Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.13 00:00 - 2020.04.24 23:00 (2020.01.13 - 2020.04.26) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=300; TakeProfit=900; TS=300; MaxSpread=50; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 2736 | Ticks modelled | 10525200 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 12662.91 | Gross profit | 19658.82 | Gross loss | -6995.90 |
Profit factor | 2.81 | Expected payoff | 408.48 | ||
Absolute drawdown | 1107.92 | Maximal drawdown | 2247.38 (2.18%) | Relative drawdown | 2.18% (2247.38) |
Total trades | 31 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
Largest | profit trade | 1647.00 | loss trade | -607.20 | |
Average | profit trade | 1092.16 | loss trade | -538.15 | |
Maximum | consecutive wins (profit in money) | 4 (5940.00) | consecutive losses (loss in money) | 3 (-1554.30) | |
Maximal | consecutive profit (count of wins) | 5940.00 (4) | consecutive loss (count of losses) | -1554.30 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.13 09:47 | sell | 1 | 1.53 | 1.29958 | 1.30288 | 1.29058 | ||
2 | 2020.01.14 01:35 | close | 1 | 1.53 | 1.29942 | 1.30288 | 1.29058 | 24.58 | 100024.58 |
3 | 2020.01.17 11:19 | buy | 2 | 1.52 | 1.31126 | 1.30796 | 1.32026 | ||
4 | 2020.01.17 11:30 | s/l | 2 | 1.52 | 1.30796 | 1.30796 | 1.32026 | -501.60 | 99522.98 |
5 | 2020.01.20 09:45 | sell | 3 | 1.53 | 1.29787 | 1.30117 | 1.28887 | ||
6 | 2020.01.20 23:35 | s/l | 3 | 1.53 | 1.30117 | 1.30117 | 1.28887 | -504.90 | 99018.08 |
7 | 2020.01.22 14:08 | buy | 4 | 1.50 | 1.31165 | 1.30835 | 1.32065 | ||
8 | 2020.01.23 07:00 | close | 4 | 1.50 | 1.31261 | 1.30835 | 1.32065 | 129.33 | 99147.41 |
9 | 2020.01.28 09:34 | sell | 5 | 1.52 | 1.30247 | 1.30577 | 1.29347 | ||
10 | 2020.01.28 22:57 | close | 5 | 1.52 | 1.30212 | 1.30577 | 1.29347 | 53.20 | 99200.61 |
11 | 2020.01.30 14:25 | buy | 6 | 1.51 | 1.30917 | 1.30587 | 1.31817 | ||
12 | 2020.01.31 17:59 | t/p | 6 | 1.51 | 1.31817 | 1.30587 | 1.31817 | 1354.08 | 100554.69 |
13 | 2020.02.04 09:27 | sell | 7 | 1.55 | 1.29614 | 1.29944 | 1.28714 | ||
14 | 2020.02.04 11:05 | s/l | 7 | 1.55 | 1.29944 | 1.29944 | 1.28714 | -511.50 | 100043.19 |
15 | 2020.02.07 18:28 | sell | 8 | 1.55 | 1.29044 | 1.29374 | 1.28144 | ||
16 | 2020.02.07 23:00 | close | 8 | 1.55 | 1.28860 | 1.29374 | 1.28144 | 285.20 | 100328.39 |
17 | 2020.02.13 14:15 | buy | 9 | 1.54 | 1.30169 | 1.29839 | 1.31069 | ||
18 | 2020.02.14 09:01 | close | 9 | 1.54 | 1.30431 | 1.29839 | 1.31069 | 398.46 | 100726.85 |
19 | 2020.02.18 10:11 | sell | 10 | 1.55 | 1.29800 | 1.30130 | 1.28900 | ||
20 | 2020.02.18 12:17 | s/l | 10 | 1.55 | 1.30130 | 1.30130 | 1.28900 | -511.50 | 100215.35 |
21 | 2020.02.19 16:11 | sell | 11 | 1.54 | 1.29575 | 1.29905 | 1.28675 | ||
22 | 2020.02.20 11:30 | close | 11 | 1.54 | 1.29181 | 1.29905 | 1.28675 | 607.05 | 100822.40 |
23 | 2020.02.20 13:15 | sell | 12 | 1.56 | 1.28661 | 1.28991 | 1.27761 | ||
24 | 2020.02.21 07:11 | s/l | 12 | 1.56 | 1.28991 | 1.28991 | 1.27761 | -514.70 | 100307.70 |
25 | 2020.02.27 12:07 | sell | 13 | 1.55 | 1.28765 | 1.29095 | 1.27865 | ||
26 | 2020.02.27 15:17 | s/l | 13 | 1.55 | 1.29095 | 1.29095 | 1.27865 | -511.50 | 99796.20 |
27 | 2020.02.28 16:37 | sell | 14 | 1.55 | 1.28263 | 1.28593 | 1.27363 | ||
28 | 2020.02.28 20:34 | t/p | 14 | 1.55 | 1.27363 | 1.28593 | 1.27363 | 1395.00 | 101191.20 |
29 | 2020.03.05 11:51 | buy | 15 | 1.56 | 1.29192 | 1.28862 | 1.30092 | ||
30 | 2020.03.06 12:24 | t/p | 15 | 1.56 | 1.30092 | 1.28862 | 1.30092 | 1398.92 | 102590.11 |
31 | 2020.03.09 10:18 | buy | 16 | 1.55 | 1.31659 | 1.31329 | 1.32559 | ||
32 | 2020.03.09 12:06 | s/l | 16 | 1.55 | 1.31329 | 1.31329 | 1.32559 | -511.50 | 102078.61 |
33 | 2020.03.10 19:16 | sell | 17 | 1.58 | 1.29137 | 1.29467 | 1.28237 | ||
34 | 2020.03.10 19:33 | s/l | 17 | 1.58 | 1.29467 | 1.29467 | 1.28237 | -521.40 | 101557.21 |
35 | 2020.03.11 10:01 | sell | 18 | 1.58 | 1.28291 | 1.28621 | 1.27391 | ||
36 | 2020.03.11 10:02 | s/l | 18 | 1.58 | 1.28621 | 1.28621 | 1.27391 | -521.40 | 101035.81 |
37 | 2020.03.12 11:58 | sell | 19 | 1.58 | 1.27694 | 1.28024 | 1.26794 | ||
38 | 2020.03.12 15:24 | t/p | 19 | 1.58 | 1.26794 | 1.28024 | 1.26794 | 1422.00 | 102457.81 |
39 | 2020.03.12 16:48 | sell | 20 | 1.62 | 1.26155 | 1.26485 | 1.25255 | ||
40 | 2020.03.12 19:03 | t/p | 20 | 1.62 | 1.25255 | 1.26485 | 1.25255 | 1458.00 | 103915.81 |
41 | 2020.03.13 18:58 | sell | 21 | 1.67 | 1.24123 | 1.24453 | 1.23223 | ||
42 | 2020.03.13 21:19 | t/p | 21 | 1.67 | 1.23223 | 1.24453 | 1.23223 | 1503.00 | 105418.81 |
43 | 2020.03.17 13:38 | sell | 22 | 1.73 | 1.21392 | 1.21722 | 1.20492 | ||
44 | 2020.03.17 17:00 | t/p | 22 | 1.73 | 1.20492 | 1.21722 | 1.20492 | 1557.00 | 106975.81 |
45 | 2020.03.17 18:57 | sell | 23 | 1.78 | 1.20076 | 1.20406 | 1.19176 | ||
46 | 2020.03.17 19:19 | s/l | 23 | 1.78 | 1.20406 | 1.20406 | 1.19176 | -587.40 | 106388.41 |
47 | 2020.03.18 14:12 | sell | 24 | 1.77 | 1.19586 | 1.19916 | 1.18686 | ||
48 | 2020.03.18 15:21 | t/p | 24 | 1.77 | 1.18686 | 1.19916 | 1.18686 | 1593.00 | 107981.41 |
49 | 2020.03.18 16:43 | sell | 25 | 1.83 | 1.17817 | 1.18147 | 1.16917 | ||
50 | 2020.03.18 17:01 | s/l | 25 | 1.83 | 1.18147 | 1.18147 | 1.16917 | -603.90 | 107377.51 |
51 | 2020.03.18 19:35 | sell | 26 | 1.83 | 1.17155 | 1.17485 | 1.16255 | ||
52 | 2020.03.18 19:51 | t/p | 26 | 1.83 | 1.16255 | 1.17485 | 1.16255 | 1647.00 | 109024.51 |
53 | 2020.03.26 18:57 | buy | 27 | 1.79 | 1.21284 | 1.20954 | 1.22184 | ||
54 | 2020.03.26 22:57 | t/p | 27 | 1.79 | 1.22184 | 1.20954 | 1.22184 | 1611.00 | 110635.51 |
55 | 2020.04.03 11:48 | sell | 28 | 1.79 | 1.23023 | 1.23353 | 1.22123 | ||
56 | 2020.04.03 18:48 | t/p | 28 | 1.79 | 1.22123 | 1.23353 | 1.22123 | 1611.00 | 112246.51 |
57 | 2020.04.07 01:20 | sell | 29 | 1.84 | 1.21703 | 1.22033 | 1.20803 | ||
58 | 2020.04.07 01:30 | s/l | 29 | 1.84 | 1.22033 | 1.22033 | 1.20803 | -607.20 | 111639.31 |
59 | 2020.04.13 09:40 | buy | 30 | 1.78 | 1.25208 | 1.24878 | 1.26108 | ||
60 | 2020.04.13 13:13 | s/l | 30 | 1.78 | 1.24878 | 1.24878 | 1.26108 | -587.40 | 111051.91 |
61 | 2020.04.21 12:24 | sell | 31 | 1.79 | 1.23569 | 1.23899 | 1.22669 | ||
62 | 2020.04.21 18:59 | t/p | 31 | 1.79 | 1.22669 | 1.23899 | 1.22669 | 1611.00 | 112662.91 |