Symbol | EURGBPm (Euro vs Great Britain Pound ) | ||||
Period | 1 Hour (H1) 2009.03.16 00:00 - 2009.03.24 23:00 (2009.03.16 - 2009.03.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | LotIncrease=true; Buy=true; Sell=true; smallestlotsize="0.1 = 1, 0.01 = 2"; SmallestLotSize=2; MaxLotSize=1; LotSize=0.01; LotIncrement=0.01; Multiplier=0; ProfitTarget=0.001; TrendProfitTarget=1; SafetyLevelPercentage=1; SafetyProfitTargetPercent=1; OpenOnTick=0; Spacing=8; TrendSpacing=8; CounterTrendMultiplier=1; CloseDelay=0; OrdersToClose=1; MinimumOrdersToCloseLosing=1; MaxMarginPercentage=15; TrendTimeFrame=15; TrendPeriods=150; CeaseTrading=false; RightSideLabel=true; LossManagement="What to do if things are going wrong"; AllowRecovery=true; MaxLoss=30; ExitAllTrades=true; StopTrading=true; PlaceRecoveryOrders=true; MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=true; | ||||
Bars in test | 1167 | Ticks modelled | 145082 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 23.17 | Gross profit | 127.00 | Gross loss | -103.83 |
Profit factor | 1.22 | Expected payoff | 0.68 | ||
Absolute drawdown | 14.36 | Maximal drawdown | 62.09 (36.22%) | Relative drawdown | 36.22% (62.09) |
Total trades | 34 | Short positions (won %) | 22 (81.82%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
Largest | profit trade | 19.10 | loss trade | -27.39 | |
Average | profit trade | 5.29 | loss trade | -10.38 | |
Maximum | consecutive wins (profit in money) | 10 (105.07) | consecutive losses (loss in money) | 6 (-71.73) | |
Maximal | consecutive profit (count of wins) | 105.07 (10) | consecutive loss (count of losses) | -71.73 (6) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.03.16 00:00 | sell | 1 | 0.01 | 0.9225 | 0.0000 | 0.0000 | ||
2 | 2009.03.16 01:03 | sell | 2 | 0.02 | 0.9216 | 0.0000 | 0.0000 | ||
3 | 2009.03.16 01:03 | close | 1 | 0.01 | 0.9220 | 0.0000 | 0.0000 | 0.08 | 100.08 |
4 | 2009.03.16 02:13 | sell | 3 | 0.02 | 0.9207 | 0.0000 | 0.0000 | ||
5 | 2009.03.16 02:14 | close | 2 | 0.02 | 0.9211 | 0.0000 | 0.0000 | 0.15 | 100.23 |
6 | 2009.03.16 03:00 | sell | 4 | 0.02 | 0.9198 | 0.0000 | 0.0000 | ||
7 | 2009.03.16 03:00 | close | 3 | 0.02 | 0.9202 | 0.0000 | 0.0000 | 0.15 | 100.38 |
8 | 2009.03.16 04:00 | sell | 5 | 0.02 | 0.9189 | 0.0000 | 0.0000 | ||
9 | 2009.03.16 04:00 | close | 4 | 0.02 | 0.9193 | 0.0000 | 0.0000 | 0.14 | 100.52 |
10 | 2009.03.16 05:39 | sell | 6 | 0.02 | 0.9198 | 0.0000 | 0.0000 | ||
11 | 2009.03.16 06:01 | close | 6 | 0.02 | 0.9193 | 0.0000 | 0.0000 | 0.14 | 100.66 |
12 | 2009.03.16 06:11 | sell | 7 | 0.02 | 0.9198 | 0.0000 | 0.0000 | ||
13 | 2009.03.16 07:03 | close | 7 | 0.02 | 0.9193 | 0.0000 | 0.0000 | 0.14 | 100.80 |
14 | 2009.03.16 07:14 | sell | 8 | 0.02 | 0.9198 | 0.0000 | 0.0000 | ||
15 | 2009.03.16 07:42 | close | 8 | 0.02 | 0.9193 | 0.0000 | 0.0000 | 0.14 | 100.94 |
16 | 2009.03.16 08:00 | sell | 9 | 0.02 | 0.9180 | 0.0000 | 0.0000 | ||
17 | 2009.03.16 08:00 | close | 5 | 0.02 | 0.9184 | 0.0000 | 0.0000 | 0.14 | 101.08 |
18 | 2009.03.16 09:00 | sell | 10 | 0.02 | 0.9171 | 0.0000 | 0.0000 | ||
19 | 2009.03.16 09:00 | close | 9 | 0.02 | 0.9175 | 0.0000 | 0.0000 | 0.15 | 101.23 |
20 | 2009.03.16 10:00 | sell | 11 | 0.02 | 0.9159 | 0.0000 | 0.0000 | ||
21 | 2009.03.16 10:00 | close | 10 | 0.02 | 0.9161 | 0.0000 | 0.0000 | 0.30 | 101.53 |
22 | 2009.03.16 11:00 | sell | 12 | 0.02 | 0.9178 | 0.0000 | 0.0000 | ||
23 | 2009.03.16 12:00 | sell | 13 | 0.03 | 0.9187 | 0.0000 | 0.0000 | ||
24 | 2009.03.16 13:00 | sell | 14 | 0.04 | 0.9196 | 0.0000 | 0.0000 | ||
25 | 2009.03.16 14:00 | sell | 15 | 0.05 | 0.9223 | 0.0000 | 0.0000 | ||
26 | 2009.03.16 15:00 | buy | 16 | 0.01 | 0.9237 | 0.0000 | 0.0000 | ||
27 | 2009.03.16 16:00 | buy | 17 | 0.02 | 0.9227 | 0.0000 | 0.0000 | ||
28 | 2009.03.16 20:45 | buy | 18 | 0.03 | 0.9218 | 0.0000 | 0.0000 | ||
29 | 2009.03.17 07:09 | buy | 19 | 0.04 | 0.9246 | 0.0000 | 0.0000 | ||
30 | 2009.03.17 08:00 | buy | 20 | 0.05 | 0.9255 | 0.0000 | 0.0000 | ||
31 | 2009.03.17 12:02 | buy | 21 | 0.06 | 0.9264 | 0.0000 | 0.0000 | ||
32 | 2009.03.17 13:02 | buy | 22 | 0.07 | 0.9273 | 0.0000 | 0.0000 | ||
33 | 2009.03.18 02:47 | buy | 23 | 0.08 | 0.9282 | 0.0000 | 0.0000 | ||
34 | 2009.03.18 07:52 | close | 11 | 0.02 | 0.9322 | 0.0000 | 0.0000 | -4.77 | 96.76 |
35 | 2009.03.18 07:52 | close | 21 | 0.06 | 0.9319 | 0.0000 | 0.0000 | 4.81 | 101.57 |
36 | 2009.03.18 07:52 | close | 12 | 0.02 | 0.9323 | 0.0000 | 0.0000 | -4.24 | 97.33 |
37 | 2009.03.18 07:52 | close | 22 | 0.07 | 0.9320 | 0.0000 | 0.0000 | 4.79 | 102.11 |
38 | 2009.03.18 07:52 | buy | 24 | 0.07 | 0.9322 | 0.0000 | 0.0000 | ||
39 | 2009.03.18 08:12 | buy | 25 | 0.08 | 0.9331 | 0.0000 | 0.0000 | ||
40 | 2009.03.18 08:53 | close | 13 | 0.03 | 0.9344 | 0.0000 | 0.0000 | -6.89 | 95.22 |
41 | 2009.03.18 08:53 | close | 23 | 0.08 | 0.9341 | 0.0000 | 0.0000 | 6.89 | 102.11 |
42 | 2009.03.18 09:17 | buy | 26 | 0.08 | 0.9340 | 0.0000 | 0.0000 | ||
43 | 2009.03.18 18:17 | close | 14 | 0.04 | 0.9473 | 0.0000 | 0.0000 | -16.20 | 85.91 |
44 | 2009.03.18 18:17 | close | 25 | 0.08 | 0.9470 | 0.0000 | 0.0000 | 16.23 | 102.14 |
45 | 2009.03.18 18:17 | close | 18 | 0.03 | 0.9472 | 0.0000 | 0.0000 | 11.11 | 113.25 |
46 | 2009.03.18 18:17 | close | 20 | 0.05 | 0.9472 | 0.0000 | 0.0000 | 15.82 | 129.07 |
47 | 2009.03.18 18:17 | buy | 27 | 0.06 | 0.9477 | 0.0000 | 0.0000 | ||
48 | 2009.03.19 16:15 | sell | 28 | 0.02 | 0.9400 | 0.0000 | 0.0000 | ||
49 | 2009.03.19 19:06 | sell | 29 | 0.03 | 0.9409 | 0.0000 | 0.0000 | ||
50 | 2009.03.19 21:47 | sell | 30 | 0.04 | 0.9418 | 0.0000 | 0.0000 | ||
51 | 2009.03.20 07:15 | sell | 31 | 0.05 | 0.9430 | 0.0000 | 0.0000 | ||
52 | 2009.03.24 09:31 | sell | 32 | 0.06 | 0.9214 | 0.0000 | 0.0000 | ||
53 | 2009.03.24 10:08 | sell | 33 | 0.07 | 0.9205 | 0.0000 | 0.0000 | ||
54 | 2009.03.24 11:18 | sell | 34 | 0.08 | 0.9195 | 0.0000 | 0.0000 | ||
55 | 2009.03.24 23:54 | close at stop | 34 | 0.08 | 0.9168 | 0.0000 | 0.0000 | 3.15 | 132.22 |
56 | 2009.03.24 23:54 | close at stop | 33 | 0.07 | 0.9168 | 0.0000 | 0.0000 | 3.78 | 136.00 |
57 | 2009.03.24 23:54 | close at stop | 32 | 0.06 | 0.9168 | 0.0000 | 0.0000 | 4.03 | 140.03 |
58 | 2009.03.24 23:54 | close at stop | 31 | 0.05 | 0.9168 | 0.0000 | 0.0000 | 19.10 | 159.13 |
59 | 2009.03.24 23:54 | close at stop | 30 | 0.04 | 0.9168 | 0.0000 | 0.0000 | 14.57 | 173.70 |
60 | 2009.03.24 23:54 | close at stop | 29 | 0.03 | 0.9168 | 0.0000 | 0.0000 | 10.53 | 184.23 |
61 | 2009.03.24 23:54 | close at stop | 28 | 0.02 | 0.9168 | 0.0000 | 0.0000 | 6.75 | 190.99 |
62 | 2009.03.24 23:54 | close at stop | 27 | 0.06 | 0.9165 | 0.0000 | 0.0000 | -27.39 | 163.59 |
63 | 2009.03.24 23:54 | close at stop | 26 | 0.08 | 0.9165 | 0.0000 | 0.0000 | -20.53 | 143.07 |
64 | 2009.03.24 23:54 | close at stop | 24 | 0.07 | 0.9165 | 0.0000 | 0.0000 | -16.12 | 126.94 |
65 | 2009.03.24 23:54 | close at stop | 19 | 0.04 | 0.9165 | 0.0000 | 0.0000 | -4.78 | 122.17 |
66 | 2009.03.24 23:54 | close at stop | 17 | 0.02 | 0.9165 | 0.0000 | 0.0000 | -1.84 | 120.33 |
67 | 2009.03.24 23:54 | close at stop | 16 | 0.01 | 0.9165 | 0.0000 | 0.0000 | -1.07 | 119.26 |
68 | 2009.03.24 23:54 | close at stop | 15 | 0.05 | 0.9168 | 0.0000 | 0.0000 | 3.91 | 123.17 |