Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2002.01.01 01:05 - 2007.09.28 22:55 (2002.01.01 - 2007.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=9999; Lots=1; TrailingStop=9999; aa=0; r=0; n=0; k=0; kk=0; no_trades=0; sl_20p_code=0; stop_loss_value=0; max_high=0; min_low=0; fix_close=0; fix_open=0; fix_high=0; fix_low=0; same_candle_code=0; hl_prev_day=0; swing_code=0; stop_hl_code=0; avr5_upper_avr13_code=0; | ||||
Bars in test | 431367 | Ticks modelled | 12633200 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 20524.00 | Gross profit | 26958.90 | Gross loss | -6434.90 |
Profit factor | 4.19 | Expected payoff | 789.38 | ||
Absolute drawdown | 280.00 | Maximal drawdown | 5315.90 (29.59%) | Relative drawdown | 29.59% (5315.90) |
Total trades | 26 | Short positions (won %) | 26 (38.46%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 10 (38.46%) | Loss trades (% of total) | 16 (61.54%) | ||
Largest | profit trade | 5908.90 | loss trade | -1343.80 | |
Average | profit trade | 2695.89 | loss trade | -402.18 | |
Maximum | consecutive wins (profit in money) | 3 (7812.50) | consecutive losses (loss in money) | 6 (-1617.60) | |
Maximal | consecutive profit (count of wins) | 7812.50 (3) | consecutive loss (count of losses) | -2701.40 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2002.01.21 01:01 | sell | 1 | 1.00 | 1.4376 | 0.0000 | 0.0000 | ||
2 | 2002.01.21 01:57 | close | 1 | 1.00 | 1.4388 | 0.0000 | 0.0000 | -120.00 | 9880.00 |
3 | 2002.01.21 09:25 | sell | 2 | 1.00 | 1.4375 | 0.0000 | 0.0000 | ||
4 | 2002.02.06 00:00 | close | 2 | 1.00 | 1.4154 | 0.0000 | 0.0000 | 2099.60 | 11979.60 |
5 | 2002.02.11 01:06 | sell | 3 | 1.00 | 1.4133 | 0.0000 | 0.0000 | ||
6 | 2002.02.11 02:50 | close | 3 | 1.00 | 1.4155 | 0.0000 | 0.0000 | -220.00 | 11759.60 |
7 | 2002.02.27 00:05 | sell | 4 | 1.00 | 1.4169 | 0.0000 | 0.0000 | ||
8 | 2002.03.01 11:09 | close | 4 | 1.00 | 1.4207 | 0.0000 | 0.0000 | -407.60 | 11352.00 |
9 | 2003.07.08 09:40 | sell | 5 | 1.00 | 1.6449 | 0.0000 | 0.0000 | ||
10 | 2003.07.28 00:01 | close | 5 | 1.00 | 1.6195 | 0.0000 | 0.0000 | 2402.00 | 13754.00 |
11 | 2003.08.08 20:50 | sell | 6 | 1.00 | 1.6047 | 0.0000 | 0.0000 | ||
12 | 2003.08.13 16:11 | close | 6 | 1.00 | 1.6099 | 0.0000 | 0.0000 | -540.70 | 13213.30 |
13 | 2003.08.14 17:25 | sell | 7 | 1.00 | 1.5993 | 0.0000 | 0.0000 | ||
14 | 2003.09.08 00:01 | close | 7 | 1.00 | 1.5871 | 0.0000 | 0.0000 | 1061.30 | 14274.60 |
15 | 2004.08.23 00:01 | sell | 8 | 1.00 | 1.8198 | 0.0000 | 0.0000 | ||
16 | 2004.09.14 00:01 | close | 8 | 1.00 | 1.7969 | 0.0000 | 0.0000 | 2138.20 | 16412.80 |
17 | 2005.05.09 03:19 | sell | 9 | 1.00 | 1.8882 | 0.0000 | 0.0000 | ||
18 | 2005.05.11 10:23 | close | 9 | 1.00 | 1.8885 | 0.0000 | 0.0000 | -43.80 | 16369.00 |
19 | 2005.05.11 14:35 | sell | 10 | 1.00 | 1.8776 | 0.0000 | 0.0000 | ||
20 | 2005.06.08 00:01 | close | 10 | 1.00 | 1.8353 | 0.0000 | 0.0000 | 4036.80 | 20405.80 |
21 | 2005.06.23 19:10 | sell | 11 | 1.00 | 1.8162 | 0.0000 | 0.0000 | ||
22 | 2005.06.24 12:23 | close | 11 | 1.00 | 1.8238 | 0.0000 | 0.0000 | -766.90 | 19638.90 |
23 | 2005.06.29 12:05 | sell | 12 | 1.00 | 1.8112 | 0.0000 | 0.0000 | ||
24 | 2005.07.18 00:02 | close | 12 | 1.00 | 1.7508 | 0.0000 | 0.0000 | 5908.90 | 25547.80 |
25 | 2005.07.20 00:10 | sell | 13 | 1.00 | 1.7393 | 0.0000 | 0.0000 | ||
26 | 2005.07.21 02:36 | close | 13 | 1.00 | 1.7459 | 0.0000 | 0.0000 | -680.70 | 24867.10 |
27 | 2005.07.25 08:50 | sell | 14 | 1.00 | 1.7342 | 0.0000 | 0.0000 | ||
28 | 2005.07.27 20:16 | close | 14 | 1.00 | 1.7475 | 0.0000 | 0.0000 | -1343.80 | 23523.30 |
29 | 2005.08.30 10:22 | sell | 15 | 1.00 | 1.7903 | 0.0000 | 0.0000 | ||
30 | 2005.08.31 16:24 | close | 15 | 1.00 | 1.7970 | 0.0000 | 0.0000 | -676.90 | 22846.40 |
31 | 2005.09.15 04:40 | sell | 16 | 1.00 | 1.8166 | 0.0000 | 0.0000 | ||
32 | 2005.10.20 10:32 | close | 16 | 1.00 | 1.7684 | 0.0000 | 0.0000 | 4578.50 | 27424.90 |
33 | 2005.11.04 17:10 | sell | 17 | 1.00 | 1.7581 | 0.0000 | 0.0000 | ||
34 | 2005.11.30 17:24 | close | 17 | 1.00 | 1.7293 | 0.0000 | 0.0000 | 2714.40 | 30139.30 |
35 | 2005.12.19 20:10 | sell | 18 | 1.00 | 1.7599 | 0.0000 | 0.0000 | ||
36 | 2006.01.04 05:13 | close | 18 | 1.00 | 1.7536 | 0.0000 | 0.0000 | 519.60 | 30658.90 |
37 | 2006.02.03 16:10 | sell | 19 | 1.00 | 1.7645 | 0.0000 | 0.0000 | ||
38 | 2006.02.06 02:40 | close | 19 | 1.00 | 1.7646 | 0.0000 | 0.0000 | -16.90 | 30642.00 |
39 | 2006.02.06 04:40 | sell | 20 | 1.00 | 1.7620 | 0.0000 | 0.0000 | ||
40 | 2006.02.22 00:00 | close | 20 | 1.00 | 1.7459 | 0.0000 | 0.0000 | 1499.60 | 32141.60 |
41 | 2006.03.10 15:35 | sell | 21 | 1.00 | 1.7312 | 0.0000 | 0.0000 | ||
42 | 2006.03.13 18:16 | close | 21 | 1.00 | 1.7313 | 0.0000 | 0.0000 | -16.90 | 32124.70 |
43 | 2006.03.23 03:00 | sell | 22 | 1.00 | 1.7442 | 0.0000 | 0.0000 | ||
44 | 2006.03.27 03:13 | close | 22 | 1.00 | 1.7443 | 0.0000 | 0.0000 | -23.80 | 32100.90 |
45 | 2006.03.27 03:25 | sell | 23 | 1.00 | 1.7428 | 0.0000 | 0.0000 | ||
46 | 2006.03.27 04:10 | close | 23 | 1.00 | 1.7447 | 0.0000 | 0.0000 | -190.00 | 31910.90 |
47 | 2006.03.27 04:55 | sell | 24 | 1.00 | 1.7427 | 0.0000 | 0.0000 | ||
48 | 2006.03.27 06:00 | close | 24 | 1.00 | 1.7453 | 0.0000 | 0.0000 | -260.00 | 31650.90 |
49 | 2006.04.03 04:50 | sell | 25 | 1.00 | 1.7331 | 0.0000 | 0.0000 | ||
50 | 2006.04.04 01:09 | close | 25 | 1.00 | 1.7408 | 0.0000 | 0.0000 | -776.90 | 30874.00 |
51 | 2006.04.04 02:15 | sell | 26 | 1.00 | 1.7393 | 0.0000 | 0.0000 | ||
52 | 2006.04.04 09:25 | close | 26 | 1.00 | 1.7428 | 0.0000 | 0.0000 | -350.00 | 30524.00 |