Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2008.01.02 00:00 - 2008.06.20 23:45 (2008.01.01 - 2009.01.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Step=120; FirstLot=0.1; IncLot=0; MinProfit=450; Magic=2008; | ||||
Bars in test | 12759 | Ticks modelled | 1954746 | Modelling quality | 76.13% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 5150.35 | Gross profit | 5564.64 | Gross loss | -414.29 |
Profit factor | 13.43 | Expected payoff | 147.15 | ||
Absolute drawdown | 692.18 | Maximal drawdown | 2769.41 (5.32%) | Relative drawdown | 5.32% (2769.41) |
Total trades | 35 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 23 (95.65%) |
Profit trades (% of total) | 32 (91.43%) | Loss trades (% of total) | 3 (8.57%) | ||
Largest | profit trade | 398.64 | loss trade | -238.98 | |
Average | profit trade | 173.90 | loss trade | -138.10 | |
Maximum | consecutive wins (profit in money) | 15 (2616.16) | consecutive losses (loss in money) | 2 (-357.96) | |
Maximal | consecutive profit (count of wins) | 2616.16 (15) | consecutive loss (count of losses) | -357.96 (2) | |
Average | consecutive wins | 11 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.02 00:05 | buy limit | 1 | 0.10 | 1.9745 | 0.0000 | 0.0000 | ||
2 | 2008.01.02 00:05 | sell limit | 2 | 0.10 | 1.9980 | 0.0000 | 0.0000 | ||
3 | 2008.01.03 11:40 | buy limit | 3 | 0.10 | 1.9625 | 0.0000 | 0.0000 | ||
4 | 2008.01.03 11:42 | buy | 1 | 0.10 | 1.9745 | 0.0000 | 0.0000 | ||
5 | 2008.01.09 11:28 | buy limit | 4 | 0.10 | 1.9505 | 0.0000 | 0.0000 | ||
6 | 2008.01.09 11:33 | buy | 3 | 0.10 | 1.9625 | 0.0000 | 0.0000 | ||
7 | 2008.01.11 08:53 | buy limit | 5 | 0.10 | 1.9385 | 0.0000 | 0.0000 | ||
8 | 2008.01.11 11:30 | buy | 4 | 0.10 | 1.9505 | 0.0000 | 0.0000 | ||
9 | 2008.01.17 16:50 | delete | 5 | 0.10 | 1.9385 | 0.0000 | 0.0000 | ||
10 | 2008.01.17 16:50 | delete | 2 | 0.10 | 1.9980 | 0.0000 | 0.0000 | ||
11 | 2008.01.17 16:50 | close | 4 | 0.10 | 1.9766 | 0.0000 | 0.0000 | 266.94 | 50266.94 |
12 | 2008.01.17 16:50 | close | 3 | 0.10 | 1.9766 | 0.0000 | 0.0000 | 150.90 | 50417.84 |
13 | 2008.01.17 16:50 | close | 1 | 0.10 | 1.9766 | 0.0000 | 0.0000 | 34.86 | 50452.70 |
14 | 2008.01.17 16:50 | buy limit | 6 | 0.10 | 1.9651 | 0.0000 | 0.0000 | ||
15 | 2008.01.17 16:50 | sell limit | 7 | 0.10 | 1.9886 | 0.0000 | 0.0000 | ||
16 | 2008.01.18 11:31 | buy limit | 8 | 0.10 | 1.9531 | 0.0000 | 0.0000 | ||
17 | 2008.01.18 11:31 | buy | 6 | 0.10 | 1.9651 | 0.0000 | 0.0000 | ||
18 | 2008.01.18 18:23 | buy limit | 9 | 0.10 | 1.9411 | 0.0000 | 0.0000 | ||
19 | 2008.01.18 18:23 | buy | 8 | 0.10 | 1.9531 | 0.0000 | 0.0000 | ||
20 | 2008.01.22 00:50 | buy limit | 10 | 0.10 | 1.9291 | 0.0000 | 0.0000 | ||
21 | 2008.01.22 00:51 | buy | 9 | 0.10 | 1.9411 | 0.0000 | 0.0000 | ||
22 | 2008.01.24 16:30 | delete | 10 | 0.10 | 1.9291 | 0.0000 | 0.0000 | ||
23 | 2008.01.24 16:30 | delete | 7 | 0.10 | 1.9886 | 0.0000 | 0.0000 | ||
24 | 2008.01.24 16:30 | close | 9 | 0.10 | 1.9676 | 0.0000 | 0.0000 | 268.96 | 50721.66 |
25 | 2008.01.24 16:30 | close | 8 | 0.10 | 1.9676 | 0.0000 | 0.0000 | 150.94 | 50872.60 |
26 | 2008.01.24 16:30 | close | 6 | 0.10 | 1.9676 | 0.0000 | 0.0000 | 30.94 | 50903.54 |
27 | 2008.01.24 16:30 | buy limit | 11 | 0.10 | 1.9561 | 0.0000 | 0.0000 | ||
28 | 2008.01.24 16:30 | sell limit | 12 | 0.10 | 1.9796 | 0.0000 | 0.0000 | ||
29 | 2008.01.25 07:15 | sell limit | 13 | 0.10 | 1.9916 | 0.0000 | 0.0000 | ||
30 | 2008.01.25 07:16 | sell | 12 | 0.10 | 1.9796 | 0.0000 | 0.0000 | ||
31 | 2008.01.29 13:47 | sell limit | 14 | 0.10 | 2.0036 | 0.0000 | 0.0000 | ||
32 | 2008.01.29 13:56 | sell | 13 | 0.10 | 1.9916 | 0.0000 | 0.0000 | ||
33 | 2008.02.05 19:08 | delete | 14 | 0.10 | 2.0036 | 0.0000 | 0.0000 | ||
34 | 2008.02.05 19:08 | delete | 11 | 0.10 | 1.9561 | 0.0000 | 0.0000 | ||
35 | 2008.02.05 19:08 | close | 13 | 0.10 | 1.9614 | 0.0000 | 0.0000 | 287.37 | 51190.91 |
36 | 2008.02.05 19:08 | close | 12 | 0.10 | 1.9614 | 0.0000 | 0.0000 | 163.19 | 51354.10 |
37 | 2008.02.05 19:08 | buy limit | 15 | 0.10 | 1.9494 | 0.0000 | 0.0000 | ||
38 | 2008.02.05 19:08 | sell limit | 16 | 0.10 | 1.9729 | 0.0000 | 0.0000 | ||
39 | 2008.02.07 14:18 | buy limit | 17 | 0.10 | 1.9374 | 0.0000 | 0.0000 | ||
40 | 2008.02.07 14:20 | buy | 15 | 0.10 | 1.9494 | 0.0000 | 0.0000 | ||
41 | 2008.02.14 15:10 | sell limit | 18 | 0.10 | 1.9849 | 0.0000 | 0.0000 | ||
42 | 2008.02.14 18:02 | sell | 16 | 0.10 | 1.9729 | 0.0000 | 0.0000 | ||
43 | 2008.02.20 15:51 | buy limit | 19 | 0.10 | 1.9254 | 0.0000 | 0.0000 | ||
44 | 2008.02.20 15:52 | buy | 17 | 0.10 | 1.9374 | 0.0000 | 0.0000 | ||
45 | 2008.02.21 15:20 | delete | 19 | 0.10 | 1.9254 | 0.0000 | 0.0000 | ||
46 | 2008.02.21 15:20 | delete | 18 | 0.10 | 1.9849 | 0.0000 | 0.0000 | ||
47 | 2008.02.21 15:20 | close | 17 | 0.10 | 1.9592 | 0.0000 | 0.0000 | 220.97 | 51575.07 |
48 | 2008.02.21 15:20 | close | 16 | 0.10 | 1.9597 | 0.0000 | 0.0000 | 117.37 | 51692.44 |
49 | 2008.02.21 15:20 | close | 15 | 0.10 | 1.9592 | 0.0000 | 0.0000 | 111.86 | 51804.30 |
50 | 2008.02.21 15:20 | buy limit | 20 | 0.10 | 1.9477 | 0.0000 | 0.0000 | ||
51 | 2008.02.21 15:20 | sell limit | 21 | 0.10 | 1.9712 | 0.0000 | 0.0000 | ||
52 | 2008.02.22 16:43 | sell limit | 22 | 0.10 | 1.9832 | 0.0000 | 0.0000 | ||
53 | 2008.02.26 12:22 | sell | 21 | 0.10 | 1.9712 | 0.0000 | 0.0000 | ||
54 | 2008.02.26 20:08 | sell limit | 23 | 0.10 | 1.9952 | 0.0000 | 0.0000 | ||
55 | 2008.02.26 20:20 | sell | 22 | 0.10 | 1.9832 | 0.0000 | 0.0000 | ||
56 | 2008.02.27 10:33 | sell limit | 24 | 0.10 | 2.0072 | 0.0000 | 0.0000 | ||
57 | 2008.02.27 10:35 | sell | 23 | 0.10 | 1.9952 | 0.0000 | 0.0000 | ||
58 | 2008.03.06 17:07 | sell limit | 25 | 0.10 | 2.0192 | 0.0000 | 0.0000 | ||
59 | 2008.03.06 17:07 | sell | 24 | 0.10 | 2.0072 | 0.0000 | 0.0000 | ||
60 | 2008.03.07 15:24 | sell limit | 26 | 0.10 | 2.0312 | 0.0000 | 0.0000 | ||
61 | 2008.03.07 15:37 | sell | 25 | 0.10 | 2.0192 | 0.0000 | 0.0000 | ||
62 | 2008.03.13 05:52 | sell limit | 27 | 0.10 | 2.0432 | 0.0000 | 0.0000 | ||
63 | 2008.03.13 06:27 | sell | 26 | 0.10 | 2.0312 | 0.0000 | 0.0000 | ||
64 | 2008.03.19 17:54 | delete | 27 | 0.10 | 2.0432 | 0.0000 | 0.0000 | ||
65 | 2008.03.19 17:54 | delete | 20 | 0.10 | 1.9477 | 0.0000 | 0.0000 | ||
66 | 2008.03.19 17:54 | close | 26 | 0.10 | 1.9905 | 0.0000 | 0.0000 | 398.64 | 52202.94 |
67 | 2008.03.19 17:54 | close | 25 | 0.10 | 1.9905 | 0.0000 | 0.0000 | 266.10 | 52469.04 |
68 | 2008.03.19 17:54 | close | 24 | 0.10 | 1.9905 | 0.0000 | 0.0000 | 144.01 | 52613.05 |
69 | 2008.03.19 17:54 | close | 23 | 0.10 | 1.9905 | 0.0000 | 0.0000 | 3.11 | 52616.16 |
70 | 2008.03.19 17:54 | close | 22 | 0.10 | 1.9905 | 0.0000 | 0.0000 | -118.98 | 52497.18 |
71 | 2008.03.19 17:54 | close | 21 | 0.10 | 1.9905 | 0.0000 | 0.0000 | -238.98 | 52258.20 |
72 | 2008.03.19 17:54 | buy limit | 28 | 0.10 | 1.9785 | 0.0000 | 0.0000 | ||
73 | 2008.03.19 17:54 | sell limit | 29 | 0.10 | 2.0020 | 0.0000 | 0.0000 | ||
74 | 2008.03.20 05:24 | buy limit | 30 | 0.10 | 1.9665 | 0.0000 | 0.0000 | ||
75 | 2008.03.20 06:04 | buy | 28 | 0.10 | 1.9785 | 0.0000 | 0.0000 | ||
76 | 2008.03.25 19:46 | sell limit | 31 | 0.10 | 2.0140 | 0.0000 | 0.0000 | ||
77 | 2008.03.25 20:14 | sell | 29 | 0.10 | 2.0020 | 0.0000 | 0.0000 | ||
78 | 2008.03.27 13:16 | sell limit | 32 | 0.10 | 2.0260 | 0.0000 | 0.0000 | ||
79 | 2008.03.27 13:17 | sell | 31 | 0.10 | 2.0140 | 0.0000 | 0.0000 | ||
80 | 2008.03.28 18:48 | delete | 32 | 0.10 | 2.0260 | 0.0000 | 0.0000 | ||
81 | 2008.03.28 18:48 | delete | 30 | 0.10 | 1.9665 | 0.0000 | 0.0000 | ||
82 | 2008.03.28 18:48 | close | 31 | 0.10 | 1.9915 | 0.0000 | 0.0000 | 222.91 | 52481.11 |
83 | 2008.03.28 18:48 | close | 29 | 0.10 | 1.9915 | 0.0000 | 0.0000 | 94.55 | 52575.66 |
84 | 2008.03.28 18:48 | close | 28 | 0.10 | 1.9910 | 0.0000 | 0.0000 | 132.92 | 52708.58 |
85 | 2008.03.28 18:48 | buy limit | 33 | 0.10 | 1.9795 | 0.0000 | 0.0000 | ||
86 | 2008.03.28 18:48 | sell limit | 34 | 0.10 | 2.0030 | 0.0000 | 0.0000 | ||
87 | 2008.04.01 08:39 | buy limit | 35 | 0.10 | 1.9675 | 0.0000 | 0.0000 | ||
88 | 2008.04.01 08:39 | buy | 33 | 0.10 | 1.9795 | 0.0000 | 0.0000 | ||
89 | 2008.04.04 10:54 | sell limit | 36 | 0.10 | 2.0150 | 0.0000 | 0.0000 | ||
90 | 2008.04.04 10:54 | sell | 34 | 0.10 | 2.0030 | 0.0000 | 0.0000 | ||
91 | 2008.04.08 15:09 | buy limit | 37 | 0.10 | 1.9555 | 0.0000 | 0.0000 | ||
92 | 2008.04.08 15:24 | buy | 35 | 0.10 | 1.9675 | 0.0000 | 0.0000 | ||
93 | 2008.04.14 15:09 | delete | 37 | 0.10 | 1.9555 | 0.0000 | 0.0000 | ||
94 | 2008.04.14 15:09 | delete | 36 | 0.10 | 2.0150 | 0.0000 | 0.0000 | ||
95 | 2008.04.14 15:09 | close | 35 | 0.10 | 1.9893 | 0.0000 | 0.0000 | 223.94 | 52932.52 |
96 | 2008.04.14 15:09 | close | 34 | 0.10 | 1.9898 | 0.0000 | 0.0000 | 115.28 | 53047.80 |
97 | 2008.04.14 15:09 | close | 33 | 0.10 | 1.9893 | 0.0000 | 0.0000 | 110.87 | 53158.67 |
98 | 2008.04.14 15:09 | buy limit | 38 | 0.10 | 1.9778 | 0.0000 | 0.0000 | ||
99 | 2008.04.14 15:09 | sell limit | 39 | 0.10 | 2.0013 | 0.0000 | 0.0000 | ||
100 | 2008.04.14 20:53 | buy limit | 40 | 0.10 | 1.9658 | 0.0000 | 0.0000 | ||
101 | 2008.04.14 21:06 | buy | 38 | 0.10 | 1.9778 | 0.0000 | 0.0000 | ||
102 | 2008.04.15 15:09 | buy limit | 41 | 0.10 | 1.9538 | 0.0000 | 0.0000 | ||
103 | 2008.04.15 15:30 | buy | 40 | 0.10 | 1.9658 | 0.0000 | 0.0000 | ||
104 | 2008.04.18 09:02 | delete | 41 | 0.10 | 1.9538 | 0.0000 | 0.0000 | ||
105 | 2008.04.18 09:02 | delete | 39 | 0.10 | 2.0013 | 0.0000 | 0.0000 | ||
106 | 2008.04.18 09:02 | close | 40 | 0.10 | 1.9938 | 0.0000 | 0.0000 | 284.95 | 53443.62 |
107 | 2008.04.18 09:02 | close | 38 | 0.10 | 1.9938 | 0.0000 | 0.0000 | 165.94 | 53609.56 |
108 | 2008.04.18 09:02 | buy limit | 42 | 0.10 | 1.9823 | 0.0000 | 0.0000 | ||
109 | 2008.04.18 09:02 | sell limit | 43 | 0.10 | 2.0058 | 0.0000 | 0.0000 | ||
110 | 2008.04.21 13:19 | buy limit | 44 | 0.10 | 1.9703 | 0.0000 | 0.0000 | ||
111 | 2008.04.21 13:38 | buy | 42 | 0.10 | 1.9823 | 0.0000 | 0.0000 | ||
112 | 2008.04.24 16:06 | buy limit | 45 | 0.10 | 1.9583 | 0.0000 | 0.0000 | ||
113 | 2008.04.24 16:25 | buy | 44 | 0.10 | 1.9703 | 0.0000 | 0.0000 | ||
114 | 2008.05.07 11:28 | buy limit | 46 | 0.10 | 1.9463 | 0.0000 | 0.0000 | ||
115 | 2008.05.07 11:28 | buy | 45 | 0.10 | 1.9583 | 0.0000 | 0.0000 | ||
116 | 2008.05.09 15:30 | buy limit | 47 | 0.10 | 1.9343 | 0.0000 | 0.0000 | ||
117 | 2008.05.09 15:35 | buy | 46 | 0.10 | 1.9463 | 0.0000 | 0.0000 | ||
118 | 2008.05.22 00:00 | delete | 47 | 0.10 | 1.9343 | 0.0000 | 0.0000 | ||
119 | 2008.05.22 00:00 | delete | 43 | 0.10 | 2.0058 | 0.0000 | 0.0000 | ||
120 | 2008.05.22 00:00 | close | 46 | 0.10 | 1.9734 | 0.0000 | 0.0000 | 283.87 | 53893.43 |
121 | 2008.05.22 00:00 | close | 45 | 0.10 | 1.9734 | 0.0000 | 0.0000 | 167.83 | 54061.26 |
122 | 2008.05.22 00:00 | close | 44 | 0.10 | 1.9734 | 0.0000 | 0.0000 | 58.72 | 54119.98 |
123 | 2008.05.22 00:00 | close | 42 | 0.10 | 1.9734 | 0.0000 | 0.0000 | -56.33 | 54063.65 |
124 | 2008.05.22 00:00 | buy limit | 48 | 0.10 | 1.9619 | 0.0000 | 0.0000 | ||
125 | 2008.05.22 00:00 | sell limit | 49 | 0.10 | 1.9854 | 0.0000 | 0.0000 | ||
126 | 2008.05.22 15:25 | sell limit | 50 | 0.10 | 1.9974 | 0.0000 | 0.0000 | ||
127 | 2008.06.02 11:04 | buy limit | 51 | 0.10 | 1.9499 | 0.0000 | 0.0000 | ||
128 | 2008.06.02 11:17 | buy | 48 | 0.10 | 1.9619 | 0.0000 | 0.0000 | ||
129 | 2008.06.05 09:07 | buy limit | 52 | 0.10 | 1.9379 | 0.0000 | 0.0000 | ||
130 | 2008.06.05 09:07 | buy | 51 | 0.10 | 1.9499 | 0.0000 | 0.0000 | ||
131 | 2008.06.09 11:31 | delete | 52 | 0.10 | 1.9379 | 0.0000 | 0.0000 | ||
132 | 2008.06.09 11:31 | delete | 50 | 0.10 | 1.9974 | 0.0000 | 0.0000 | ||
133 | 2008.06.09 11:31 | delete | 49 | 0.10 | 1.9854 | 0.0000 | 0.0000 | ||
134 | 2008.06.09 11:31 | close | 51 | 0.10 | 1.9780 | 0.0000 | 0.0000 | 282.98 | 54346.63 |
135 | 2008.06.09 11:31 | close | 48 | 0.10 | 1.9780 | 0.0000 | 0.0000 | 167.93 | 54514.56 |
136 | 2008.06.09 11:31 | buy limit | 53 | 0.10 | 1.9665 | 0.0000 | 0.0000 | ||
137 | 2008.06.09 11:31 | sell limit | 54 | 0.10 | 1.9900 | 0.0000 | 0.0000 | ||
138 | 2008.06.10 08:52 | buy limit | 55 | 0.10 | 1.9545 | 0.0000 | 0.0000 | ||
139 | 2008.06.10 08:52 | buy | 53 | 0.10 | 1.9665 | 0.0000 | 0.0000 | ||
140 | 2008.06.10 14:09 | buy limit | 56 | 0.10 | 1.9425 | 0.0000 | 0.0000 | ||
141 | 2008.06.10 16:21 | buy | 55 | 0.10 | 1.9545 | 0.0000 | 0.0000 | ||
142 | 2008.06.13 15:39 | buy limit | 57 | 0.10 | 1.9305 | 0.0000 | 0.0000 | ||
143 | 2008.06.13 15:39 | buy | 56 | 0.10 | 1.9425 | 0.0000 | 0.0000 | ||
144 | 2008.06.17 09:45 | delete | 57 | 0.10 | 1.9305 | 0.0000 | 0.0000 | ||
145 | 2008.06.17 09:45 | delete | 54 | 0.10 | 1.9900 | 0.0000 | 0.0000 | ||
146 | 2008.06.17 09:45 | close | 56 | 0.10 | 1.9690 | 0.0000 | 0.0000 | 266.98 | 54781.54 |
147 | 2008.06.17 09:45 | close | 55 | 0.10 | 1.9690 | 0.0000 | 0.0000 | 151.93 | 54933.47 |
148 | 2008.06.17 09:45 | close | 53 | 0.10 | 1.9690 | 0.0000 | 0.0000 | 31.93 | 54965.40 |
149 | 2008.06.17 09:45 | buy limit | 58 | 0.10 | 1.9575 | 0.0000 | 0.0000 | ||
150 | 2008.06.17 09:45 | sell limit | 59 | 0.10 | 1.9810 | 0.0000 | 0.0000 | ||
151 | 2008.06.17 12:03 | buy limit | 60 | 0.10 | 1.9455 | 0.0000 | 0.0000 | ||
152 | 2008.06.17 12:31 | buy | 58 | 0.10 | 1.9575 | 0.0000 | 0.0000 | ||
153 | 2008.06.20 23:54 | close at stop | 58 | 0.10 | 1.9755 | 0.0000 | 0.0000 | 184.95 | 55150.35 |