Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
Period | 15 Minutes (M15) 2010.09.21 10:30 - 2010.10.27 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=60; StopLoss=40; magic=true; | ||||
Bars in test | 2517 | Ticks modelled | 1886281 | Modelling quality | 28.07% |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 9207.18 | Gross profit | 11934.94 | Gross loss | -2727.76 |
Profit factor | 4.38 | Expected payoff | 287.72 | ||
Absolute drawdown | 290.00 | Maximal drawdown | 3456.00 (34.28%) | Relative drawdown | 73.04% (3264.00) |
Total trades | 32 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 22 (40.91%) |
Profit trades (% of total) | 13 (40.63%) | Loss trades (% of total) | 19 (59.38%) | ||
Largest | profit trade | 3840.00 | loss trade | -688.00 | |
Average | profit trade | 918.07 | loss trade | -143.57 | |
Maximum | consecutive wins (profit in money) | 2 (3899.54) | consecutive losses (loss in money) | 3 (-903.00) | |
Maximal | consecutive profit (count of wins) | 3899.54 (2) | consecutive loss (count of losses) | -903.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.09.21 11:45 | buy | 1 | 0.10 | 1.5550 | 1.5507 | 1.5610 | ||
2 | 2010.09.21 13:08 | s/l | 1 | 0.10 | 1.5507 | 1.5507 | 1.5610 | -43.00 | 957.00 |
3 | 2010.09.21 15:45 | buy | 2 | 0.40 | 1.5551 | 1.5508 | 1.5611 | ||
4 | 2010.09.21 21:31 | t/p | 2 | 0.40 | 1.5611 | 1.5508 | 1.5611 | 240.00 | 1197.00 |
5 | 2010.09.22 12:15 | buy | 3 | 0.10 | 1.5693 | 1.5650 | 1.5753 | ||
6 | 2010.09.22 14:07 | s/l | 3 | 0.10 | 1.5650 | 1.5650 | 1.5753 | -43.00 | 1154.00 |
7 | 2010.09.23 11:15 | buy | 4 | 0.40 | 1.5665 | 1.5622 | 1.5725 | ||
8 | 2010.09.23 11:52 | s/l | 4 | 0.40 | 1.5622 | 1.5622 | 1.5725 | -172.00 | 982.00 |
9 | 2010.09.23 12:45 | buy | 5 | 1.60 | 1.5677 | 1.5634 | 1.5737 | ||
10 | 2010.09.23 17:39 | t/p | 5 | 1.60 | 1.5737 | 1.5634 | 1.5737 | 960.00 | 1942.00 |
11 | 2010.09.24 10:45 | buy | 6 | 0.10 | 1.5688 | 1.5645 | 1.5748 | ||
12 | 2010.09.24 15:33 | t/p | 6 | 0.10 | 1.5748 | 1.5645 | 1.5748 | 60.00 | 2002.00 |
13 | 2010.09.27 10:30 | buy | 7 | 0.10 | 1.5838 | 1.5795 | 1.5898 | ||
14 | 2010.09.27 11:17 | s/l | 7 | 0.10 | 1.5795 | 1.5795 | 1.5898 | -43.00 | 1959.00 |
15 | 2010.09.27 12:45 | buy | 8 | 0.40 | 1.5832 | 1.5789 | 1.5892 | ||
16 | 2010.09.28 09:23 | s/l | 8 | 0.40 | 1.5789 | 1.5789 | 1.5892 | -172.92 | 1786.08 |
17 | 2010.09.28 11:45 | buy | 9 | 1.60 | 1.5824 | 1.5781 | 1.5884 | ||
18 | 2010.09.28 12:53 | t/p | 9 | 1.60 | 1.5884 | 1.5781 | 1.5884 | 960.00 | 2746.08 |
19 | 2010.09.29 10:00 | buy | 10 | 0.10 | 1.5849 | 1.5806 | 1.5909 | ||
20 | 2010.09.29 11:08 | s/l | 10 | 0.10 | 1.5806 | 1.5806 | 1.5909 | -43.00 | 2703.08 |
21 | 2010.09.29 15:15 | buy | 11 | 0.40 | 1.5791 | 1.5748 | 1.5851 | ||
22 | 2010.09.30 08:53 | t/p | 11 | 0.40 | 1.5851 | 1.5748 | 1.5851 | 237.24 | 2940.32 |
23 | 2010.09.30 10:15 | buy | 12 | 0.10 | 1.5859 | 1.5816 | 1.5919 | ||
24 | 2010.09.30 13:53 | t/p | 12 | 0.10 | 1.5919 | 1.5816 | 1.5919 | 60.00 | 3000.32 |
25 | 2010.10.01 09:00 | sell | 13 | 0.10 | 1.5724 | 1.5767 | 1.5664 | ||
26 | 2010.10.01 10:21 | s/l | 13 | 0.10 | 1.5767 | 1.5767 | 1.5664 | -43.00 | 2957.32 |
27 | 2010.10.01 14:00 | sell | 14 | 0.40 | 1.5823 | 1.5866 | 1.5763 | ||
28 | 2010.10.04 10:08 | t/p | 14 | 0.40 | 1.5763 | 1.5866 | 1.5763 | 238.16 | 3195.48 |
29 | 2010.10.06 09:00 | buy | 15 | 0.10 | 1.5917 | 1.5874 | 1.5977 | ||
30 | 2010.10.06 13:30 | s/l | 15 | 0.10 | 1.5874 | 1.5874 | 1.5977 | -43.00 | 3152.48 |
31 | 2010.10.06 15:30 | buy | 16 | 0.40 | 1.5879 | 1.5836 | 1.5939 | ||
32 | 2010.10.06 15:45 | s/l | 16 | 0.40 | 1.5836 | 1.5836 | 1.5939 | -172.00 | 2980.48 |
33 | 2010.10.07 14:30 | buy | 17 | 1.60 | 1.6012 | 1.5969 | 1.6072 | ||
34 | 2010.10.07 15:08 | s/l | 17 | 1.60 | 1.5969 | 1.5969 | 1.6072 | -688.00 | 2292.48 |
35 | 2010.10.08 11:45 | buy | 18 | 6.40 | 1.5846 | 1.5803 | 1.5906 | ||
36 | 2010.10.08 15:36 | t/p | 18 | 6.40 | 1.5906 | 1.5803 | 1.5906 | 3840.00 | 6132.48 |
37 | 2010.10.11 10:15 | buy | 19 | 0.10 | 1.5939 | 1.5896 | 1.5999 | ||
38 | 2010.10.11 17:53 | s/l | 19 | 0.10 | 1.5896 | 1.5896 | 1.5999 | -43.00 | 6089.48 |
39 | 2010.10.12 13:00 | buy | 20 | 0.40 | 1.5829 | 1.5786 | 1.5889 | ||
40 | 2010.10.12 17:23 | s/l | 20 | 0.40 | 1.5786 | 1.5786 | 1.5889 | -172.00 | 5917.48 |
41 | 2010.10.13 15:45 | buy | 21 | 1.60 | 1.5847 | 1.5804 | 1.5907 | ||
42 | 2010.10.13 21:08 | t/p | 21 | 1.60 | 1.5907 | 1.5804 | 1.5907 | 960.00 | 6877.48 |
43 | 2010.10.15 13:00 | buy | 22 | 0.10 | 1.6062 | 1.6019 | 1.6122 | ||
44 | 2010.10.15 16:00 | s/l | 22 | 0.10 | 1.6019 | 1.6019 | 1.6122 | -43.00 | 6834.48 |
45 | 2010.10.18 12:30 | buy | 23 | 0.40 | 1.5882 | 1.5839 | 1.5942 | ||
46 | 2010.10.18 22:04 | t/p | 23 | 0.40 | 1.5942 | 1.5839 | 1.5942 | 240.00 | 7074.48 |
47 | 2010.10.19 09:45 | buy | 24 | 0.10 | 1.5864 | 1.5821 | 1.5924 | ||
48 | 2010.10.19 10:08 | s/l | 24 | 0.10 | 1.5821 | 1.5821 | 1.5924 | -43.00 | 7031.48 |
49 | 2010.10.19 10:30 | sell | 25 | 0.40 | 1.5823 | 1.5866 | 1.5763 | ||
50 | 2010.10.19 14:23 | t/p | 25 | 0.40 | 1.5763 | 1.5866 | 1.5763 | 240.00 | 7271.48 |
51 | 2010.10.20 10:15 | sell | 26 | 0.10 | 1.5731 | 1.5774 | 1.5671 | ||
52 | 2010.10.20 16:36 | s/l | 26 | 0.10 | 1.5774 | 1.5774 | 1.5671 | -43.00 | 7228.48 |
53 | 2010.10.21 10:15 | sell | 27 | 0.40 | 1.5757 | 1.5800 | 1.5697 | ||
54 | 2010.10.21 11:18 | s/l | 27 | 0.40 | 1.5800 | 1.5800 | 1.5697 | -172.00 | 7056.48 |
55 | 2010.10.21 15:00 | sell | 28 | 1.60 | 1.5747 | 1.5790 | 1.5687 | ||
56 | 2010.10.21 17:38 | s/l | 28 | 1.60 | 1.5790 | 1.5790 | 1.5687 | -688.00 | 6368.48 |
57 | 2010.10.22 10:15 | sell | 29 | 6.40 | 1.5720 | 1.5763 | 1.5660 | ||
58 | 2010.10.22 11:47 | t/p | 29 | 6.40 | 1.5660 | 1.5763 | 1.5660 | 3840.00 | 10208.48 |
59 | 2010.10.25 09:45 | sell | 30 | 0.10 | 1.5757 | 1.5800 | 1.5697 | ||
60 | 2010.10.26 02:13 | t/p | 30 | 0.10 | 1.5697 | 1.5800 | 1.5697 | 59.54 | 10268.02 |
61 | 2010.10.26 11:00 | sell | 31 | 0.10 | 1.5755 | 1.5798 | 1.5695 | ||
62 | 2010.10.26 11:30 | s/l | 31 | 0.10 | 1.5798 | 1.5798 | 1.5695 | -43.00 | 10225.02 |
63 | 2010.10.26 15:30 | sell | 32 | 0.40 | 1.5845 | 1.5888 | 1.5785 | ||
64 | 2010.10.27 00:09 | close at stop | 32 | 0.40 | 1.5849 | 1.5888 | 1.5785 | -17.84 | 10207.18 |