| Symbol | EURGBP (Euro vs. Great Britain Pound) | ||||
| Period | 4 Hours (H4) 2009.01.02 08:00 - 2009.10.29 20:00 (2009.01.01 - 2009.10.30) | ||||
| 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; CustomTP1=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=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=2; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=true; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=1; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; RAVIFX_Shift=0; | ||||
| Bars in test | 2301 | Ticks modelled | 9171368 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | -853.30 | Gross profit | 822.05 | Gross loss | -1675.35 |
| Profit factor | 0.49 | Expected payoff | -28.44 | ||
| Absolute drawdown | 853.30 | Maximal drawdown | 1718.02 (92.13%) | Relative drawdown | 92.13% (1718.02) |
| Total trades | 30 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 12 (16.67%) |
| Profit trades (% of total) | 8 (26.67%) | Loss trades (% of total) | 22 (73.33%) | ||
| Largest | profit trade | 201.91 | loss trade | -106.69 | |
| Average | profit trade | 102.76 | loss trade | -76.15 | |
| Maximum | consecutive wins (profit in money) | 6 (689.08) | consecutive losses (loss in money) | 12 (-851.24) | |
| Maximal | consecutive profit (count of wins) | 689.08 (6) | consecutive loss (count of losses) | -851.24 (12) | |
| Average | consecutive wins | 4 | consecutive losses | 11 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.12 20:00 | buy | 1 | 0.10 | 0.9006 | 0.0000 | 0.0000 | ||
| 2 | 2009.01.12 20:00 | modify | 1 | 0.10 | 0.9006 | 0.8938 | 0.9074 | ||
| 3 | 2009.01.12 20:00 | buy | 2 | 0.10 | 0.9006 | 0.0000 | 0.0000 | ||
| 4 | 2009.01.12 20:00 | modify | 2 | 0.10 | 0.9006 | 0.8938 | 0.0000 | ||
| 5 | 2009.01.13 12:38 | t/p | 1 | 0.10 | 0.9074 | 0.8938 | 0.9074 | 111.49 | 1111.49 |
| 6 | 2009.01.13 12:38 | modify | 2 | 0.10 | 0.9006 | 0.9004 | 0.0000 | ||
| 7 | 2009.01.13 16:00 | modify | 2 | 0.10 | 0.9006 | 0.9020 | 0.0000 | ||
| 8 | 2009.01.13 20:00 | modify | 2 | 0.10 | 0.9006 | 0.9036 | 0.0000 | ||
| 9 | 2009.01.14 00:00 | modify | 2 | 0.10 | 0.9006 | 0.9049 | 0.0000 | ||
| 10 | 2009.01.14 04:00 | modify | 2 | 0.10 | 0.9006 | 0.9060 | 0.0000 | ||
| 11 | 2009.01.14 08:00 | modify | 2 | 0.10 | 0.9006 | 0.9069 | 0.0000 | ||
| 12 | 2009.01.14 11:16 | s/l | 2 | 0.10 | 0.9069 | 0.9069 | 0.0000 | 103.20 | 1214.69 |
| 13 | 2009.01.27 12:00 | sell | 3 | 0.10 | 0.9362 | 0.0000 | 0.0000 | ||
| 14 | 2009.01.27 12:00 | modify | 3 | 0.10 | 0.9362 | 0.9430 | 0.9294 | ||
| 15 | 2009.01.27 12:00 | sell | 4 | 0.10 | 0.9362 | 0.0000 | 0.0000 | ||
| 16 | 2009.01.27 12:00 | modify | 4 | 0.10 | 0.9362 | 0.9430 | 0.0000 | ||
| 17 | 2009.01.27 18:41 | t/p | 3 | 0.10 | 0.9294 | 0.9430 | 0.9294 | 111.62 | 1326.31 |
| 18 | 2009.01.27 18:41 | modify | 4 | 0.10 | 0.9362 | 0.9373 | 0.0000 | ||
| 19 | 2009.01.27 20:00 | modify | 4 | 0.10 | 0.9362 | 0.9360 | 0.0000 | ||
| 20 | 2009.01.28 00:00 | modify | 4 | 0.10 | 0.9362 | 0.9347 | 0.0000 | ||
| 21 | 2009.01.28 04:00 | modify | 4 | 0.10 | 0.9362 | 0.9338 | 0.0000 | ||
| 22 | 2009.01.28 08:00 | modify | 4 | 0.10 | 0.9362 | 0.9331 | 0.0000 | ||
| 23 | 2009.01.28 11:13 | s/l | 4 | 0.10 | 0.9331 | 0.9331 | 0.0000 | 50.88 | 1377.19 |
| 24 | 2009.02.04 16:00 | sell | 5 | 0.10 | 0.8897 | 0.0000 | 0.0000 | ||
| 25 | 2009.02.04 16:00 | modify | 5 | 0.10 | 0.8897 | 0.8964 | 0.8830 | ||
| 26 | 2009.02.04 16:00 | sell | 6 | 0.10 | 0.8897 | 0.0000 | 0.0000 | ||
| 27 | 2009.02.04 16:00 | modify | 6 | 0.10 | 0.8897 | 0.8964 | 0.0000 | ||
| 28 | 2009.02.05 15:11 | t/p | 5 | 0.10 | 0.8830 | 0.8964 | 0.8830 | 109.98 | 1487.17 |
| 29 | 2009.02.05 15:11 | modify | 6 | 0.10 | 0.8897 | 0.8915 | 0.0000 | ||
| 30 | 2009.02.05 16:00 | modify | 6 | 0.10 | 0.8897 | 0.8897 | 0.0000 | ||
| 31 | 2009.02.05 20:00 | modify | 6 | 0.10 | 0.8897 | 0.8871 | 0.0000 | ||
| 32 | 2009.02.06 00:00 | modify | 6 | 0.10 | 0.8897 | 0.8849 | 0.0000 | ||
| 33 | 2009.02.06 04:00 | modify | 6 | 0.10 | 0.8897 | 0.8830 | 0.0000 | ||
| 34 | 2009.02.06 08:00 | modify | 6 | 0.10 | 0.8897 | 0.8815 | 0.0000 | ||
| 35 | 2009.02.06 12:00 | modify | 6 | 0.10 | 0.8897 | 0.8794 | 0.0000 | ||
| 36 | 2009.02.06 16:00 | modify | 6 | 0.10 | 0.8897 | 0.8774 | 0.0000 | ||
| 37 | 2009.02.06 17:13 | s/l | 6 | 0.10 | 0.8774 | 0.8774 | 0.0000 | 201.91 | 1689.08 |
| 38 | 2009.02.13 16:00 | sell | 7 | 0.10 | 0.8850 | 0.0000 | 0.0000 | ||
| 39 | 2009.02.13 16:00 | modify | 7 | 0.10 | 0.8850 | 0.8915 | 0.8785 | ||
| 40 | 2009.02.13 16:00 | sell | 8 | 0.10 | 0.8850 | 0.0000 | 0.0000 | ||
| 41 | 2009.02.13 16:00 | modify | 8 | 0.10 | 0.8850 | 0.8915 | 0.0000 | ||
| 42 | 2009.02.13 16:54 | s/l | 7 | 0.10 | 0.8915 | 0.8915 | 0.8785 | -106.69 | 1582.39 |
| 43 | 2009.02.13 16:54 | s/l | 8 | 0.10 | 0.8915 | 0.8915 | 0.0000 | -106.69 | 1475.70 |
| 44 | 2009.02.20 04:00 | buy | 9 | 0.10 | 0.8885 | 0.0000 | 0.0000 | ||
| 45 | 2009.02.20 04:00 | modify | 9 | 0.10 | 0.8885 | 0.8840 | 0.8930 | ||
| 46 | 2009.02.20 04:00 | buy | 10 | 0.10 | 0.8885 | 0.0000 | 0.0000 | ||
| 47 | 2009.02.20 04:00 | modify | 10 | 0.10 | 0.8885 | 0.8840 | 0.0000 | ||
| 48 | 2009.02.20 12:30 | s/l | 9 | 0.10 | 0.8840 | 0.8840 | 0.8930 | -73.85 | 1401.85 |
| 49 | 2009.02.20 12:30 | s/l | 10 | 0.10 | 0.8840 | 0.8840 | 0.0000 | -73.85 | 1328.00 |
| 50 | 2009.02.21 00:00 | buy | 11 | 0.10 | 0.8904 | 0.0000 | 0.0000 | ||
| 51 | 2009.02.21 00:00 | modify | 11 | 0.10 | 0.8904 | 0.8857 | 0.8951 | ||
| 52 | 2009.02.21 00:00 | buy | 12 | 0.10 | 0.8904 | 0.0000 | 0.0000 | ||
| 53 | 2009.02.21 00:00 | modify | 12 | 0.10 | 0.8904 | 0.8857 | 0.0000 | ||
| 54 | 2009.02.23 12:16 | s/l | 11 | 0.10 | 0.8857 | 0.8857 | 0.8951 | -77.23 | 1250.78 |
| 55 | 2009.02.23 12:16 | s/l | 12 | 0.10 | 0.8857 | 0.8857 | 0.0000 | -77.23 | 1173.55 |
| 56 | 2009.02.25 00:00 | buy | 13 | 0.10 | 0.8871 | 0.0000 | 0.0000 | ||
| 57 | 2009.02.25 00:00 | modify | 13 | 0.10 | 0.8871 | 0.8821 | 0.8921 | ||
| 58 | 2009.02.25 00:00 | buy | 14 | 0.10 | 0.8871 | 0.0000 | 0.0000 | ||
| 59 | 2009.02.25 00:00 | modify | 14 | 0.10 | 0.8871 | 0.8821 | 0.0000 | ||
| 60 | 2009.02.25 07:56 | s/l | 13 | 0.10 | 0.8821 | 0.8821 | 0.8921 | -82.06 | 1091.49 |
| 61 | 2009.02.25 07:56 | s/l | 14 | 0.10 | 0.8821 | 0.8821 | 0.0000 | -82.06 | 1009.43 |
| 62 | 2009.02.28 00:00 | sell | 15 | 0.10 | 0.8854 | 0.0000 | 0.0000 | ||
| 63 | 2009.02.28 00:00 | modify | 15 | 0.10 | 0.8854 | 0.8898 | 0.8810 | ||
| 64 | 2009.02.28 00:00 | sell | 16 | 0.10 | 0.8854 | 0.0000 | 0.0000 | ||
| 65 | 2009.02.28 00:00 | modify | 16 | 0.10 | 0.8854 | 0.8898 | 0.0000 | ||
| 66 | 2009.03.02 14:47 | s/l | 15 | 0.10 | 0.8898 | 0.8898 | 0.8810 | -72.23 | 937.20 |
| 67 | 2009.03.02 14:47 | s/l | 16 | 0.10 | 0.8898 | 0.8898 | 0.0000 | -72.23 | 864.97 |
| 68 | 2009.03.02 20:19 | buy stop | 17 | 0.10 | 0.9009 | 0.0000 | 0.0000 | ||
| 69 | 2009.03.02 20:19 | modify | 17 | 0.10 | 0.9009 | 0.8965 | 0.9053 | ||
| 70 | 2009.03.02 20:19 | buy stop | 18 | 0.10 | 0.9009 | 0.0000 | 0.0000 | ||
| 71 | 2009.03.02 20:19 | modify | 18 | 0.10 | 0.9009 | 0.8965 | 0.0000 | ||
| 72 | 2009.03.03 00:00 | expiration | 17 | 0.10 | 0.9009 | 0.8965 | 0.9053 | ||
| 73 | 2009.03.03 00:00 | expiration | 18 | 0.10 | 0.9009 | 0.8965 | 0.0000 | ||
| 74 | 2009.03.13 16:00 | sell | 19 | 0.10 | 0.9237 | 0.0000 | 0.0000 | ||
| 75 | 2009.03.13 16:00 | modify | 19 | 0.10 | 0.9237 | 0.9286 | 0.9188 | ||
| 76 | 2009.03.13 16:00 | sell | 20 | 0.10 | 0.9237 | 0.0000 | 0.0000 | ||
| 77 | 2009.03.13 16:00 | modify | 20 | 0.10 | 0.9237 | 0.9286 | 0.0000 | ||
| 78 | 2009.03.16 10:44 | t/p | 19 | 0.10 | 0.9188 | 0.9286 | 0.9188 | 80.44 | 945.41 |
| 79 | 2009.03.16 10:44 | modify | 20 | 0.10 | 0.9237 | 0.9213 | 0.0000 | ||
| 80 | 2009.03.16 12:00 | modify | 20 | 0.10 | 0.9237 | 0.9205 | 0.0000 | ||
| 81 | 2009.03.16 14:43 | s/l | 20 | 0.10 | 0.9205 | 0.9205 | 0.0000 | 52.53 | 997.94 |
| 82 | 2009.03.23 16:00 | sell | 21 | 0.10 | 0.93021 | 0.0000 | 0.0000 | ||
| 83 | 2009.03.23 16:00 | modify | 21 | 0.10 | 0.93021 | 0.9355 | 0.9249 | ||
| 84 | 2009.03.23 16:00 | sell | 22 | 0.10 | 0.93021 | 0.0000 | 0.0000 | ||
| 85 | 2009.03.23 16:00 | modify | 22 | 0.10 | 0.93021 | 0.9355 | 0.0000 | ||
| 86 | 2009.03.23 17:50 | s/l | 21 | 0.10 | 0.9355 | 0.9355 | 0.9249 | -86.83 | 911.11 |
| 87 | 2009.03.23 17:50 | s/l | 22 | 0.10 | 0.9355 | 0.9355 | 0.0000 | -86.83 | 824.28 |
| 88 | 2009.03.26 00:00 | buy | 23 | 0.10 | 0.93381 | 0.0000 | 0.0000 | ||
| 89 | 2009.03.26 00:00 | modify | 23 | 0.10 | 0.93381 | 0.9283 | 0.9393 | ||
| 90 | 2009.03.26 00:00 | buy | 24 | 0.10 | 0.93381 | 0.0000 | 0.0000 | ||
| 91 | 2009.03.26 00:00 | modify | 24 | 0.10 | 0.93381 | 0.9283 | 0.0000 | ||
| 92 | 2009.03.26 11:49 | s/l | 23 | 0.10 | 0.9283 | 0.9283 | 0.9393 | -90.43 | 733.85 |
| 93 | 2009.03.26 11:49 | s/l | 24 | 0.10 | 0.9283 | 0.9283 | 0.0000 | -90.43 | 643.42 |
| 94 | 2009.03.30 02:00 | sell | 25 | 0.10 | 0.92843 | 0.0000 | 0.0000 | ||
| 95 | 2009.03.30 02:00 | modify | 25 | 0.10 | 0.92843 | 0.9333 | 0.9235 | ||
| 96 | 2009.03.30 02:00 | sell | 26 | 0.10 | 0.92843 | 0.0000 | 0.0000 | ||
| 97 | 2009.03.30 02:00 | modify | 26 | 0.10 | 0.92843 | 0.9333 | 0.0000 | ||
| 98 | 2009.03.30 10:38 | s/l | 25 | 0.10 | 0.9333 | 0.9333 | 0.9235 | -79.94 | 563.48 |
| 99 | 2009.03.30 10:38 | s/l | 26 | 0.10 | 0.9333 | 0.9333 | 0.0000 | -79.94 | 483.54 |
| 100 | 2009.04.09 12:28 | buy stop | 27 | 0.10 | 0.9086 | 0.0000 | 0.0000 | ||
| 101 | 2009.04.09 12:28 | modify | 27 | 0.10 | 0.9086 | 0.9048 | 0.9124 | ||
| 102 | 2009.04.09 12:28 | buy stop | 28 | 0.10 | 0.9086 | 0.0000 | 0.0000 | ||
| 103 | 2009.04.09 12:28 | modify | 28 | 0.10 | 0.9086 | 0.9048 | 0.0000 | ||
| 104 | 2009.04.09 16:00 | expiration | 27 | 0.10 | 0.9086 | 0.9048 | 0.9124 | ||
| 105 | 2009.04.09 16:00 | expiration | 28 | 0.10 | 0.9086 | 0.9048 | 0.0000 | ||
| 106 | 2009.04.09 20:00 | sell | 29 | 0.10 | 0.89839 | 0.0000 | 0.0000 | ||
| 107 | 2009.04.09 20:00 | modify | 29 | 0.10 | 0.89839 | 0.9024 | 0.8944 | ||
| 108 | 2009.04.09 20:00 | sell | 30 | 0.10 | 0.89839 | 0.0000 | 0.0000 | ||
| 109 | 2009.04.09 20:00 | modify | 30 | 0.10 | 0.89839 | 0.9024 | 0.0000 | ||
| 110 | 2009.04.13 18:37 | s/l | 29 | 0.10 | 0.9024 | 0.9024 | 0.8944 | -65.83 | 417.71 |
| 111 | 2009.04.13 18:37 | s/l | 30 | 0.10 | 0.9024 | 0.9024 | 0.0000 | -65.83 | 351.88 |
| 112 | 2009.04.28 00:00 | sell | 31 | 0.10 | 0.88962 | 0.0000 | 0.0000 | ||
| 113 | 2009.04.28 00:00 | modify | 31 | 0.10 | 0.88962 | 0.8939 | 0.8853 | ||
| 114 | 2009.04.28 00:00 | sell | 32 | 0.10 | 0.88962 | 0.0000 | 0.0000 | ||
| 115 | 2009.04.28 00:00 | modify | 32 | 0.10 | 0.88962 | 0.8939 | 0.0000 | ||
| 116 | 2009.04.28 08:44 | s/l | 31 | 0.10 | 0.8939 | 0.8939 | 0.8853 | -70.26 | 281.62 |
| 117 | 2009.04.28 08:44 | s/l | 32 | 0.10 | 0.8939 | 0.8939 | 0.0000 | -70.26 | 211.36 |
| 118 | 2009.05.07 20:00 | buy | 33 | 0.10 | 0.89327 | 0.0000 | 0.0000 | ||
| 119 | 2009.05.07 20:00 | modify | 33 | 0.10 | 0.89327 | 0.8895 | 0.8971 | ||
| 120 | 2009.05.07 20:00 | buy | 34 | 0.10 | 0.89327 | 0.0000 | 0.0000 | ||
| 121 | 2009.05.07 20:00 | modify | 34 | 0.10 | 0.89327 | 0.8895 | 0.0000 | ||
| 122 | 2009.05.07 21:37 | close at stop | 34 | 0.10 | 0.8913 | 0.8895 | 0.0000 | -32.33 | 179.03 |
| 123 | 2009.05.07 21:37 | close at stop | 33 | 0.10 | 0.8913 | 0.8895 | 0.8971 | -32.33 | 146.70 |