Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 5 Minutes (M5) 2009.06.25 00:05 - 2009.07.30 08:35 (2009.06.25 - 2009.07.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | ProsentageLots=10; TargetPips=10; TakeProfit=10; StopLoss=500; OpenStop=2; | ||||
Bars in test | 8101 | Ticks modelled | 208024 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 200.00 | ||||
Total net profit | 89.67 | Gross profit | 89.67 | Gross loss | 0.00 |
Profit factor | Expected payoff | 2.30 | |||
Absolute drawdown | 67.58 | Maximal drawdown | 75.38 (36.28%) | Relative drawdown | 36.28% (75.38) |
Total trades | 39 | Short positions (won %) | 21 (100.00%) | Long positions (won %) | 18 (100.00%) |
Profit trades (% of total) | 39 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 3.00 | loss trade | 0.00 | |
Average | profit trade | 2.30 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 39 (89.67) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 89.67 (39) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 39 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.06.25 00:06 | buy | 1 | 0.02 | 1.6412 | 1.5912 | 1.6422 | ||
2 | 2009.06.25 01:49 | t/p | 1 | 0.02 | 1.6422 | 1.5912 | 1.6422 | 2.00 | 202.00 |
3 | 2009.06.25 01:50 | buy | 2 | 0.02 | 1.6426 | 1.5926 | 1.6436 | ||
4 | 2009.06.25 03:04 | t/p | 2 | 0.02 | 1.6436 | 1.5926 | 1.6436 | 2.00 | 204.00 |
5 | 2009.06.26 00:11 | buy | 3 | 0.02 | 1.6372 | 1.5872 | 1.6382 | ||
6 | 2009.06.26 01:43 | t/p | 3 | 0.02 | 1.6382 | 1.5872 | 1.6382 | 2.00 | 206.00 |
7 | 2009.06.26 01:45 | sell | 4 | 0.02 | 1.6377 | 1.6877 | 1.6367 | ||
8 | 2009.07.02 10:39 | t/p | 4 | 0.02 | 1.6367 | 1.6877 | 1.6367 | 1.45 | 207.45 |
9 | 2009.07.02 10:40 | buy | 5 | 0.02 | 1.6366 | 1.5866 | 1.6376 | ||
10 | 2009.07.02 12:35 | t/p | 5 | 0.02 | 1.6376 | 1.5866 | 1.6376 | 2.00 | 209.45 |
11 | 2009.07.03 00:07 | sell | 6 | 0.02 | 1.6384 | 1.6884 | 1.6374 | ||
12 | 2009.07.03 00:26 | t/p | 6 | 0.02 | 1.6374 | 1.6884 | 1.6374 | 2.00 | 211.45 |
13 | 2009.07.03 00:30 | sell | 7 | 0.02 | 1.6353 | 1.6853 | 1.6343 | ||
14 | 2009.07.03 00:35 | t/p | 7 | 0.02 | 1.6343 | 1.6853 | 1.6343 | 2.00 | 213.45 |
15 | 2009.07.03 00:40 | buy | 8 | 0.02 | 1.6346 | 1.5846 | 1.6356 | ||
16 | 2009.07.03 00:44 | t/p | 8 | 0.02 | 1.6356 | 1.5846 | 1.6356 | 2.00 | 215.45 |
17 | 2009.07.03 00:45 | sell | 9 | 0.02 | 1.6346 | 1.6846 | 1.6336 | ||
18 | 2009.07.03 00:48 | t/p | 9 | 0.02 | 1.6336 | 1.6846 | 1.6336 | 2.00 | 217.45 |
19 | 2009.07.03 00:50 | buy | 10 | 0.02 | 1.6337 | 1.5837 | 1.6347 | ||
20 | 2009.07.03 01:01 | t/p | 10 | 0.02 | 1.6347 | 1.5837 | 1.6347 | 2.00 | 219.45 |
21 | 2009.07.03 01:05 | sell | 11 | 0.02 | 1.6358 | 1.6858 | 1.6348 | ||
22 | 2009.07.03 01:15 | t/p | 11 | 0.02 | 1.6348 | 1.6858 | 1.6348 | 2.00 | 221.45 |
23 | 2009.07.06 01:02 | buy | 12 | 0.02 | 1.6286 | 1.5786 | 1.6296 | ||
24 | 2009.07.06 01:14 | t/p | 12 | 0.02 | 1.6296 | 1.5786 | 1.6296 | 2.00 | 223.45 |
25 | 2009.07.06 01:15 | sell | 13 | 0.02 | 1.6293 | 1.6793 | 1.6283 | ||
26 | 2009.07.06 01:53 | t/p | 13 | 0.02 | 1.6283 | 1.6793 | 1.6283 | 2.00 | 225.45 |
27 | 2009.07.07 00:06 | sell | 14 | 0.02 | 1.6283 | 1.6783 | 1.6273 | ||
28 | 2009.07.07 00:34 | t/p | 14 | 0.02 | 1.6273 | 1.6783 | 1.6273 | 2.00 | 227.45 |
29 | 2009.07.07 00:39 | sell | 15 | 0.02 | 1.6269 | 1.6769 | 1.6259 | ||
30 | 2009.07.07 02:24 | t/p | 15 | 0.02 | 1.6259 | 1.6769 | 1.6259 | 2.00 | 229.45 |
31 | 2009.07.07 02:26 | sell | 16 | 0.02 | 1.6254 | 1.6754 | 1.6244 | ||
32 | 2009.07.07 04:47 | t/p | 16 | 0.02 | 1.6244 | 1.6754 | 1.6244 | 2.00 | 231.45 |
33 | 2009.07.08 00:06 | buy | 17 | 0.02 | 1.6135 | 1.5635 | 1.6145 | ||
34 | 2009.07.09 10:48 | t/p | 17 | 0.02 | 1.6145 | 1.5635 | 1.6145 | 1.86 | 233.31 |
35 | 2009.07.09 10:50 | sell | 18 | 0.02 | 1.6156 | 1.6656 | 1.6146 | ||
36 | 2009.07.09 11:02 | t/p | 18 | 0.02 | 1.6146 | 1.6656 | 1.6146 | 2.00 | 235.31 |
37 | 2009.07.10 00:08 | sell | 19 | 0.02 | 1.6331 | 1.6831 | 1.6321 | ||
38 | 2009.07.10 03:08 | t/p | 19 | 0.02 | 1.6321 | 1.6831 | 1.6321 | 2.00 | 237.31 |
39 | 2009.07.10 03:11 | buy | 20 | 0.02 | 1.6320 | 1.5820 | 1.6330 | ||
40 | 2009.07.14 13:20 | t/p | 20 | 0.02 | 1.6330 | 1.5820 | 1.6330 | 1.91 | 239.22 |
41 | 2009.07.14 13:26 | sell | 21 | 0.02 | 1.6322 | 1.6822 | 1.6312 | ||
42 | 2009.07.14 13:44 | t/p | 21 | 0.02 | 1.6312 | 1.6822 | 1.6312 | 2.00 | 241.22 |
43 | 2009.07.15 00:08 | buy | 22 | 0.02 | 1.6327 | 1.5827 | 1.6337 | ||
44 | 2009.07.15 08:53 | t/p | 22 | 0.02 | 1.6337 | 1.5827 | 1.6337 | 2.00 | 243.22 |
45 | 2009.07.15 08:55 | sell | 23 | 0.02 | 1.6336 | 1.6836 | 1.6326 | ||
46 | 2009.07.17 09:34 | t/p | 23 | 0.02 | 1.6326 | 1.6836 | 1.6326 | 1.63 | 244.85 |
47 | 2009.07.17 09:35 | buy | 24 | 0.02 | 1.6328 | 1.5828 | 1.6338 | ||
48 | 2009.07.17 09:37 | t/p | 24 | 0.02 | 1.6338 | 1.5828 | 1.6338 | 2.00 | 246.85 |
49 | 2009.07.20 01:04 | sell | 25 | 0.02 | 1.6327 | 1.6827 | 1.6317 | ||
50 | 2009.07.22 10:24 | t/p | 25 | 0.02 | 1.6317 | 1.6827 | 1.6317 | 1.82 | 248.67 |
51 | 2009.07.22 10:25 | buy | 26 | 0.02 | 1.6314 | 1.5814 | 1.6324 | ||
52 | 2009.07.22 10:40 | t/p | 26 | 0.02 | 1.6324 | 1.5814 | 1.6324 | 2.00 | 250.67 |
53 | 2009.07.23 00:08 | buy | 27 | 0.03 | 1.6485 | 1.5985 | 1.6495 | ||
54 | 2009.07.23 08:25 | t/p | 27 | 0.03 | 1.6495 | 1.5985 | 1.6495 | 3.00 | 253.67 |
55 | 2009.07.23 08:30 | sell | 28 | 0.03 | 1.6486 | 1.6986 | 1.6476 | ||
56 | 2009.07.23 08:48 | t/p | 28 | 0.03 | 1.6476 | 1.6986 | 1.6476 | 3.00 | 256.67 |
57 | 2009.07.24 00:08 | sell | 29 | 0.03 | 1.6475 | 1.6975 | 1.6465 | ||
58 | 2009.07.24 11:41 | t/p | 29 | 0.03 | 1.6465 | 1.6975 | 1.6465 | 3.00 | 259.67 |
59 | 2009.07.24 11:45 | sell | 30 | 0.03 | 1.6459 | 1.6959 | 1.6449 | ||
60 | 2009.07.24 11:48 | t/p | 30 | 0.03 | 1.6449 | 1.6959 | 1.6449 | 3.00 | 262.67 |
61 | 2009.07.27 01:03 | sell | 31 | 0.03 | 1.6442 | 1.6942 | 1.6432 | ||
62 | 2009.07.27 01:12 | t/p | 31 | 0.03 | 1.6432 | 1.6942 | 1.6432 | 3.00 | 265.67 |
63 | 2009.07.27 01:15 | buy | 32 | 0.03 | 1.6433 | 1.5933 | 1.6443 | ||
64 | 2009.07.27 04:40 | t/p | 32 | 0.03 | 1.6443 | 1.5933 | 1.6443 | 3.00 | 268.67 |
65 | 2009.07.28 00:04 | sell | 33 | 0.03 | 1.6482 | 1.6982 | 1.6472 | ||
66 | 2009.07.28 02:21 | t/p | 33 | 0.03 | 1.6472 | 1.6982 | 1.6472 | 3.00 | 271.67 |
67 | 2009.07.28 02:26 | buy | 34 | 0.03 | 1.6476 | 1.5976 | 1.6486 | ||
68 | 2009.07.28 06:23 | t/p | 34 | 0.03 | 1.6486 | 1.5976 | 1.6486 | 3.00 | 274.67 |
69 | 2009.07.29 00:07 | buy | 35 | 0.03 | 1.6431 | 1.5931 | 1.6441 | ||
70 | 2009.07.29 03:43 | t/p | 35 | 0.03 | 1.6441 | 1.5931 | 1.6441 | 3.00 | 277.67 |
71 | 2009.07.29 03:45 | sell | 36 | 0.03 | 1.6436 | 1.6936 | 1.6426 | ||
72 | 2009.07.29 07:04 | t/p | 36 | 0.03 | 1.6426 | 1.6936 | 1.6426 | 3.00 | 280.67 |
73 | 2009.07.30 00:08 | sell | 37 | 0.03 | 1.6373 | 1.6873 | 1.6363 | ||
74 | 2009.07.30 00:37 | t/p | 37 | 0.03 | 1.6363 | 1.6873 | 1.6363 | 3.00 | 283.67 |
75 | 2009.07.30 00:40 | buy | 38 | 0.03 | 1.6360 | 1.5860 | 1.6370 | ||
76 | 2009.07.30 03:05 | t/p | 38 | 0.03 | 1.6370 | 1.5860 | 1.6370 | 3.00 | 286.67 |
77 | 2009.07.30 03:10 | buy | 39 | 0.03 | 1.6377 | 1.5877 | 1.6387 | ||
78 | 2009.07.30 03:11 | t/p | 39 | 0.03 | 1.6387 | 1.5877 | 1.6387 | 3.00 | 289.67 |