Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2017.01.02 00:00 - 2017.01.16 23:45 (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 | 2056 | Ticks modelled | 2105326 | Modelling quality | 77.30% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -52.10 | Gross profit | 124.90 | Gross loss | -177.00 |
Profit factor | 0.71 | Expected payoff | -2.00 | ||
Absolute drawdown | 123.40 | Maximal drawdown | 128.90 (1.29%) | Relative drawdown | 1.29% (128.90) |
Total trades | 26 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 12 (41.67%) |
Profit trades (% of total) | 16 (61.54%) | Loss trades (% of total) | 10 (38.46%) | ||
Largest | profit trade | 70.30 | loss trade | -43.00 | |
Average | profit trade | 7.81 | loss trade | -17.70 | |
Maximum | consecutive wins (profit in money) | 8 (27.50) | consecutive losses (loss in money) | 4 (-52.00) | |
Maximal | consecutive profit (count of wins) | 80.60 (2) | consecutive loss (count of losses) | -66.70 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 07:31 | 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 03:15 | 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 05:45 | buy | 5 | 0.10 | 1.23876 | 1.23759 | 0.00000 | ||
12 | 2017.01.06 07:24 | s/l | 5 | 0.10 | 1.23759 | 1.23759 | 0.00000 | -12.40 | 9959.80 |
13 | 2017.01.06 14:22 | buy | 6 | 0.10 | 1.23673 | 1.23526 | 0.00000 | ||
14 | 2017.01.06 14:28 | s/l | 6 | 0.10 | 1.23526 | 1.23526 | 0.00000 | -15.40 | 9944.40 |
15 | 2017.01.06 15:30 | buy | 7 | 0.10 | 1.23675 | 1.23371 | 0.00000 | ||
16 | 2017.01.06 15:30 | modify | 7 | 0.10 | 1.23675 | 1.23685 | 0.00000 | ||
17 | 2017.01.06 15:30 | modify | 7 | 0.10 | 1.23675 | 1.23735 | 0.00000 | ||
18 | 2017.01.06 15:30 | modify | 7 | 0.10 | 1.23675 | 1.23785 | 0.00000 | ||
19 | 2017.01.06 15:30 | s/l | 7 | 0.10 | 1.23785 | 1.23785 | 0.00000 | 10.30 | 9954.70 |
20 | 2017.01.06 15:30 | buy | 8 | 0.10 | 1.23794 | 1.23371 | 0.00000 | ||
21 | 2017.01.06 15:31 | s/l | 8 | 0.10 | 1.23371 | 1.23371 | 0.00000 | -43.00 | 9911.70 |
22 | 2017.01.06 18:18 | buy | 9 | 0.10 | 1.23191 | 1.22961 | 0.00000 | ||
23 | 2017.01.06 19:19 | s/l | 9 | 0.10 | 1.22961 | 1.22961 | 0.00000 | -23.70 | 9888.00 |
24 | 2017.01.09 03:25 | sell | 10 | 0.10 | 1.22607 | 1.22750 | 0.00000 | ||
25 | 2017.01.09 04:56 | modify | 10 | 0.10 | 1.22607 | 1.22597 | 0.00000 | ||
26 | 2017.01.09 05:17 | modify | 10 | 0.10 | 1.22607 | 1.22547 | 0.00000 | ||
27 | 2017.01.09 05:33 | modify | 10 | 0.10 | 1.22607 | 1.22497 | 0.00000 | ||
28 | 2017.01.09 06:21 | modify | 10 | 0.10 | 1.22607 | 1.22447 | 0.00000 | ||
29 | 2017.01.09 06:44 | modify | 10 | 0.10 | 1.22607 | 1.22397 | 0.00000 | ||
30 | 2017.01.09 07:04 | modify | 10 | 0.10 | 1.22607 | 1.22347 | 0.00000 | ||
31 | 2017.01.09 07:17 | modify | 10 | 0.10 | 1.22607 | 1.22297 | 0.00000 | ||
32 | 2017.01.09 07:22 | modify | 10 | 0.10 | 1.22607 | 1.22247 | 0.00000 | ||
33 | 2017.01.09 07:28 | modify | 10 | 0.10 | 1.22607 | 1.22197 | 0.00000 | ||
34 | 2017.01.09 07:30 | modify | 10 | 0.10 | 1.22607 | 1.22147 | 0.00000 | ||
35 | 2017.01.09 07:41 | modify | 10 | 0.10 | 1.22607 | 1.22097 | 0.00000 | ||
36 | 2017.01.09 07:42 | modify | 10 | 0.10 | 1.22607 | 1.22047 | 0.00000 | ||
37 | 2017.01.09 07:42 | modify | 10 | 0.10 | 1.22607 | 1.21997 | 0.00000 | ||
38 | 2017.01.09 07:50 | modify | 10 | 0.10 | 1.22607 | 1.21947 | 0.00000 | ||
39 | 2017.01.09 07:52 | modify | 10 | 0.10 | 1.22607 | 1.21897 | 0.00000 | ||
40 | 2017.01.09 08:02 | s/l | 10 | 0.10 | 1.21897 | 1.21897 | 0.00000 | 70.30 | 9958.30 |
41 | 2017.01.10 03:20 | buy | 11 | 0.10 | 1.21523 | 1.21320 | 0.00000 | ||
42 | 2017.01.10 04:30 | modify | 11 | 0.10 | 1.21523 | 1.21533 | 0.00000 | ||
43 | 2017.01.10 04:36 | modify | 11 | 0.10 | 1.21523 | 1.21583 | 0.00000 | ||
44 | 2017.01.10 04:36 | modify | 11 | 0.10 | 1.21523 | 1.21633 | 0.00000 | ||
45 | 2017.01.10 04:37 | s/l | 11 | 0.10 | 1.21633 | 1.21633 | 0.00000 | 10.30 | 9968.60 |
46 | 2017.01.10 10:16 | buy | 12 | 0.10 | 1.21380 | 1.21231 | 0.00000 | ||
47 | 2017.01.10 10:20 | s/l | 12 | 0.10 | 1.21231 | 1.21231 | 0.00000 | -15.60 | 9953.00 |
48 | 2017.01.11 10:16 | buy | 13 | 0.10 | 1.21589 | 1.21431 | 0.00000 | ||
49 | 2017.01.11 10:16 | modify | 13 | 0.10 | 1.21589 | 1.21599 | 0.00000 | ||
50 | 2017.01.11 10:17 | s/l | 13 | 0.10 | 1.21599 | 1.21599 | 0.00000 | 0.30 | 9953.30 |
51 | 2017.01.11 10:17 | buy | 14 | 0.10 | 1.21609 | 1.21431 | 0.00000 | ||
52 | 2017.01.11 10:34 | modify | 14 | 0.10 | 1.21609 | 1.21619 | 0.00000 | ||
53 | 2017.01.11 10:43 | s/l | 14 | 0.10 | 1.21619 | 1.21619 | 0.00000 | 0.30 | 9953.60 |
54 | 2017.01.12 02:15 | buy | 15 | 0.10 | 1.22052 | 1.21880 | 0.00000 | ||
55 | 2017.01.12 02:36 | s/l | 15 | 0.10 | 1.21880 | 1.21880 | 0.00000 | -17.90 | 9935.70 |
56 | 2017.01.12 03:32 | buy | 16 | 0.10 | 1.21825 | 1.21660 | 0.00000 | ||
57 | 2017.01.12 04:13 | modify | 16 | 0.10 | 1.21825 | 1.21835 | 0.00000 | ||
58 | 2017.01.12 04:18 | s/l | 16 | 0.10 | 1.21835 | 1.21835 | 0.00000 | 0.30 | 9936.00 |
59 | 2017.01.12 06:33 | sell | 17 | 0.10 | 1.22098 | 1.22251 | 0.00000 | ||
60 | 2017.01.12 07:07 | modify | 17 | 0.10 | 1.22098 | 1.22088 | 0.00000 | ||
61 | 2017.01.12 07:36 | s/l | 17 | 0.10 | 1.22088 | 1.22088 | 0.00000 | 0.30 | 9936.30 |
62 | 2017.01.12 07:47 | sell | 18 | 0.10 | 1.22099 | 1.22251 | 0.00000 | ||
63 | 2017.01.12 08:18 | s/l | 18 | 0.10 | 1.22251 | 1.22251 | 0.00000 | -15.90 | 9920.40 |
64 | 2017.01.16 03:17 | sell | 19 | 0.10 | 1.20482 | 1.20594 | 0.00000 | ||
65 | 2017.01.16 03:21 | modify | 19 | 0.10 | 1.20482 | 1.20472 | 0.00000 | ||
66 | 2017.01.16 03:23 | modify | 19 | 0.10 | 1.20482 | 1.20421 | 0.00000 | ||
67 | 2017.01.16 03:27 | s/l | 19 | 0.10 | 1.20421 | 1.20421 | 0.00000 | 5.40 | 9925.80 |
68 | 2017.01.16 03:27 | sell | 20 | 0.10 | 1.20411 | 1.20594 | 0.00000 | ||
69 | 2017.01.16 03:38 | modify | 20 | 0.10 | 1.20411 | 1.20401 | 0.00000 | ||
70 | 2017.01.16 03:44 | modify | 20 | 0.10 | 1.20411 | 1.20351 | 0.00000 | ||
71 | 2017.01.16 03:55 | s/l | 20 | 0.10 | 1.20351 | 1.20351 | 0.00000 | 5.30 | 9931.10 |
72 | 2017.01.16 13:15 | sell | 21 | 0.10 | 1.20622 | 1.20889 | 0.00000 | ||
73 | 2017.01.16 13:16 | modify | 21 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
74 | 2017.01.16 13:22 | s/l | 21 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9931.40 |
75 | 2017.01.16 13:22 | sell | 22 | 0.10 | 1.20602 | 1.20889 | 0.00000 | ||
76 | 2017.01.16 13:24 | modify | 22 | 0.10 | 1.20602 | 1.20592 | 0.00000 | ||
77 | 2017.01.16 13:26 | s/l | 22 | 0.10 | 1.20592 | 1.20592 | 0.00000 | 0.30 | 9931.70 |
78 | 2017.01.16 13:26 | sell | 23 | 0.10 | 1.20582 | 1.20889 | 0.00000 | ||
79 | 2017.01.16 13:33 | modify | 23 | 0.10 | 1.20582 | 1.20572 | 0.00000 | ||
80 | 2017.01.16 13:33 | modify | 23 | 0.10 | 1.20582 | 1.20522 | 0.00000 | ||
81 | 2017.01.16 13:33 | s/l | 23 | 0.10 | 1.20522 | 1.20522 | 0.00000 | 5.30 | 9937.00 |
82 | 2017.01.16 13:48 | sell | 24 | 0.10 | 1.20622 | 1.20889 | 0.00000 | ||
83 | 2017.01.16 13:57 | modify | 24 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
84 | 2017.01.16 13:58 | s/l | 24 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9937.30 |
85 | 2017.01.16 13:58 | sell | 25 | 0.10 | 1.20602 | 1.20889 | 0.00000 | ||
86 | 2017.01.16 14:00 | modify | 25 | 0.10 | 1.20602 | 1.20592 | 0.00000 | ||
87 | 2017.01.16 14:01 | s/l | 25 | 0.10 | 1.20592 | 1.20592 | 0.00000 | 0.30 | 9937.60 |
88 | 2017.01.16 15:20 | sell | 26 | 0.10 | 1.20626 | 1.20889 | 0.00000 | ||
89 | 2017.01.16 15:28 | modify | 26 | 0.10 | 1.20626 | 1.20616 | 0.00000 | ||
90 | 2017.01.16 15:31 | modify | 26 | 0.10 | 1.20626 | 1.20566 | 0.00000 | ||
91 | 2017.01.16 15:46 | modify | 26 | 0.10 | 1.20626 | 1.20516 | 0.00000 | ||
92 | 2017.01.16 15:51 | s/l | 26 | 0.10 | 1.20516 | 1.20516 | 0.00000 | 10.30 | 9947.90 |