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=0.4; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=50; magic=true; | ||||
Bars in test | 2517 | Ticks modelled | 1886281 | Modelling quality | 28.07% |
Mismatched charts errors | 2 | ||||
Initial deposit | 4000.00 | ||||
Total net profit | 11222.28 | Gross profit | 16170.56 | Gross loss | -4948.28 |
Profit factor | 3.27 | Expected payoff | 374.08 | ||
Absolute drawdown | 1948.00 | Maximal drawdown | 4176.00 (31.63%) | Relative drawdown | 58.39% (2880.00) |
Total trades | 30 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 20 (50.00%) |
Profit trades (% of total) | 15 (50.00%) | Loss trades (% of total) | 15 (50.00%) | ||
Largest | profit trade | 3200.00 | loss trade | -848.00 | |
Average | profit trade | 1078.04 | loss trade | -329.89 | |
Maximum | consecutive wins (profit in money) | 3 (3600.00) | consecutive losses (loss in money) | 2 (-1060.00) | |
Maximal | consecutive profit (count of wins) | 3600.00 (3) | consecutive loss (count of losses) | -1060.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.09.21 11:45 | buy | 1 | 0.40 | 1.5550 | 1.5497 | 1.5600 | ||
2 | 2010.09.21 21:25 | t/p | 1 | 0.40 | 1.5600 | 1.5497 | 1.5600 | 200.00 | 4200.00 |
3 | 2010.09.22 12:15 | buy | 2 | 0.40 | 1.5693 | 1.5640 | 1.5743 | ||
4 | 2010.09.22 15:05 | s/l | 2 | 0.40 | 1.5640 | 1.5640 | 1.5743 | -212.00 | 3988.00 |
5 | 2010.09.23 11:15 | buy | 3 | 1.60 | 1.5665 | 1.5612 | 1.5715 | ||
6 | 2010.09.23 11:54 | s/l | 3 | 1.60 | 1.5612 | 1.5612 | 1.5715 | -848.00 | 3140.00 |
7 | 2010.09.23 12:45 | buy | 4 | 6.40 | 1.5677 | 1.5624 | 1.5727 | ||
8 | 2010.09.23 17:39 | t/p | 4 | 6.40 | 1.5727 | 1.5624 | 1.5727 | 3200.00 | 6340.00 |
9 | 2010.09.24 10:45 | buy | 5 | 0.40 | 1.5688 | 1.5635 | 1.5738 | ||
10 | 2010.09.24 15:23 | t/p | 5 | 0.40 | 1.5738 | 1.5635 | 1.5738 | 200.00 | 6540.00 |
11 | 2010.09.27 10:30 | buy | 6 | 0.40 | 1.5838 | 1.5785 | 1.5888 | ||
12 | 2010.09.28 09:23 | s/l | 6 | 0.40 | 1.5785 | 1.5785 | 1.5888 | -212.92 | 6327.08 |
13 | 2010.09.28 11:45 | buy | 7 | 1.60 | 1.5824 | 1.5771 | 1.5874 | ||
14 | 2010.09.28 12:36 | t/p | 7 | 1.60 | 1.5874 | 1.5771 | 1.5874 | 800.00 | 7127.08 |
15 | 2010.09.29 10:00 | buy | 8 | 0.40 | 1.5849 | 1.5796 | 1.5899 | ||
16 | 2010.09.29 12:53 | s/l | 8 | 0.40 | 1.5796 | 1.5796 | 1.5899 | -212.00 | 6915.08 |
17 | 2010.09.29 15:15 | buy | 9 | 1.60 | 1.5791 | 1.5738 | 1.5841 | ||
18 | 2010.09.30 06:24 | t/p | 9 | 1.60 | 1.5841 | 1.5738 | 1.5841 | 788.96 | 7704.04 |
19 | 2010.09.30 10:15 | buy | 10 | 0.40 | 1.5859 | 1.5806 | 1.5909 | ||
20 | 2010.09.30 13:48 | t/p | 10 | 0.40 | 1.5909 | 1.5806 | 1.5909 | 200.00 | 7904.04 |
21 | 2010.10.01 09:00 | sell | 11 | 0.40 | 1.5724 | 1.5777 | 1.5674 | ||
22 | 2010.10.01 10:38 | s/l | 11 | 0.40 | 1.5777 | 1.5777 | 1.5674 | -212.00 | 7692.04 |
23 | 2010.10.01 14:00 | sell | 12 | 1.60 | 1.5823 | 1.5876 | 1.5773 | ||
24 | 2010.10.04 10:06 | t/p | 12 | 1.60 | 1.5773 | 1.5876 | 1.5773 | 792.64 | 8484.68 |
25 | 2010.10.06 09:00 | buy | 13 | 0.40 | 1.5917 | 1.5864 | 1.5967 | ||
26 | 2010.10.06 14:08 | s/l | 13 | 0.40 | 1.5864 | 1.5864 | 1.5967 | -212.00 | 8272.68 |
27 | 2010.10.06 15:30 | buy | 14 | 1.60 | 1.5879 | 1.5826 | 1.5929 | ||
28 | 2010.10.07 11:21 | t/p | 14 | 1.60 | 1.5929 | 1.5826 | 1.5929 | 788.96 | 9061.64 |
29 | 2010.10.07 14:30 | buy | 15 | 0.40 | 1.6012 | 1.5959 | 1.6062 | ||
30 | 2010.10.07 15:23 | s/l | 15 | 0.40 | 1.5959 | 1.5959 | 1.6062 | -212.00 | 8849.64 |
31 | 2010.10.08 11:45 | buy | 16 | 1.60 | 1.5846 | 1.5793 | 1.5896 | ||
32 | 2010.10.08 15:36 | t/p | 16 | 1.60 | 1.5896 | 1.5793 | 1.5896 | 800.00 | 9649.64 |
33 | 2010.10.11 10:15 | buy | 17 | 0.40 | 1.5939 | 1.5886 | 1.5989 | ||
34 | 2010.10.11 18:54 | s/l | 17 | 0.40 | 1.5886 | 1.5886 | 1.5989 | -212.00 | 9437.64 |
35 | 2010.10.12 13:00 | buy | 18 | 1.60 | 1.5829 | 1.5776 | 1.5879 | ||
36 | 2010.10.12 20:06 | s/l | 18 | 1.60 | 1.5776 | 1.5776 | 1.5879 | -848.00 | 8589.64 |
37 | 2010.10.13 15:45 | buy | 19 | 6.40 | 1.5847 | 1.5794 | 1.5897 | ||
38 | 2010.10.13 21:06 | t/p | 19 | 6.40 | 1.5897 | 1.5794 | 1.5897 | 3200.00 | 11789.64 |
39 | 2010.10.15 13:00 | buy | 20 | 0.40 | 1.6062 | 1.6009 | 1.6112 | ||
40 | 2010.10.15 17:21 | s/l | 20 | 0.40 | 1.6009 | 1.6009 | 1.6112 | -212.00 | 11577.64 |
41 | 2010.10.18 12:30 | buy | 21 | 1.60 | 1.5882 | 1.5829 | 1.5932 | ||
42 | 2010.10.18 19:45 | t/p | 21 | 1.60 | 1.5932 | 1.5829 | 1.5932 | 800.00 | 12377.64 |
43 | 2010.10.19 09:45 | buy | 22 | 0.40 | 1.5864 | 1.5811 | 1.5914 | ||
44 | 2010.10.19 12:15 | s/l | 22 | 0.40 | 1.5811 | 1.5811 | 1.5914 | -212.00 | 12165.64 |
45 | 2010.10.19 12:30 | sell | 23 | 1.60 | 1.5822 | 1.5875 | 1.5772 | ||
46 | 2010.10.19 13:17 | t/p | 23 | 1.60 | 1.5772 | 1.5875 | 1.5772 | 800.00 | 12965.64 |
47 | 2010.10.20 10:15 | sell | 24 | 0.40 | 1.5731 | 1.5784 | 1.5681 | ||
48 | 2010.10.20 16:38 | s/l | 24 | 0.40 | 1.5784 | 1.5784 | 1.5681 | -212.00 | 12753.64 |
49 | 2010.10.21 10:15 | sell | 25 | 1.60 | 1.5757 | 1.5810 | 1.5707 | ||
50 | 2010.10.21 11:21 | s/l | 25 | 1.60 | 1.5810 | 1.5810 | 1.5707 | -848.00 | 11905.64 |
51 | 2010.10.21 15:00 | sell | 26 | 6.40 | 1.5747 | 1.5800 | 1.5697 | ||
52 | 2010.10.21 21:06 | t/p | 26 | 6.40 | 1.5697 | 1.5800 | 1.5697 | 3200.00 | 15105.64 |
53 | 2010.10.22 10:15 | sell | 27 | 0.40 | 1.5720 | 1.5773 | 1.5670 | ||
54 | 2010.10.22 10:38 | t/p | 27 | 0.40 | 1.5670 | 1.5773 | 1.5670 | 200.00 | 15305.64 |
55 | 2010.10.25 09:45 | sell | 28 | 0.40 | 1.5757 | 1.5810 | 1.5707 | ||
56 | 2010.10.25 15:47 | t/p | 28 | 0.40 | 1.5707 | 1.5810 | 1.5707 | 200.00 | 15505.64 |
57 | 2010.10.26 11:00 | sell | 29 | 0.40 | 1.5755 | 1.5808 | 1.5705 | ||
58 | 2010.10.26 11:30 | s/l | 29 | 0.40 | 1.5808 | 1.5808 | 1.5705 | -212.00 | 15293.64 |
59 | 2010.10.26 15:30 | sell | 30 | 1.60 | 1.5845 | 1.5898 | 1.5795 | ||
60 | 2010.10.27 00:09 | close at stop | 30 | 1.60 | 1.5849 | 1.5898 | 1.5795 | -71.36 | 15222.28 |