Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2007.01.02 00:00 - 2008.08.15 20:00 (2007.01.01 - 2008.08.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; UseCloseSignal=false; TakeProfit=250; StopLoss=200; MovingPeriod=6; MovingShift=0; | ||||
Bars in test | 3527 | Ticks modelled | 8085616 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2185.44 | Gross profit | 6388.86 | Gross loss | -4203.42 |
Profit factor | 1.52 | Expected payoff | 42.85 | ||
Absolute drawdown | 1893.75 | Maximal drawdown | 2582.96 (24.16%) | Relative drawdown | 24.16% (2582.96) |
Total trades | 51 | Short positions (won %) | 38 (44.74%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 29 (56.86%) | Loss trades (% of total) | 22 (43.14%) | ||
Largest | profit trade | 238.12 | loss trade | -220.71 | |
Average | profit trade | 220.31 | loss trade | -191.06 | |
Maximum | consecutive wins (profit in money) | 7 (1597.23) | consecutive losses (loss in money) | 9 (-1738.31) | |
Maximal | consecutive profit (count of wins) | 1597.23 (7) | consecutive loss (count of losses) | -1738.31 (9) | |
Average | consecutive wins | 4 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.03 08:00 | sell | 1 | 0.10 | 234.35 | 236.35 | 231.85 | ||
2 | 2007.01.03 12:00 | sell | 2 | 0.10 | 234.24 | 236.24 | 231.74 | ||
3 | 2007.01.04 09:53 | t/p | 1 | 0.10 | 231.85 | 236.35 | 231.85 | 218.75 | 10218.75 |
4 | 2007.01.04 10:15 | t/p | 2 | 0.10 | 231.74 | 236.24 | 231.74 | 218.75 | 10437.49 |
5 | 2007.01.08 12:00 | buy | 3 | 0.10 | 228.99 | 226.99 | 231.49 | ||
6 | 2007.01.09 09:42 | t/p | 3 | 0.10 | 231.49 | 226.99 | 231.49 | 229.00 | 10666.49 |
7 | 2007.01.16 04:00 | sell | 4 | 0.10 | 236.51 | 238.51 | 234.01 | ||
8 | 2007.01.16 08:00 | sell | 5 | 0.10 | 236.42 | 238.42 | 233.92 | ||
9 | 2007.01.16 16:00 | sell | 6 | 0.10 | 236.49 | 238.49 | 233.99 | ||
10 | 2007.01.18 04:55 | s/l | 5 | 0.10 | 238.42 | 238.42 | 233.92 | -192.83 | 10473.66 |
11 | 2007.01.18 04:57 | s/l | 6 | 0.10 | 238.49 | 238.49 | 233.99 | -192.83 | 10280.83 |
12 | 2007.01.18 05:05 | s/l | 4 | 0.10 | 238.51 | 238.51 | 234.01 | -192.84 | 10087.99 |
13 | 2007.01.19 12:00 | sell | 7 | 0.10 | 239.03 | 241.03 | 236.53 | ||
14 | 2007.01.19 20:00 | sell | 8 | 0.10 | 239.42 | 241.42 | 236.92 | ||
15 | 2007.01.22 00:00 | sell | 9 | 0.10 | 239.26 | 241.26 | 236.76 | ||
16 | 2007.01.23 11:09 | s/l | 7 | 0.10 | 241.03 | 241.03 | 236.53 | -187.26 | 9900.73 |
17 | 2007.01.23 12:43 | s/l | 9 | 0.10 | 241.26 | 241.26 | 236.76 | -184.48 | 9716.26 |
18 | 2007.01.23 12:49 | s/l | 8 | 0.10 | 241.42 | 241.42 | 236.92 | -187.26 | 9529.00 |
19 | 2007.01.24 04:00 | sell | 10 | 0.10 | 240.91 | 242.91 | 238.41 | ||
20 | 2007.01.24 09:11 | t/p | 10 | 0.10 | 238.41 | 242.91 | 238.41 | 227.10 | 9756.10 |
21 | 2007.02.23 12:00 | sell | 11 | 0.10 | 237.56 | 239.56 | 235.06 | ||
22 | 2007.02.26 04:00 | sell | 12 | 0.10 | 237.38 | 239.38 | 234.88 | ||
23 | 2007.02.27 09:00 | t/p | 11 | 0.10 | 235.06 | 239.56 | 235.06 | 221.53 | 9977.64 |
24 | 2007.02.27 09:03 | t/p | 12 | 0.10 | 234.88 | 239.38 | 234.88 | 224.32 | 10201.96 |
25 | 2007.03.05 20:00 | buy | 13 | 0.10 | 222.79 | 220.79 | 225.29 | ||
26 | 2007.03.06 21:19 | t/p | 13 | 0.10 | 225.29 | 220.79 | 225.29 | 229.00 | 10430.95 |
27 | 2007.04.04 04:00 | sell | 14 | 0.10 | 234.10 | 236.10 | 231.60 | ||
28 | 2007.04.04 16:00 | sell | 15 | 0.10 | 234.35 | 236.35 | 231.85 | ||
29 | 2007.04.11 09:14 | s/l | 14 | 0.10 | 236.10 | 236.10 | 231.60 | -201.20 | 10229.75 |
30 | 2007.04.11 16:32 | s/l | 15 | 0.10 | 236.35 | 236.35 | 231.85 | -201.20 | 10028.55 |
31 | 2007.04.12 00:01 | sell | 16 | 0.10 | 235.79 | 237.79 | 233.29 | ||
32 | 2007.04.12 04:00 | sell | 17 | 0.10 | 235.88 | 237.88 | 233.38 | ||
33 | 2007.04.16 00:31 | s/l | 16 | 0.10 | 237.79 | 237.79 | 233.29 | -187.26 | 9841.29 |
34 | 2007.04.16 00:33 | s/l | 17 | 0.10 | 237.88 | 237.88 | 233.38 | -187.27 | 9654.03 |
35 | 2007.04.17 04:00 | sell | 18 | 0.10 | 237.92 | 239.92 | 235.42 | ||
36 | 2007.04.17 08:00 | sell | 19 | 0.10 | 237.75 | 239.75 | 235.25 | ||
37 | 2007.04.19 08:39 | t/p | 18 | 0.10 | 235.42 | 239.92 | 235.42 | 215.96 | 9869.99 |
38 | 2007.05.01 13:33 | s/l | 19 | 0.10 | 239.75 | 239.75 | 235.25 | -220.71 | 9649.28 |
39 | 2007.06.14 16:00 | sell | 20 | 0.10 | 242.10 | 244.10 | 239.60 | ||
40 | 2007.06.15 00:00 | sell | 21 | 0.10 | 242.14 | 244.14 | 239.64 | ||
41 | 2007.06.15 04:00 | sell | 22 | 0.10 | 242.25 | 244.25 | 239.75 | ||
42 | 2007.06.15 16:03 | s/l | 20 | 0.10 | 244.10 | 244.10 | 239.60 | -184.47 | 9464.81 |
43 | 2007.06.15 16:05 | s/l | 21 | 0.10 | 244.14 | 244.14 | 239.64 | -181.69 | 9283.12 |
44 | 2007.06.15 16:17 | s/l | 22 | 0.10 | 244.25 | 244.25 | 239.75 | -181.69 | 9101.43 |
45 | 2007.06.19 16:00 | sell | 23 | 0.10 | 245.17 | 247.17 | 242.67 | ||
46 | 2007.06.19 20:00 | sell | 24 | 0.10 | 245.29 | 247.29 | 242.79 | ||
47 | 2007.06.20 00:00 | sell | 25 | 0.10 | 245.29 | 247.29 | 242.79 | ||
48 | 2007.06.20 04:01 | sell | 26 | 0.10 | 245.23 | 247.23 | 242.73 | ||
49 | 2007.06.20 08:00 | sell | 27 | 0.10 | 245.20 | 247.20 | 242.70 | ||
50 | 2007.06.22 08:04 | s/l | 23 | 0.10 | 247.17 | 247.17 | 242.67 | -195.63 | 8905.81 |
51 | 2007.06.22 08:05 | s/l | 27 | 0.10 | 247.20 | 247.20 | 242.70 | -192.84 | 8712.97 |
52 | 2007.06.22 08:06 | s/l | 26 | 0.10 | 247.23 | 247.23 | 242.73 | -192.84 | 8520.13 |
53 | 2007.06.22 08:10 | s/l | 24 | 0.10 | 247.29 | 247.29 | 242.79 | -195.62 | 8324.51 |
54 | 2007.06.22 08:10 | s/l | 25 | 0.10 | 247.29 | 247.29 | 242.79 | -192.83 | 8131.68 |
55 | 2007.07.10 08:00 | sell | 28 | 0.10 | 248.53 | 250.53 | 246.03 | ||
56 | 2007.07.10 23:47 | t/p | 28 | 0.10 | 246.03 | 250.53 | 246.03 | 227.11 | 8358.79 |
57 | 2007.07.18 08:00 | sell | 29 | 0.10 | 250.00 | 252.00 | 247.50 | ||
58 | 2007.07.24 21:46 | t/p | 29 | 0.10 | 247.50 | 252.00 | 247.50 | 210.38 | 8569.17 |
59 | 2007.07.30 16:00 | buy | 30 | 0.10 | 240.14 | 238.14 | 242.64 | ||
60 | 2007.07.30 20:00 | buy | 31 | 0.10 | 240.30 | 238.30 | 242.80 | ||
61 | 2007.07.31 13:30 | t/p | 30 | 0.10 | 242.64 | 238.14 | 242.64 | 229.00 | 8798.17 |
62 | 2007.07.31 13:31 | t/p | 31 | 0.10 | 242.80 | 238.30 | 242.80 | 229.00 | 9027.16 |
63 | 2007.08.24 04:00 | sell | 32 | 0.10 | 233.13 | 235.13 | 230.63 | ||
64 | 2007.08.27 00:42 | s/l | 32 | 0.10 | 235.13 | 235.13 | 230.63 | -184.48 | 8842.68 |
65 | 2007.08.27 12:00 | sell | 33 | 0.10 | 234.17 | 236.17 | 231.67 | ||
66 | 2007.08.28 02:54 | t/p | 33 | 0.10 | 231.67 | 236.17 | 231.67 | 224.32 | 9067.01 |
67 | 2007.11.13 04:00 | buy | 34 | 0.10 | 226.78 | 224.78 | 229.28 | ||
68 | 2007.11.13 21:03 | t/p | 34 | 0.10 | 229.28 | 224.78 | 229.28 | 227.17 | 9294.18 |
69 | 2007.11.29 08:00 | sell | 35 | 0.10 | 228.42 | 230.42 | 225.92 | ||
70 | 2007.11.29 16:06 | t/p | 35 | 0.10 | 225.92 | 230.42 | 225.92 | 227.10 | 9521.28 |
71 | 2008.01.04 00:00 | buy | 36 | 0.10 | 216.04 | 214.04 | 218.54 | ||
72 | 2008.01.04 15:06 | s/l | 36 | 0.10 | 214.04 | 214.04 | 218.54 | -181.74 | 9339.54 |
73 | 2008.03.03 16:00 | buy | 37 | 0.10 | 204.94 | 202.94 | 207.44 | ||
74 | 2008.03.03 20:00 | buy | 38 | 0.10 | 205.28 | 203.28 | 207.78 | ||
75 | 2008.03.04 00:00 | buy | 39 | 0.10 | 205.19 | 203.19 | 207.69 | ||
76 | 2008.03.05 17:32 | t/p | 37 | 0.10 | 207.44 | 202.94 | 207.44 | 230.82 | 9570.36 |
77 | 2008.03.05 17:36 | t/p | 39 | 0.10 | 207.69 | 203.19 | 207.69 | 229.00 | 9799.35 |
78 | 2008.03.07 16:38 | t/p | 38 | 0.10 | 207.78 | 203.28 | 207.78 | 238.12 | 10037.47 |
79 | 2008.03.17 20:00 | buy | 40 | 0.10 | 195.06 | 193.06 | 197.56 | ||
80 | 2008.03.18 14:17 | t/p | 40 | 0.10 | 197.56 | 193.06 | 197.56 | 229.00 | 10266.47 |
81 | 2008.04.03 16:00 | sell | 41 | 0.10 | 203.40 | 205.40 | 200.90 | ||
82 | 2008.04.09 17:54 | t/p | 41 | 0.10 | 200.90 | 205.40 | 200.90 | 215.96 | 10482.43 |
83 | 2008.05.12 04:00 | buy | 42 | 0.10 | 201.18 | 199.18 | 203.68 | ||
84 | 2008.05.12 08:00 | buy | 43 | 0.10 | 201.08 | 199.08 | 203.58 | ||
85 | 2008.05.12 13:16 | t/p | 43 | 0.10 | 203.58 | 199.08 | 203.58 | 227.17 | 10709.60 |
86 | 2008.05.12 13:26 | t/p | 42 | 0.10 | 203.68 | 199.18 | 203.68 | 227.17 | 10936.77 |
87 | 2008.05.29 08:00 | sell | 44 | 0.10 | 207.22 | 209.22 | 204.72 | ||
88 | 2008.05.30 08:00 | sell | 45 | 0.10 | 208.38 | 210.38 | 205.88 | ||
89 | 2008.05.30 22:16 | s/l | 44 | 0.10 | 209.22 | 209.22 | 204.72 | -184.48 | 10752.29 |
90 | 2008.06.02 10:15 | t/p | 45 | 0.10 | 205.88 | 210.38 | 205.88 | 224.32 | 10976.61 |
91 | 2008.06.17 04:00 | sell | 46 | 0.10 | 212.26 | 214.26 | 209.76 | ||
92 | 2008.06.17 08:00 | sell | 47 | 0.10 | 212.31 | 214.31 | 209.81 | ||
93 | 2008.06.20 08:00 | sell | 48 | 0.10 | 212.71 | 214.71 | 210.21 | ||
94 | 2008.06.30 09:48 | t/p | 48 | 0.10 | 210.21 | 214.71 | 210.21 | 204.81 | 11181.42 |
95 | 2008.06.30 10:11 | t/p | 47 | 0.10 | 209.81 | 214.31 | 209.81 | 190.87 | 11372.29 |
96 | 2008.06.30 10:14 | t/p | 46 | 0.10 | 209.76 | 214.26 | 209.76 | 190.87 | 11563.17 |
97 | 2008.07.24 04:00 | sell | 49 | 0.10 | 215.25 | 217.25 | 212.75 | ||
98 | 2008.07.24 08:00 | sell | 50 | 0.10 | 215.39 | 217.39 | 212.89 | ||
99 | 2008.07.24 20:35 | t/p | 50 | 0.10 | 212.89 | 217.39 | 212.89 | 227.11 | 11790.28 |
100 | 2008.07.25 04:30 | t/p | 49 | 0.10 | 212.75 | 217.25 | 212.75 | 224.32 | 12014.60 |
101 | 2008.08.14 08:00 | buy | 51 | 0.10 | 204.36 | 202.36 | 206.86 | ||
102 | 2008.08.15 22:59 | close at stop | 51 | 0.10 | 206.22 | 202.36 | 206.86 | 170.85 | 12185.44 |