Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2010.01.14 02:00 - 2019.11.29 23:00 (2010.01.14 - 2019.12.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=154; Max_Spread=12; BrokerType=0; NannyMode=0; INFO0="-------------SSA PARAMETERS-------------------"; DisplayInfoPanel=false; fifo=false; Fixed_Lots=0.01; Balance_Per_lot=200000; Basket_Take_Profit=150; Basket_Stop_Loss_Perc=-90; TP_PER_TRADE=0; SL_PER_TRADE=0; comm="SSA FIXED IT"; | ||||
Bars in test | 61715 | Ticks modelled | 249249323 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 79.88 | Gross profit | 153.17 | Gross loss | -73.29 |
Profit factor | 2.09 | Expected payoff | 0.96 | ||
Absolute drawdown | 68.51 | Maximal drawdown | 96.73 (9.37%) | Relative drawdown | 9.37% (96.73) |
Total trades | 83 | Short positions (won %) | 44 (84.09%) | Long positions (won %) | 39 (94.87%) |
Profit trades (% of total) | 74 (89.16%) | Loss trades (% of total) | 9 (10.84%) | ||
Largest | profit trade | 12.19 | loss trade | -20.72 | |
Average | profit trade | 2.07 | loss trade | -8.14 | |
Maximum | consecutive wins (profit in money) | 21 (28.89) | consecutive losses (loss in money) | 3 (-20.94) | |
Maximal | consecutive profit (count of wins) | 29.90 (10) | consecutive loss (count of losses) | -20.94 (3) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.26 04:00 | buy | 1 | 0.01 | 136.337 | 0.000 | 0.000 | ||
2 | 2010.02.26 05:52 | close | 1 | 0.01 | 136.500 | 0.000 | 0.000 | 1.41 | 1001.41 |
3 | 2010.03.31 17:00 | sell | 2 | 0.01 | 140.570 | 0.000 | 0.000 | ||
4 | 2010.04.01 05:00 | sell | 3 | 0.01 | 141.885 | 0.000 | 0.000 | ||
5 | 2010.04.08 10:30 | close | 3 | 0.01 | 141.122 | 0.000 | 0.000 | 6.19 | 1007.60 |
6 | 2010.04.08 10:30 | close | 2 | 0.01 | 141.122 | 0.000 | 0.000 | -6.03 | 1001.57 |
7 | 2010.09.08 16:00 | buy | 4 | 0.01 | 129.455 | 0.000 | 0.000 | ||
8 | 2010.09.08 16:13 | close | 4 | 0.01 | 129.605 | 0.000 | 0.000 | 1.29 | 1002.86 |
9 | 2010.11.15 18:00 | sell | 5 | 0.01 | 133.308 | 0.000 | 0.000 | ||
10 | 2010.11.15 18:07 | close | 5 | 0.01 | 133.170 | 0.000 | 0.000 | 1.18 | 1004.04 |
11 | 2010.12.22 14:00 | buy | 6 | 0.01 | 129.177 | 0.000 | 0.000 | ||
12 | 2011.01.07 17:37 | close | 6 | 0.01 | 129.329 | 0.000 | 0.000 | 1.47 | 1005.51 |
13 | 2011.01.13 16:00 | sell | 7 | 0.01 | 130.917 | 0.000 | 0.000 | ||
14 | 2011.01.14 05:47 | close | 7 | 0.01 | 130.779 | 0.000 | 0.000 | 1.10 | 1006.61 |
15 | 2011.02.28 14:00 | buy | 8 | 0.01 | 132.931 | 0.000 | 0.000 | ||
16 | 2011.02.28 17:19 | close | 8 | 0.01 | 133.082 | 0.000 | 0.000 | 1.30 | 1007.91 |
17 | 2011.04.04 05:00 | sell | 9 | 0.01 | 135.675 | 0.000 | 0.000 | ||
18 | 2011.04.04 12:05 | close | 9 | 0.01 | 135.531 | 0.000 | 0.000 | 1.24 | 1009.15 |
19 | 2011.05.04 14:00 | buy | 10 | 0.01 | 133.945 | 0.000 | 0.000 | ||
20 | 2011.05.04 15:13 | close | 10 | 0.01 | 134.099 | 0.000 | 0.000 | 1.33 | 1010.48 |
21 | 2011.06.01 05:00 | sell | 11 | 0.01 | 133.934 | 0.000 | 0.000 | ||
22 | 2011.06.01 06:08 | close | 11 | 0.01 | 133.796 | 0.000 | 0.000 | 1.18 | 1011.66 |
23 | 2011.07.13 07:00 | buy | 12 | 0.01 | 126.551 | 0.000 | 0.000 | ||
24 | 2011.07.13 08:52 | close | 12 | 0.01 | 126.704 | 0.000 | 0.000 | 1.32 | 1012.98 |
25 | 2011.08.05 06:00 | sell | 13 | 0.01 | 128.004 | 0.000 | 0.000 | ||
26 | 2011.08.05 06:24 | close | 13 | 0.01 | 127.865 | 0.000 | 0.000 | 1.19 | 1014.17 |
27 | 2011.08.11 16:00 | buy | 14 | 0.01 | 124.009 | 0.000 | 0.000 | ||
28 | 2011.08.11 16:01 | close | 14 | 0.01 | 124.162 | 0.000 | 0.000 | 1.32 | 1015.49 |
29 | 2011.10.13 13:00 | sell | 15 | 0.01 | 120.609 | 0.000 | 0.000 | ||
30 | 2011.10.13 15:06 | close | 15 | 0.01 | 120.469 | 0.000 | 0.000 | 1.20 | 1016.69 |
31 | 2011.11.18 00:00 | buy | 16 | 0.01 | 121.281 | 0.000 | 0.000 | ||
32 | 2011.11.18 04:26 | close | 16 | 0.01 | 121.432 | 0.000 | 0.000 | 1.30 | 1017.99 |
33 | 2012.01.25 15:00 | sell | 17 | 0.01 | 121.528 | 0.000 | 0.000 | ||
34 | 2012.01.25 15:06 | close | 17 | 0.01 | 121.390 | 0.000 | 0.000 | 1.19 | 1019.18 |
35 | 2012.05.18 17:00 | buy | 18 | 0.01 | 125.497 | 0.000 | 0.000 | ||
36 | 2012.05.21 11:06 | close | 18 | 0.01 | 125.648 | 0.000 | 0.000 | 1.31 | 1020.49 |
37 | 2012.09.07 17:00 | sell | 19 | 0.01 | 125.239 | 0.000 | 0.000 | ||
38 | 2012.09.07 17:55 | close | 19 | 0.01 | 125.100 | 0.000 | 0.000 | 1.20 | 1021.69 |
39 | 2012.11.14 05:00 | buy | 20 | 0.01 | 126.323 | 0.000 | 0.000 | ||
40 | 2012.11.14 06:00 | buy | 21 | 0.01 | 126.283 | 0.000 | 0.000 | ||
41 | 2012.11.14 08:02 | close | 21 | 0.01 | 126.384 | 0.000 | 0.000 | 0.85 | 1022.54 |
42 | 2012.11.14 08:02 | close | 20 | 0.01 | 126.384 | 0.000 | 0.000 | 0.48 | 1023.02 |
43 | 2012.11.21 19:00 | sell | 22 | 0.01 | 131.237 | 0.000 | 0.000 | ||
44 | 2012.11.22 13:00 | sell | 23 | 0.01 | 131.751 | 0.000 | 0.000 | ||
45 | 2012.11.22 16:09 | close | 23 | 0.01 | 131.430 | 0.000 | 0.000 | 2.85 | 1025.87 |
46 | 2012.11.22 16:09 | close | 22 | 0.01 | 131.430 | 0.000 | 0.000 | -2.10 | 1023.76 |
47 | 2013.04.04 17:00 | buy | 24 | 0.01 | 145.042 | 0.000 | 0.000 | ||
48 | 2013.04.04 17:02 | close | 24 | 0.01 | 145.196 | 0.000 | 0.000 | 1.33 | 1025.09 |
49 | 2013.04.05 20:00 | sell | 25 | 0.01 | 148.888 | 0.000 | 0.000 | ||
50 | 2013.04.08 17:00 | sell | 26 | 0.01 | 150.876 | 0.000 | 0.000 | ||
51 | 2013.04.10 00:00 | sell | 27 | 0.01 | 151.712 | 0.000 | 0.000 | ||
52 | 2013.04.12 21:00 | sell | 28 | 0.01 | 152.005 | 0.000 | 0.000 | ||
53 | 2013.04.12 23:29 | close | 28 | 0.01 | 150.789 | 0.000 | 0.000 | 10.97 | 1036.06 |
54 | 2013.04.12 23:29 | close | 27 | 0.01 | 150.789 | 0.000 | 0.000 | 7.93 | 1044.00 |
55 | 2013.04.12 23:29 | close | 26 | 0.01 | 150.789 | 0.000 | 0.000 | 0.15 | 1044.15 |
56 | 2013.04.12 23:29 | close | 25 | 0.01 | 150.789 | 0.000 | 0.000 | -18.00 | 1026.15 |
57 | 2013.10.04 18:00 | buy | 29 | 0.01 | 156.127 | 0.000 | 0.000 | ||
58 | 2013.10.04 19:27 | close | 29 | 0.01 | 156.278 | 0.000 | 0.000 | 1.30 | 1027.45 |
59 | 2013.11.14 20:00 | sell | 30 | 0.01 | 160.574 | 0.000 | 0.000 | ||
60 | 2013.11.19 11:14 | close | 30 | 0.01 | 160.432 | 0.000 | 0.000 | 0.94 | 1028.38 |
61 | 2014.02.04 11:00 | buy | 31 | 0.01 | 165.146 | 0.000 | 0.000 | ||
62 | 2014.02.04 11:30 | close | 31 | 0.01 | 165.301 | 0.000 | 0.000 | 1.34 | 1029.72 |
63 | 2014.04.01 13:00 | sell | 32 | 0.01 | 172.035 | 0.000 | 0.000 | ||
64 | 2014.04.01 15:15 | close | 32 | 0.01 | 171.897 | 0.000 | 0.000 | 1.19 | 1030.91 |
65 | 2014.10.15 13:00 | buy | 33 | 0.01 | 170.974 | 0.000 | 0.000 | ||
66 | 2014.10.15 14:00 | buy | 34 | 0.01 | 170.695 | 0.000 | 0.000 | ||
67 | 2014.10.16 22:23 | close | 34 | 0.01 | 170.910 | 0.000 | 0.000 | 1.92 | 1032.83 |
68 | 2014.10.16 22:23 | close | 33 | 0.01 | 170.910 | 0.000 | 0.000 | -0.62 | 1032.21 |
69 | 2014.11.03 08:00 | sell | 35 | 0.01 | 179.961 | 0.000 | 0.000 | ||
70 | 2014.11.04 12:00 | sell | 36 | 0.01 | 181.298 | 0.000 | 0.000 | ||
71 | 2014.11.04 13:00 | sell | 37 | 0.01 | 181.309 | 0.000 | 0.000 | ||
72 | 2014.11.06 07:00 | sell | 38 | 0.01 | 182.778 | 0.000 | 0.000 | ||
73 | 2014.11.06 16:00 | sell | 39 | 0.01 | 182.698 | 0.000 | 0.000 | ||
74 | 2014.11.07 16:53 | close | 39 | 0.01 | 181.562 | 0.000 | 0.000 | 10.16 | 1042.36 |
75 | 2014.11.07 16:53 | close | 38 | 0.01 | 181.562 | 0.000 | 0.000 | 10.89 | 1053.25 |
76 | 2014.11.07 16:53 | close | 37 | 0.01 | 181.562 | 0.000 | 0.000 | -2.83 | 1050.41 |
77 | 2014.11.07 16:53 | close | 36 | 0.01 | 181.562 | 0.000 | 0.000 | -2.93 | 1047.48 |
78 | 2014.11.07 16:53 | close | 35 | 0.01 | 181.562 | 0.000 | 0.000 | -15.18 | 1032.30 |
79 | 2015.01.14 20:00 | buy | 40 | 0.01 | 178.148 | 0.000 | 0.000 | ||
80 | 2015.01.14 21:00 | buy | 41 | 0.01 | 178.091 | 0.000 | 0.000 | ||
81 | 2015.01.14 21:03 | close | 41 | 0.01 | 178.198 | 0.000 | 0.000 | 0.91 | 1033.21 |
82 | 2015.01.14 21:03 | close | 40 | 0.01 | 178.198 | 0.000 | 0.000 | 0.39 | 1033.60 |
83 | 2015.02.06 22:00 | sell | 42 | 0.01 | 181.495 | 0.000 | 0.000 | ||
84 | 2015.02.06 22:14 | close | 42 | 0.01 | 181.355 | 0.000 | 0.000 | 1.20 | 1034.80 |
85 | 2015.03.09 21:00 | buy | 43 | 0.01 | 183.436 | 0.000 | 0.000 | ||
86 | 2015.03.10 04:19 | close | 43 | 0.01 | 183.587 | 0.000 | 0.000 | 1.31 | 1036.11 |
87 | 2015.04.27 12:00 | sell | 44 | 0.01 | 180.510 | 0.000 | 0.000 | ||
88 | 2015.04.27 12:37 | close | 44 | 0.01 | 180.370 | 0.000 | 0.000 | 1.20 | 1037.31 |
89 | 2015.07.06 18:00 | buy | 45 | 0.01 | 191.368 | 0.000 | 0.000 | ||
90 | 2015.07.06 19:16 | close | 45 | 0.01 | 191.518 | 0.000 | 0.000 | 1.29 | 1038.60 |
91 | 2015.08.19 13:00 | sell | 46 | 0.01 | 194.756 | 0.000 | 0.000 | ||
92 | 2015.08.19 15:30 | close | 46 | 0.01 | 194.614 | 0.000 | 0.000 | 1.22 | 1039.82 |
93 | 2015.12.03 18:00 | buy | 47 | 0.01 | 185.221 | 0.000 | 0.000 | ||
94 | 2015.12.03 18:01 | close | 47 | 0.01 | 185.372 | 0.000 | 0.000 | 1.30 | 1041.12 |
95 | 2016.02.02 21:00 | sell | 48 | 0.01 | 173.171 | 0.000 | 0.000 | ||
96 | 2016.02.02 22:09 | close | 48 | 0.01 | 173.031 | 0.000 | 0.000 | 1.20 | 1042.32 |
97 | 2016.02.24 20:00 | buy | 49 | 0.01 | 155.132 | 0.000 | 0.000 | ||
98 | 2016.02.24 20:05 | close | 49 | 0.01 | 155.284 | 0.000 | 0.000 | 1.31 | 1043.63 |
99 | 2016.04.25 17:00 | sell | 50 | 0.01 | 160.966 | 0.000 | 0.000 | ||
100 | 2016.04.25 17:01 | close | 50 | 0.01 | 160.814 | 0.000 | 0.000 | 1.31 | 1044.94 |
101 | 2016.06.06 22:00 | buy | 51 | 0.01 | 155.259 | 0.000 | 0.000 | ||
102 | 2016.06.06 22:34 | close | 51 | 0.01 | 155.412 | 0.000 | 0.000 | 1.32 | 1046.26 |
103 | 2016.07.18 06:00 | sell | 52 | 0.01 | 139.593 | 0.000 | 0.000 | ||
104 | 2016.07.18 07:11 | close | 52 | 0.01 | 139.454 | 0.000 | 0.000 | 1.19 | 1047.45 |
105 | 2016.08.02 13:00 | buy | 53 | 0.01 | 134.550 | 0.000 | 0.000 | ||
106 | 2016.08.02 13:34 | close | 53 | 0.01 | 134.705 | 0.000 | 0.000 | 1.34 | 1048.79 |
107 | 2016.08.31 16:00 | sell | 54 | 0.01 | 135.556 | 0.000 | 0.000 | ||
108 | 2016.08.31 16:16 | close | 54 | 0.01 | 135.417 | 0.000 | 0.000 | 1.19 | 1049.98 |
109 | 2016.09.19 23:00 | buy | 55 | 0.01 | 132.746 | 0.000 | 0.000 | ||
110 | 2016.09.20 03:00 | close | 55 | 0.01 | 132.898 | 0.000 | 0.000 | 1.32 | 1051.30 |
111 | 2016.11.01 21:00 | sell | 56 | 0.01 | 127.510 | 0.000 | 0.000 | ||
112 | 2016.11.01 21:15 | close | 56 | 0.01 | 127.371 | 0.000 | 0.000 | 1.19 | 1052.49 |
113 | 2017.01.10 15:00 | buy | 57 | 0.01 | 141.189 | 0.000 | 0.000 | ||
114 | 2017.01.10 15:15 | close | 57 | 0.01 | 141.339 | 0.000 | 0.000 | 1.29 | 1053.78 |
115 | 2017.01.30 04:00 | sell | 58 | 0.01 | 144.068 | 0.000 | 0.000 | ||
116 | 2017.01.30 04:56 | close | 58 | 0.01 | 143.921 | 0.000 | 0.000 | 1.26 | 1055.04 |
117 | 2017.05.29 13:00 | buy | 59 | 0.01 | 142.983 | 0.000 | 0.000 | ||
118 | 2017.05.31 03:00 | buy | 60 | 0.01 | 141.980 | 0.000 | 0.000 | ||
119 | 2017.05.31 04:00 | buy | 61 | 0.01 | 142.230 | 0.000 | 0.000 | ||
120 | 2017.05.31 05:30 | close | 61 | 0.01 | 142.451 | 0.000 | 0.000 | 1.94 | 1056.98 |
121 | 2017.05.31 05:30 | close | 60 | 0.01 | 142.451 | 0.000 | 0.000 | 4.21 | 1061.19 |
122 | 2017.05.31 05:30 | close | 59 | 0.01 | 142.451 | 0.000 | 0.000 | -4.88 | 1056.31 |
123 | 2017.06.28 16:00 | sell | 62 | 0.01 | 143.782 | 0.000 | 0.000 | ||
124 | 2017.08.08 17:29 | close | 62 | 0.01 | 143.333 | 0.000 | 0.000 | 0.13 | 1056.44 |
125 | 2017.08.11 18:00 | buy | 63 | 0.01 | 141.652 | 0.000 | 0.000 | ||
126 | 2017.08.11 19:07 | close | 63 | 0.01 | 141.804 | 0.000 | 0.000 | 1.31 | 1057.75 |
127 | 2017.09.13 11:00 | sell | 64 | 0.01 | 146.417 | 0.000 | 0.000 | ||
128 | 2017.09.13 11:23 | close | 64 | 0.01 | 146.277 | 0.000 | 0.000 | 1.20 | 1058.95 |
129 | 2017.10.06 15:00 | buy | 65 | 0.01 | 147.702 | 0.000 | 0.000 | ||
130 | 2017.10.06 15:48 | close | 65 | 0.01 | 147.854 | 0.000 | 0.000 | 1.31 | 1060.26 |
131 | 2017.10.26 13:00 | sell | 66 | 0.01 | 150.241 | 0.000 | 0.000 | ||
132 | 2017.10.26 14:48 | close | 66 | 0.01 | 150.101 | 0.000 | 0.000 | 1.20 | 1061.46 |
133 | 2017.11.20 19:00 | buy | 67 | 0.01 | 148.958 | 0.000 | 0.000 | ||
134 | 2017.11.20 21:20 | close | 67 | 0.01 | 149.108 | 0.000 | 0.000 | 1.29 | 1062.75 |
135 | 2017.12.01 20:00 | sell | 68 | 0.01 | 151.310 | 0.000 | 0.000 | ||
136 | 2017.12.01 20:09 | close | 68 | 0.01 | 151.170 | 0.000 | 0.000 | 1.20 | 1063.95 |
137 | 2018.02.15 14:00 | buy | 69 | 0.01 | 149.872 | 0.000 | 0.000 | ||
138 | 2018.02.15 14:02 | close | 69 | 0.01 | 150.023 | 0.000 | 0.000 | 1.30 | 1065.25 |
139 | 2018.04.06 03:00 | sell | 70 | 0.01 | 150.009 | 0.000 | 0.000 | ||
140 | 2018.04.13 16:00 | sell | 71 | 0.01 | 153.560 | 0.000 | 0.000 | ||
141 | 2018.04.13 18:00 | sell | 72 | 0.01 | 153.183 | 0.000 | 0.000 | ||
142 | 2018.04.18 11:47 | close | 72 | 0.01 | 152.179 | 0.000 | 0.000 | 8.77 | 1074.02 |
143 | 2018.04.18 11:47 | close | 71 | 0.01 | 152.179 | 0.000 | 0.000 | 12.19 | 1086.21 |
144 | 2018.04.18 11:47 | close | 70 | 0.01 | 152.179 | 0.000 | 0.000 | -20.72 | 1065.49 |
145 | 2018.04.30 15:00 | buy | 73 | 0.01 | 150.161 | 0.000 | 0.000 | ||
146 | 2018.04.30 15:47 | close | 73 | 0.01 | 150.311 | 0.000 | 0.000 | 1.29 | 1066.78 |
147 | 2018.08.30 17:00 | sell | 74 | 0.01 | 144.810 | 0.000 | 0.000 | ||
148 | 2018.08.30 18:09 | close | 74 | 0.01 | 144.669 | 0.000 | 0.000 | 1.21 | 1067.99 |
149 | 2018.10.15 19:00 | buy | 75 | 0.01 | 147.253 | 0.000 | 0.000 | ||
150 | 2018.10.16 08:30 | close | 75 | 0.01 | 147.404 | 0.000 | 0.000 | 1.31 | 1069.30 |
151 | 2018.11.08 12:00 | sell | 76 | 0.01 | 149.102 | 0.000 | 0.000 | ||
152 | 2018.11.08 12:55 | close | 76 | 0.01 | 148.959 | 0.000 | 0.000 | 1.23 | 1070.53 |
153 | 2018.12.21 18:00 | buy | 77 | 0.01 | 140.903 | 0.000 | 0.000 | ||
154 | 2018.12.21 18:51 | close | 77 | 0.01 | 141.057 | 0.000 | 0.000 | 1.33 | 1071.86 |
155 | 2019.01.18 20:00 | sell | 78 | 0.01 | 141.542 | 0.000 | 0.000 | ||
156 | 2019.01.18 20:43 | close | 78 | 0.01 | 141.404 | 0.000 | 0.000 | 1.18 | 1073.04 |
157 | 2019.02.18 04:00 | buy | 79 | 0.01 | 142.706 | 0.000 | 0.000 | ||
158 | 2019.02.18 11:01 | close | 79 | 0.01 | 142.856 | 0.000 | 0.000 | 1.29 | 1074.33 |
159 | 2019.02.20 21:00 | sell | 80 | 0.01 | 144.725 | 0.000 | 0.000 | ||
160 | 2019.02.20 23:07 | close | 80 | 0.01 | 144.587 | 0.000 | 0.000 | 1.19 | 1075.52 |
161 | 2019.04.01 11:00 | buy | 81 | 0.01 | 145.081 | 0.000 | 0.000 | ||
162 | 2019.04.01 11:30 | close | 81 | 0.01 | 145.233 | 0.000 | 0.000 | 1.31 | 1076.83 |
163 | 2019.09.06 13:00 | sell | 82 | 0.01 | 131.587 | 0.000 | 0.000 | ||
164 | 2019.09.06 15:30 | close | 82 | 0.01 | 131.394 | 0.000 | 0.000 | 1.68 | 1078.51 |
165 | 2019.10.02 18:00 | buy | 83 | 0.01 | 132.075 | 0.000 | 0.000 | ||
166 | 2019.10.03 15:29 | close | 83 | 0.01 | 132.231 | 0.000 | 0.000 | 1.37 | 1079.88 |