Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2017.01.02 00:00 - 2017.01.16 23:55 (2017.01.01 - 2017.01.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | P_Trade="---------- Trading Parameters ----------"; Lot=0.1; SLbuffer=50; MaxSpread=25; MaxSlippage=5; SessionsTiming="---------- Sesions Time (Broker) ----------"; SyOpen="02:00"; SyClose="09:00"; LoOpen="10:00"; LoClose="19:00"; NYOpen="15:00"; NYClose="00:00"; CoBtime="19:00"; TradeManagement="---------- Trade Management ----------"; TrailingStart=5; BE_Value=1; TStop=5; TrailingStep=5; _CommonParam="---------- Common Parameters ----------"; Version="HoLo "; MN=91473562; | ||||
Bars in test | 4162 | Ticks modelled | 2094746 | Modelling quality | 77.31% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -64.10 | Gross profit | 127.20 | Gross loss | -191.30 |
Profit factor | 0.66 | Expected payoff | -1.89 | ||
Absolute drawdown | 121.00 | Maximal drawdown | 126.50 (1.26%) | Relative drawdown | 1.26% (126.50) |
Total trades | 34 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 18 (61.11%) |
Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
Largest | profit trade | 60.30 | loss trade | -43.00 | |
Average | profit trade | 5.53 | loss trade | -17.39 | |
Maximum | consecutive wins (profit in money) | 7 (12.10) | consecutive losses (loss in money) | 2 (-66.70) | |
Maximal | consecutive profit (count of wins) | 70.90 (3) | consecutive loss (count of losses) | -66.70 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 07:12 | sell | 1 | 0.10 | 1.22432 | 1.22514 | 0.00000 | ||
2 | 2017.01.04 08:23 | s/l | 1 | 0.10 | 1.22514 | 1.22514 | 0.00000 | -8.90 | 9991.10 |
3 | 2017.01.04 11:32 | sell | 2 | 0.10 | 1.22666 | 1.22922 | 0.00000 | ||
4 | 2017.01.04 12:46 | modify | 2 | 0.10 | 1.22666 | 1.22656 | 0.00000 | ||
5 | 2017.01.04 12:47 | modify | 2 | 0.10 | 1.22666 | 1.22606 | 0.00000 | ||
6 | 2017.01.04 12:53 | s/l | 2 | 0.10 | 1.22606 | 1.22606 | 0.00000 | 5.30 | 9996.40 |
7 | 2017.01.04 15:19 | sell | 3 | 0.10 | 1.22832 | 1.22952 | 0.00000 | ||
8 | 2017.01.04 15:58 | s/l | 3 | 0.10 | 1.22952 | 1.22952 | 0.00000 | -12.70 | 9983.70 |
9 | 2017.01.06 03:08 | buy | 4 | 0.10 | 1.24053 | 1.23945 | 0.00000 | ||
10 | 2017.01.06 03:21 | s/l | 4 | 0.10 | 1.23945 | 1.23945 | 0.00000 | -11.50 | 9972.20 |
11 | 2017.01.06 04:10 | buy | 5 | 0.10 | 1.23876 | 1.23759 | 0.00000 | ||
12 | 2017.01.06 04:30 | modify | 5 | 0.10 | 1.23876 | 1.23886 | 0.00000 | ||
13 | 2017.01.06 04:45 | modify | 5 | 0.10 | 1.23876 | 1.23936 | 0.00000 | ||
14 | 2017.01.06 04:52 | s/l | 5 | 0.10 | 1.23936 | 1.23936 | 0.00000 | 5.30 | 9977.50 |
15 | 2017.01.06 05:45 | buy | 6 | 0.10 | 1.23876 | 1.23759 | 0.00000 | ||
16 | 2017.01.06 07:24 | s/l | 6 | 0.10 | 1.23759 | 1.23759 | 0.00000 | -12.40 | 9965.10 |
17 | 2017.01.06 08:05 | buy | 7 | 0.10 | 1.23804 | 1.23687 | 0.00000 | ||
18 | 2017.01.06 10:58 | modify | 7 | 0.10 | 1.23804 | 1.23814 | 0.00000 | ||
19 | 2017.01.06 11:20 | s/l | 7 | 0.10 | 1.23814 | 1.23814 | 0.00000 | 0.30 | 9965.40 |
20 | 2017.01.06 14:22 | buy | 8 | 0.10 | 1.23673 | 1.23526 | 0.00000 | ||
21 | 2017.01.06 14:28 | s/l | 8 | 0.10 | 1.23526 | 1.23526 | 0.00000 | -15.40 | 9950.00 |
22 | 2017.01.06 15:10 | buy | 9 | 0.10 | 1.23673 | 1.23371 | 0.00000 | ||
23 | 2017.01.06 15:30 | modify | 9 | 0.10 | 1.23673 | 1.23683 | 0.00000 | ||
24 | 2017.01.06 15:30 | modify | 9 | 0.10 | 1.23673 | 1.23735 | 0.00000 | ||
25 | 2017.01.06 15:30 | modify | 9 | 0.10 | 1.23673 | 1.23785 | 0.00000 | ||
26 | 2017.01.06 15:30 | s/l | 9 | 0.10 | 1.23785 | 1.23785 | 0.00000 | 10.50 | 9960.50 |
27 | 2017.01.06 15:30 | buy | 10 | 0.10 | 1.23794 | 1.23371 | 0.00000 | ||
28 | 2017.01.06 15:31 | s/l | 10 | 0.10 | 1.23371 | 1.23371 | 0.00000 | -43.00 | 9917.50 |
29 | 2017.01.06 18:18 | buy | 11 | 0.10 | 1.23191 | 1.22961 | 0.00000 | ||
30 | 2017.01.06 19:19 | s/l | 11 | 0.10 | 1.22961 | 1.22961 | 0.00000 | -23.70 | 9893.80 |
31 | 2017.01.09 02:10 | sell | 12 | 0.10 | 1.22573 | 1.22750 | 0.00000 | ||
32 | 2017.01.09 05:16 | modify | 12 | 0.10 | 1.22573 | 1.22563 | 0.00000 | ||
33 | 2017.01.09 05:30 | modify | 12 | 0.10 | 1.22573 | 1.22513 | 0.00000 | ||
34 | 2017.01.09 06:19 | modify | 12 | 0.10 | 1.22573 | 1.22463 | 0.00000 | ||
35 | 2017.01.09 06:38 | modify | 12 | 0.10 | 1.22573 | 1.22413 | 0.00000 | ||
36 | 2017.01.09 06:58 | modify | 12 | 0.10 | 1.22573 | 1.22363 | 0.00000 | ||
37 | 2017.01.09 07:04 | modify | 12 | 0.10 | 1.22573 | 1.22313 | 0.00000 | ||
38 | 2017.01.09 07:20 | modify | 12 | 0.10 | 1.22573 | 1.22263 | 0.00000 | ||
39 | 2017.01.09 07:28 | modify | 12 | 0.10 | 1.22573 | 1.22213 | 0.00000 | ||
40 | 2017.01.09 07:28 | modify | 12 | 0.10 | 1.22573 | 1.22163 | 0.00000 | ||
41 | 2017.01.09 07:40 | modify | 12 | 0.10 | 1.22573 | 1.22113 | 0.00000 | ||
42 | 2017.01.09 07:42 | modify | 12 | 0.10 | 1.22573 | 1.22063 | 0.00000 | ||
43 | 2017.01.09 07:42 | modify | 12 | 0.10 | 1.22573 | 1.22013 | 0.00000 | ||
44 | 2017.01.09 07:44 | modify | 12 | 0.10 | 1.22573 | 1.21963 | 0.00000 | ||
45 | 2017.01.09 07:46 | s/l | 12 | 0.10 | 1.21963 | 1.21963 | 0.00000 | 60.30 | 9954.10 |
46 | 2017.01.10 03:05 | buy | 13 | 0.10 | 1.21523 | 1.21320 | 0.00000 | ||
47 | 2017.01.10 04:30 | modify | 13 | 0.10 | 1.21523 | 1.21533 | 0.00000 | ||
48 | 2017.01.10 04:36 | modify | 13 | 0.10 | 1.21523 | 1.21583 | 0.00000 | ||
49 | 2017.01.10 04:36 | modify | 13 | 0.10 | 1.21523 | 1.21633 | 0.00000 | ||
50 | 2017.01.10 04:37 | s/l | 13 | 0.10 | 1.21633 | 1.21633 | 0.00000 | 10.30 | 9964.40 |
51 | 2017.01.10 10:05 | buy | 14 | 0.10 | 1.21380 | 1.21231 | 0.00000 | ||
52 | 2017.01.10 10:11 | modify | 14 | 0.10 | 1.21380 | 1.21390 | 0.00000 | ||
53 | 2017.01.10 10:14 | s/l | 14 | 0.10 | 1.21390 | 1.21390 | 0.00000 | 0.30 | 9964.70 |
54 | 2017.01.10 10:16 | buy | 15 | 0.10 | 1.21380 | 1.21231 | 0.00000 | ||
55 | 2017.01.10 10:20 | s/l | 15 | 0.10 | 1.21231 | 1.21231 | 0.00000 | -15.60 | 9949.10 |
56 | 2017.01.10 16:50 | sell | 16 | 0.10 | 1.21723 | 1.21849 | 0.00000 | ||
57 | 2017.01.10 16:56 | modify | 16 | 0.10 | 1.21723 | 1.21713 | 0.00000 | ||
58 | 2017.01.10 17:00 | modify | 16 | 0.10 | 1.21723 | 1.21663 | 0.00000 | ||
59 | 2017.01.10 17:01 | s/l | 16 | 0.10 | 1.21663 | 1.21663 | 0.00000 | 5.30 | 9954.40 |
60 | 2017.01.11 08:05 | buy | 17 | 0.10 | 1.21588 | 1.21479 | 0.00000 | ||
61 | 2017.01.11 08:16 | modify | 17 | 0.10 | 1.21588 | 1.21598 | 0.00000 | ||
62 | 2017.01.11 08:28 | s/l | 17 | 0.10 | 1.21598 | 1.21598 | 0.00000 | 0.30 | 9954.70 |
63 | 2017.01.11 08:38 | buy | 18 | 0.10 | 1.21588 | 1.21479 | 0.00000 | ||
64 | 2017.01.11 09:31 | modify | 18 | 0.10 | 1.21588 | 1.21598 | 0.00000 | ||
65 | 2017.01.11 09:44 | modify | 18 | 0.10 | 1.21588 | 1.21648 | 0.00000 | ||
66 | 2017.01.11 09:47 | s/l | 18 | 0.10 | 1.21648 | 1.21648 | 0.00000 | 5.30 | 9960.00 |
67 | 2017.01.11 10:06 | buy | 19 | 0.10 | 1.21588 | 1.21431 | 0.00000 | ||
68 | 2017.01.11 10:16 | modify | 19 | 0.10 | 1.21588 | 1.21598 | 0.00000 | ||
69 | 2017.01.11 10:17 | s/l | 19 | 0.10 | 1.21598 | 1.21598 | 0.00000 | 0.30 | 9960.30 |
70 | 2017.01.11 10:17 | buy | 20 | 0.10 | 1.21608 | 1.21431 | 0.00000 | ||
71 | 2017.01.11 10:34 | modify | 20 | 0.10 | 1.21608 | 1.21618 | 0.00000 | ||
72 | 2017.01.11 10:43 | s/l | 20 | 0.10 | 1.21618 | 1.21618 | 0.00000 | 0.30 | 9960.60 |
73 | 2017.01.12 02:07 | buy | 21 | 0.10 | 1.22052 | 1.21880 | 0.00000 | ||
74 | 2017.01.12 02:09 | modify | 21 | 0.10 | 1.22052 | 1.22062 | 0.00000 | ||
75 | 2017.01.12 02:12 | s/l | 21 | 0.10 | 1.22062 | 1.22062 | 0.00000 | 0.30 | 9960.90 |
76 | 2017.01.12 02:12 | sell | 22 | 0.10 | 1.22062 | 1.22251 | 0.00000 | ||
77 | 2017.01.12 02:16 | modify | 22 | 0.10 | 1.22062 | 1.22052 | 0.00000 | ||
78 | 2017.01.12 02:16 | s/l | 22 | 0.10 | 1.22052 | 1.22052 | 0.00000 | 0.30 | 9961.20 |
79 | 2017.01.12 02:16 | buy | 23 | 0.10 | 1.22053 | 1.21880 | 0.00000 | ||
80 | 2017.01.12 02:36 | s/l | 23 | 0.10 | 1.21880 | 1.21880 | 0.00000 | -18.00 | 9943.20 |
81 | 2017.01.12 03:10 | buy | 24 | 0.10 | 1.21825 | 1.21660 | 0.00000 | ||
82 | 2017.01.12 04:13 | modify | 24 | 0.10 | 1.21825 | 1.21835 | 0.00000 | ||
83 | 2017.01.12 04:18 | s/l | 24 | 0.10 | 1.21835 | 1.21835 | 0.00000 | 0.30 | 9943.50 |
84 | 2017.01.12 06:33 | sell | 25 | 0.10 | 1.22098 | 1.22251 | 0.00000 | ||
85 | 2017.01.12 07:07 | modify | 25 | 0.10 | 1.22098 | 1.22088 | 0.00000 | ||
86 | 2017.01.12 07:36 | s/l | 25 | 0.10 | 1.22088 | 1.22088 | 0.00000 | 0.30 | 9943.80 |
87 | 2017.01.12 07:47 | sell | 26 | 0.10 | 1.22099 | 1.22251 | 0.00000 | ||
88 | 2017.01.12 08:18 | s/l | 26 | 0.10 | 1.22251 | 1.22251 | 0.00000 | -15.90 | 9927.90 |
89 | 2017.01.13 04:10 | sell | 27 | 0.10 | 1.21678 | 1.21783 | 0.00000 | ||
90 | 2017.01.13 04:27 | modify | 27 | 0.10 | 1.21678 | 1.21668 | 0.00000 | ||
91 | 2017.01.13 04:47 | modify | 27 | 0.10 | 1.21678 | 1.21618 | 0.00000 | ||
92 | 2017.01.13 06:37 | s/l | 27 | 0.10 | 1.21618 | 1.21618 | 0.00000 | 5.30 | 9933.20 |
93 | 2017.01.13 11:25 | sell | 28 | 0.10 | 1.21877 | 1.22012 | 0.00000 | ||
94 | 2017.01.13 11:31 | s/l | 28 | 0.10 | 1.22012 | 1.22012 | 0.00000 | -14.20 | 9919.00 |
95 | 2017.01.16 02:06 | sell | 29 | 0.10 | 1.20465 | 1.20547 | 0.00000 | ||
96 | 2017.01.16 02:14 | modify | 29 | 0.10 | 1.20465 | 1.20455 | 0.00000 | ||
97 | 2017.01.16 02:17 | s/l | 29 | 0.10 | 1.20455 | 1.20455 | 0.00000 | 0.30 | 9919.30 |
98 | 2017.01.16 03:17 | sell | 30 | 0.10 | 1.20482 | 1.20594 | 0.00000 | ||
99 | 2017.01.16 03:21 | modify | 30 | 0.10 | 1.20482 | 1.20472 | 0.00000 | ||
100 | 2017.01.16 03:23 | modify | 30 | 0.10 | 1.20482 | 1.20421 | 0.00000 | ||
101 | 2017.01.16 03:27 | s/l | 30 | 0.10 | 1.20421 | 1.20421 | 0.00000 | 5.40 | 9924.70 |
102 | 2017.01.16 13:15 | sell | 31 | 0.10 | 1.20622 | 1.20889 | 0.00000 | ||
103 | 2017.01.16 13:16 | modify | 31 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
104 | 2017.01.16 13:22 | s/l | 31 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9925.00 |
105 | 2017.01.16 13:48 | sell | 32 | 0.10 | 1.20622 | 1.20889 | 0.00000 | ||
106 | 2017.01.16 13:57 | modify | 32 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
107 | 2017.01.16 13:58 | s/l | 32 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9925.30 |
108 | 2017.01.16 14:55 | sell | 33 | 0.10 | 1.20622 | 1.20889 | 0.00000 | ||
109 | 2017.01.16 15:08 | modify | 33 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
110 | 2017.01.16 15:10 | s/l | 33 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9925.60 |
111 | 2017.01.16 15:20 | sell | 34 | 0.10 | 1.20626 | 1.20889 | 0.00000 | ||
112 | 2017.01.16 15:28 | modify | 34 | 0.10 | 1.20626 | 1.20616 | 0.00000 | ||
113 | 2017.01.16 15:31 | modify | 34 | 0.10 | 1.20626 | 1.20566 | 0.00000 | ||
114 | 2017.01.16 15:46 | modify | 34 | 0.10 | 1.20626 | 1.20516 | 0.00000 | ||
115 | 2017.01.16 15:51 | s/l | 34 | 0.10 | 1.20516 | 1.20516 | 0.00000 | 10.30 | 9935.90 |