Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.02.24 00:00 - 2020.06.05 23:00 (2020.02.24 - 2020.06.06) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=300; TakeProfit=900; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 2724 | Ticks modelled | 11685516 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 5941.44 | Gross profit | 11400.86 | Gross loss | -5459.42 |
Profit factor | 2.09 | Expected payoff | 114.26 | ||
Absolute drawdown | 457.38 | Maximal drawdown | 1232.87 (1.22%) | Relative drawdown | 1.22% (1232.87) |
Total trades | 52 | Short positions (won %) | 33 (51.52%) | Long positions (won %) | 19 (47.37%) |
Profit trades (% of total) | 26 (50.00%) | Loss trades (% of total) | 26 (50.00%) | ||
Largest | profit trade | 783.00 | loss trade | -293.70 | |
Average | profit trade | 438.49 | loss trade | -209.98 | |
Maximum | consecutive wins (profit in money) | 4 (2907.00) | consecutive losses (loss in money) | 4 (-966.57) | |
Maximal | consecutive profit (count of wins) | 2907.00 (4) | consecutive loss (count of losses) | -966.57 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.24 14:00 | buy | 1 | 0.77 | 1.29062 | 1.28795 | 0.00000 | ||
2 | 2020.02.24 17:16 | close | 1 | 0.77 | 1.29275 | 1.28795 | 0.00000 | 164.01 | 100164.01 |
3 | 2020.02.25 13:00 | sell | 2 | 0.77 | 1.29693 | 1.29894 | 0.00000 | ||
4 | 2020.02.25 16:32 | s/l | 2 | 0.77 | 1.29894 | 1.29894 | 0.00000 | -154.77 | 100009.24 |
5 | 2020.02.26 15:00 | buy | 3 | 0.77 | 1.29299 | 1.29108 | 0.00000 | ||
6 | 2020.02.26 19:35 | s/l | 3 | 0.77 | 1.29108 | 1.29108 | 0.00000 | -147.07 | 99862.17 |
7 | 2020.02.27 12:51 | sell | 4 | 0.77 | 1.28681 | 1.29011 | 1.27781 | ||
8 | 2020.02.27 14:48 | s/l | 4 | 0.77 | 1.29011 | 1.29011 | 1.27781 | -254.10 | 99608.07 |
9 | 2020.02.27 15:00 | buy | 5 | 0.77 | 1.28949 | 1.28619 | 0.00000 | ||
10 | 2020.02.27 15:17 | close | 5 | 0.77 | 1.29059 | 1.28619 | 0.00000 | 84.70 | 99692.77 |
11 | 2020.02.28 16:37 | sell | 6 | 0.77 | 1.28260 | 1.28590 | 1.27360 | ||
12 | 2020.02.28 20:34 | t/p | 6 | 0.77 | 1.27360 | 1.28590 | 1.27360 | 693.00 | 100385.77 |
13 | 2020.02.28 22:00 | buy | 7 | 0.78 | 1.27941 | 1.27611 | 0.00000 | ||
14 | 2020.02.28 23:00 | close | 7 | 0.78 | 1.28189 | 1.27611 | 0.00000 | 193.44 | 100579.21 |
15 | 2020.03.05 11:54 | buy | 8 | 0.77 | 1.29245 | 1.28915 | 1.30145 | ||
16 | 2020.03.06 13:22 | t/p | 8 | 0.77 | 1.30145 | 1.28915 | 1.30145 | 690.47 | 101269.68 |
17 | 2020.03.09 02:00 | sell | 9 | 0.77 | 1.30880 | 1.31141 | 0.00000 | ||
18 | 2020.03.09 04:50 | s/l | 9 | 0.77 | 1.31141 | 1.31141 | 0.00000 | -200.97 | 101068.71 |
19 | 2020.03.09 10:18 | buy | 10 | 0.76 | 1.31661 | 1.31331 | 1.32561 | ||
20 | 2020.03.09 12:06 | s/l | 10 | 0.76 | 1.31331 | 1.31331 | 1.32561 | -250.80 | 100817.91 |
21 | 2020.03.10 22:00 | buy | 11 | 0.78 | 1.29155 | 1.28825 | 0.00000 | ||
22 | 2020.03.10 23:29 | s/l | 11 | 0.78 | 1.28825 | 1.28825 | 0.00000 | -257.40 | 100560.51 |
23 | 2020.03.11 10:01 | sell | 12 | 0.78 | 1.28333 | 1.28663 | 1.27433 | ||
24 | 2020.03.11 10:02 | s/l | 12 | 0.78 | 1.28663 | 1.28663 | 1.27433 | -257.40 | 100303.11 |
25 | 2020.03.12 11:58 | sell | 13 | 0.78 | 1.27663 | 1.27993 | 1.26763 | ||
26 | 2020.03.12 15:26 | t/p | 13 | 0.78 | 1.26763 | 1.27993 | 1.26763 | 702.00 | 101005.11 |
27 | 2020.03.12 16:48 | sell | 14 | 0.80 | 1.26129 | 1.26459 | 1.25229 | ||
28 | 2020.03.12 19:04 | t/p | 14 | 0.80 | 1.25229 | 1.26459 | 1.25229 | 720.00 | 101725.11 |
29 | 2020.03.13 18:57 | sell | 15 | 0.81 | 1.24145 | 1.24475 | 1.23245 | ||
30 | 2020.03.13 21:08 | t/p | 15 | 0.81 | 1.23245 | 1.24475 | 1.23245 | 729.00 | 102454.11 |
31 | 2020.03.17 13:38 | sell | 16 | 0.84 | 1.21357 | 1.21687 | 1.20457 | ||
32 | 2020.03.17 17:00 | t/p | 16 | 0.84 | 1.20457 | 1.21687 | 1.20457 | 756.00 | 103210.11 |
33 | 2020.03.17 18:57 | sell | 17 | 0.85 | 1.20092 | 1.20422 | 1.19192 | ||
34 | 2020.03.17 19:20 | s/l | 17 | 0.85 | 1.20422 | 1.20422 | 1.19192 | -280.50 | 102929.61 |
35 | 2020.03.18 14:15 | sell | 18 | 0.86 | 1.19545 | 1.19875 | 1.18645 | ||
36 | 2020.03.18 15:21 | t/p | 18 | 0.86 | 1.18645 | 1.19875 | 1.18645 | 774.00 | 103703.61 |
37 | 2020.03.18 16:45 | sell | 19 | 0.88 | 1.17755 | 1.18085 | 1.16855 | ||
38 | 2020.03.18 16:57 | s/l | 19 | 0.88 | 1.18085 | 1.18085 | 1.16855 | -290.40 | 103413.21 |
39 | 2020.03.18 18:00 | buy | 20 | 0.87 | 1.17880 | 1.17550 | 0.00000 | ||
40 | 2020.03.18 18:46 | s/l | 20 | 0.87 | 1.17550 | 1.17550 | 0.00000 | -287.10 | 103126.11 |
41 | 2020.03.18 19:35 | sell | 21 | 0.87 | 1.17180 | 1.17510 | 1.16280 | ||
42 | 2020.03.18 19:51 | t/p | 21 | 0.87 | 1.16280 | 1.17510 | 1.16280 | 783.00 | 103909.11 |
43 | 2020.03.23 21:00 | buy | 22 | 0.89 | 1.15574 | 1.15244 | 0.00000 | ||
44 | 2020.03.23 21:02 | s/l | 22 | 0.89 | 1.15244 | 1.15244 | 0.00000 | -293.70 | 103615.41 |
45 | 2020.03.25 14:00 | sell | 23 | 0.87 | 1.18890 | 1.19220 | 0.00000 | ||
46 | 2020.03.25 16:04 | close | 23 | 0.87 | 1.18154 | 1.19220 | 0.00000 | 640.32 | 104255.73 |
47 | 2020.03.26 18:57 | buy | 24 | 0.85 | 1.21273 | 1.20943 | 1.22173 | ||
48 | 2020.03.26 22:57 | t/p | 24 | 0.85 | 1.22173 | 1.20943 | 1.22173 | 765.00 | 105020.73 |
49 | 2020.04.02 04:34 | sell | 25 | 0.84 | 1.23867 | 1.24197 | 0.00000 | ||
50 | 2020.04.02 09:04 | s/l | 25 | 0.84 | 1.24197 | 1.24197 | 0.00000 | -277.20 | 104743.53 |
51 | 2020.04.03 14:00 | buy | 26 | 0.85 | 1.22697 | 1.22653 | 0.00000 | ||
52 | 2020.04.03 14:00 | s/l | 26 | 0.85 | 1.22653 | 1.22653 | 0.00000 | -37.40 | 104706.13 |
53 | 2020.04.09 15:00 | sell | 27 | 0.84 | 1.24129 | 1.24421 | 0.00000 | ||
54 | 2020.04.09 15:56 | s/l | 27 | 0.84 | 1.24421 | 1.24421 | 0.00000 | -245.28 | 104460.85 |
55 | 2020.04.13 09:42 | buy | 28 | 0.83 | 1.25250 | 1.24920 | 1.26150 | ||
56 | 2020.04.13 13:13 | s/l | 28 | 0.83 | 1.24920 | 1.24920 | 1.26150 | -273.90 | 104186.95 |
57 | 2020.04.14 08:00 | sell | 29 | 0.82 | 1.25619 | 1.25840 | 0.00000 | ||
58 | 2020.04.14 13:18 | close | 29 | 0.82 | 1.25383 | 1.25840 | 0.00000 | 193.52 | 104380.47 |
59 | 2020.04.15 14:00 | buy | 30 | 0.83 | 1.25079 | 1.24762 | 0.00000 | ||
60 | 2020.04.15 15:12 | s/l | 30 | 0.83 | 1.24762 | 1.24762 | 0.00000 | -263.11 | 104117.36 |
61 | 2020.04.21 12:24 | sell | 31 | 0.84 | 1.23558 | 1.23888 | 1.22658 | ||
62 | 2020.04.21 18:59 | t/p | 31 | 0.84 | 1.22658 | 1.23888 | 1.22658 | 756.00 | 104873.36 |
63 | 2020.04.22 14:00 | sell | 32 | 0.84 | 1.23631 | 1.23679 | 0.00000 | ||
64 | 2020.04.22 14:00 | s/l | 32 | 0.84 | 1.23679 | 1.23679 | 0.00000 | -40.32 | 104833.04 |
65 | 2020.04.27 10:00 | sell | 33 | 0.84 | 1.24405 | 1.24667 | 0.00000 | ||
66 | 2020.04.27 17:12 | close | 33 | 0.84 | 1.24069 | 1.24667 | 0.00000 | 282.24 | 105115.28 |
67 | 2020.04.28 13:00 | sell | 34 | 0.84 | 1.24878 | 1.24918 | 0.00000 | ||
68 | 2020.04.28 13:00 | s/l | 34 | 0.84 | 1.24918 | 1.24918 | 0.00000 | -33.60 | 105081.68 |
69 | 2020.04.28 16:00 | sell | 35 | 0.84 | 1.24809 | 1.25139 | 0.00000 | ||
70 | 2020.04.28 17:19 | close | 35 | 0.84 | 1.24441 | 1.25139 | 0.00000 | 309.12 | 105390.80 |
71 | 2020.04.30 15:00 | sell | 36 | 0.84 | 1.25131 | 1.25215 | 0.00000 | ||
72 | 2020.04.30 15:17 | s/l | 36 | 0.84 | 1.25215 | 1.25215 | 0.00000 | -70.56 | 105320.24 |
73 | 2020.04.30 17:50 | buy | 37 | 0.83 | 1.25734 | 1.25404 | 1.26634 | ||
74 | 2020.05.01 11:06 | s/l | 37 | 0.83 | 1.25404 | 1.25404 | 1.26634 | -276.63 | 105043.61 |
75 | 2020.05.06 11:22 | sell | 38 | 0.84 | 1.23849 | 1.24179 | 1.22949 | ||
76 | 2020.05.07 09:00 | close | 38 | 0.84 | 1.23430 | 1.24179 | 1.22949 | 351.99 | 105395.59 |
77 | 2020.05.07 16:59 | sell | 39 | 0.85 | 1.22890 | 1.23220 | 1.21990 | ||
78 | 2020.05.07 18:43 | s/l | 39 | 0.85 | 1.23220 | 1.23220 | 1.21990 | -280.50 | 105115.09 |
79 | 2020.05.08 20:00 | sell | 40 | 0.84 | 1.24211 | 1.24495 | 0.00000 | ||
80 | 2020.05.08 23:00 | close | 40 | 0.84 | 1.24072 | 1.24495 | 0.00000 | 116.76 | 105231.85 |
81 | 2020.05.11 16:00 | buy | 41 | 0.85 | 1.23008 | 1.22807 | 0.00000 | ||
82 | 2020.05.12 08:00 | close | 41 | 0.85 | 1.23224 | 1.22807 | 0.00000 | 180.80 | 105412.66 |
83 | 2020.05.13 17:19 | sell | 42 | 0.86 | 1.22252 | 1.22582 | 1.21352 | ||
84 | 2020.05.14 12:10 | close | 42 | 0.86 | 1.22190 | 1.22582 | 1.21352 | 53.35 | 105466.00 |
85 | 2020.05.15 17:46 | sell | 43 | 0.86 | 1.21267 | 1.21597 | 1.20367 | ||
86 | 2020.05.15 23:00 | close | 43 | 0.86 | 1.21189 | 1.21597 | 1.20367 | 67.08 | 105533.08 |
87 | 2020.05.18 18:00 | sell | 44 | 0.86 | 1.21913 | 1.22034 | 0.00000 | ||
88 | 2020.05.18 18:16 | s/l | 44 | 0.86 | 1.22034 | 1.22034 | 0.00000 | -104.06 | 105429.02 |
89 | 2020.05.22 10:41 | sell | 45 | 0.86 | 1.21648 | 1.21978 | 1.20748 | ||
90 | 2020.05.22 17:31 | s/l | 45 | 0.86 | 1.21978 | 1.21978 | 1.20748 | -283.80 | 105145.22 |
91 | 2020.05.26 11:44 | buy | 46 | 0.85 | 1.22841 | 1.22511 | 1.23741 | ||
92 | 2020.05.27 03:45 | close | 46 | 0.85 | 1.23147 | 1.22511 | 1.23741 | 257.30 | 105402.53 |
93 | 2020.05.27 20:00 | buy | 47 | 0.86 | 1.22410 | 1.22080 | 0.00000 | ||
94 | 2020.05.28 04:44 | close | 47 | 0.86 | 1.22695 | 1.22080 | 0.00000 | 236.61 | 105639.14 |
95 | 2020.05.28 22:00 | sell | 48 | 0.85 | 1.23418 | 1.23653 | 0.00000 | ||
96 | 2020.05.29 10:30 | close | 48 | 0.85 | 1.23244 | 1.23653 | 0.00000 | 147.91 | 105787.05 |
97 | 2020.06.01 07:00 | sell | 49 | 0.85 | 1.23851 | 1.24181 | 0.00000 | ||
98 | 2020.06.01 10:56 | s/l | 49 | 0.85 | 1.24181 | 1.24181 | 0.00000 | -280.50 | 105506.55 |
99 | 2020.06.01 17:57 | buy | 50 | 0.84 | 1.24795 | 1.24465 | 1.25695 | ||
100 | 2020.06.02 12:47 | t/p | 50 | 0.84 | 1.25695 | 1.24465 | 1.25695 | 753.24 | 106259.79 |
101 | 2020.06.02 14:00 | sell | 51 | 0.84 | 1.25605 | 1.25765 | 0.00000 | ||
102 | 2020.06.03 02:31 | s/l | 51 | 0.84 | 1.25765 | 1.25765 | 0.00000 | -134.39 | 106125.40 |
103 | 2020.06.04 07:00 | buy | 52 | 0.84 | 1.25423 | 1.25204 | 0.00000 | ||
104 | 2020.06.04 10:19 | s/l | 52 | 0.84 | 1.25204 | 1.25204 | 0.00000 | -183.96 | 105941.44 |