Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2018.06.05 00:00 - 2019.04.10 23:30 (2018.06.05 - 2019.04.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | a0="//--- Basic parameters ---//"; RSI_Period=30; RSI_Up_Level=70; RSI_Down_Level=30; ATR_Signal_Period=2; ATR_form=6; ATR_to=130; Lot=0.01; Autolot=true; Autolotsize=10; MaxLot=500; TP_virt=150; SignalBarTP=1; LevelTP=1; SL_virt=2400; SignalBarSL=0; MaxOrders=3; MaxSpred=200; Start_Hour=9; End_Hour=6; Imp1Draw=true; Imp2Draw=true; Imp3Draw=true; b3=5; a3=5; b2=3; a2=3; b1=1; a1=1; Use_Wednesday_Logics=true; End_Time_Friday="22:30"; Magic=140588; _TP=1000; _SL=600; Flag_Close_All=true; ShowStat=false; ShowButton=false; | ||||
Bars in test | 11553 | Ticks modelled | 22474961 | Modelling quality | n/a |
Mismatched charts errors | 7907 | ||||
Initial deposit | 2500.00 | Spread | Current (25) | ||
Total net profit | 71739.54 | Gross profit | 71739.54 | Gross loss | -0.00 |
Profit factor | Expected payoff | 3416.17 | |||
Absolute drawdown | 1415.96 | Maximal drawdown | 32518.68 (55.94%) | Relative drawdown | 73.28% (2973.16) |
Total trades | 21 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 21 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 9354.74 | loss trade | -0.00 | |
Average | profit trade | 3416.17 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 21 (71739.54) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 71739.54 (21) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 21 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.06.19 13:30 | buy | 1 | 2.50 | 1.31691 | 1.31066 | 1.32691 | ||
2 | 2018.06.20 16:00 | close | 1 | 2.50 | 1.31943 | 1.31066 | 1.32691 | 608.90 | 3108.90 |
3 | 2018.07.20 21:30 | sell | 2 | 3.11 | 1.31337 | 1.31962 | 1.30337 | ||
4 | 2018.07.20 22:30 | sell | 3 | 3.11 | 1.31334 | 1.31959 | 1.30334 | ||
5 | 2018.07.23 03:00 | sell | 4 | 3.11 | 1.31440 | 1.32065 | 1.30440 | ||
6 | 2018.07.23 12:00 | close | 2 | 3.11 | 1.31238 | 1.31962 | 1.30337 | 310.88 | 3419.78 |
7 | 2018.07.23 12:00 | close | 3 | 3.11 | 1.31238 | 1.31959 | 1.30334 | 301.55 | 3721.32 |
8 | 2018.07.23 12:00 | close | 4 | 3.11 | 1.31238 | 1.32065 | 1.30440 | 628.22 | 4349.54 |
9 | 2018.08.06 16:00 | buy | 5 | 4.35 | 1.29268 | 1.28643 | 1.30268 | ||
10 | 2018.08.06 17:30 | close | 5 | 4.35 | 1.29475 | 1.28643 | 1.30268 | 900.45 | 5249.99 |
11 | 2018.08.21 09:30 | sell | 6 | 5.25 | 1.28405 | 1.29030 | 1.27405 | ||
12 | 2018.08.21 11:30 | close | 6 | 5.25 | 1.28266 | 1.29030 | 1.27405 | 729.75 | 5979.74 |
13 | 2018.08.30 00:00 | sell | 7 | 5.98 | 1.30226 | 1.30851 | 1.29226 | ||
14 | 2018.08.30 00:30 | sell | 8 | 5.98 | 1.30258 | 1.30883 | 1.29258 | ||
15 | 2018.08.30 01:00 | sell | 9 | 5.98 | 1.30290 | 1.30915 | 1.29290 | ||
16 | 2018.08.30 11:30 | close | 7 | 5.98 | 1.29914 | 1.30851 | 1.29226 | 1865.76 | 7845.50 |
17 | 2018.08.30 11:30 | close | 8 | 5.98 | 1.29914 | 1.30883 | 1.29258 | 2057.12 | 9902.62 |
18 | 2018.08.30 11:30 | close | 9 | 5.98 | 1.29914 | 1.30915 | 1.29290 | 2248.48 | 12151.10 |
19 | 2018.10.02 14:00 | buy | 10 | 12.15 | 1.29444 | 1.28819 | 1.30444 | ||
20 | 2018.10.02 14:30 | close | 10 | 12.15 | 1.29613 | 1.28819 | 1.30444 | 2053.35 | 14204.45 |
21 | 2018.10.15 01:30 | buy | 11 | 14.20 | 1.30995 | 1.30370 | 1.31995 | ||
22 | 2018.10.15 02:00 | buy | 12 | 14.20 | 1.30985 | 1.30360 | 1.31985 | ||
23 | 2018.10.15 09:00 | close | 11 | 14.20 | 1.31234 | 1.30370 | 1.31995 | 3393.80 | 17598.25 |
24 | 2018.10.15 09:00 | close | 12 | 14.20 | 1.31234 | 1.30360 | 1.31985 | 3535.80 | 21134.05 |
25 | 2018.10.18 21:30 | buy | 13 | 21.13 | 1.30182 | 1.29557 | 1.31182 | ||
26 | 2018.10.19 10:00 | close | 13 | 21.13 | 1.30340 | 1.29557 | 1.31182 | 3160.20 | 24294.25 |
27 | 2018.11.01 20:30 | sell | 14 | 24.29 | 1.30045 | 1.30670 | 1.29045 | ||
28 | 2018.11.01 22:00 | sell | 15 | 24.29 | 1.30124 | 1.30749 | 1.29124 | ||
29 | 2018.11.02 04:00 | close | 14 | 24.29 | 1.29906 | 1.30670 | 1.29045 | 3399.63 | 27693.88 |
30 | 2018.11.02 04:00 | close | 15 | 24.29 | 1.29906 | 1.30749 | 1.29124 | 5318.54 | 33012.42 |
31 | 2019.01.24 01:00 | sell | 16 | 33.01 | 1.30785 | 1.31410 | 1.29785 | ||
32 | 2019.01.24 01:30 | sell | 17 | 33.01 | 1.30797 | 1.31422 | 1.29797 | ||
33 | 2019.01.24 02:00 | sell | 18 | 33.01 | 1.30833 | 1.31458 | 1.29833 | ||
34 | 2019.01.24 09:30 | close | 16 | 33.01 | 1.30622 | 1.31410 | 1.29785 | 5380.63 | 38393.05 |
35 | 2019.01.24 09:30 | close | 17 | 33.01 | 1.30622 | 1.31422 | 1.29797 | 5776.75 | 44169.80 |
36 | 2019.01.24 09:30 | close | 18 | 33.01 | 1.30622 | 1.31458 | 1.29833 | 6965.11 | 51134.91 |
37 | 2019.02.19 21:00 | sell | 19 | 51.13 | 1.30566 | 1.31191 | 1.29566 | ||
38 | 2019.02.19 21:30 | sell | 20 | 51.13 | 1.30637 | 1.31262 | 1.29637 | ||
39 | 2019.02.19 22:00 | sell | 21 | 51.13 | 1.30650 | 1.31275 | 1.29650 | ||
40 | 2019.02.20 10:00 | close | 19 | 51.13 | 1.30468 | 1.31191 | 1.29566 | 5059.82 | 56194.74 |
41 | 2019.02.20 10:00 | close | 20 | 51.13 | 1.30468 | 1.31262 | 1.29637 | 8690.05 | 64884.79 |
42 | 2019.02.20 10:00 | close | 21 | 51.13 | 1.30468 | 1.31275 | 1.29650 | 9354.74 | 74239.54 |