 208.63 | 205.64 | 210.13 | ||
17 | 2008.06.09 12:00 | buy | 10 | 1.10 | 208.63 | 205.64 | 219.74 | ||
18 | 2008.06.09 16:00 | t/p | 6 | 1.20 | 209.38 | 205.64 | 209.38 | 975.51 | 20643.14 |
19 | 2008.06.09 16:00 | t/p | 7 | 1.20 | 209.63 | 205.64 | 209.63 | 1300.67 | 21943.81 |
20 | 2008.06.09 16:00 | modify | 8 | 1.10 | 208.63 | 209.06 | 209.88 | ||
21 | 2008.06.09 20:00 | t/p | 8 | 1.10 | 209.88 | 209.06 | 209.88 | 1490.35 | 23434.16 |
22 | 2008.06.09 20:00 | modify | 9 | 1.10 | 208.63 | 209.01 | 210.13 | ||
23 | 2008.06.10 00:00 | modify | 9 | 1.10 | 208.63 | 209.52 | 210.13 | ||
24 | 2008.06.10 04:00 | t/p | 9 | 1.10 | 210.13 | 209.52 | 210.13 | 1802.49 | 25236.65 |
25 | 2008.06.10 04:00 | modify | 10 | 1.10 | 208.63 | 210.23 | 219.74 | ||
26 | 2008.06.10 08:00 | s/l | 10 | 1.10 | 210.23 | 210.23 | 219.74 | 1921.72 | 27158.37 |
27 | 2008.06.11 12:00 | buy | 11 | 1.60 | 210.17 | 207.18 | 210.92 | ||
28 | 2008.06.11 12:00 | buy | 12 | 1.60 | 210.17 | 207.18 | 211.17 | ||
29 | 2008.06.11 12:00 | buy | 13 | 1.60 | 210.17 | 207.18 | 211.42 | ||
30 | 2008.06.11 12:00 | buy | 14 | 1.50 | 210.17 | 207.18 | 211.67 | ||
31 | 2008.06.11 12:00 | buy | 15 | 1.50 | 210.17 | 207.18 | 221.28 | ||
32 | 2008.06.16 00:00 | modify | 11 | 1.60 | 210.17 | 210.18 | 210.92 | ||
33 | 2008.06.16 04:00 | t/p | 11 | 1.60 | 210.92 | 210.18 | 210.92 | 1403.00 | 28561.37 |
34 | 2008.06.16 08:00 | t/p | 12 | 1.60 | 211.17 | 207.18 | 211.17 | 1836.56 | 30397.93 |
35 | 2008.06.16 08:00 | modify | 13 | 1.60 | 210.17 | 210.71 | 211.42 | ||
36 | 2008.06.16 12:00 | t/p | 13 | 1.60 | 211.42 | 210.71 | 211.42 | 2270.12 | 32668.05 |
37 | 2008.06.16 12:00 | t/p | 14 | 1.50 | 211.67 | 207.18 | 211.67 | 2534.69 | 35202.74 |
38 | 2008.06.16 12:00 | modify | 15 | 1.50 | 210.17 | 211.51 | 221.28 | ||
39 | 2008.06.16 16:00 | modify | 15 | 1.50 | 210.17 | 212.19 | 221.28 | ||
40 | 2008.06.16 20:00 | s/l | 15 | 1.50 | 212.19 | 212.19 | 221.28 | 3380.12 | 38582.87 |
41 | 2008.07.22 04:00 | buy | 16 | 2.30 | 213.14 | 210.15 | 213.89 | ||
42 | 2008.07.22 04:00 | buy | 17 | 2.30 | 213.14 | 210.15 | 214.14 | ||
43 | 2008.07.22 04:00 | buy | 18 | 2.20 | 213.14 | 210.15 | 214.39 | ||
44 | 2008.07.22 04:00 | buy | 19 | 2.20 | 213.14 | 210.15 | 214.64 | ||
45 | 2008.07.22 04:00 | buy | 20 | 2.10 | 213.14 | 210.15 | 224.25 | ||
46 | 2008.07.23 00:00 | modify | 16 | 2.30 | 213.14 | 213.29 | 213.89 | ||
47 | 2008.07.23 04:00 | modify | 17 | 2.30 | 213.14 | 213.27 | 214.14 | ||
48 | 2008.07.23 08:00 | t/p | 16 | 2.30 | 213.89 | 213.29 | 213.89 | 1899.14 | 40482.01 |
49 | 2008.07.23 08:00 | modify | 17 | 2.30 | 213.14 | 213.35 | 214.14 | ||
50 | 2008.07.23 12:00 | t/p | 17 | 2.30 | 214.14 | 213.35 | 214.14 | 2522.38 | 43004.39 |
51 | 2008.07.23 12:00 | t/p | 18 | 2.20 | 214.39 | 210.15 | 214.39 | 3008.85 | 46013.24 |
52 | 2008.07.23 12:00 | t/p | 19 | 2.20 | 214.64 | 210.15 | 214.64 | 3604.99 | 49618.23 |
53 | 2008.07.23 12:00 | modify | 20 | 2.10 | 213.14 | 214.26 | 224.25 | ||
54 | 2008.07.23 16:00 | modify | 20 | 2.10 | 213.14 | 215.22 | 224.25 | ||
55 | 2008.07.23 20:00 | s/l | 20 | 2.10 | 215.22 | 215.22 | 224.25 | 4761.30 | 54379.53 |
56 | 2008.08.28 08:00 | sell | 21 | 3.30 | 200.43 | 203.42 | 199.68 | ||
57 | 2008.08.28 08:00 | sell | 22 | 3.20 | 200.43 | 203.42 | 199.43 | ||
58 | 2008.08.28 08:00 | sell | 23 | 3.10 | 200.43 | 203.42 | 199.18 | ||
59 | 2008.08.28 08:00 | sell | 24 | 3.10 | 200.43 | 203.42 | 198.93 | ||
60 | 2008.08.28 08:00 | sell | 25 | 3.00 | 200.43 | 203.42 | 189.32 | ||
61 | 2008.08.29 08:00 | t/p | 21 | 3.30 | 199.68 | 203.42 | 199.68 | 2579.39 | 56958.92 |
62 | 2008.08.29 08:00 | modify | 22 | 3.20 | 200.43 | 200.25 | 199.43 | ||
63 | 2008.08.29 12:00 | t/p | 22 | 3.20 | 199.43 | 200.25 | 199.43 | 3368.16 | 60327.08 |
64 | 2008.08.29 12:00 | t/p | 23 | 3.10 | 199.18 | 203.42 | 199.18 | 4102.73 | 64429.81 |
65 | 2008.08.29 12:00 | t/p | 24 | 3.10 | 198.93 | 203.42 | 198.93 | 4942.57 | 69372.37 |
66 | 2008.08.29 12:00 | modify | 25 | 3.00 | 200.43 | 199.17 | 189.32 | ||
67 | 2008.08.29 16:00 | s/l | 25 | 3.00 | 199.17 | 199.17 | 189.32 | 4002.90 | 73375.27 |
68 | 2008.09.05 00:00 | sell | 26 | 4.40 | 189.35 | 192.34 | 188.60 | ||
69 | 2008.09.05 00:00 | sell | 27 | 4.30 | 189.35 | 192.34 | 188.35 | ||
70 | 2008.09.05 00:00 | sell | 28 | 4.20 | 189.35 | 192.34 | 188.10 | ||
71 | 2008.09.05 00:00 | sell | 29 | 4.10 | 189.35 | 192.34 | 187.85 | ||
72 | 2008.09.05 00:00 | sell | 30 | 4.00 | 189.35 | 192.34 | 178.24 | ||
73 | 2008.09.05 04:00 | t/p | 26 | 4.40 | 188.60 | 192.34 | 188.60 | 3576.08 | 76951.35 |
74 | 2008.09.05 04:00 | t/p | 27 | 4.30 | 188.35 | 192.34 | 188.35 | 4659.73 | 81611.08 |
75 | 2008.09.05 04:00 | t/p | 28 | 4.20 | 188.10 | 192.34 | 188.10 | 5689.21 | 87300.29 |
76 | 2008.09.05 04:00 | t/p | 29 | 4.10 | 187.85 | 192.34 | 187.85 | 6664.50 | 93964.79 |
77 | 2008.09.05 04:00 | modify | 30 | 4.00 | 189.35 | 188.14 | 178.24 | ||
78 | 2008.09.05 08:00 | s/l | 30 | 4.00 | 188.14 | 188.14 | 178.24 | 5244.91 | 99209.70 |
79 | 2008.09.11 12:00 | sell | 31 | 6.00 | 187.35 | 190.34 | 186.60 | ||
80 | 2008.09.11 12:00 | sell | 32 | 5.80 | 187.35 | 190.34 | 186.35 | ||
81 | 2008.09.11 12:00 | sell | 33 | 5.70 | 187.35 | 190.34 | 186.10 | ||
82 | 2008.09.11 12:00 | sell | 34 | 5.60 | 187.35 | 190.34 | 185.85 | ||
83 | 2008.09.11 12:00 | sell | 35 | 5.40 | 187.35 | 190.34 | 176.24 | ||
84 | 2008.09.11 16:00 | t/p | 31 | 6.00 | 186.60 | 190.34 | 186.60 | 4876.46 | 104086.16 |
85 | 2008.09.11 16:00 | modify | 32 | 5.80 | 187.35 | 187.16 | 186.35 | ||
86 | 2008.09.11 20:00 | s/l | 32 | 5.80 | 187.16 | 187.16 | 186.35 | 1194.19 | 105280.35 |
87 | 2008.09.11 20:00 | t/p | 33 | 5.70 | 186.10 | 190.34 | 186.10 | 7721.07 | 113001.42 |
88 | 2008.09.11 20:00 | modify | 34 | 5.60 | 187.35 | 187.26 | 185.85 | ||
89 | 2008.09.12 00:00 | s/l | 34 | 5.60 | 187.26 | 187.26 | 185.85 | 371.94 | 113373.36 |
90 | 2008.09.12 12:00 | s/l | 35 | 5.40 | 190.34 | 190.34 | 176.24 | -17664.75 | 95708.61 |
91 | 2008.10.08 12:00 | sell | 36 | 5.70 | 175.31 | 178.30 | 174.56 | ||
92 | 2008.10.08 12:00 | sell | 37 | 5.60 | 175.31 | 178.30 | 174.31 | ||
93 | 2008.10.08 12:00 | sell | 38 | 5.50 | 175.31 | 178.30 | 174.06 | ||
94 | 2008.10.08 12:00 | sell | 39 | 5.40 | 175.31 | 178.30 | 173.81 | ||
95 | 2008.10.08 12:00 | sell | 40 | 5.30 | 175.31 | 178.30 | 164.20 | ||
96 | 2008.10.08 16:00 | t/p | 36 | 5.70 | 174.56 | 178.30 | 174.56 | 4632.64 | 100341.25 |
97 | 2008.10.08 16:00 | t/p | 37 | 5.60 | 174.31 | 178.30 | 174.31 | 6068.48 | 106409.73 |
98 | 2008.10.08 16:00 | t/p | 38 | 5.50 | 174.06 | 178.30 | 174.06 | 7450.15 | 113859.88 |
99 | 2008.10.08 16:00 | t/p | 39 | 5.40 | 173.81 | 178.30 | 173.81 | 8777.63 | 122637.51 |
100 | 2008.10.08 16:00 | modify | 40 | 5.30 | 175.31 | 174.64 | 164.20 | ||
101 | 2008.10.08 20:00 | s/l | 40 | 5.30 | 174.64 | 174.64 | 164.20 | 3848.08 | 126485.59 |
102 | 2008.10.10 04:00 | sell | 41 | 7.60 | 168.30 | 171.29 | 167.55 | ||
103 | 2008.10.10 04:00 | sell | 42 | 7.40 | 168.30 | 171.29 | 167.30 | ||
104 | 2008.10.10 04:00 | sell | 43 | 7.30 | 168.30 | 171.29 | 167.05 | ||
105 | 2008.10.10 04:00 | sell | 44 | 7.10 | 168.30 | 171.29 | 166.80 | ||
106 | 2008.10.10 04:00 | sell | 45 | 6.90 | 168.30 | 171.29 | 157.19 | ||
107 | 2008.10.10 08:00 | t/p | 41 | 7.60 | 167.55 | 171.29 | 167.55 | 6176.86 | 132662.45 |
108 | 2008.10.10 08:00 | t/p | 42 | 7.40 | 167.30 | 171.29 | 167.30 | 8019.07 | 140681.52 |
109 | 2008.10.10 08:00 | t/p | 43 | 7.30 | 167.05 | 171.29 | 167.05 | 9888.38 | 150569.90 |
110 | 2008.10.10 08:00 | t/p | 44 | 7.10 | 166.80 | 171.29 | 166.80 | 11540.96 | 162110.86 |
111 | 2008.10.10 08:00 | modify | 45 | 6.90 | 168.30 | 167.08 | 157.19 | ||
112 | 2008.10.10 12:00 | s/l | 45 | 6.90 | 167.08 | 167.08 | 157.19 | 9122.24 | 171233.10 |
113 | 2008.10.24 08:00 | sell | 46 | 10.30 | 154.20 | 157.19 | 153.45 | ||
114 | 2008.10.24 08:00 | sell | 47 | 10.00 | 154.20 | 157.19 | 153.20 | ||
115 | 2008.10.24 08:00 | sell | 48 | 9.80 | 154.20 | 157.19 | 152.95 | ||
116 | 2008.10.24 08:00 | sell | 49 | 9.60 | 154.20 | 157.19 | 152.70 | ||
117 | 2008.10.24 08:00 | sell | 50 | 9.40 | 154.20 | 157.19 | 143.09 | ||
118 | 2008.10.24 12:00 | t/p | 46 | 10.30 | 153.45 | 157.19 | 153.45 | 8371.26 | 179604.36 |
119 | 2008.10.24 12:00 | t/p | 47 | 10.00 | 153.20 | 157.19 | 153.20 | 10836.58 | 190440.94 |
120 | 2008.10.24 12:00 | t/p | 48 | 9.80 | 152.95 | 157.19 | 152.95 | 13274.81 | 203715.75 |
121 | 2008.10.24 12:00 | t/p | 49 | 9.60 | 152.70 | 157.19 | 152.70 | 15604.68 | 219320.43 |
122 | 2008.10.24 12:00 | modify | 50 | 9.40 | 154.20 | 144.88 | 143.09 | ||
123 | 2008.10.24 16:00 | s/l | 50 | 9.40 | 144.88 | 144.88 | 143.09 | 94937.15 | 314257.58 |
124 | 2008.12.03 12:00 | sell | 51 | 18.90 | 136.42 | 139.41 | 135.67 | ||
125 | 2008.12.03 12:00 | sell | 52 | 18.40 | 136.42 | 139.41 | 135.42 | ||
126 | 2008.12.03 12:00 | sell | 53 | 18.00 | 136.42 | 139.41 | 135.17 | ||
127 | 2008.12.03 12:00 | sell | 54 | 17.60 | 136.42 | 139.41 | 134.92 | ||
128 | 2008.12.03 12:00 | sell | 55 | 17.30 | 136.42 | 139.41 | 125.31 | ||
129 | 2008.12.04 12:00 | t/p | 51 | 18.90 | 135.67 | 139.41 | 135.67 | 13596.88 | 327854.46 |
130 | 2008.12.04 12:00 | t/p | 52 | 18.40 | 135.42 | 139.41 | 135.42 | 18222.00 | 346076.46 |
131 | 2008.12.04 12:00 | t/p | 53 | 18.00 | 135.17 | 139.41 | 135.17 | 22702.34 | 368778.80 |
132 | 2008.12.04 12:00 | t/p | 54 | 17.60 | 134.92 | 139.41 | 134.92 | 26965.93 | 395744.73 |
133 | 2008.12.04 12:00 | modify | 55 | 17.30 | 136.42 | 135.40 | 125.31 | ||
134 | 2008.12.04 16:00 | s/l | 55 | 17.30 | 135.40 | 135.40 | 125.31 | 17507.59 | 413252.32 |
135 | 2008.12.04 16:00 | sell | 56 | 24.80 | 135.12 | 138.11 | 134.37 | ||
136 | 2008.12.04 16:00 | sell | 57 | 24.30 | 135.12 | 138.11 | 134.12 | ||
137 | 2008.12.04 16:00 | sell | 58 | 23.70 | 135.12 | 138.11 | 133.87 | ||
138 | 2008.12.04 16:00 | sell | 59 | 23.20 | 135.12 | 138.11 | 133.62 | ||
139 | 2008.12.04 16:00 | sell | 60 | 22.70 | 135.12 | 138.11 | 124.01 | ||
140 | 2008.12.05 16:00 | t/p | 56 | 24.80 | 134.37 | 138.11 | 134.37 | 19384.49 | 432636.81 |
141 | 2008.12.05 16:00 | t/p | 57 | 24.30 | 134.12 | 138.11 | 134.12 | 25576.91 | 458213.72 |
142 | 2008.12.05 16:00 | t/p | 58 | 23.70 | 133.87 | 138.11 | 133.87 | 31366.05 | 489579.77 |
143 | 2008.12.05 16:00 | t/p | 59 | 23.20 | 133.62 | 138.11 | 133.62 | 36989.54 | 526569.31 |
144 | 2008.12.05 16:00 | modify | 60 | 22.70 | 135.12 | 134.76 | 124.01 | ||
145 | 2008.12.05 20:00 | s/l | 60 | 22.70 | 134.76 | 134.76 | 124.01 | 8149.44 | 534718.76 |