Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.12.23 00:00 - 2020.02.20 23:45 (2019.12.21 - 2020.02.21) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=11; HourEnd=14; Risk=70; Lots=0.1; MA1Period=2; MA2Period=14; StopLoss=25; TakeProfit=80; TrailingStop=0; Slippage=3; MagicNumber=10001; | ||||
Bars in test | 5031 | Ticks modelled | 2246844 | Modelling quality | 90.00% |
Mismatched charts errors | 20 | ||||
Initial deposit | 500.00 | Spread | Current (19) | ||
Total net profit | 4852841.55 | Gross profit | 6149604.05 | Gross loss | -1296762.50 |
Profit factor | 4.74 | Expected payoff | 210993.11 | ||
Absolute drawdown | 137.20 | Maximal drawdown | 770000.00 (15.61%) | Relative drawdown | 85.31% (75311.72) |
Total trades | 23 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
Largest | profit trade | 800000.00 | loss trade | -250000.00 | |
Average | profit trade | 384350.25 | loss trade | -185251.79 | |
Maximum | consecutive wins (profit in money) | 4 (3167480.00) | consecutive losses (loss in money) | 2 (-500000.00) | |
Maximal | consecutive profit (count of wins) | 3167480.00 (4) | consecutive loss (count of losses) | -500000.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.23 11:30 | sell | 1 | 1.40 | 1.30127 | 0.00000 | 0.00000 | ||
2 | 2019.12.23 11:30 | modify | 1 | 1.40 | 1.30127 | 1.30377 | 1.29327 | ||
3 | 2019.12.23 14:24 | t/p | 1 | 1.40 | 1.29327 | 1.30377 | 1.29327 | 1120.00 | 1620.00 |
4 | 2019.12.24 12:45 | buy | 2 | 4.54 | 1.29367 | 0.00000 | 0.00000 | ||
5 | 2019.12.24 12:45 | modify | 2 | 4.54 | 1.29367 | 1.29117 | 1.30167 | ||
6 | 2019.12.27 09:34 | t/p | 2 | 4.54 | 1.30167 | 1.29117 | 1.30167 | 3422.25 | 5042.25 |
7 | 2019.12.30 11:45 | buy | 3 | 14.12 | 1.31131 | 0.00000 | 0.00000 | ||
8 | 2019.12.30 11:45 | modify | 3 | 14.12 | 1.31131 | 1.30881 | 1.31931 | ||
9 | 2019.12.31 13:28 | t/p | 3 | 14.12 | 1.31931 | 1.30881 | 1.31931 | 11165.53 | 16207.78 |
10 | 2020.01.02 11:00 | buy | 4 | 45.38 | 1.32231 | 0.00000 | 0.00000 | ||
11 | 2020.01.02 11:00 | modify | 4 | 45.38 | 1.32231 | 1.31981 | 1.33031 | ||
12 | 2020.01.02 13:24 | s/l | 4 | 45.38 | 1.31981 | 1.31981 | 1.33031 | -11345.00 | 4862.78 |
13 | 2020.01.06 11:00 | buy | 5 | 13.62 | 1.31073 | 0.00000 | 0.00000 | ||
14 | 2020.01.06 11:00 | modify | 5 | 13.62 | 1.31073 | 1.30823 | 1.31873 | ||
15 | 2020.01.07 10:29 | t/p | 5 | 13.62 | 1.31873 | 1.30823 | 1.31873 | 10770.15 | 15632.93 |
16 | 2020.01.07 12:15 | sell | 6 | 43.77 | 1.31619 | 0.00000 | 0.00000 | ||
17 | 2020.01.07 12:15 | modify | 6 | 43.77 | 1.31619 | 1.31869 | 1.30819 | ||
18 | 2020.01.08 14:57 | t/p | 6 | 43.77 | 1.30819 | 1.31869 | 1.30819 | 34963.48 | 50596.41 |
19 | 2020.01.10 12:15 | buy | 7 | 141.67 | 1.30694 | 0.00000 | 0.00000 | ||
20 | 2020.01.10 12:15 | modify | 7 | 141.67 | 1.30694 | 1.30444 | 1.31494 | ||
21 | 2020.01.10 18:06 | s/l | 7 | 141.67 | 1.30444 | 1.30444 | 1.31494 | -35417.50 | 15178.91 |
22 | 2020.01.14 12:30 | buy | 8 | 42.50 | 1.29777 | 0.00000 | 0.00000 | ||
23 | 2020.01.14 12:30 | modify | 8 | 42.50 | 1.29777 | 1.29527 | 1.30577 | ||
24 | 2020.01.16 10:31 | t/p | 8 | 42.50 | 1.30577 | 1.29527 | 1.30577 | 32429.20 | 47608.11 |
25 | 2020.01.17 11:45 | sell | 9 | 133.30 | 1.30514 | 0.00000 | 0.00000 | ||
26 | 2020.01.17 11:45 | modify | 9 | 133.30 | 1.30514 | 1.30764 | 1.29714 | ||
27 | 2020.01.20 10:12 | t/p | 9 | 133.30 | 1.29714 | 1.30764 | 1.29714 | 106480.04 | 154088.15 |
28 | 2020.01.20 12:30 | buy | 10 | 431.45 | 1.29844 | 0.00000 | 0.00000 | ||
29 | 2020.01.20 12:30 | modify | 10 | 431.45 | 1.29844 | 1.29594 | 1.30644 | ||
30 | 2020.01.21 15:11 | t/p | 10 | 431.45 | 1.30644 | 1.29594 | 1.30644 | 341173.40 | 495261.55 |
31 | 2020.01.22 11:45 | buy | 11 | 1000.00 | 1.30560 | 0.00000 | 0.00000 | ||
32 | 2020.01.22 11:45 | modify | 11 | 1000.00 | 1.30560 | 1.30310 | 1.31360 | ||
33 | 2020.01.22 16:01 | t/p | 11 | 1000.00 | 1.31360 | 1.30310 | 1.31360 | 800000.00 | 1295261.55 |
34 | 2020.01.23 12:15 | buy | 12 | 1000.00 | 1.31392 | 0.00000 | 0.00000 | ||
35 | 2020.01.23 12:15 | modify | 12 | 1000.00 | 1.31392 | 1.31142 | 1.32192 | ||
36 | 2020.01.23 16:15 | s/l | 12 | 1000.00 | 1.31142 | 1.31142 | 1.32192 | -250000.00 | 1045261.55 |
37 | 2020.01.24 12:00 | sell | 13 | 1000.00 | 1.30924 | 0.00000 | 0.00000 | ||
38 | 2020.01.24 12:00 | modify | 13 | 1000.00 | 1.30924 | 1.31174 | 1.30124 | ||
39 | 2020.01.28 10:26 | t/p | 13 | 1000.00 | 1.30124 | 1.31174 | 1.30124 | 797600.00 | 1842861.55 |
40 | 2020.01.28 12:00 | buy | 14 | 1000.00 | 1.30309 | 0.00000 | 0.00000 | ||
41 | 2020.01.28 12:00 | modify | 14 | 1000.00 | 1.30309 | 1.30059 | 1.31109 | ||
42 | 2020.01.28 14:08 | s/l | 14 | 1000.00 | 1.30059 | 1.30059 | 1.31109 | -250000.00 | 1592861.55 |
43 | 2020.01.29 11:00 | buy | 15 | 1000.00 | 1.30194 | 0.00000 | 0.00000 | ||
44 | 2020.01.29 11:00 | modify | 15 | 1000.00 | 1.30194 | 1.29944 | 1.30994 | ||
45 | 2020.01.29 15:46 | s/l | 15 | 1000.00 | 1.29944 | 1.29944 | 1.30994 | -250000.00 | 1342861.55 |
46 | 2020.01.30 11:45 | buy | 16 | 1000.00 | 1.30076 | 0.00000 | 0.00000 | ||
47 | 2020.01.30 11:45 | modify | 16 | 1000.00 | 1.30076 | 1.29826 | 1.30876 | ||
48 | 2020.01.30 14:22 | t/p | 16 | 1000.00 | 1.30876 | 1.29826 | 1.30876 | 800000.00 | 2142861.55 |
49 | 2020.01.31 11:45 | sell | 17 | 1000.00 | 1.31117 | 0.00000 | 0.00000 | ||
50 | 2020.01.31 11:45 | modify | 17 | 1000.00 | 1.31117 | 1.31367 | 1.30317 | ||
51 | 2020.01.31 15:21 | s/l | 17 | 1000.00 | 1.31367 | 1.31367 | 1.30317 | -250000.00 | 1892861.55 |
52 | 2020.02.04 11:00 | buy | 18 | 1000.00 | 1.29877 | 0.00000 | 0.00000 | ||
53 | 2020.02.04 11:00 | modify | 18 | 1000.00 | 1.29877 | 1.29627 | 1.30677 | ||
54 | 2020.02.05 11:33 | t/p | 18 | 1000.00 | 1.30677 | 1.29627 | 1.30677 | 790760.00 | 2683621.55 |
55 | 2020.02.06 11:45 | sell | 19 | 1000.00 | 1.29721 | 0.00000 | 0.00000 | ||
56 | 2020.02.06 11:45 | modify | 19 | 1000.00 | 1.29721 | 1.29971 | 1.28921 | ||
57 | 2020.02.07 21:52 | t/p | 19 | 1000.00 | 1.28921 | 1.29971 | 1.28921 | 798800.00 | 3482421.55 |
58 | 2020.02.10 11:15 | buy | 20 | 1000.00 | 1.28990 | 0.00000 | 0.00000 | ||
59 | 2020.02.10 11:15 | modify | 20 | 1000.00 | 1.28990 | 1.28740 | 1.29790 | ||
60 | 2020.02.12 11:57 | t/p | 20 | 1000.00 | 1.29790 | 1.28740 | 1.29790 | 781520.00 | 4263941.55 |
61 | 2020.02.14 11:00 | sell | 21 | 1000.00 | 1.30399 | 0.00000 | 0.00000 | ||
62 | 2020.02.14 11:00 | modify | 21 | 1000.00 | 1.30399 | 1.30649 | 1.29599 | ||
63 | 2020.02.19 16:11 | t/p | 21 | 1000.00 | 1.29599 | 1.30649 | 1.29599 | 796400.00 | 5060341.55 |
64 | 2020.02.20 11:15 | buy | 22 | 1000.00 | 1.29071 | 0.00000 | 0.00000 | ||
65 | 2020.02.20 11:15 | modify | 22 | 1000.00 | 1.29071 | 1.28821 | 1.29871 | ||
66 | 2020.02.20 12:26 | s/l | 22 | 1000.00 | 1.28821 | 1.28821 | 1.29871 | -250000.00 | 4810341.55 |
67 | 2020.02.20 12:26 | sell | 23 | 1000.00 | 1.28821 | 0.00000 | 0.00000 | ||
68 | 2020.02.20 12:26 | modify | 23 | 1000.00 | 1.28821 | 1.29071 | 1.28021 | ||
69 | 2020.02.20 23:59 | close at stop | 23 | 1000.00 | 1.28778 | 1.29071 | 1.28021 | 43000.00 | 4853341.55 |