Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.20 00:00 - 2020.05.01 23:00 (2020.01.20 - 2020.05.03) | ||||
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 | 2734 | Ticks modelled | 10674259 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 100000.00 | Spread | 50 | ||
Total net profit | 12033.46 | Gross profit | 19568.65 | Gross loss | -7535.19 |
Profit factor | 2.60 | Expected payoff | 401.12 | ||
Absolute drawdown | 696.04 | Maximal drawdown | 2348.82 (2.27%) | Relative drawdown | 2.27% (2348.82) |
Total trades | 30 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 17 (56.67%) | Loss trades (% of total) | 13 (43.33%) | ||
Largest | profit trade | 1647.00 | loss trade | -644.00 | |
Average | profit trade | 1151.10 | loss trade | -579.63 | |
Maximum | consecutive wins (profit in money) | 4 (5940.00) | consecutive losses (loss in money) | 3 (-1652.00) | |
Maximal | consecutive profit (count of wins) | 5940.00 (4) | consecutive loss (count of losses) | -1652.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.20 09:45 | sell | 1 | 1.54 | 1.29787 | 1.30137 | 1.28887 | ||
2 | 2020.01.20 23:35 | s/l | 1 | 1.54 | 1.30137 | 1.30137 | 1.28887 | -539.00 | 99461.00 |
3 | 2020.01.22 14:08 | buy | 2 | 1.51 | 1.31185 | 1.30835 | 1.32085 | ||
4 | 2020.01.23 07:00 | close | 2 | 1.51 | 1.31261 | 1.30835 | 1.32085 | 100.70 | 99561.70 |
5 | 2020.01.28 09:34 | sell | 3 | 1.52 | 1.30247 | 1.30597 | 1.29347 | ||
6 | 2020.01.28 22:40 | close | 3 | 1.52 | 1.30212 | 1.30597 | 1.29347 | 53.20 | 99614.90 |
7 | 2020.01.30 14:25 | buy | 4 | 1.52 | 1.30937 | 1.30587 | 1.31837 | ||
8 | 2020.01.31 18:01 | t/p | 4 | 1.52 | 1.31837 | 1.30587 | 1.31837 | 1363.28 | 100978.19 |
9 | 2020.02.04 09:27 | sell | 5 | 1.55 | 1.29614 | 1.29964 | 1.28714 | ||
10 | 2020.02.04 11:05 | s/l | 5 | 1.55 | 1.29964 | 1.29964 | 1.28714 | -542.50 | 100435.69 |
11 | 2020.02.07 18:28 | sell | 6 | 1.55 | 1.29044 | 1.29394 | 1.28144 | ||
12 | 2020.02.07 23:00 | close | 6 | 1.55 | 1.28880 | 1.29394 | 1.28144 | 254.20 | 100689.89 |
13 | 2020.02.13 14:15 | buy | 7 | 1.54 | 1.30189 | 1.29839 | 1.31089 | ||
14 | 2020.02.14 09:01 | close | 7 | 1.54 | 1.30431 | 1.29839 | 1.31089 | 367.90 | 101057.79 |
15 | 2020.02.18 10:11 | sell | 8 | 1.55 | 1.29800 | 1.30150 | 1.28900 | ||
16 | 2020.02.18 12:17 | s/l | 8 | 1.55 | 1.30150 | 1.30150 | 1.28900 | -542.50 | 100515.29 |
17 | 2020.02.19 16:11 | sell | 9 | 1.55 | 1.29575 | 1.29925 | 1.28675 | ||
18 | 2020.02.20 11:30 | close | 9 | 1.55 | 1.29183 | 1.29925 | 1.28675 | 604.23 | 101119.52 |
19 | 2020.02.20 13:15 | sell | 10 | 1.57 | 1.28661 | 1.29011 | 1.27761 | ||
20 | 2020.02.21 07:11 | s/l | 10 | 1.57 | 1.29011 | 1.29011 | 1.27761 | -550.64 | 100568.89 |
21 | 2020.02.27 12:07 | sell | 11 | 1.56 | 1.28765 | 1.29115 | 1.27865 | ||
22 | 2020.02.27 15:17 | s/l | 11 | 1.56 | 1.29115 | 1.29115 | 1.27865 | -546.00 | 100022.89 |
23 | 2020.02.28 16:37 | sell | 12 | 1.55 | 1.28263 | 1.28613 | 1.27363 | ||
24 | 2020.02.28 20:35 | t/p | 12 | 1.55 | 1.27363 | 1.28613 | 1.27363 | 1395.00 | 101417.89 |
25 | 2020.03.05 11:51 | buy | 13 | 1.57 | 1.29212 | 1.28862 | 1.30112 | ||
26 | 2020.03.06 12:24 | t/p | 13 | 1.57 | 1.30112 | 1.28862 | 1.30112 | 1408.13 | 102826.01 |
27 | 2020.03.09 10:18 | buy | 14 | 1.56 | 1.31679 | 1.31329 | 1.32579 | ||
28 | 2020.03.09 12:06 | s/l | 14 | 1.56 | 1.31329 | 1.31329 | 1.32579 | -546.00 | 102280.01 |
29 | 2020.03.10 19:16 | sell | 15 | 1.58 | 1.29137 | 1.29487 | 1.28237 | ||
30 | 2020.03.10 19:33 | s/l | 15 | 1.58 | 1.29487 | 1.29487 | 1.28237 | -553.00 | 101727.01 |
31 | 2020.03.11 10:01 | sell | 16 | 1.58 | 1.28291 | 1.28641 | 1.27391 | ||
32 | 2020.03.11 10:02 | s/l | 16 | 1.58 | 1.28641 | 1.28641 | 1.27391 | -553.00 | 101174.01 |
33 | 2020.03.12 11:58 | sell | 17 | 1.58 | 1.27694 | 1.28044 | 1.26794 | ||
34 | 2020.03.12 15:24 | t/p | 17 | 1.58 | 1.26794 | 1.28044 | 1.26794 | 1422.00 | 102596.01 |
35 | 2020.03.12 16:48 | sell | 18 | 1.62 | 1.26155 | 1.26505 | 1.25255 | ||
36 | 2020.03.12 19:04 | t/p | 18 | 1.62 | 1.25255 | 1.26505 | 1.25255 | 1458.00 | 104054.01 |
37 | 2020.03.13 18:58 | sell | 19 | 1.67 | 1.24123 | 1.24473 | 1.23223 | ||
38 | 2020.03.13 21:23 | t/p | 19 | 1.67 | 1.23223 | 1.24473 | 1.23223 | 1503.00 | 105557.01 |
39 | 2020.03.17 13:38 | sell | 20 | 1.73 | 1.21392 | 1.21742 | 1.20492 | ||
40 | 2020.03.17 17:00 | t/p | 20 | 1.73 | 1.20492 | 1.21742 | 1.20492 | 1557.00 | 107114.01 |
41 | 2020.03.17 18:57 | sell | 21 | 1.78 | 1.20076 | 1.20426 | 1.19176 | ||
42 | 2020.03.17 19:19 | s/l | 21 | 1.78 | 1.20426 | 1.20426 | 1.19176 | -623.00 | 106491.01 |
43 | 2020.03.18 14:12 | sell | 22 | 1.78 | 1.19586 | 1.19936 | 1.18686 | ||
44 | 2020.03.18 15:21 | t/p | 22 | 1.78 | 1.18686 | 1.19936 | 1.18686 | 1602.00 | 108093.01 |
45 | 2020.03.18 16:43 | sell | 23 | 1.83 | 1.17817 | 1.18167 | 1.16917 | ||
46 | 2020.03.18 17:01 | s/l | 23 | 1.83 | 1.18167 | 1.18167 | 1.16917 | -640.50 | 107452.51 |
47 | 2020.03.18 19:35 | sell | 24 | 1.83 | 1.17155 | 1.17505 | 1.16255 | ||
48 | 2020.03.18 19:51 | t/p | 24 | 1.83 | 1.16255 | 1.17505 | 1.16255 | 1647.00 | 109099.51 |
49 | 2020.03.26 18:57 | buy | 25 | 1.79 | 1.21304 | 1.20954 | 1.22204 | ||
50 | 2020.03.26 22:57 | t/p | 25 | 1.79 | 1.22204 | 1.20954 | 1.22204 | 1611.00 | 110710.51 |
51 | 2020.04.03 11:48 | sell | 26 | 1.79 | 1.23023 | 1.23373 | 1.22123 | ||
52 | 2020.04.03 18:48 | t/p | 26 | 1.79 | 1.22123 | 1.23373 | 1.22123 | 1611.00 | 112321.51 |
53 | 2020.04.07 01:20 | sell | 27 | 1.84 | 1.21703 | 1.22053 | 1.20803 | ||
54 | 2020.04.07 01:30 | s/l | 27 | 1.84 | 1.22053 | 1.22053 | 1.20803 | -644.00 | 111677.51 |
55 | 2020.04.13 09:40 | buy | 28 | 1.78 | 1.25228 | 1.24878 | 1.26128 | ||
56 | 2020.04.13 13:13 | s/l | 28 | 1.78 | 1.24878 | 1.24878 | 1.26128 | -623.00 | 111054.51 |
57 | 2020.04.21 12:24 | sell | 29 | 1.79 | 1.23569 | 1.23919 | 1.22669 | ||
58 | 2020.04.21 18:59 | t/p | 29 | 1.79 | 1.22669 | 1.23919 | 1.22669 | 1611.00 | 112665.51 |
59 | 2020.04.30 17:53 | buy | 30 | 1.79 | 1.25792 | 1.25442 | 1.26692 | ||
60 | 2020.05.01 09:49 | s/l | 30 | 1.79 | 1.25442 | 1.25442 | 1.26692 | -632.05 | 112033.46 |