| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
| 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="Mon,Tue"; 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 | 2296 | Ticks modelled | 10456800 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 854.94 | Gross profit | 2130.77 | Gross loss | -1275.83 |
| Profit factor | 1.67 | Expected payoff | 30.53 | ||
| Absolute drawdown | 44.00 | Maximal drawdown | 720.40 (28.95%) | Relative drawdown | 28.95% (720.40) |
| Total trades | 28 | Short positions (won %) | 14 (14.29%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 13 (46.43%) | Loss trades (% of total) | 15 (53.57%) | ||
| Largest | profit trade | 657.57 | loss trade | -130.00 | |
| Average | profit trade | 163.91 | loss trade | -85.06 | |
| Maximum | consecutive wins (profit in money) | 6 (1321.57) | consecutive losses (loss in money) | 5 (-279.43) | |
| Maximal | consecutive profit (count of wins) | 1321.57 (6) | consecutive loss (count of losses) | -441.40 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 20:00 | buy | 1 | 0.10 | 1.4610 | 0.0000 | 0.0000 | ||
| 2 | 2009.01.05 20:00 | modify | 1 | 0.10 | 1.4610 | 1.4486 | 1.4734 | ||
| 3 | 2009.01.05 20:00 | buy | 2 | 0.10 | 1.4610 | 0.0000 | 0.0000 | ||
| 4 | 2009.01.05 20:00 | modify | 2 | 0.10 | 1.4610 | 1.4486 | 0.0000 | ||
| 5 | 2009.01.05 22:16 | t/p | 1 | 0.10 | 1.4734 | 1.4486 | 1.4734 | 124.00 | 1124.00 |
| 6 | 2009.01.05 22:16 | modify | 2 | 0.10 | 1.4610 | 1.4534 | 0.0000 | ||
| 7 | 2009.01.06 00:00 | modify | 2 | 0.10 | 1.4610 | 1.4595 | 0.0000 | ||
| 8 | 2009.01.06 04:00 | modify | 2 | 0.10 | 1.4610 | 1.4617 | 0.0000 | ||
| 9 | 2009.01.06 07:33 | s/l | 2 | 0.10 | 1.4617 | 1.4617 | 0.0000 | 7.00 | 1131.00 |
| 10 | 2009.01.19 16:00 | sell | 3 | 0.10 | 1.4600 | 0.0000 | 0.0000 | ||
| 11 | 2009.01.19 16:00 | modify | 3 | 0.10 | 1.4600 | 1.4722 | 1.4478 | ||
| 12 | 2009.01.19 16:00 | sell | 4 | 0.10 | 1.4600 | 0.0000 | 0.0000 | ||
| 13 | 2009.01.19 16:00 | modify | 4 | 0.10 | 1.4600 | 1.4722 | 0.0000 | ||
| 14 | 2009.01.19 17:32 | t/p | 3 | 0.10 | 1.4478 | 1.4722 | 1.4478 | 122.00 | 1253.00 |
| 15 | 2009.01.19 20:00 | modify | 4 | 0.10 | 1.4600 | 1.4654 | 0.0000 | ||
| 16 | 2009.01.20 00:00 | modify | 4 | 0.10 | 1.4600 | 1.4619 | 0.0000 | ||
| 17 | 2009.01.20 04:00 | modify | 4 | 0.10 | 1.4600 | 1.4568 | 0.0000 | ||
| 18 | 2009.01.20 08:00 | modify | 4 | 0.10 | 1.4600 | 1.4508 | 0.0000 | ||
| 19 | 2009.01.20 12:00 | modify | 4 | 0.10 | 1.4600 | 1.4436 | 0.0000 | ||
| 20 | 2009.01.20 16:00 | modify | 4 | 0.10 | 1.4600 | 1.4353 | 0.0000 | ||
| 21 | 2009.01.20 20:00 | modify | 4 | 0.10 | 1.4600 | 1.4274 | 0.0000 | ||
| 22 | 2009.01.21 00:00 | modify | 4 | 0.10 | 1.4600 | 1.4208 | 0.0000 | ||
| 23 | 2009.01.21 04:00 | modify | 4 | 0.10 | 1.4600 | 1.4148 | 0.0000 | ||
| 24 | 2009.01.21 08:00 | modify | 4 | 0.10 | 1.4600 | 1.4100 | 0.0000 | ||
| 25 | 2009.01.21 12:00 | modify | 4 | 0.10 | 1.4600 | 1.4045 | 0.0000 | ||
| 26 | 2009.01.21 16:00 | modify | 4 | 0.10 | 1.4600 | 1.3990 | 0.0000 | ||
| 27 | 2009.01.21 20:00 | modify | 4 | 0.10 | 1.4600 | 1.3942 | 0.0000 | ||
| 28 | 2009.01.21 22:55 | s/l | 4 | 0.10 | 1.3942 | 1.3942 | 0.0000 | 657.57 | 1910.57 |
| 29 | 2009.01.26 20:00 | buy | 5 | 0.10 | 1.3961 | 0.0000 | 0.0000 | ||
| 30 | 2009.01.26 20:00 | modify | 5 | 0.10 | 1.3961 | 1.3795 | 1.4127 | ||
| 31 | 2009.01.26 20:00 | buy | 6 | 0.10 | 1.3961 | 0.0000 | 0.0000 | ||
| 32 | 2009.01.26 20:00 | modify | 6 | 0.10 | 1.3961 | 1.3795 | 0.0000 | ||
| 33 | 2009.01.27 10:26 | t/p | 5 | 0.10 | 1.4127 | 1.3795 | 1.4127 | 166.00 | 2076.57 |
| 34 | 2009.01.27 10:26 | modify | 6 | 0.10 | 1.3961 | 1.3912 | 0.0000 | ||
| 35 | 2009.01.27 12:00 | modify | 6 | 0.10 | 1.3961 | 1.3953 | 0.0000 | ||
| 36 | 2009.01.27 16:00 | modify | 6 | 0.10 | 1.3961 | 1.3999 | 0.0000 | ||
| 37 | 2009.01.27 20:00 | modify | 6 | 0.10 | 1.3961 | 1.4033 | 0.0000 | ||
| 38 | 2009.01.28 00:00 | modify | 6 | 0.10 | 1.3961 | 1.4060 | 0.0000 | ||
| 39 | 2009.01.28 04:00 | modify | 6 | 0.10 | 1.3961 | 1.4084 | 0.0000 | ||
| 40 | 2009.01.28 08:00 | modify | 6 | 0.10 | 1.3961 | 1.4110 | 0.0000 | ||
| 41 | 2009.01.28 12:00 | modify | 6 | 0.10 | 1.3961 | 1.4142 | 0.0000 | ||
| 42 | 2009.01.28 16:00 | modify | 6 | 0.10 | 1.3961 | 1.4175 | 0.0000 | ||
| 43 | 2009.01.28 20:00 | modify | 6 | 0.10 | 1.3961 | 1.4206 | 0.0000 | ||
| 44 | 2009.01.28 23:15 | s/l | 6 | 0.10 | 1.4206 | 1.4206 | 0.0000 | 245.00 | 2321.57 |
| 45 | 2009.02.02 16:00 | sell | 7 | 0.10 | 1.4098 | 0.0000 | 0.0000 | ||
| 46 | 2009.02.02 16:00 | modify | 7 | 0.10 | 1.4098 | 1.4228 | 1.3968 | ||
| 47 | 2009.02.02 16:00 | sell | 8 | 0.10 | 1.4098 | 0.0000 | 0.0000 | ||
| 48 | 2009.02.02 16:00 | modify | 8 | 0.10 | 1.4098 | 1.4228 | 0.0000 | ||
| 49 | 2009.02.02 19:55 | s/l | 7 | 0.10 | 1.4228 | 1.4228 | 1.3968 | -130.00 | 2191.57 |
| 50 | 2009.02.02 19:55 | s/l | 8 | 0.10 | 1.4228 | 1.4228 | 0.0000 | -130.00 | 2061.57 |
| 51 | 2009.04.07 04:00 | sell | 9 | 0.10 | 1.46693 | 0.0000 | 0.0000 | ||
| 52 | 2009.04.07 04:00 | modify | 9 | 0.10 | 1.46693 | 1.4760 | 1.4578 | ||
| 53 | 2009.04.07 04:00 | sell | 10 | 0.10 | 1.46693 | 0.0000 | 0.0000 | ||
| 54 | 2009.04.07 04:00 | modify | 10 | 0.10 | 1.46693 | 1.4760 | 0.0000 | ||
| 55 | 2009.04.07 17:23 | s/l | 9 | 0.10 | 1.4760 | 1.4760 | 1.4578 | -90.70 | 1970.87 |
| 56 | 2009.04.07 17:23 | s/l | 10 | 0.10 | 1.4760 | 1.4760 | 0.0000 | -90.70 | 1880.17 |
| 57 | 2009.04.13 12:00 | buy | 11 | 0.10 | 1.4719 | 0.0000 | 0.0000 | ||
| 58 | 2009.04.13 12:00 | modify | 11 | 0.10 | 1.4719 | 1.4650 | 1.4788 | ||
| 59 | 2009.04.13 12:00 | buy | 12 | 0.10 | 1.4719 | 0.0000 | 0.0000 | ||
| 60 | 2009.04.13 12:00 | modify | 12 | 0.10 | 1.4719 | 1.4650 | 0.0000 | ||
| 61 | 2009.04.13 17:52 | t/p | 11 | 0.10 | 1.4788 | 1.4650 | 1.4788 | 69.00 | 1949.17 |
| 62 | 2009.04.13 17:52 | modify | 12 | 0.10 | 1.4719 | 1.4699 | 0.0000 | ||
| 63 | 2009.04.13 20:00 | modify | 12 | 0.10 | 1.4719 | 1.4720 | 0.0000 | ||
| 64 | 2009.04.14 00:00 | modify | 12 | 0.10 | 1.4719 | 1.4744 | 0.0000 | ||
| 65 | 2009.04.14 04:00 | modify | 12 | 0.10 | 1.4719 | 1.4765 | 0.0000 | ||
| 66 | 2009.04.14 08:00 | modify | 12 | 0.10 | 1.4719 | 1.4784 | 0.0000 | ||
| 67 | 2009.04.14 12:00 | modify | 12 | 0.10 | 1.4719 | 1.4805 | 0.0000 | ||
| 68 | 2009.04.14 16:00 | modify | 12 | 0.10 | 1.4719 | 1.4825 | 0.0000 | ||
| 69 | 2009.04.14 20:00 | modify | 12 | 0.10 | 1.4719 | 1.4843 | 0.0000 | ||
| 70 | 2009.04.15 00:00 | modify | 12 | 0.10 | 1.4719 | 1.4859 | 0.0000 | ||
| 71 | 2009.04.15 04:00 | modify | 12 | 0.10 | 1.4719 | 1.4870 | 0.0000 | ||
| 72 | 2009.04.15 04:48 | s/l | 12 | 0.10 | 1.4870 | 1.4870 | 0.0000 | 151.00 | 2100.17 |
| 73 | 2009.04.27 12:00 | sell | 13 | 0.10 | 1.45602 | 0.0000 | 0.0000 | ||
| 74 | 2009.04.27 12:00 | modify | 13 | 0.10 | 1.45602 | 1.4653 | 1.4467 | ||
| 75 | 2009.04.27 12:00 | sell | 14 | 0.10 | 1.45602 | 0.0000 | 0.0000 | ||
| 76 | 2009.04.27 12:00 | modify | 14 | 0.10 | 1.45602 | 1.4653 | 0.0000 | ||
| 77 | 2009.04.27 17:43 | s/l | 13 | 0.10 | 1.4653 | 1.4653 | 1.4467 | -92.80 | 2007.37 |
| 78 | 2009.04.27 17:43 | s/l | 14 | 0.10 | 1.4653 | 1.4653 | 0.0000 | -92.80 | 1914.57 |
| 79 | 2009.05.12 12:00 | buy | 15 | 0.10 | 1.52511 | 0.0000 | 0.0000 | ||
| 80 | 2009.05.12 12:00 | modify | 15 | 0.10 | 1.52511 | 1.5170 | 1.5332 | ||
| 81 | 2009.05.12 12:00 | buy | 16 | 0.10 | 1.52511 | 0.0000 | 0.0000 | ||
| 82 | 2009.05.12 12:00 | modify | 16 | 0.10 | 1.52511 | 1.5170 | 0.0000 | ||
| 83 | 2009.05.12 14:56 | t/p | 15 | 0.10 | 1.5332 | 1.5170 | 1.5332 | 80.90 | 1995.47 |
| 84 | 2009.05.12 16:00 | modify | 16 | 0.10 | 1.52511 | 1.5191 | 0.0000 | ||
| 85 | 2009.05.12 20:00 | modify | 16 | 0.10 | 1.52511 | 1.5215 | 0.0000 | ||
| 86 | 2009.05.13 00:00 | modify | 16 | 0.10 | 1.52511 | 1.5229 | 0.0000 | ||
| 87 | 2009.05.13 04:00 | modify | 16 | 0.10 | 1.52511 | 1.5242 | 0.0000 | ||
| 88 | 2009.05.13 08:00 | modify | 16 | 0.10 | 1.52511 | 1.5255 | 0.0000 | ||
| 89 | 2009.05.13 10:12 | s/l | 16 | 0.10 | 1.5255 | 1.5255 | 0.0000 | 3.90 | 1999.37 |
| 90 | 2009.05.18 04:00 | sell | 17 | 0.10 | 1.51328 | 0.0000 | 0.0000 | ||
| 91 | 2009.05.18 04:00 | modify | 17 | 0.10 | 1.51328 | 1.5212 | 1.5054 | ||
| 92 | 2009.05.18 04:00 | sell | 18 | 0.10 | 1.51328 | 0.0000 | 0.0000 | ||
| 93 | 2009.05.18 04:00 | modify | 18 | 0.10 | 1.51328 | 1.5212 | 0.0000 | ||
| 94 | 2009.05.18 11:18 | s/l | 17 | 0.10 | 1.5212 | 1.5212 | 1.5054 | -79.20 | 1920.17 |
| 95 | 2009.05.18 11:18 | s/l | 18 | 0.10 | 1.5212 | 1.5212 | 0.0000 | -79.20 | 1840.97 |
| 96 | 2009.05.18 16:00 | buy | 19 | 0.10 | 1.52724 | 0.0000 | 0.0000 | ||
| 97 | 2009.05.18 16:00 | modify | 19 | 0.10 | 1.52724 | 1.5190 | 1.5354 | ||
| 98 | 2009.05.18 16:00 | buy | 20 | 0.10 | 1.52724 | 0.0000 | 0.0000 | ||
| 99 | 2009.05.18 16:00 | modify | 20 | 0.10 | 1.52724 | 1.5190 | 0.0000 | ||
| 100 | 2009.05.19 07:12 | t/p | 19 | 0.10 | 1.5354 | 1.5190 | 1.5354 | 81.60 | 1922.57 |
| 101 | 2009.05.19 07:12 | modify | 20 | 0.10 | 1.52724 | 1.5275 | 0.0000 | ||
| 102 | 2009.05.19 08:00 | modify | 20 | 0.10 | 1.52724 | 1.5288 | 0.0000 | ||
| 103 | 2009.05.19 12:00 | modify | 20 | 0.10 | 1.52724 | 1.5315 | 0.0000 | ||
| 104 | 2009.05.19 16:00 | modify | 20 | 0.10 | 1.52724 | 1.5347 | 0.0000 | ||
| 105 | 2009.05.19 20:00 | modify | 20 | 0.10 | 1.52724 | 1.5374 | 0.0000 | ||
| 106 | 2009.05.20 00:00 | modify | 20 | 0.10 | 1.52724 | 1.5398 | 0.0000 | ||
| 107 | 2009.05.20 04:00 | modify | 20 | 0.10 | 1.52724 | 1.5416 | 0.0000 | ||
| 108 | 2009.05.20 08:00 | modify | 20 | 0.10 | 1.52724 | 1.5430 | 0.0000 | ||
| 109 | 2009.05.20 12:00 | modify | 20 | 0.10 | 1.52724 | 1.5445 | 0.0000 | ||
| 110 | 2009.05.20 16:00 | modify | 20 | 0.10 | 1.52724 | 1.5461 | 0.0000 | ||
| 111 | 2009.05.20 20:00 | modify | 20 | 0.10 | 1.52724 | 1.5493 | 0.0000 | ||
| 112 | 2009.05.21 00:00 | modify | 20 | 0.10 | 1.52724 | 1.5538 | 0.0000 | ||
| 113 | 2009.05.21 04:00 | modify | 20 | 0.10 | 1.52724 | 1.5577 | 0.0000 | ||
| 114 | 2009.05.21 08:00 | modify | 20 | 0.10 | 1.52724 | 1.5614 | 0.0000 | ||
| 115 | 2009.05.21 11:27 | s/l | 20 | 0.10 | 1.5614 | 1.5614 | 0.0000 | 341.60 | 2264.17 |
| 116 | 2009.06.16 16:00 | buy | 21 | 0.10 | 1.64615 | 0.0000 | 0.0000 | ||
| 117 | 2009.06.16 16:00 | modify | 21 | 0.10 | 1.64615 | 1.6356 | 1.6568 | ||
| 118 | 2009.06.16 16:00 | buy | 22 | 0.10 | 1.64615 | 0.0000 | 0.0000 | ||
| 119 | 2009.06.16 16:00 | modify | 22 | 0.10 | 1.64615 | 1.6356 | 0.0000 | ||
| 120 | 2009.06.17 02:42 | s/l | 21 | 0.10 | 1.6356 | 1.6356 | 1.6568 | -105.50 | 2158.67 |
| 121 | 2009.06.17 02:42 | s/l | 22 | 0.10 | 1.6356 | 1.6356 | 0.0000 | -105.50 | 2053.17 |
| 122 | 2009.07.14 04:00 | buy | 23 | 0.10 | 1.62618 | 0.0000 | 0.0000 | ||
| 123 | 2009.07.14 04:00 | modify | 23 | 0.10 | 1.62618 | 1.6181 | 1.6343 | ||
| 124 | 2009.07.14 04:00 | buy | 24 | 0.10 | 1.62618 | 0.0000 | 0.0000 | ||
| 125 | 2009.07.14 04:00 | modify | 24 | 0.10 | 1.62618 | 1.6181 | 0.0000 | ||
| 126 | 2009.07.14 13:21 | t/p | 23 | 0.10 | 1.6343 | 1.6181 | 1.6343 | 81.20 | 2134.37 |
| 127 | 2009.07.14 13:21 | modify | 24 | 0.10 | 1.62618 | 1.6242 | 0.0000 | ||
| 128 | 2009.07.14 16:00 | modify | 24 | 0.10 | 1.62618 | 1.6257 | 0.0000 | ||
| 129 | 2009.07.14 17:46 | s/l | 24 | 0.10 | 1.6257 | 1.6257 | 0.0000 | -4.80 | 2129.57 |
| 130 | 2009.09.01 20:00 | sell | 25 | 0.10 | 1.61656 | 0.0000 | 0.0000 | ||
| 131 | 2009.09.01 20:00 | modify | 25 | 0.10 | 1.61656 | 1.6240 | 1.6092 | ||
| 132 | 2009.09.01 20:00 | sell | 26 | 0.10 | 1.61656 | 0.0000 | 0.0000 | ||
| 133 | 2009.09.01 20:00 | modify | 26 | 0.10 | 1.61656 | 1.6240 | 0.0000 | ||
| 134 | 2009.09.02 15:11 | s/l | 25 | 0.10 | 1.6240 | 1.6240 | 1.6092 | -74.62 | 2054.95 |
| 135 | 2009.09.02 15:11 | s/l | 26 | 0.10 | 1.6240 | 1.6240 | 0.0000 | -74.62 | 1980.34 |
| 136 | 2009.09.14 12:00 | sell | 27 | 0.10 | 1.65463 | 0.0000 | 0.0000 | ||
| 137 | 2009.09.14 12:00 | modify | 27 | 0.10 | 1.65463 | 1.6609 | 1.6483 | ||
| 138 | 2009.09.14 12:00 | sell | 28 | 0.10 | 1.65463 | 0.0000 | 0.0000 | ||
| 139 | 2009.09.14 12:00 | modify | 28 | 0.10 | 1.65463 | 1.6609 | 0.0000 | ||
| 140 | 2009.09.14 16:45 | s/l | 27 | 0.10 | 1.6609 | 1.6609 | 1.6483 | -62.70 | 1917.64 |
| 141 | 2009.09.14 16:45 | s/l | 28 | 0.10 | 1.6609 | 1.6609 | 0.0000 | -62.70 | 1854.94 |