Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2009.03.02 00:00 - 2009.10.15 23:45 (2009.03.01 - 2009.10.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | GapRange=2; SL_Factor=0.5; TP_Factor=2; Risk=0.1; | ||||
Bars in test | 16600 | Ticks modelled | 9047741 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -318.33 | Gross profit | 0.00 | Gross loss | -318.33 |
Profit factor | 0.00 | Expected payoff | -17.69 | ||
Absolute drawdown | 318.33 | Maximal drawdown | 338.52 (3.38%) | Relative drawdown | 3.38% (338.52) |
Total trades | 18 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 12 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 18 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -18.29 | |
Average | profit trade | 0.00 | loss trade | -17.69 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 18 (-318.33) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -318.33 (18) | |
Average | consecutive wins | 0 | consecutive losses | 18 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.06.04 14:16 | sell | 1 | 0.32 | 1.61988 | 1.62043 | 1.60896 | ||
2 | 2009.06.04 14:16 | s/l | 1 | 0.32 | 1.62043 | 1.62043 | 1.60896 | -17.60 | 9982.40 |
3 | 2009.06.04 14:16 | sell | 2 | 0.32 | 1.62020 | 1.62075 | 1.60922 | ||
4 | 2009.06.04 14:16 | s/l | 2 | 0.32 | 1.62075 | 1.62075 | 1.60922 | -17.60 | 9964.80 |
5 | 2009.06.04 14:16 | sell | 3 | 0.32 | 1.62054 | 1.62109 | 1.60956 | ||
6 | 2009.06.04 14:17 | s/l | 3 | 0.32 | 1.62109 | 1.62109 | 1.60956 | -17.60 | 9947.20 |
7 | 2009.06.04 14:17 | sell | 4 | 0.32 | 1.62086 | 1.62141 | 1.60988 | ||
8 | 2009.06.04 14:17 | s/l | 4 | 0.32 | 1.62141 | 1.62141 | 1.60988 | -17.60 | 9929.60 |
9 | 2009.06.04 14:17 | sell | 5 | 0.32 | 1.62124 | 1.62179 | 1.61026 | ||
10 | 2009.06.04 14:28 | s/l | 5 | 0.32 | 1.62179 | 1.62179 | 1.61026 | -17.60 | 9912.00 |
11 | 2009.06.04 14:28 | sell | 6 | 0.31 | 1.62154 | 1.62210 | 1.61038 | ||
12 | 2009.06.04 14:30 | buy | 7 | 0.31 | 1.62101 | 1.62046 | 1.63199 | ||
13 | 2009.06.04 14:30 | s/l | 7 | 0.31 | 1.62046 | 1.62046 | 1.63199 | -17.05 | 9894.95 |
14 | 2009.06.04 14:30 | buy | 8 | 0.31 | 1.62068 | 1.62013 | 1.63172 | ||
15 | 2009.06.04 14:31 | s/l | 6 | 0.31 | 1.62210 | 1.62210 | 1.61038 | -17.36 | 9877.59 |
16 | 2009.06.04 14:39 | s/l | 8 | 0.31 | 1.62013 | 1.62013 | 1.63172 | -17.05 | 9860.54 |
17 | 2009.06.04 14:39 | buy | 9 | 0.31 | 1.62037 | 1.61981 | 1.63167 | ||
18 | 2009.06.04 14:39 | s/l | 9 | 0.31 | 1.61981 | 1.61981 | 1.63167 | -17.36 | 9843.18 |
19 | 2009.06.04 14:39 | buy | 10 | 0.31 | 1.62006 | 1.61949 | 1.63140 | ||
20 | 2009.06.04 14:40 | s/l | 10 | 0.31 | 1.61949 | 1.61949 | 1.63140 | -17.67 | 9825.51 |
21 | 2009.06.04 14:40 | buy | 11 | 0.31 | 1.61972 | 1.61915 | 1.63112 | ||
22 | 2009.06.04 14:41 | s/l | 11 | 0.31 | 1.61915 | 1.61915 | 1.63112 | -17.67 | 9807.84 |
23 | 2009.06.04 14:41 | buy | 12 | 0.31 | 1.61936 | 1.61879 | 1.63081 | ||
24 | 2009.06.04 14:41 | s/l | 12 | 0.31 | 1.61879 | 1.61879 | 1.63081 | -17.67 | 9790.17 |
25 | 2009.06.04 14:41 | buy | 13 | 0.31 | 1.61904 | 1.61846 | 1.63054 | ||
26 | 2009.06.04 14:42 | s/l | 13 | 0.31 | 1.61846 | 1.61846 | 1.63054 | -17.98 | 9772.19 |
27 | 2009.06.04 14:42 | buy | 14 | 0.31 | 1.61862 | 1.61804 | 1.63019 | ||
28 | 2009.06.04 14:42 | s/l | 14 | 0.31 | 1.61804 | 1.61804 | 1.63019 | -17.98 | 9754.21 |
29 | 2009.06.04 14:42 | buy | 15 | 0.31 | 1.61829 | 1.61771 | 1.62991 | ||
30 | 2009.06.04 14:42 | s/l | 15 | 0.31 | 1.61771 | 1.61771 | 1.62991 | -17.98 | 9736.23 |
31 | 2009.06.04 14:42 | buy | 16 | 0.31 | 1.61796 | 1.61738 | 1.62963 | ||
32 | 2009.06.04 14:42 | s/l | 16 | 0.31 | 1.61738 | 1.61738 | 1.62963 | -17.98 | 9718.25 |
33 | 2009.06.04 14:42 | buy | 17 | 0.31 | 1.61749 | 1.61690 | 1.62923 | ||
34 | 2009.06.04 14:42 | s/l | 17 | 0.31 | 1.61690 | 1.61690 | 1.62923 | -18.29 | 9699.96 |
35 | 2009.06.04 14:42 | buy | 18 | 0.31 | 1.61703 | 1.61644 | 1.62884 | ||
36 | 2009.06.04 16:15 | s/l | 18 | 0.31 | 1.61644 | 1.61644 | 1.62884 | -18.29 | 9681.67 |