Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
Period | 30 Minutes (M30) 2009.07.01 13:30 - 2009.08.27 23:30 (2009.05.01 - 2009.08.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=20; StopLoss=100; BarsBeforeMidnight=10; BarsAfterMidnight=10; Tolerance=0; | ||||
Bars in test | 2058 | Ticks modelled | 504993 | Modelling quality | 69.97% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 574.29 | Gross profit | 1078.42 | Gross loss | -504.13 |
Profit factor | 2.14 | Expected payoff | 17.95 | ||
Absolute drawdown | 204.56 | Maximal drawdown | 386.87 (3.80%) | Relative drawdown | 3.80% (386.87) |
Total trades | 32 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 29 (90.63%) | Loss trades (% of total) | 3 (9.38%) | ||
Largest | profit trade | 37.46 | loss trade | -168.32 | |
Average | profit trade | 37.19 | loss trade | -168.04 | |
Maximum | consecutive wins (profit in money) | 13 (485.66) | consecutive losses (loss in money) | 2 (-336.41) | |
Maximal | consecutive profit (count of wins) | 485.66 (13) | consecutive loss (count of losses) | -336.41 (2) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.07.02 06:06 | buy | 1 | 0.10 | 0.8595 | 0.8492 | 0.8618 | ||
2 | 2009.07.02 07:43 | t/p | 1 | 0.10 | 0.8618 | 0.8492 | 0.8618 | 37.44 | 10037.44 |
3 | 2009.07.03 06:00 | buy | 2 | 0.10 | 0.8547 | 0.8444 | 0.8570 | ||
4 | 2009.07.03 08:02 | t/p | 2 | 0.10 | 0.8570 | 0.8444 | 0.8570 | 37.44 | 10074.88 |
5 | 2009.07.06 06:10 | buy | 3 | 0.10 | 0.8588 | 0.8485 | 0.8611 | ||
6 | 2009.07.06 06:56 | t/p | 3 | 0.10 | 0.8611 | 0.8485 | 0.8611 | 37.44 | 10112.32 |
7 | 2009.07.07 05:50 | buy | 4 | 0.10 | 0.8600 | 0.8497 | 0.8623 | ||
8 | 2009.07.07 08:32 | t/p | 4 | 0.10 | 0.8623 | 0.8497 | 0.8623 | 37.44 | 10149.76 |
9 | 2009.07.08 05:34 | buy | 5 | 0.10 | 0.8650 | 0.8547 | 0.8673 | ||
10 | 2009.07.10 07:28 | s/l | 5 | 0.10 | 0.8547 | 0.8547 | 0.8673 | -168.32 | 9981.44 |
11 | 2009.07.10 07:28 | sell | 6 | 0.10 | 0.8547 | 0.8650 | 0.8524 | ||
12 | 2009.07.13 06:38 | s/l | 6 | 0.10 | 0.8650 | 0.8650 | 0.8524 | -168.09 | 9813.35 |
13 | 2009.07.13 06:38 | buy | 7 | 0.10 | 0.8650 | 0.8547 | 0.8673 | ||
14 | 2009.07.13 07:43 | t/p | 7 | 0.10 | 0.8673 | 0.8547 | 0.8673 | 37.44 | 9850.79 |
15 | 2009.07.14 07:22 | sell | 8 | 0.10 | 0.8585 | 0.8688 | 0.8562 | ||
16 | 2009.07.14 09:47 | t/p | 8 | 0.10 | 0.8562 | 0.8688 | 0.8562 | 37.46 | 9888.25 |
17 | 2009.07.15 05:00 | buy | 9 | 0.10 | 0.8570 | 0.8467 | 0.8593 | ||
18 | 2009.07.15 07:45 | t/p | 9 | 0.10 | 0.8593 | 0.8467 | 0.8593 | 37.44 | 9925.69 |
19 | 2009.07.16 07:33 | buy | 10 | 0.10 | 0.8603 | 0.8500 | 0.8626 | ||
20 | 2009.07.17 06:30 | t/p | 10 | 0.10 | 0.8626 | 0.8500 | 0.8626 | 37.29 | 9962.98 |
21 | 2009.07.17 06:30 | buy | 11 | 0.10 | 0.8629 | 0.8526 | 0.8652 | ||
22 | 2009.07.17 10:22 | t/p | 11 | 0.10 | 0.8652 | 0.8526 | 0.8652 | 37.44 | 10000.42 |
23 | 2009.07.20 06:48 | sell | 12 | 0.10 | 0.8614 | 0.8717 | 0.8591 | ||
24 | 2009.07.23 20:12 | t/p | 12 | 0.10 | 0.8591 | 0.8717 | 0.8591 | 35.62 | 10036.04 |
25 | 2009.07.23 20:12 | sell | 13 | 0.10 | 0.8588 | 0.8691 | 0.8565 | ||
26 | 2009.07.29 13:41 | t/p | 13 | 0.10 | 0.8565 | 0.8691 | 0.8565 | 35.99 | 10072.03 |
27 | 2009.07.29 13:41 | sell | 14 | 0.10 | 0.8562 | 0.8665 | 0.8539 | ||
28 | 2009.07.30 07:18 | t/p | 14 | 0.10 | 0.8539 | 0.8665 | 0.8539 | 36.35 | 10108.38 |
29 | 2009.07.30 07:18 | sell | 15 | 0.10 | 0.8536 | 0.8639 | 0.8513 | ||
30 | 2009.07.30 13:47 | t/p | 15 | 0.10 | 0.8513 | 0.8639 | 0.8513 | 37.45 | 10145.83 |
31 | 2009.07.31 07:22 | sell | 16 | 0.10 | 0.8518 | 0.8621 | 0.8495 | ||
32 | 2009.08.03 07:19 | t/p | 16 | 0.10 | 0.8495 | 0.8621 | 0.8495 | 37.08 | 10182.91 |
33 | 2009.08.03 07:19 | sell | 17 | 0.10 | 0.8492 | 0.8595 | 0.8469 | ||
34 | 2009.08.03 08:28 | t/p | 17 | 0.10 | 0.8469 | 0.8595 | 0.8469 | 37.45 | 10220.36 |
35 | 2009.08.04 06:54 | sell | 18 | 0.10 | 0.8483 | 0.8586 | 0.8460 | ||
36 | 2009.08.06 10:20 | t/p | 18 | 0.10 | 0.8460 | 0.8586 | 0.8460 | 35.99 | 10256.35 |
37 | 2009.08.06 10:20 | sell | 19 | 0.10 | 0.8457 | 0.8560 | 0.8434 | ||
38 | 2009.08.06 15:43 | s/l | 19 | 0.10 | 0.8560 | 0.8560 | 0.8434 | -167.72 | 10088.63 |
39 | 2009.08.07 06:32 | buy | 20 | 0.10 | 0.8567 | 0.8464 | 0.8590 | ||
40 | 2009.08.07 08:48 | t/p | 20 | 0.10 | 0.8590 | 0.8464 | 0.8590 | 37.44 | 10126.07 |
41 | 2009.08.10 05:35 | buy | 21 | 0.10 | 0.8511 | 0.8408 | 0.8534 | ||
42 | 2009.08.10 07:14 | t/p | 21 | 0.10 | 0.8534 | 0.8408 | 0.8534 | 37.44 | 10163.51 |
43 | 2009.08.11 06:58 | buy | 22 | 0.10 | 0.8590 | 0.8487 | 0.8613 | ||
44 | 2009.08.11 07:40 | t/p | 22 | 0.10 | 0.8613 | 0.8487 | 0.8613 | 37.44 | 10200.95 |
45 | 2009.08.12 06:22 | buy | 23 | 0.10 | 0.8589 | 0.8486 | 0.8612 | ||
46 | 2009.08.12 11:13 | t/p | 23 | 0.10 | 0.8612 | 0.8486 | 0.8612 | 37.44 | 10238.39 |
47 | 2009.08.13 10:04 | sell | 24 | 0.10 | 0.8591 | 0.8694 | 0.8568 | ||
48 | 2009.08.18 12:14 | t/p | 24 | 0.10 | 0.8568 | 0.8694 | 0.8568 | 36.36 | 10274.75 |
49 | 2009.08.18 12:14 | sell | 25 | 0.10 | 0.8564 | 0.8667 | 0.8541 | ||
50 | 2009.08.18 14:15 | t/p | 25 | 0.10 | 0.8541 | 0.8667 | 0.8541 | 37.45 | 10312.20 |
51 | 2009.08.19 05:55 | buy | 26 | 0.10 | 0.8559 | 0.8456 | 0.8582 | ||
52 | 2009.08.19 08:30 | t/p | 26 | 0.10 | 0.8582 | 0.8456 | 0.8582 | 37.44 | 10349.64 |
53 | 2009.08.20 05:36 | buy | 27 | 0.10 | 0.8613 | 0.8510 | 0.8636 | ||
54 | 2009.08.20 11:12 | t/p | 27 | 0.10 | 0.8636 | 0.8510 | 0.8636 | 37.44 | 10387.08 |
55 | 2009.08.21 05:00 | buy | 28 | 0.10 | 0.8652 | 0.8549 | 0.8675 | ||
56 | 2009.08.21 08:18 | t/p | 28 | 0.10 | 0.8675 | 0.8549 | 0.8675 | 37.44 | 10424.52 |
57 | 2009.08.24 06:11 | buy | 29 | 0.10 | 0.8699 | 0.8596 | 0.8722 | ||
58 | 2009.08.24 14:49 | t/p | 29 | 0.10 | 0.8722 | 0.8596 | 0.8722 | 37.44 | 10461.96 |
59 | 2009.08.25 05:44 | buy | 30 | 0.10 | 0.8721 | 0.8618 | 0.8744 | ||
60 | 2009.08.25 11:52 | t/p | 30 | 0.10 | 0.8744 | 0.8618 | 0.8744 | 37.44 | 10499.40 |
61 | 2009.08.26 06:03 | buy | 31 | 0.10 | 0.8764 | 0.8661 | 0.8787 | ||
62 | 2009.08.26 11:04 | t/p | 31 | 0.10 | 0.8787 | 0.8661 | 0.8787 | 37.44 | 10536.84 |
63 | 2009.08.27 05:07 | buy | 32 | 0.10 | 0.8784 | 0.8681 | 0.8807 | ||
64 | 2009.08.27 09:52 | t/p | 32 | 0.10 | 0.8807 | 0.8681 | 0.8807 | 37.45 | 10574.29 |