|
| Symbol | GBPUSD (Great United kingdom Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2005.01.02 20:00 - 2007.09.25 20:00 (2005.01.01 - 2007.09.26) | ||||
| Model | Every tick (the most precise know-how based on all accessible least timeframes) | ||||
| Parameters | TakeProfit=77; Lots=1; TrailingStop=60; InitialStop=350; mailalert=false; | ||||
| Bars in test | 9394 | Ticks modelled | 5597374 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 42297.60 | Gross profit | 53807.95 | Gross loss | -11510.35 |
| Profit factor | 4.67 | Expected payoff | 464.81 | ||
| Absolute drawdown | 450.00 | Maximal drawdown | 5366.60 (12.20%) | Relative drawdown | 70.47% (3112.20) |
| Total trades | 91 | Short positions (won %) | 43 (93.02%) | Long positions (won %) | 48 (87.50%) |
| Profit trades (% of total) | 82 (90.11%) | Loss trades (% of total) | 9 (9.89%) | ||
| Largest | profit trade | 786.00 | loss trade | -3480.00 | |
| Average | profit trade | 656.19 | loss trade | -1278.93 | |
| Maximum | consecutive wins (profit in money) | 28 (18020.40) | consecutive losses (loss in money) | 2 (-1677.95) | |
| Maximal | consecutive profit (count of wins) | 18020.40 (28) | consecutive loss (count of losses) | -3480.00 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.01.13 20:00 | sell | 1 | 1.00 | 1.8795 | 1.9145 | 1.8718 | ||
| 2 | 2005.01.14 02:46 | modify | 1 | 1.00 | 1.8795 | 1.8795 | 1.8718 | ||
| 3 | 2005.01.14 02:46 | modify | 1 | 1.00 | 1.8795 | 1.8792 | 1.8718 | ||
| 4 | 2005.01.14 02:46 | modify | 1 | 1.00 | 1.8795 | 1.8786 | 1.8718 | ||
| 5 | 2005.01.14 04:35 | modify | 1 | 1.00 | 1.8795 | 1.8783 | 1.8718 | ||
| 6 | 2005.01.14 04:36 | modify | 1 | 1.00 | 1.8795 | 1.8779 | 1.8718 | ||
| 7 | 2005.01.14 04:37 | t/p | 1 | 1.00 | 1.8718 | 1.8779 | 1.8718 | 764.45 | 1764.45 |
| 8 | 2005.01.18 12:02 | buy | 2 | 1.00 | 1.8720 | 1.8370 | 1.8797 | ||
| 9 | 2005.01.19 10:10 | modify | 2 | 1.00 | 1.8720 | 1.8720 | 1.8797 | ||
| 10 | 2005.01.19 10:11 | modify | 2 | 1.00 | 1.8720 | 1.8722 | 1.8797 | ||
| 11 | 2005.01.19 10:11 | modify | 2 | 1.00 | 1.8720 | 1.8723 | 1.8797 | ||
| 12 | 2005.01.19 10:11 | modify | 2 | 1.00 | 1.8720 | 1.8725 | 1.8797 | ||
| 13 | 2005.01.19 10:12 | modify | 2 | 1.00 | 1.8720 | 1.8727 | 1.8797 | ||
| 14 | 2005.01.19 10:12 | modify | 2 | 1.00 | 1.8720 | 1.8729 | 1.8797 | ||
| 15 | 2005.01.19 10:12 | modify | 2 | 1.00 | 1.8720 | 1.8731 | 1.8797 | ||
| 16 | 2005.01.19 10:12 | modify | 2 | 1.00 | 1.8720 | 1.8734 | 1.8797 | ||
| 17 | 2005.01.19 10:14 | modify | 2 | 1.00 | 1.8720 | 1.8735 | 1.8797 | ||
| 18 | 2005.01.19 10:14 | t/p | 2 | 1.00 | 1.8797 | 1.8735 | 1.8797 | 772.00 | 2536.45 |
| 19 | 2005.01.21 15:05 | buy | 3 | 1.00 | 1.8712 | 1.8362 | 1.8789 | ||
| 20 | 2005.01.21 17:16 | modify | 3 | 1.00 | 1.8712 | 1.8714 | 1.8789 | ||
| 21 | 2005.01.21 17:44 | modify | 3 | 1.00 | 1.8712 | 1.8716 | 1.8789 | ||
| 22 | 2005.01.21 17:44 | modify | 3 | 1.00 | 1.8712 | 1.8721 | 1.8789 | ||
| 23 | 2005.01.21 17:44 | modify | 3 | 1.00 | 1.8712 | 1.8726 | 1.8789 | ||
| 24 | 2005.01.21 17:45 | modify | 3 | 1.00 | 1.8712 | 1.8727 | 1.8789 | ||
| 25 | 2005.01.21 17:45 | modify | 3 | 1.00 | 1.8712 | 1.8728 | 1.8789 | ||
| 26 | 2005.01.21 17:46 | t/p | 3 | 1.00 | 1.8789 | 1.8728 | 1.8789 | 770.00 | 3306.45 |
| 27 | 2005.01.25 12:31 | sell | 4 | 1.00 | 1.8745 | 1.9095 | 1.8668 | ||
| 28 | 2005.01.25 15:11 | modify | 4 | 1.00 | 1.8745 | 1.8745 | 1.8668 | ||
| 29 | 2005.01.25 15:12 | modify | 4 | 1.00 | 1.8745 | 1.8742 | 1.8668 | ||
| 30 | 2005.01.25 15:13 | modify | 4 | 1.00 | 1.8745 | 1.8738 | 1.8668 | ||
| 31 | 2005.01.25 15:14 | modify | 4 | 1.00 | 1.8745 | 1.8737 | 1.8668 | ||
| 32 | 2005.01.25 15:26 | modify | 4 | 1.00 | 1.8745 | 1.8736 | 1.8668 | ||
| 33 | 2005.01.25 15:26 | modify | 4 | 1.00 | 1.8745 | 1.8732 | 1.8668 | ||
| 34 | 2005.01.25 15:28 | modify | 4 | 1.00 | 1.8745 | 1.8730 | 1.8668 | ||
| 35 | 2005.01.25 15:28 | t/p | 4 | 1.00 | 1.8668 | 1.8730 | 1.8668 | 770.00 | 4076.45 |
| 36 | 2005.01.25 15:28 | sell | 5 | 1.00 | 1.8661 | 1.9011 | 1.8584 | ||
| 37 | 2005.02.07 17:05 | modify | 5 | 1.00 | 1.8661 | 1.8661 | 1.8584 | ||
| 38 | 2005.02.07 17:06 | modify | 5 | 1.00 | 1.8661 | 1.8659 | 1.8584 | ||
| 39 | 2005.02.07 17:07 | modify | 5 | 1.00 | 1.8661 | 1.8658 | 1.8584 | ||
| 40 | 2005.02.07 17:09 | modify | 5 | 1.00 | 1.8661 | 1.8657 | 1.8584 | ||
| 41 | 2005.02.07 17:09 | modify | 5 | 1.00 | 1.8661 | 1.8656 | 1.8584 | ||
| 42 | 2005.02.07 17:11 | modify | 5 | 1.00 | 1.8661 | 1.8652 | 1.8584 | ||
| 43 | 2005.02.07 17:12 | modify | 5 | 1.00 | 1.8661 | 1.8649 | 1.8584 | ||
| 44 | 2005.02.07 17:12 | modify | 5 | 1.00 | 1.8661 | 1.8648 | 1.8584 | ||
| 45 | 2005.02.07 17:13 | t/p | 5 | 1.00 | 1.8584 | 1.8648 | 1.8584 | 697.85 | 4774.30 |
| 46 | 2005.03.04 14:18 | buy | 6 | 1.00 | 1.9169 | 1.8819 | 1.9246 | ||
| 47 | 2005.03.04 15:34 | modify | 6 | 1.00 | 1.9169 | 1.9169 | 1.9246 | ||
| 48 | 2005.03.04 15:34 | modify | 6 | 1.00 | 1.9169 | 1.9174 | 1.9246 | ||
| 49 | 2005.03.04 15:35 | modify | 6 | 1.00 | 1.9169 | 1.9176 | 1.9246 | ||
| 50 | 2005.03.04 15:35 | modify | 6 | 1.00 | 1.9169 | 1.9178 | 1.9246 | ||
| 51 | 2005.03.04 15:36 | modify | 6 | 1.00 | 1.9169 | 1.9180 | 1.9246 | ||
| 52 | 2005.03.04 15:36 | modify | 6 | 1.00 | 1.9169 | 1.9182 | 1.9246 | ||
| 53 | 2005.03.04 15:37 | modify | 6 | 1.00 | 1.9169 | 1.9184 | 1.9246 | ||
| 54 | 2005.03.04 15:37 | t/p | 6 | 1.00 | 1.9246 | 1.9184 | 1.9246 | 770.00 | 5544.30 |
| 55 | 2005.03.04 15:37 | buy | 7 | 1.00 | 1.9250 | 1.8900 | 1.9327 | ||
| 56 | 2005.03.07 16:00 | close | 7 | 1.00 | 1.9141 | 1.8900 | 1.9327 | -1088.00 | 4456.30 |
| 57 | 2005.03.07 16:00 | sell | 8 | 1.00 | 1.9138 | 1.9488 | 1.9061 | ||
| 58 | 2005.03.16 07:36 | close | 8 | 1.00 | 1.9192 | 1.9488 | 1.9061 | -589.95 | 3866.35 |
| 59 | 2005.03.16 07:36 | buy | 9 | 1.00 | 1.9191 | 1.8841 | 1.9268 | ||
| 60 | 2005.03.16 11:57 | modify | 9 | 1.00 | 1.9191 | 1.9191 | 1.9268 | ||
| 61 | 2005.03.16 11:58 | modify | 9 | 1.00 | 1.9191 | 1.9194 | 1.9268 | ||
| 62 | 2005.03.16 11:58 | modify | 9 | 1.00 | 1.9191 | 1.9195 | 1.9268 | ||
| 63 | 2005.03.16 13:39 | modify | 9 | 1.00 | 1.9191 | 1.9196 | 1.9268 | ||
| 64 | 2005.03.16 13:39 | modify | 9 | 1.00 | 1.9191 | 1.9200 | 1.9268 | ||
| 65 | 2005.03.16 13:42 | modify | 9 | 1.00 | 1.9191 | 1.9201 | 1.9268 | ||
| 66 | 2005.03.16 13:42 | modify | 9 | 1.00 | 1.9191 | 1.9206 | 1.9268 | ||
| 67 | 2005.03.16 13:42 | t/p | 9 | 1.00 | 1.9268 | 1.9206 | 1.9268 | 770.00 | 4636.35 |
| 68 | 2005.03.18 05:10 | sell | 10 | 1.00 | 1.9216 | 1.9566 | 1.9139 | ||
| 69 | 2005.03.18 08:57 | modify | 10 | 1.00 | 1.9216 | 1.9212 | 1.9139 | ||
| 70 | 2005.03.18 09:16 | modify | 10 | 1.00 | 1.9216 | 1.9211 | 1.9139 | ||
| 71 | 2005.03.18 13:20 | modify | 10 | 1.00 | 1.9216 | 1.9210 | 1.9139 | ||
| 72 | 2005.03.18 13:20 | modify | 10 | 1.00 | 1.9216 | 1.9205 | 1.9139 | ||
| 73 | 2005.03.18 13:21 | modify | 10 | 1.00 | 1.9216 | 1.9204 | 1.9139 | ||
| 74 | 2005.03.18 13:21 | modify | 10 | 1.00 | 1.9216 | 1.9203 | 1.9139 | ||
| 75 | 2005.03.18 14:02 | t/p | 10 | 1.00 | 1.9139 | 1.9203 | 1.9139 | 770.00 | 5406.35 |
| 76 | 2005.04.01 15:25 | sell | 11 | 1.00 | 1.8779 | 1.9129 | 1.8702 | ||
| 77 | 2005.04.04 13:31 | modify | 11 | 1.00 | 1.8779 | 1.8779 | 1.8702 | ||
| 78 | 2005.04.04 13:36 | modify | 11 | 1.00 | 1.8779 | 1.8777 | 1.8702 | ||
| 79 | 2005.04.04 13:36 | modify | 11 | 1.00 | 1.8779 | 1.8776 | 1.8702 | ||
| 80 | 2005.04.04 13:37 | modify | 11 | 1.00 | 1.8779 | 1.8773 | 1.8702 | ||
| 81 | 2005.04.04 23:19 | s/l | 11 | 1.00 | 1.8773 | 1.8773 | 1.8702 | 54.45 | 5460.80 |
| 82 | 2005.04.05 18:56 | buy | 12 | 1.00 | 1.8810 | 1.8460 | 1.8887 | ||
| 83 | 2005.04.07 15:06 | close | 12 | 1.00 | 1.8760 | 1.8460 | 1.8887 | -492.00 | 4968.80 |
| 84 | 2005.04.07 15:06 | sell | 13 | 1.00 | 1.8761 | 1.9111 | 1.8684 | ||
| 85 | 2005.04.07 18:26 | modify | 13 | 1.00 | 1.8761 | 1.8759 | 1.8684 | ||
| 86 | 2005.04.07 18:27 | modify | 13 | 1.00 | 1.8761 | 1.8756 | 1.8684 | ||
| 87 | 2005.04.07 18:28 | modify | 13 | 1.00 | 1.8761 | 1.8754 | 1.8684 | ||
| 88 | 2005.04.07 18:28 | modify | 13 | 1.00 | 1.8761 | 1.8750 | 1.8684 | ||
| 89 | 2005.04.07 18:38 | modify | 13 | 1.00 | 1.8761 | 1.8749 | 1.8684 | ||
| 90 | 2005.04.07 18:38 | t/p | 13 | 1.00 | 1.8684 | 1.8749 | 1.8684 | 770.00 | 5738.80 |
| 91 | 2005.04.08 16:00 | buy | 14 | 1.00 | 1.8831 | 1.8481 | 1.8908 | ||
| 92 | 2005.04.11 08:02 | modify | 14 | 1.00 | 1.8831 | 1.8832 | 1.8908 | ||
| 93 | 2005.04.11 08:05 | modify | 14 | 1.00 | 1.8831 | 1.8833 | 1.8908 | ||
| 94 | 2005.04.11 08:06 | modify | 14 | 1.00 | 1.8831 | 1.8835 | 1.8908 | ||
| 95 | 2005.04.11 08:09 | modify | 14 | 1.00 | 1.8831 | 1.8836 | 1.8908 | ||
| 96 | 2005.04.11 08:10 | modify | 14 | 1.00 | 1.8831 | 1.8837 | 1.8908 | ||
| 97 | 2005.04.11 08:11 | modify | 14 | 1.00 | 1.8831 | 1.8838 | 1.8908 | ||