Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Minute (M1) 2008.04.01 00:01 - 2008.04.30 23:59 (2008.04.01 - 2008.05.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | CloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=2; PipsPastSL=2; PipsPastEMA=2; PipsSpread=2; EMAPeriod=5; MAGICNUMBER=5001; tt=1440; TrailingStopType=0; TrailingStop=0; | ||||
Bars in test | 28149 | Ticks modelled | 237401 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -130.87 | Gross profit | 282.86 | Gross loss | -413.73 |
Profit factor | 0.68 | Expected payoff | -16.36 | ||
Absolute drawdown | 219.64 | Maximal drawdown | 494.91 (4.82%) | Relative drawdown | 4.82% (494.91) |
Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
Largest | profit trade | 104.75 | loss trade | -145.95 | |
Average | profit trade | 70.72 | loss trade | -103.43 | |
Maximum | consecutive wins (profit in money) | 2 (152.31) | consecutive losses (loss in money) | 2 (-270.19) | |
Maximal | consecutive profit (count of wins) | 152.31 (2) | consecutive loss (count of losses) | -270.19 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.04.02 19:07 | buy | 1 | 0.10 | 1.9880 | 1.9728 | 0.0000 | ||
2 | 2008.04.02 19:08 | sell stop | 2 | 0.10 | 1.9728 | 1.9879 | 0.0000 | ||
3 | 2008.04.07 02:56 | close | 1 | 0.10 | 1.9905 | 1.9728 | 0.0000 | 26.75 | 10026.75 |
4 | 2008.04.07 02:56 | delete | 2 | 0.10 | 1.9728 | 1.9879 | 0.0000 | ||
5 | 2008.04.07 02:56 | sell | 3 | 0.10 | 1.9905 | 2.0053 | 0.0000 | ||
6 | 2008.04.07 02:57 | buy stop | 4 | 0.10 | 2.0053 | 1.9906 | 0.0000 | ||
7 | 2008.04.10 11:05 | close | 3 | 0.10 | 1.9795 | 2.0053 | 0.0000 | 103.80 | 10130.55 |
8 | 2008.04.10 11:05 | delete | 4 | 0.10 | 2.0053 | 1.9906 | 0.0000 | ||
9 | 2008.04.10 11:05 | buy | 5 | 0.10 | 1.9795 | 1.9648 | 0.0000 | ||
10 | 2008.04.10 11:06 | sell stop | 6 | 0.10 | 1.9648 | 1.9795 | 0.0000 | ||
11 | 2008.04.15 14:30 | s/l | 5 | 0.10 | 1.9648 | 1.9648 | 0.0000 | -145.95 | 9984.60 |
12 | 2008.04.15 14:30 | sell | 6 | 0.10 | 1.9648 | 1.9795 | 0.0000 | ||
13 | 2008.04.16 11:36 | close | 6 | 0.10 | 1.9771 | 1.9795 | 0.0000 | -124.24 | 9860.36 |
14 | 2008.04.16 11:36 | buy | 7 | 0.10 | 1.9771 | 1.9597 | 0.0000 | ||
15 | 2008.04.16 11:37 | sell stop | 8 | 0.10 | 1.9597 | 1.9769 | 0.0000 | ||
16 | 2008.04.21 10:22 | close | 7 | 0.10 | 1.9874 | 1.9597 | 0.0000 | 104.75 | 9965.11 |
17 | 2008.04.21 10:22 | delete | 8 | 0.10 | 1.9597 | 1.9769 | 0.0000 | ||
18 | 2008.04.21 10:22 | sell | 9 | 0.10 | 1.9874 | 2.0002 | 0.0000 | ||
19 | 2008.04.21 10:23 | buy stop | 10 | 0.10 | 2.0002 | 1.9877 | 0.0000 | ||
20 | 2008.04.25 11:42 | close | 9 | 0.10 | 1.9819 | 2.0002 | 0.0000 | 47.56 | 10012.67 |
21 | 2008.04.25 11:42 | delete | 10 | 0.10 | 2.0002 | 1.9877 | 0.0000 | ||
22 | 2008.04.25 11:42 | buy | 11 | 0.10 | 1.9819 | 1.9683 | 0.0000 | ||
23 | 2008.04.25 11:43 | sell stop | 12 | 0.10 | 1.9683 | 1.9819 | 0.0000 | ||
24 | 2008.04.29 12:00 | close | 11 | 0.10 | 1.9777 | 1.9683 | 0.0000 | -41.30 | 9971.37 |
25 | 2008.04.29 12:00 | delete | 12 | 0.10 | 1.9683 | 1.9819 | 0.0000 | ||
26 | 2008.04.29 12:00 | sell | 13 | 0.10 | 1.9777 | 1.9969 | 0.0000 | ||
27 | 2008.04.29 12:01 | buy stop | 14 | 0.10 | 1.9969 | 1.9779 | 0.0000 | ||
28 | 2008.04.30 23:59 | close at stop | 13 | 0.10 | 1.9878 | 1.9969 | 0.0000 | -102.24 | 9869.13 |