| Symbol | GBPJPYFXF (Great Britan Pound vs Japanise Yen) | ||||
| Period | 4 Hours (H4) 2009.09.01 00:00 - 2009.10.16 20:00 (2009.09.01 - 2009.10.18) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=20090722; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="All"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=2; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=1; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.01; Lots2=0.01; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=10; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=false; | ||||
| Bars in test | 1210 | Ticks modelled | 1021248 | Modelling quality | 88.66% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | -424.95 | Gross profit | 407.27 | Gross loss | -832.23 |
| Profit factor | 0.49 | Expected payoff | -10.62 | ||
| Absolute drawdown | 469.95 | Maximal drawdown | 506.99 (48.89%) | Relative drawdown | 48.89% (506.99) |
| Total trades | 40 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 20 (25.00%) |
| Profit trades (% of total) | 16 (40.00%) | Loss trades (% of total) | 24 (60.00%) | ||
| Largest | profit trade | 48.11 | loss trade | -48.17 | |
| Average | profit trade | 25.45 | loss trade | -34.68 | |
| Maximum | consecutive wins (profit in money) | 6 (98.40) | consecutive losses (loss in money) | 8 (-263.23) | |
| Maximal | consecutive profit (count of wins) | 112.43 (4) | consecutive loss (count of losses) | -263.23 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.01 08:00 | buy | 1 | 0.05 | 152.68 | 151.81 | 153.55 | ||
| 2 | 2009.09.01 08:00 | buy | 2 | 0.05 | 152.68 | 151.81 | 0.00 | ||
| 3 | 2009.09.01 08:27 | s/l | 1 | 0.05 | 151.81 | 151.81 | 153.55 | -47.87 | 952.13 |
| 4 | 2009.09.01 08:27 | s/l | 2 | 0.05 | 151.81 | 151.81 | 0.00 | -47.87 | 904.26 |
| 5 | 2009.09.01 16:00 | sell | 3 | 0.04 | 150.47 | 151.44 | 149.51 | ||
| 6 | 2009.09.01 16:00 | sell | 4 | 0.04 | 150.47 | 151.44 | 0.00 | ||
| 7 | 2009.09.01 23:36 | t/p | 3 | 0.04 | 149.51 | 151.44 | 149.51 | 42.23 | 946.49 |
| 8 | 2009.09.01 23:36 | modify | 4 | 0.04 | 150.47 | 151.41 | 0.00 | ||
| 9 | 2009.09.02 00:00 | modify | 4 | 0.04 | 150.47 | 151.16 | 0.00 | ||
| 10 | 2009.09.02 04:00 | modify | 4 | 0.04 | 150.47 | 150.93 | 0.00 | ||
| 11 | 2009.09.02 08:00 | modify | 4 | 0.04 | 150.47 | 150.73 | 0.00 | ||
| 12 | 2009.09.02 12:00 | modify | 4 | 0.04 | 150.47 | 150.57 | 0.00 | ||
| 13 | 2009.09.02 12:12 | s/l | 4 | 0.04 | 150.57 | 150.57 | 0.00 | -4.62 | 941.87 |
| 14 | 2009.09.03 12:00 | buy | 5 | 0.04 | 151.55 | 150.54 | 152.56 | ||
| 15 | 2009.09.03 12:00 | buy | 6 | 0.04 | 151.55 | 150.54 | 0.00 | ||
| 16 | 2009.09.04 12:35 | t/p | 5 | 0.04 | 152.56 | 150.54 | 152.56 | 44.50 | 986.37 |
| 17 | 2009.09.04 12:35 | modify | 6 | 0.04 | 151.55 | 151.39 | 0.00 | ||
| 18 | 2009.09.04 13:01 | s/l | 6 | 0.04 | 151.39 | 151.39 | 0.00 | -7.00 | 979.38 |
| 19 | 2009.09.08 04:00 | sell | 7 | 0.06 | 151.72 | 152.45 | 150.99 | ||
| 20 | 2009.09.08 04:00 | sell | 8 | 0.06 | 151.72 | 152.45 | 0.00 | ||
| 21 | 2009.09.08 08:33 | s/l | 7 | 0.06 | 152.45 | 152.45 | 150.99 | -48.17 | 931.21 |
| 22 | 2009.09.08 08:33 | s/l | 8 | 0.06 | 152.45 | 152.45 | 0.00 | -48.17 | 883.04 |
| 23 | 2009.09.08 16:00 | buy | 9 | 0.05 | 152.34 | 151.65 | 153.03 | ||
| 24 | 2009.09.08 16:00 | buy | 10 | 0.05 | 152.34 | 151.65 | 0.00 | ||
| 25 | 2009.09.09 14:03 | s/l | 9 | 0.05 | 151.65 | 151.65 | 153.03 | -37.90 | 845.13 |
| 26 | 2009.09.09 14:03 | s/l | 10 | 0.05 | 151.65 | 151.65 | 0.00 | -37.90 | 807.23 |
| 27 | 2009.09.11 12:00 | sell | 11 | 0.05 | 151.81 | 152.49 | 151.13 | ||
| 28 | 2009.09.11 12:00 | sell | 12 | 0.05 | 151.81 | 152.49 | 0.00 | ||
| 29 | 2009.09.11 14:13 | t/p | 11 | 0.05 | 151.13 | 152.49 | 151.13 | 37.39 | 844.62 |
| 30 | 2009.09.11 14:13 | modify | 12 | 0.05 | 151.81 | 152.39 | 0.00 | ||
| 31 | 2009.09.11 16:00 | modify | 12 | 0.05 | 151.81 | 152.23 | 0.00 | ||
| 32 | 2009.09.11 20:00 | modify | 12 | 0.05 | 151.81 | 152.03 | 0.00 | ||
| 33 | 2009.09.13 21:00 | modify | 12 | 0.05 | 151.81 | 151.86 | 0.00 | ||
| 34 | 2009.09.14 00:00 | modify | 12 | 0.05 | 151.81 | 151.68 | 0.00 | ||
| 35 | 2009.09.14 04:00 | modify | 12 | 0.05 | 151.81 | 151.47 | 0.00 | ||
| 36 | 2009.09.14 08:00 | modify | 12 | 0.05 | 151.81 | 151.26 | 0.00 | ||
| 37 | 2009.09.14 12:00 | modify | 12 | 0.05 | 151.81 | 151.09 | 0.00 | ||
| 38 | 2009.09.14 16:00 | modify | 12 | 0.05 | 151.81 | 150.98 | 0.00 | ||
| 39 | 2009.09.14 20:00 | modify | 12 | 0.05 | 151.81 | 150.93 | 0.00 | ||
| 40 | 2009.09.14 21:03 | s/l | 12 | 0.05 | 150.93 | 150.93 | 0.00 | 48.11 | 892.73 |
| 41 | 2009.09.15 08:00 | buy | 13 | 0.06 | 151.34 | 150.67 | 152.01 | ||
| 42 | 2009.09.15 08:00 | buy | 14 | 0.06 | 151.34 | 150.67 | 0.00 | ||
| 43 | 2009.09.15 09:25 | s/l | 13 | 0.06 | 150.67 | 150.67 | 152.01 | -44.24 | 848.49 |
| 44 | 2009.09.15 09:25 | s/l | 14 | 0.06 | 150.67 | 150.67 | 0.00 | -44.24 | 804.25 |
| 45 | 2009.09.15 16:00 | sell | 15 | 0.05 | 149.46 | 150.19 | 148.73 | ||
| 46 | 2009.09.15 16:00 | sell | 16 | 0.05 | 149.46 | 150.19 | 0.00 | ||
| 47 | 2009.09.15 17:55 | s/l | 15 | 0.05 | 150.19 | 150.19 | 148.73 | -40.14 | 764.11 |
| 48 | 2009.09.15 17:55 | s/l | 16 | 0.05 | 150.19 | 150.19 | 0.00 | -40.14 | 723.97 |
| 49 | 2009.09.17 08:00 | buy | 17 | 0.04 | 149.99 | 149.21 | 150.77 | ||
| 50 | 2009.09.17 08:00 | buy | 18 | 0.04 | 149.99 | 149.21 | 0.00 | ||
| 51 | 2009.09.17 11:16 | t/p | 17 | 0.04 | 150.77 | 149.21 | 150.77 | 34.33 | 758.30 |
| 52 | 2009.09.17 11:16 | modify | 18 | 0.04 | 149.99 | 150.25 | 0.00 | ||
| 53 | 2009.09.17 12:00 | modify | 18 | 0.04 | 149.99 | 150.48 | 0.00 | ||
| 54 | 2009.09.17 14:15 | s/l | 18 | 0.04 | 150.48 | 150.48 | 0.00 | 21.57 | 779.87 |
| 55 | 2009.09.18 04:00 | sell | 19 | 0.04 | 149.46 | 150.32 | 148.60 | ||
| 56 | 2009.09.18 04:00 | sell | 20 | 0.04 | 149.46 | 150.32 | 0.00 | ||
| 57 | 2009.09.18 14:48 | t/p | 19 | 0.04 | 148.60 | 150.32 | 148.60 | 37.83 | 817.70 |
| 58 | 2009.09.18 14:48 | modify | 20 | 0.04 | 149.46 | 149.79 | 0.00 | ||
| 59 | 2009.09.18 16:00 | modify | 20 | 0.04 | 149.46 | 149.65 | 0.00 | ||
| 60 | 2009.09.18 20:00 | modify | 20 | 0.04 | 149.46 | 149.47 | 0.00 | ||
| 61 | 2009.09.20 21:01 | modify | 20 | 0.04 | 149.46 | 149.30 | 0.00 | ||
| 62 | 2009.09.21 00:00 | modify | 20 | 0.04 | 149.46 | 149.15 | 0.00 | ||
| 63 | 2009.09.21 04:00 | modify | 20 | 0.04 | 149.46 | 149.03 | 0.00 | ||
| 64 | 2009.09.21 05:09 | s/l | 20 | 0.04 | 149.03 | 149.03 | 0.00 | 18.70 | 836.40 |
| 65 | 2009.09.21 20:00 | buy | 21 | 0.05 | 149.29 | 148.60 | 149.98 | ||
| 66 | 2009.09.21 20:00 | buy | 22 | 0.05 | 149.29 | 148.60 | 0.00 | ||
| 67 | 2009.09.22 07:35 | s/l | 21 | 0.05 | 148.60 | 148.60 | 149.98 | -37.79 | 798.61 |
| 68 | 2009.09.22 07:35 | s/l | 22 | 0.05 | 148.60 | 148.60 | 0.00 | -37.79 | 760.81 |
| 69 | 2009.09.22 08:00 | sell | 23 | 0.05 | 148.65 | 149.34 | 147.96 | ||
| 70 | 2009.09.22 08:00 | sell | 24 | 0.05 | 148.65 | 149.34 | 0.00 | ||
| 71 | 2009.09.22 08:31 | s/l | 23 | 0.05 | 149.34 | 149.34 | 147.96 | -37.94 | 722.87 |
| 72 | 2009.09.22 08:31 | s/l | 24 | 0.05 | 149.34 | 149.34 | 0.00 | -37.94 | 684.93 |
| 73 | 2009.09.22 16:00 | buy | 25 | 0.04 | 149.27 | 148.62 | 149.92 | ||
| 74 | 2009.09.22 16:00 | buy | 26 | 0.04 | 149.27 | 148.62 | 0.00 | ||
| 75 | 2009.09.22 23:20 | s/l | 25 | 0.04 | 148.62 | 148.62 | 149.92 | -28.61 | 656.32 |
| 76 | 2009.09.22 23:20 | s/l | 26 | 0.04 | 148.62 | 148.62 | 0.00 | -28.61 | 627.71 |
| 77 | 2009.09.23 00:00 | sell | 27 | 0.04 | 148.61 | 149.23 | 147.99 | ||
| 78 | 2009.09.23 00:00 | sell | 28 | 0.04 | 148.61 | 149.23 | 0.00 | ||
| 79 | 2009.09.23 08:30 | s/l | 27 | 0.04 | 149.23 | 149.23 | 147.99 | -27.27 | 600.44 |
| 80 | 2009.09.23 08:30 | s/l | 28 | 0.04 | 149.23 | 149.23 | 0.00 | -27.27 | 573.17 |
| 81 | 2009.10.01 16:00 | sell | 29 | 0.02 | 143.10 | 143.98 | 142.22 | ||
| 82 | 2009.10.01 16:00 | sell | 30 | 0.02 | 143.10 | 143.98 | 0.00 | ||
| 83 | 2009.10.02 00:06 | t/p | 29 | 0.02 | 142.22 | 143.98 | 142.22 | 19.25 | 592.42 |
| 84 | 2009.10.02 00:06 | modify | 30 | 0.02 | 143.10 | 143.40 | 0.00 | ||
| 85 | 2009.10.02 04:00 | modify | 30 | 0.02 | 143.10 | 143.23 | 0.00 | ||
| 86 | 2009.10.02 08:00 | modify | 30 | 0.02 | 143.10 | 143.06 | 0.00 | ||
| 87 | 2009.10.02 12:00 | modify | 30 | 0.02 | 143.10 | 142.87 | 0.00 | ||
| 88 | 2009.10.02 15:21 | s/l | 30 | 0.02 | 142.87 | 142.87 | 0.00 | 4.95 | 597.37 |
| 89 | 2009.10.05 04:00 | buy | 31 | 0.03 | 143.65 | 142.78 | 144.52 | ||
| 90 | 2009.10.05 04:00 | buy | 32 | 0.03 | 143.65 | 142.78 | 0.00 | ||
| 91 | 2009.10.05 13:35 | s/l | 31 | 0.03 | 142.78 | 142.78 | 144.52 | -28.72 | 568.65 |
| 92 | 2009.10.05 13:35 | s/l | 32 | 0.03 | 142.78 | 142.78 | 0.00 | -28.72 | 539.93 |
| 93 | 2009.10.06 00:00 | sell | 33 | 0.03 | 142.91 | 143.72 | 142.10 | ||
| 94 | 2009.10.06 00:00 | sell | 34 | 0.03 | 142.91 | 143.72 | 0.00 | ||
| 95 | 2009.10.06 01:51 | t/p | 33 | 0.03 | 142.10 | 143.72 | 142.10 | 26.73 | 566.66 |
| 96 | 2009.10.06 01:51 | modify | 34 | 0.03 | 142.91 | 142.91 | 0.00 | ||
| 97 | 2009.10.06 04:00 | modify | 34 | 0.03 | 142.91 | 142.86 | 0.00 | ||
| 98 | 2009.10.06 06:51 | s/l | 34 | 0.03 | 142.86 | 142.86 | 0.00 | 1.65 | 568.31 |
| 99 | 2009.10.08 12:00 | buy | 35 | 0.03 | 142.01 | 141.18 | 142.84 | ||
| 100 | 2009.10.08 12:00 | buy | 36 | 0.03 | 142.01 | 141.18 | 0.00 | ||
| 101 | 2009.10.09 01:48 | t/p | 35 | 0.03 | 142.84 | 141.18 | 142.84 | 27.43 | 595.75 |
| 102 | 2009.10.09 01:48 | modify | 36 | 0.03 | 142.01 | 142.14 | 0.00 | ||
| 103 | 2009.10.09 04:00 | modify | 36 | 0.03 | 142.01 | 142.24 | 0.00 | ||
| 104 | 2009.10.09 08:00 | modify | 36 | 0.03 | 142.01 | 142.38 | 0.00 | ||
| 105 | 2009.10.09 08:50 | s/l | 36 | 0.03 | 142.38 | 142.38 | 0.00 | 12.24 | 607.99 |
| 106 | 2009.10.12 20:00 | sell | 37 | 0.04 | 142.05 | 142.74 | 141.36 | ||
| 107 | 2009.10.12 20:00 | sell | 38 | 0.04 | 142.05 | 142.74 | 0.00 | ||
| 108 | 2009.10.13 09:11 | t/p | 37 | 0.04 | 141.36 | 142.74 | 141.36 | 29.69 | 637.68 |
| 109 | 2009.10.13 09:11 | modify | 38 | 0.04 | 142.05 | 142.07 | 0.00 | ||
| 110 | 2009.10.13 12:00 | modify | 38 | 0.04 | 142.05 | 142.02 | 0.00 | ||
| 111 | 2009.10.13 13:07 | s/l | 38 | 0.04 | 142.02 | 142.02 | 0.00 | 0.66 | 638.34 |
| 112 | 2009.10.13 20:00 | buy | 39 | 0.04 | 142.70 | 141.98 | 143.42 | ||
| 113 | 2009.10.13 20:00 | buy | 40 | 0.04 | 142.70 | 141.98 | 0.00 | ||
| 114 | 2009.10.14 03:01 | s/l | 39 | 0.04 | 141.98 | 141.98 | 143.42 | -31.65 | 606.69 |
| 115 | 2009.10.14 03:01 | s/l | 40 | 0.04 | 141.98 | 141.98 | 0.00 | -31.65 | 575.05 |