Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2011.01.03 00:00 - 2011.12.30 20:00 (2011.01.01 - 2011.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | EA_Settings="----- General Settings"; Indicator_Settings="----- Indicator Settings"; ExtDepth=300; ExtDeviation=225; ExtBackstep=15; OnlyTradePositiveSwap=false; MagicNumber=12345; Slippage=3; TakeProfit=100; StopLoss=0; MaxTrades=60; TradeComment="SwingSpot Conservative"; BaseLotMultiplier=0.1; Lots_1=1; Lots_2=2; Lots_3=3; Lots_4=4; Lots_5=5; Lots_6=6; Lots_7=7; Lots_8=8; Lots_9=9; Lots_10=10; Lots_11=11; Lots_12=12; Lots_13=13; Lots_14=14; Lots_15=15; Lots_16=16; Lots_17=17; Lots_18=18; Lots_19=19; Lots_20=20; Lots_21=22; Lots_22=24; Lots_23=26; Lots_24=28; Lots_25=30; Lots_26=32; Lots_27=34; Lots_28=36; Lots_29=38; Lots_30=40; Lots_31=42; Lots_32=44; Lots_33=46; Lots_34=48; Lots_35=50; Lots_36=54; Lots_37=58; Lots_38=62; Lots_39=66; Lots_40=70; Lots_41=74; Lots_42=78; Lots_43=82; Lots_44=86; Lots_45=90; Lots_46=95; Lots_47=100; Lots_48=110; Lots_49=120; Lots_50=130; Lots_51=140; Lots_52=150; Lots_53=160; Lots_54=170; Lots_55=180; Lots_56=190; Lots_57=200; Lots_58=300; Lots_59=400; Lots_60=500; | ||||
Bars in test | 2591 | Ticks modelled | 19098335 | Modelling quality | n/a |
Mismatched charts errors | 479 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 24914.34 | Gross profit | 25011.24 | Gross loss | -96.90 |
Profit factor | 258.11 | Expected payoff | 452.99 | ||
Absolute drawdown | 5790.04 | Maximal drawdown | 15715.24 (13.44%) | Relative drawdown | 13.44% (15715.24) |
Total trades | 55 | Short positions (won %) | 30 (96.67%) | Long positions (won %) | 25 (100.00%) |
Profit trades (% of total) | 54 (98.18%) | Loss trades (% of total) | 1 (1.82%) | ||
Largest | profit trade | 1199.28 | loss trade | -96.90 | |
Average | profit trade | 463.17 | loss trade | -96.90 | |
Maximum | consecutive wins (profit in money) | 30 (13761.28) | consecutive losses (loss in money) | 1 (-96.90) | |
Maximal | consecutive profit (count of wins) | 13761.28 (30) | consecutive loss (count of losses) | -96.90 (1) | |
Average | consecutive wins | 27 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2011.01.31 20:00 | sell | 1 | 0.10 | 1.60307 | 0.00000 | 1.59310 | ||
2 | 2011.02.01 04:00 | sell | 2 | 0.20 | 1.60564 | 0.00000 | 1.59560 | ||
3 | 2011.02.01 08:00 | sell | 3 | 0.30 | 1.60716 | 0.00000 | 1.59720 | ||
4 | 2011.02.01 12:00 | sell | 4 | 0.40 | 1.61170 | 0.00000 | 1.60170 | ||
5 | 2011.02.01 20:00 | sell | 5 | 0.50 | 1.61359 | 0.00000 | 1.60360 | ||
6 | 2011.02.02 00:00 | sell | 6 | 0.60 | 1.61396 | 0.00000 | 1.60400 | ||
7 | 2011.02.02 08:00 | sell | 7 | 0.70 | 1.61564 | 0.00000 | 1.60560 | ||
8 | 2011.02.02 12:00 | sell | 8 | 0.80 | 1.62043 | 0.00000 | 1.61040 | ||
9 | 2011.02.02 16:00 | sell | 9 | 0.90 | 1.61951 | 0.00000 | 1.60950 | ||
10 | 2011.02.03 12:00 | sell | 10 | 1.00 | 1.62508 | 0.00000 | 1.61510 | ||
11 | 2011.02.03 17:00 | t/p | 10 | 1.00 | 1.61510 | 0.00000 | 1.61510 | 998.00 | 100998.00 |
12 | 2011.02.04 14:38 | t/p | 8 | 0.80 | 1.61040 | 0.00000 | 1.61040 | 785.12 | 101783.12 |
13 | 2011.02.04 14:46 | t/p | 9 | 0.90 | 1.60950 | 0.00000 | 1.60950 | 881.46 | 102664.58 |
14 | 2011.02.04 17:00 | t/p | 7 | 0.70 | 1.60560 | 0.00000 | 1.60560 | 687.68 | 103352.26 |
15 | 2011.02.04 17:16 | t/p | 6 | 0.60 | 1.60400 | 0.00000 | 1.60400 | 584.64 | 103936.90 |
16 | 2011.02.08 16:44 | t/p | 5 | 0.50 | 1.60360 | 0.00000 | 1.60360 | 480.60 | 104417.50 |
17 | 2011.02.10 15:53 | t/p | 4 | 0.40 | 1.60170 | 0.00000 | 1.60170 | 376.24 | 104793.74 |
18 | 2011.02.11 12:59 | t/p | 3 | 0.30 | 1.59720 | 0.00000 | 1.59720 | 279.36 | 105073.10 |
19 | 2011.03.01 04:00 | sell | 11 | 0.30 | 1.62645 | 0.00000 | 1.61650 | ||
20 | 2011.03.01 12:00 | sell | 12 | 0.40 | 1.62975 | 0.00000 | 1.61980 | ||
21 | 2011.03.01 20:00 | sell | 13 | 0.50 | 1.62737 | 0.00000 | 1.61740 | ||
22 | 2011.03.02 20:00 | sell | 14 | 0.60 | 1.63235 | 0.00000 | 1.62240 | ||
23 | 2011.03.07 17:32 | t/p | 14 | 0.60 | 1.62240 | 0.00000 | 1.62240 | 580.80 | 105653.90 |
24 | 2011.03.07 18:52 | t/p | 12 | 0.40 | 1.61980 | 0.00000 | 1.61980 | 385.04 | 106038.94 |
25 | 2011.03.08 09:44 | t/p | 13 | 0.50 | 1.61740 | 0.00000 | 1.61740 | 479.60 | 106518.54 |
26 | 2011.03.08 14:13 | t/p | 11 | 0.30 | 1.61650 | 0.00000 | 1.61650 | 287.16 | 106805.70 |
27 | 2011.03.22 12:00 | sell | 15 | 0.30 | 1.63709 | 0.00000 | 1.62710 | ||
28 | 2011.03.22 16:00 | sell | 16 | 0.40 | 1.63667 | 0.00000 | 1.62670 | ||
29 | 2011.03.23 13:59 | t/p | 15 | 0.30 | 1.62710 | 0.00000 | 1.62710 | 298.08 | 107103.78 |
30 | 2011.03.23 13:59 | t/p | 16 | 0.40 | 1.62670 | 0.00000 | 1.62670 | 396.64 | 107500.42 |
31 | 2011.03.28 11:53 | t/p | 2 | 0.20 | 1.59560 | 0.00000 | 1.59560 | 141.40 | 107641.82 |
32 | 2011.04.08 12:00 | sell | 17 | 0.20 | 1.64078 | 0.00000 | 1.63080 | ||
33 | 2011.04.12 04:33 | t/p | 17 | 0.20 | 1.63080 | 0.00000 | 1.63080 | 197.44 | 107839.26 |
34 | 2011.04.21 04:00 | sell | 18 | 0.20 | 1.64130 | 0.00000 | 1.63130 | ||
35 | 2011.04.21 08:00 | sell | 19 | 0.30 | 1.64313 | 0.00000 | 1.63310 | ||
36 | 2011.04.21 12:00 | sell | 20 | 0.40 | 1.65471 | 0.00000 | 1.64470 | ||
37 | 2011.04.21 16:00 | sell | 21 | 0.50 | 1.65907 | 0.00000 | 1.64910 | ||
38 | 2011.04.21 20:00 | sell | 22 | 0.60 | 1.65443 | 0.00000 | 1.64440 | ||
39 | 2011.04.25 16:43 | t/p | 21 | 0.50 | 1.64910 | 0.00000 | 1.64910 | 493.10 | 108332.36 |
40 | 2011.04.26 09:08 | t/p | 20 | 0.40 | 1.64470 | 0.00000 | 1.64470 | 393.92 | 108726.28 |
41 | 2011.04.26 09:08 | t/p | 22 | 0.60 | 1.64440 | 0.00000 | 1.64440 | 592.08 | 109318.36 |
42 | 2011.04.28 00:00 | sell | 23 | 0.40 | 1.66246 | 0.00000 | 1.65250 | ||
43 | 2011.04.28 04:00 | sell | 24 | 0.50 | 1.66866 | 0.00000 | 1.65870 | ||
44 | 2011.04.28 08:00 | sell | 25 | 0.60 | 1.67203 | 0.00000 | 1.66200 | ||
45 | 2011.05.03 04:42 | t/p | 25 | 0.60 | 1.66200 | 0.00000 | 1.66200 | 592.08 | 109910.44 |
46 | 2011.05.03 06:04 | t/p | 24 | 0.50 | 1.65870 | 0.00000 | 1.65870 | 489.90 | 110400.34 |
47 | 2011.05.03 12:28 | t/p | 23 | 0.40 | 1.65250 | 0.00000 | 1.65250 | 391.92 | 110792.26 |
48 | 2011.05.09 16:25 | t/p | 19 | 0.30 | 1.63310 | 0.00000 | 1.63310 | 274.98 | 111067.24 |
49 | 2011.05.09 17:56 | t/p | 18 | 0.20 | 1.63130 | 0.00000 | 1.63130 | 182.72 | 111249.96 |
50 | 2011.06.23 04:00 | close | 1 | 0.10 | 1.60493 | 0.00000 | 1.59310 | -96.90 | 111153.06 |
51 | 2011.06.23 04:00 | buy | 26 | 0.10 | 1.60493 | 0.00000 | 1.61490 | ||
52 | 2011.06.23 08:00 | buy | 27 | 0.20 | 1.60410 | 0.00000 | 1.61410 | ||
53 | 2011.06.23 16:00 | buy | 28 | 0.30 | 1.59922 | 0.00000 | 1.60920 | ||
54 | 2011.06.23 20:00 | buy | 29 | 0.40 | 1.59777 | 0.00000 | 1.60780 | ||
55 | 2011.06.27 08:00 | buy | 30 | 0.50 | 1.59323 | 0.00000 | 1.60320 | ||
56 | 2011.06.28 16:00 | buy | 31 | 0.60 | 1.59598 | 0.00000 | 1.60600 | ||
57 | 2011.06.28 18:29 | t/p | 30 | 0.50 | 1.60320 | 0.00000 | 1.60320 | 497.20 | 111650.26 |
58 | 2011.06.29 19:23 | t/p | 31 | 0.60 | 1.60600 | 0.00000 | 1.60600 | 599.64 | 112249.90 |
59 | 2011.06.30 03:20 | t/p | 29 | 0.40 | 1.60780 | 0.00000 | 1.60780 | 393.92 | 112643.82 |
60 | 2011.06.30 06:31 | t/p | 28 | 0.30 | 1.60920 | 0.00000 | 1.60920 | 293.94 | 112937.76 |
61 | 2011.07.11 20:00 | buy | 32 | 0.30 | 1.59325 | 0.00000 | 1.60330 | ||
62 | 2011.07.12 08:00 | buy | 33 | 0.40 | 1.58706 | 0.00000 | 1.59710 | ||
63 | 2011.07.12 12:00 | buy | 34 | 0.50 | 1.58206 | 0.00000 | 1.59210 | ||
64 | 2011.07.12 16:00 | buy | 35 | 0.60 | 1.58417 | 0.00000 | 1.59420 | ||
65 | 2011.07.12 19:02 | t/p | 34 | 0.50 | 1.59210 | 0.00000 | 1.59210 | 502.00 | 113439.76 |
66 | 2011.07.12 19:25 | t/p | 35 | 0.60 | 1.59420 | 0.00000 | 1.59420 | 601.80 | 114041.56 |
67 | 2011.07.13 11:19 | t/p | 33 | 0.40 | 1.59710 | 0.00000 | 1.59710 | 400.56 | 114442.12 |
68 | 2011.07.13 18:32 | t/p | 32 | 0.30 | 1.60330 | 0.00000 | 1.60330 | 299.94 | 114742.06 |
69 | 2011.07.14 01:55 | t/p | 27 | 0.20 | 1.61410 | 0.00000 | 1.61410 | 189.08 | 114931.14 |
70 | 2011.07.14 01:57 | t/p | 26 | 0.10 | 1.61490 | 0.00000 | 1.61490 | 94.24 | 115025.38 |
71 | 2011.08.08 04:00 | sell | 36 | 0.10 | 1.64211 | 0.00000 | 1.63210 | ||
72 | 2011.08.08 18:31 | t/p | 36 | 0.10 | 1.63210 | 0.00000 | 1.63210 | 100.10 | 115125.48 |
73 | 2011.08.17 16:00 | sell | 37 | 0.10 | 1.65264 | 0.00000 | 1.64260 | ||
74 | 2011.08.17 20:00 | sell | 38 | 0.20 | 1.65871 | 0.00000 | 1.64870 | ||
75 | 2011.08.18 00:00 | sell | 39 | 0.30 | 1.65471 | 0.00000 | 1.64470 | ||
76 | 2011.08.18 13:23 | t/p | 38 | 0.20 | 1.64870 | 0.00000 | 1.64870 | 196.96 | 115322.44 |
77 | 2011.08.18 18:11 | t/p | 39 | 0.30 | 1.64470 | 0.00000 | 1.64470 | 300.30 | 115622.74 |
78 | 2011.08.18 18:12 | t/p | 37 | 0.10 | 1.64260 | 0.00000 | 1.64260 | 98.78 | 115721.52 |
79 | 2011.08.19 20:00 | sell | 40 | 0.10 | 1.65414 | 0.00000 | 1.64410 | ||
80 | 2011.08.22 19:00 | t/p | 40 | 0.10 | 1.64410 | 0.00000 | 1.64410 | 99.86 | 115821.38 |
81 | 2011.09.12 20:00 | buy | 41 | 0.10 | 1.58140 | 0.00000 | 1.59140 | ||
82 | 2011.09.13 16:00 | buy | 42 | 0.20 | 1.58112 | 0.00000 | 1.59110 | ||
83 | 2011.09.14 08:00 | buy | 43 | 0.30 | 1.57570 | 0.00000 | 1.58570 | ||
84 | 2011.09.14 12:00 | buy | 44 | 0.40 | 1.57430 | 0.00000 | 1.58430 | ||
85 | 2011.09.15 17:12 | t/p | 44 | 0.40 | 1.58430 | 0.00000 | 1.58430 | 396.88 | 116218.26 |
86 | 2011.09.15 18:02 | t/p | 43 | 0.30 | 1.58570 | 0.00000 | 1.58570 | 297.66 | 116515.92 |
87 | 2011.09.19 04:00 | buy | 45 | 0.30 | 1.57109 | 0.00000 | 1.58110 | ||
88 | 2011.09.19 08:00 | buy | 46 | 0.40 | 1.57001 | 0.00000 | 1.58000 | ||
89 | 2011.09.19 20:00 | buy | 47 | 0.50 | 1.56739 | 0.00000 | 1.57740 | ||
90 | 2011.09.21 16:00 | buy | 48 | 0.60 | 1.56320 | 0.00000 | 1.57320 | ||
91 | 2011.09.21 20:00 | buy | 49 | 0.70 | 1.56188 | 0.00000 | 1.57190 | ||
92 | 2011.09.22 00:00 | buy | 50 | 0.80 | 1.55191 | 0.00000 | 1.56190 | ||
93 | 2011.09.22 04:00 | buy | 51 | 0.90 | 1.55002 | 0.00000 | 1.56000 | ||
94 | 2011.09.22 08:00 | buy | 52 | 1.00 | 1.54626 | 0.00000 | 1.55630 | ||
95 | 2011.09.22 16:00 | buy | 53 | 1.10 | 1.54206 | 0.00000 | 1.55210 | ||
96 | 2011.09.22 20:00 | buy | 54 | 1.20 | 1.53578 | 0.00000 | 1.54580 | ||
97 | 2011.09.23 12:21 | t/p | 54 | 1.20 | 1.54580 | 0.00000 | 1.54580 | 1199.28 | 117715.20 |
98 | 2011.09.26 15:00 | t/p | 53 | 1.10 | 1.55210 | 0.00000 | 1.55210 | 1098.68 | 118813.88 |
99 | 2011.09.26 19:05 | t/p | 52 | 1.00 | 1.55630 | 0.00000 | 1.55630 | 998.80 | 119812.68 |
100 | 2011.09.27 15:23 | t/p | 51 | 0.90 | 1.56000 | 0.00000 | 1.56000 | 891.18 | 120703.86 |
101 | 2011.09.27 15:40 | t/p | 50 | 0.80 | 1.56190 | 0.00000 | 1.56190 | 792.96 | 121496.82 |
102 | 2011.10.06 16:00 | buy | 55 | 0.80 | 1.53033 | 0.00000 | 1.54030 | ||
103 | 2011.10.06 18:33 | t/p | 55 | 0.80 | 1.54030 | 0.00000 | 1.54030 | 797.60 | 122294.42 |
104 | 2011.10.12 13:08 | t/p | 49 | 0.70 | 1.57190 | 0.00000 | 1.57190 | 663.18 | 122957.60 |
105 | 2011.10.12 13:21 | t/p | 48 | 0.60 | 1.57320 | 0.00000 | 1.57320 | 567.24 | 123524.84 |
106 | 2011.10.12 14:02 | t/p | 47 | 0.50 | 1.57740 | 0.00000 | 1.57740 | 470.60 | 123995.44 |
107 | 2011.10.14 16:30 | t/p | 46 | 0.40 | 1.58000 | 0.00000 | 1.58000 | 371.52 | 124366.96 |
108 | 2011.10.14 17:14 | t/p | 45 | 0.30 | 1.58110 | 0.00000 | 1.58110 | 279.24 | 124646.20 |
109 | 2011.10.21 15:30 | t/p | 42 | 0.20 | 1.59110 | 0.00000 | 1.59110 | 178.80 | 124825.00 |
110 | 2011.10.21 15:30 | t/p | 41 | 0.10 | 1.59140 | 0.00000 | 1.59140 | 89.34 | 124914.34 |