Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2006.09.29 00:00 - 2007.02.09 20:00 (2006.09.29 - 2007.02.11) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | shortcount=0; longcount=0; long=false; short=false; entry=0; ticket=0; modify=false; | ||||
Bars in test | 2133 | Ticks modelled | 553426 | Modelling quality | 90.00% |
Initial deposit | 1000.00 | ||||
Total net profit | 1182.64 | Gross profit | 4123.40 | Gross loss | -2940.76 |
Profit factor | 1.40 | Expected payoff | 28.16 | ||
Absolute drawdown | 42.64 | Maximal drawdown | 1498.35 (40.76%) | Relative drawdown | 40.76% (1498.35) |
Total trades | 42 | Short positions (won %) | 21 (19.05%) | Long positions (won %) | 21 (47.62%) |
Profit trades (% of total) | 14 (33.33%) | Loss trades (% of total) | 28 (66.67%) | ||
Largest | profit trade | 1259.92 | loss trade | -204.74 | |
Average | profit trade | 294.53 | loss trade | -105.03 | |
Maximum | consecutive wins (profit in money) | 3 (1166.68) | consecutive losses (loss in money) | 10 (-1108.95) | |
Maximal | consecutive profit (count of wins) | 1259.92 (1) | consecutive loss (count of losses) | -1108.95 (10) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.29 08:00 | sell | 1 | 0.10 | 220.53 | 221.33 | 0.00 | ||
2 | 2006.09.29 17:00 | close | 1 | 0.10 | 221.05 | 221.33 | 0.00 | -42.64 | 957.36 |
3 | 2006.09.29 17:00 | buy | 2 | 0.10 | 221.05 | 220.25 | 0.00 | ||
4 | 2006.12.05 09:00 | close | 2 | 0.10 | 226.85 | 220.25 | 0.00 | 609.30 | 1566.66 |
5 | 2006.12.05 09:00 | sell | 3 | 0.20 | 226.85 | 227.65 | 0.00 | ||
6 | 2006.12.06 17:00 | close | 3 | 0.20 | 226.68 | 227.65 | 0.00 | 22.58 | 1589.24 |
7 | 2006.12.06 17:00 | buy | 4 | 0.20 | 226.68 | 225.88 | 0.00 | ||
8 | 2006.12.07 03:00 | close | 4 | 0.20 | 226.37 | 225.88 | 0.00 | -38.52 | 1550.72 |
9 | 2006.12.07 03:00 | sell | 5 | 0.20 | 226.37 | 227.17 | 0.00 | ||
10 | 2006.12.07 22:00 | close | 5 | 0.20 | 226.37 | 227.17 | 0.00 | 0.00 | 1550.72 |
11 | 2006.12.07 22:00 | buy | 6 | 0.20 | 226.37 | 225.57 | 0.00 | ||
12 | 2006.12.15 16:00 | close | 6 | 0.20 | 229.70 | 225.57 | 0.00 | 579.14 | 2129.86 |
13 | 2006.12.15 16:00 | sell | 7 | 0.20 | 229.70 | 230.50 | 0.00 | ||
14 | 2006.12.15 17:29 | s/l | 7 | 0.20 | 230.50 | 230.50 | 0.00 | -131.19 | 1998.67 |
15 | 2006.12.19 09:00 | buy | 8 | 0.20 | 231.78 | 230.98 | 0.00 | ||
16 | 2006.12.20 21:00 | close | 8 | 0.20 | 232.52 | 230.98 | 0.00 | 125.50 | 2124.17 |
17 | 2006.12.20 21:00 | sell | 9 | 0.20 | 232.52 | 233.32 | 0.00 | ||
18 | 2006.12.21 04:00 | close | 9 | 0.20 | 232.85 | 233.32 | 0.00 | -70.02 | 2054.15 |
19 | 2006.12.21 04:00 | buy | 10 | 0.20 | 232.85 | 232.05 | 0.00 | ||
20 | 2006.12.21 10:03 | s/l | 10 | 0.20 | 232.05 | 232.05 | 0.00 | -131.24 | 1922.91 |
21 | 2006.12.21 11:00 | sell | 11 | 0.20 | 232.23 | 233.03 | 0.00 | ||
22 | 2006.12.22 08:00 | close | 11 | 0.20 | 232.53 | 233.03 | 0.00 | -54.49 | 1868.42 |
23 | 2006.12.22 08:00 | buy | 12 | 0.20 | 232.53 | 231.73 | 0.00 | ||
24 | 2006.12.26 15:00 | close | 12 | 0.20 | 232.71 | 231.73 | 0.00 | 37.74 | 1906.16 |
25 | 2006.12.26 15:00 | sell | 13 | 0.20 | 232.71 | 233.51 | 0.00 | ||
26 | 2006.12.28 11:00 | close | 13 | 0.20 | 232.99 | 233.51 | 0.00 | -67.12 | 1839.04 |
27 | 2006.12.28 11:00 | buy | 14 | 0.20 | 232.99 | 232.19 | 0.00 | ||
28 | 2006.12.29 11:00 | close | 14 | 0.20 | 233.15 | 232.19 | 0.00 | 30.36 | 1869.40 |
29 | 2006.12.29 11:00 | sell | 15 | 0.20 | 233.15 | 233.95 | 0.00 | ||
30 | 2006.12.29 12:58 | s/l | 15 | 0.20 | 233.95 | 233.95 | 0.00 | -131.19 | 1738.21 |
31 | 2006.12.29 14:00 | buy | 16 | 0.20 | 233.55 | 232.75 | 0.00 | ||
32 | 2006.12.29 16:00 | close | 16 | 0.20 | 233.14 | 232.75 | 0.00 | -67.26 | 1670.95 |
33 | 2006.12.29 16:00 | sell | 17 | 0.20 | 233.14 | 233.94 | 0.00 | ||
34 | 2007.01.02 00:01 | close | 17 | 0.20 | 233.52 | 233.94 | 0.00 | -72.91 | 1598.04 |
35 | 2007.01.02 00:01 | buy | 18 | 0.20 | 233.52 | 232.72 | 0.00 | ||
36 | 2007.01.03 13:00 | close | 18 | 0.20 | 234.01 | 232.72 | 0.00 | 84.49 | 1682.53 |
37 | 2007.01.03 13:00 | sell | 19 | 0.20 | 234.01 | 234.81 | 0.00 | ||
38 | 2007.01.08 12:00 | close | 19 | 0.20 | 229.24 | 234.81 | 0.00 | 755.73 | 2438.26 |
39 | 2007.01.08 12:00 | buy | 20 | 0.20 | 229.24 | 228.44 | 0.00 | ||
40 | 2007.01.10 02:00 | close | 20 | 0.20 | 231.18 | 228.44 | 0.00 | 326.46 | 2764.71 |
41 | 2007.01.10 02:00 | sell | 21 | 0.30 | 231.18 | 231.98 | 0.00 | ||
42 | 2007.01.10 16:00 | close | 21 | 0.30 | 231.61 | 231.98 | 0.00 | -105.77 | 2658.94 |
43 | 2007.01.10 16:00 | buy | 22 | 0.30 | 231.61 | 230.81 | 0.00 | ||
44 | 2007.01.10 19:00 | close | 22 | 0.30 | 231.12 | 230.81 | 0.00 | -120.57 | 2538.37 |
45 | 2007.01.10 19:00 | sell | 23 | 0.30 | 231.12 | 231.92 | 0.00 | ||
46 | 2007.01.11 04:00 | close | 23 | 0.30 | 231.52 | 231.92 | 0.00 | -122.24 | 2416.13 |
47 | 2007.01.11 04:00 | buy | 24 | 0.20 | 231.52 | 230.72 | 0.00 | ||
48 | 2007.01.19 11:00 | close | 24 | 0.20 | 239.00 | 230.72 | 0.00 | 1259.92 | 3676.05 |
49 | 2007.01.19 11:00 | sell | 25 | 0.40 | 239.00 | 239.80 | 0.00 | ||
50 | 2007.01.19 17:00 | close | 25 | 0.40 | 239.58 | 239.80 | 0.00 | -190.22 | 3485.84 |
51 | 2007.01.19 17:00 | buy | 26 | 0.30 | 239.58 | 238.78 | 0.00 | ||
52 | 2007.01.19 21:00 | close | 26 | 0.30 | 239.22 | 238.78 | 0.00 | -88.58 | 3397.26 |
53 | 2007.01.19 21:00 | sell | 27 | 0.30 | 239.22 | 240.02 | 0.00 | ||
54 | 2007.01.22 02:00 | close | 27 | 0.30 | 239.75 | 240.02 | 0.00 | -138.32 | 3258.94 |
55 | 2007.01.22 02:00 | buy | 28 | 0.30 | 239.75 | 238.95 | 0.00 | ||
56 | 2007.01.24 06:48 | s/l | 28 | 0.30 | 238.95 | 238.95 | 0.00 | -184.52 | 3074.42 |
57 | 2007.01.24 08:00 | sell | 29 | 0.30 | 238.75 | 239.55 | 0.00 | ||
58 | 2007.01.24 09:48 | s/l | 29 | 0.30 | 239.55 | 239.55 | 0.00 | -196.79 | 2877.63 |
59 | 2007.01.25 13:00 | buy | 30 | 0.30 | 238.06 | 237.26 | 0.00 | ||
60 | 2007.01.25 21:00 | close | 30 | 0.30 | 237.91 | 237.26 | 0.00 | -36.91 | 2840.72 |
61 | 2007.01.25 21:00 | sell | 31 | 0.30 | 237.91 | 238.71 | 0.00 | ||
62 | 2007.01.25 23:00 | close | 31 | 0.30 | 238.21 | 238.71 | 0.00 | -73.79 | 2766.93 |
63 | 2007.01.25 23:00 | buy | 32 | 0.30 | 238.21 | 237.41 | 0.00 | ||
64 | 2007.01.26 11:00 | close | 32 | 0.30 | 238.09 | 237.41 | 0.00 | -23.37 | 2743.56 |
65 | 2007.01.26 11:00 | sell | 33 | 0.30 | 238.09 | 238.89 | 0.00 | ||
66 | 2007.01.29 02:00 | close | 33 | 0.30 | 238.56 | 238.89 | 0.00 | -123.56 | 2620.00 |
67 | 2007.01.29 02:00 | buy | 34 | 0.30 | 238.56 | 237.76 | 0.00 | ||
68 | 2007.01.30 16:00 | close | 34 | 0.30 | 238.32 | 237.76 | 0.00 | -52.90 | 2567.11 |
69 | 2007.01.30 16:00 | sell | 35 | 0.30 | 238.32 | 239.12 | 0.00 | ||
70 | 2007.02.01 17:00 | close | 35 | 0.30 | 237.65 | 239.12 | 0.00 | 133.01 | 2700.12 |
71 | 2007.02.01 17:00 | buy | 36 | 0.30 | 237.65 | 236.85 | 0.00 | ||
72 | 2007.02.05 20:00 | s/l | 36 | 0.30 | 236.85 | 236.85 | 0.00 | -184.52 | 2515.60 |
73 | 2007.02.05 21:00 | sell | 37 | 0.30 | 235.91 | 236.71 | 0.00 | ||
74 | 2007.02.06 09:53 | s/l | 37 | 0.30 | 236.71 | 236.71 | 0.00 | -204.74 | 2310.86 |
75 | 2007.02.06 11:00 | buy | 38 | 0.20 | 236.53 | 235.73 | 0.00 | ||
76 | 2007.02.08 14:00 | close | 38 | 0.20 | 237.37 | 235.73 | 0.00 | 154.24 | 2465.10 |
77 | 2007.02.08 14:00 | sell | 39 | 0.20 | 237.37 | 238.17 | 0.00 | ||
78 | 2007.02.09 03:00 | close | 39 | 0.20 | 237.73 | 238.17 | 0.00 | -64.33 | 2400.77 |
79 | 2007.02.09 03:00 | buy | 40 | 0.20 | 237.73 | 236.93 | 0.00 | ||
80 | 2007.02.09 07:28 | s/l | 40 | 0.20 | 236.93 | 236.93 | 0.00 | -131.23 | 2269.54 |
81 | 2007.02.09 09:00 | sell | 41 | 0.20 | 236.71 | 237.51 | 0.00 | ||
82 | 2007.02.09 19:00 | close | 41 | 0.20 | 237.27 | 237.51 | 0.00 | -91.83 | 2177.71 |
83 | 2007.02.09 19:00 | buy | 42 | 0.20 | 237.27 | 236.47 | 0.00 | ||
84 | 2007.02.09 20:59 | close at stop | 42 | 0.20 | 237.30 | 236.47 | 0.00 | 4.93 | 2182.64 |