Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2006.01.02 00:00 - 2007.01.26 23:00 (2007.01.01 - 2007.01.30) | ||||
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; SMA=21; Lots=0.1; Slippage=3; StopLossMode=true; StopLoss=50; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=true; TrailingStop=60; | ||||
Bars in test | 16744 | Ticks modelled | 83317 | Modelling quality | 50.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 396.02 | Gross profit | 808.69 | Gross loss | -412.67 |
Profit factor | 1.96 | Expected payoff | 15.84 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 165.60 (1.59%) | Relative drawdown | 1.59% (165.60) |
Total trades | 25 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 13 (53.85%) |
Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
Largest | profit trade | 256.55 | loss trade | -50.15 | |
Average | profit trade | 62.21 | loss trade | -34.39 | |
Maximum | consecutive wins (profit in money) | 3 (344.33) | consecutive losses (loss in money) | 5 (-131.22) | |
Maximal | consecutive profit (count of wins) | 344.33 (3) | consecutive loss (count of losses) | -131.22 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.02 07:00 | buy | 1 | 0.10 | 1.9658 | 1.9608 | 0.0000 | ||
2 | 2007.01.02 10:20 | modify | 1 | 0.10 | 1.9658 | 1.9667 | 0.0000 | ||
3 | 2007.01.02 10:45 | modify | 1 | 0.10 | 1.9658 | 1.9668 | 0.0000 | ||
4 | 2007.01.02 12:15 | modify | 1 | 0.10 | 1.9658 | 1.9672 | 0.0000 | ||
5 | 2007.01.02 12:40 | modify | 1 | 0.10 | 1.9658 | 1.9673 | 0.0000 | ||
6 | 2007.01.02 15:50 | modify | 1 | 0.10 | 1.9658 | 1.9678 | 0.0000 | ||
7 | 2007.01.02 18:05 | modify | 1 | 0.10 | 1.9658 | 1.9679 | 0.0000 | ||
8 | 2007.01.03 02:35 | modify | 1 | 0.10 | 1.9658 | 1.9684 | 0.0000 | ||
9 | 2007.01.03 02:40 | modify | 1 | 0.10 | 1.9658 | 1.9688 | 0.0000 | ||
10 | 2007.01.03 05:40 | modify | 1 | 0.10 | 1.9658 | 1.9689 | 0.0000 | ||
11 | 2007.01.03 05:59 | modify | 1 | 0.10 | 1.9658 | 1.9690 | 0.0000 | ||
12 | 2007.01.03 09:00 | close | 1 | 0.10 | 1.9725 | 1.9690 | 0.0000 | 66.93 | 10066.93 |
13 | 2007.01.03 10:00 | sell | 2 | 0.10 | 1.9720 | 1.9770 | 0.0000 | ||
14 | 2007.01.03 12:20 | modify | 2 | 0.10 | 1.9720 | 1.9682 | 0.0000 | ||
15 | 2007.01.03 13:45 | modify | 2 | 0.10 | 1.9720 | 1.9662 | 0.0000 | ||
16 | 2007.01.03 13:59 | modify | 2 | 0.10 | 1.9720 | 1.9660 | 0.0000 | ||
17 | 2007.01.03 14:00 | modify | 2 | 0.10 | 1.9720 | 1.9659 | 0.0000 | ||
18 | 2007.01.03 15:40 | modify | 2 | 0.10 | 1.9720 | 1.9647 | 0.0000 | ||
19 | 2007.01.03 16:05 | modify | 2 | 0.10 | 1.9720 | 1.9639 | 0.0000 | ||
20 | 2007.01.03 16:50 | modify | 2 | 0.10 | 1.9720 | 1.9631 | 0.0000 | ||
21 | 2007.01.03 17:05 | modify | 2 | 0.10 | 1.9720 | 1.9605 | 0.0000 | ||
22 | 2007.01.03 17:15 | modify | 2 | 0.10 | 1.9720 | 1.9565 | 0.0000 | ||
23 | 2007.01.03 18:20 | modify | 2 | 0.10 | 1.9720 | 1.9554 | 0.0000 | ||
24 | 2007.01.03 18:45 | modify | 2 | 0.10 | 1.9720 | 1.9550 | 0.0000 | ||
25 | 2007.01.03 21:10 | modify | 2 | 0.10 | 1.9720 | 1.9546 | 0.0000 | ||
26 | 2007.01.04 10:10 | modify | 2 | 0.10 | 1.9720 | 1.9514 | 0.0000 | ||
27 | 2007.01.04 10:35 | modify | 2 | 0.10 | 1.9720 | 1.9465 | 0.0000 | ||
28 | 2007.01.04 11:20 | modify | 2 | 0.10 | 1.9720 | 1.9464 | 0.0000 | ||
29 | 2007.01.04 11:50 | modify | 2 | 0.10 | 1.9720 | 1.9463 | 0.0000 | ||
30 | 2007.01.04 13:45 | s/l | 2 | 0.10 | 1.9463 | 1.9463 | 0.0000 | 256.55 | 10323.48 |
31 | 2007.01.04 23:00 | sell | 3 | 0.10 | 1.9435 | 1.9485 | 0.0000 | ||
32 | 2007.01.05 05:05 | modify | 3 | 0.10 | 1.9435 | 1.9434 | 0.0000 | ||
33 | 2007.01.05 06:15 | modify | 3 | 0.10 | 1.9435 | 1.9420 | 0.0000 | ||
34 | 2007.01.05 06:20 | modify | 3 | 0.10 | 1.9435 | 1.9414 | 0.0000 | ||
35 | 2007.01.05 09:50 | s/l | 3 | 0.10 | 1.9414 | 1.9414 | 0.0000 | 20.85 | 10344.33 |
36 | 2007.01.05 16:00 | sell | 4 | 0.10 | 1.9299 | 1.9349 | 0.0000 | ||
37 | 2007.01.08 10:00 | close | 4 | 0.10 | 1.9314 | 1.9349 | 0.0000 | -15.15 | 10329.18 |
38 | 2007.01.08 14:00 | buy | 5 | 0.10 | 1.9339 | 1.9289 | 0.0000 | ||
39 | 2007.01.08 15:45 | s/l | 5 | 0.10 | 1.9289 | 1.9289 | 0.0000 | -50.00 | 10279.18 |
40 | 2007.01.08 19:00 | buy | 6 | 0.10 | 1.9386 | 1.9336 | 0.0000 | ||
41 | 2007.01.09 09:50 | modify | 6 | 0.10 | 1.9386 | 1.9394 | 0.0000 | ||
42 | 2007.01.09 16:10 | s/l | 6 | 0.10 | 1.9394 | 1.9394 | 0.0000 | 7.93 | 10287.11 |
43 | 2007.01.09 23:00 | sell | 7 | 0.10 | 1.9391 | 1.9441 | 0.0000 | ||
44 | 2007.01.10 10:00 | close | 7 | 0.10 | 1.9407 | 1.9441 | 0.0000 | -16.15 | 10270.96 |
45 | 2007.01.10 16:00 | sell | 8 | 0.10 | 1.9362 | 1.9412 | 0.0000 | ||
46 | 2007.01.11 10:00 | close | 8 | 0.10 | 1.9351 | 1.9412 | 0.0000 | 10.55 | 10281.51 |
47 | 2007.01.11 12:00 | buy | 9 | 0.10 | 1.9395 | 1.9345 | 0.0000 | ||
48 | 2007.01.11 14:05 | modify | 9 | 0.10 | 1.9395 | 1.9475 | 0.0000 | ||
49 | 2007.01.11 14:10 | s/l | 9 | 0.10 | 1.9475 | 1.9475 | 0.0000 | 80.00 | 10361.51 |
50 | 2007.01.11 15:00 | buy | 10 | 0.10 | 1.9516 | 1.9466 | 0.0000 | ||
51 | 2007.01.11 15:35 | s/l | 10 | 0.10 | 1.9466 | 1.9466 | 0.0000 | -50.00 | 10311.51 |
52 | 2007.01.11 20:00 | buy | 11 | 0.10 | 1.9448 | 1.9398 | 0.0000 | ||
53 | 2007.01.12 14:50 | modify | 11 | 0.10 | 1.9448 | 1.9449 | 0.0000 | ||
54 | 2007.01.12 15:40 | modify | 11 | 0.10 | 1.9448 | 1.9490 | 0.0000 | ||
55 | 2007.01.12 15:50 | s/l | 11 | 0.10 | 1.9490 | 1.9490 | 0.0000 | 41.93 | 10353.44 |
56 | 2007.01.12 16:00 | buy | 12 | 0.10 | 1.9551 | 1.9501 | 0.0000 | ||
57 | 2007.01.15 06:00 | modify | 12 | 0.10 | 1.9551 | 1.9551 | 0.0000 | ||
58 | 2007.01.15 06:10 | modify | 12 | 0.10 | 1.9551 | 1.9552 | 0.0000 | ||
59 | 2007.01.15 06:20 | modify | 12 | 0.10 | 1.9551 | 1.9554 | 0.0000 | ||
60 | 2007.01.15 07:15 | modify | 12 | 0.10 | 1.9551 | 1.9556 | 0.0000 | ||
61 | 2007.01.15 09:35 | modify | 12 | 0.10 | 1.9551 | 1.9569 | 0.0000 | ||
62 | 2007.01.15 10:05 | modify | 12 | 0.10 | 1.9551 | 1.9576 | 0.0000 | ||
63 | 2007.01.15 10:50 | modify | 12 | 0.10 | 1.9551 | 1.9579 | 0.0000 | ||
64 | 2007.01.15 11:15 | modify | 12 | 0.10 | 1.9551 | 1.9582 | 0.0000 | ||
65 | 2007.01.15 11:20 | modify | 12 | 0.10 | 1.9551 | 1.9589 | 0.0000 | ||
66 | 2007.01.15 11:45 | modify | 12 | 0.10 | 1.9551 | 1.9594 | 0.0000 | ||
67 | 2007.01.15 12:10 | modify | 12 | 0.10 | 1.9551 | 1.9603 | 0.0000 | ||
68 | 2007.01.15 12:20 | modify | 12 | 0.10 | 1.9551 | 1.9608 | 0.0000 | ||
69 | 2007.01.16 04:00 | close | 12 | 0.10 | 1.9632 | 1.9608 | 0.0000 | 80.85 | 10434.29 |
70 | 2007.01.16 07:00 | buy | 13 | 0.10 | 1.9653 | 1.9603 | 0.0000 | ||
71 | 2007.01.16 17:10 | s/l | 13 | 0.10 | 1.9603 | 1.9603 | 0.0000 | -50.00 | 10384.29 |
72 | 2007.01.16 18:00 | sell | 14 | 0.10 | 1.9607 | 1.9657 | 0.0000 | ||
73 | 2007.01.17 09:45 | s/l | 14 | 0.10 | 1.9657 | 1.9657 | 0.0000 | -50.15 | 10334.14 |
74 | 2007.01.17 10:00 | buy | 15 | 0.10 | 1.9651 | 1.9601 | 0.0000 | ||
75 | 2007.01.17 17:50 | modify | 15 | 0.10 | 1.9651 | 1.9656 | 0.0000 | ||
76 | 2007.01.17 18:50 | modify | 15 | 0.10 | 1.9651 | 1.9659 | 0.0000 | ||
77 | 2007.01.17 19:15 | modify | 15 | 0.10 | 1.9651 | 1.9661 | 0.0000 | ||
78 | 2007.01.18 04:05 | modify | 15 | 0.10 | 1.9651 | 1.9664 | 0.0000 | ||
79 | 2007.01.18 04:20 | modify | 15 | 0.10 | 1.9651 | 1.9671 | 0.0000 | ||
80 | 2007.01.18 04:50 | modify | 15 | 0.10 | 1.9651 | 1.9672 | 0.0000 | ||
81 | 2007.01.18 05:20 | modify | 15 | 0.10 | 1.9651 | 1.9676 | 0.0000 | ||
82 | 2007.01.18 05:50 | modify | 15 | 0.10 | 1.9651 | 1.9678 | 0.0000 | ||
83 | 2007.01.18 06:20 | modify | 15 | 0.10 | 1.9651 | 1.9680 | 0.0000 | ||
84 | 2007.01.18 09:10 | modify | 15 | 0.10 | 1.9651 | 1.9683 | 0.0000 | ||
85 | 2007.01.18 09:35 | modify | 15 | 0.10 | 1.9651 | 1.9691 | 0.0000 | ||
86 | 2007.01.18 10:10 | modify | 15 | 0.10 | 1.9651 | 1.9692 | 0.0000 | ||
87 | 2007.01.18 10:20 | modify | 15 | 0.10 | 1.9651 | 1.9717 | 0.0000 | ||
88 | 2007.01.18 12:05 | s/l | 15 | 0.10 | 1.9717 | 1.9717 | 0.0000 | 65.78 | 10399.91 |
89 | 2007.01.18 15:00 | sell | 16 | 0.10 | 1.9683 | 1.9733 | 0.0000 | ||
90 | 2007.01.18 16:40 | s/l | 16 | 0.10 | 1.9733 | 1.9733 | 0.0000 | -50.00 | 10349.91 |
91 | 2007.01.18 22:00 | buy | 17 | 0.10 | 1.9738 | 1.9688 | 0.0000 | ||
92 | 2007.01.19 13:00 | close | 17 | 0.10 | 1.9720 | 1.9688 | 0.0000 | -18.07 | 10331.84 |
93 | 2007.01.19 17:00 | sell | 18 | 0.10 | 1.9724 | 1.9774 | 0.0000 | ||
94 | 2007.01.19 20:00 | close | 18 | 0.10 | 1.9754 | 1.9774 | 0.0000 | -30.00 | 10301.84 |
95 | 2007.01.19 22:00 | sell | 19 | 0.10 | 1.9734 | 1.9784 | 0.0000 | ||
96 | 2007.01.22 01:00 | close | 19 | 0.10 | 1.9740 | 1.9784 | 0.0000 | -6.15 | 10295.69 |
97 | 2007.01.22 05:00 | buy | 20 | 0.10 | 1.9752 | 1.9702 | 0.0000 | ||
98 | 2007.01.22 13:00 | close | 20 | 0.10 | 1.9725 | 1.9702 | 0.0000 | -27.00 | 10268.69 |
99 | 2007.01.22 19:00 | buy | 21 | 0.10 | 1.9780 | 1.9730 | 0.0000 | ||
100 | 2007.01.23 12:10 | modify | 21 | 0.10 | 1.9780 | 1.9797 | 0.0000 | ||
101 | 2007.01.23 14:00 | modify | 21 | 0.10 | 1.9780 | 1.9812 | 0.0000 | ||
102 | 2007.01.23 14:10 | modify | 21 | 0.10 | 1.9780 | 1.9821 | 0.0000 | ||
103 | 2007.01.23 14:35 | modify | 21 | 0.10 | 1.9780 | 1.9854 | 0.0000 | ||
104 | 2007.01.23 18:10 | s/l | 21 | 0.10 | 1.9854 | 1.9854 | 0.0000 | 73.93 | 10342.62 |
105 | 2007.01.24 04:00 | sell | 22 | 0.10 | 1.9807 | 1.9857 | 0.0000 | ||
106 | 2007.01.24 09:50 | modify | 22 | 0.10 | 1.9807 | 1.9799 | 0.0000 | ||
107 | 2007.01.24 10:15 | modify | 22 | 0.10 | 1.9807 | 1.9790 | 0.0000 | ||
108 | 2007.01.24 10:20 | modify | 22 | 0.10 | 1.9807 | 1.9785 | 0.0000 | ||
109 | 2007.01.24 10:50 | modify | 22 | 0.10 | 1.9807 | 1.9779 | 0.0000 | ||
110 | 2007.01.24 11:45 | modify | 22 | 0.10 | 1.9807 | 1.9778 | 0.0000 | ||
111 | 2007.01.24 11:50 | modify | 22 | 0.10 | 1.9807 | 1.9759 | 0.0000 | ||
112 | 2007.01.24 11:59 | s/l | 22 | 0.10 | 1.9759 | 1.9759 | 0.0000 | 48.00 | 10390.62 |
113 | 2007.01.24 15:00 | sell | 23 | 0.10 | 1.9728 | 1.9778 | 0.0000 | ||
114 | 2007.01.24 16:15 | modify | 23 | 0.10 | 1.9728 | 1.9727 | 0.0000 | ||
115 | 2007.01.24 16:20 | modify | 23 | 0.10 | 1.9728 | 1.9725 | 0.0000 | ||
116 | 2007.01.24 17:15 | modify | 23 | 0.10 | 1.9728 | 1.9710 | 0.0000 | ||
117 | 2007.01.24 17:20 | modify | 23 | 0.10 | 1.9728 | 1.9708 | 0.0000 | ||
118 | 2007.01.25 10:20 | s/l | 23 | 0.10 | 1.9708 | 1.9708 | 0.0000 | 19.55 | 10410.17 |
119 | 2007.01.25 11:00 | buy | 24 | 0.10 | 1.9720 | 1.9670 | 0.0000 | ||
120 | 2007.01.25 21:05 | s/l | 24 | 0.10 | 1.9670 | 1.9670 | 0.0000 | -50.00 | 10360.17 |
121 | 2007.01.25 22:00 | sell | 25 | 0.10 | 1.9640 | 1.9690 | 0.0000 | ||
122 | 2007.01.26 15:35 | modify | 25 | 0.10 | 1.9640 | 1.9632 | 0.0000 | ||
123 | 2007.01.26 17:10 | modify | 25 | 0.10 | 1.9640 | 1.9621 | 0.0000 | ||
124 | 2007.01.26 23:59 | close at stop | 25 | 0.10 | 1.9604 | 1.9621 | 0.0000 | 35.85 | 10396.02 |