Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2019.12.27 00:00 - 2020.03.26 23:00 (2019.12.27 - 2020.03.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=0; HourEnd=12; MiniAcct=false; UseMM=true; Risk=95; Lots=0.1; TakeProfit=75; StopLoss=60; TrailingStop=0; macdFast=16; macdSlow=7; macdSignal=3; MACDOpenLevel=6; MACDCloseLevel=12; MATrendPeriod=36; MagicNumber=12345; | ||||
Bars in test | 2276 | Ticks modelled | 3931990 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | ||||
Initial deposit | 500.00 | Spread | 20 | ||
Total net profit | 1188889.97 | Gross profit | 3145810.02 | Gross loss | -1956920.05 |
Profit factor | 1.61 | Expected payoff | 31286.58 | ||
Absolute drawdown | 15.96 | Maximal drawdown | 1602833.26 (90.67%) | Relative drawdown | 90.67% (1602833.26) |
Total trades | 38 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
Largest | profit trade | 679128.80 | loss trade | -621000.00 | |
Average | profit trade | 116511.48 | loss trade | -177901.82 | |
Maximum | consecutive wins (profit in money) | 7 (7114.66) | consecutive losses (loss in money) | 2 (-1142192.46) | |
Maximal | consecutive profit (count of wins) | 1380139.92 (4) | consecutive loss (count of losses) | -1142192.46 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.27 08:00 | buy | 1 | 0.38 | 1.29964 | 0.00000 | 0.00000 | ||
2 | 2019.12.27 10:55 | close | 1 | 0.38 | 1.30715 | 0.00000 | 0.00000 | 285.38 | 785.38 |
3 | 2019.12.30 07:00 | buy | 2 | 0.59 | 1.31124 | 0.00000 | 0.00000 | ||
4 | 2019.12.31 13:23 | close | 2 | 0.59 | 1.31874 | 0.00000 | 0.00000 | 438.19 | 1223.57 |
5 | 2020.01.03 06:00 | sell | 3 | 0.91 | 1.31355 | 0.00000 | 0.00000 | ||
6 | 2020.01.03 13:38 | close | 3 | 0.91 | 1.30605 | 0.00000 | 0.00000 | 682.50 | 1906.07 |
7 | 2020.01.08 09:00 | sell | 4 | 1.42 | 1.31303 | 0.00000 | 0.00000 | ||
8 | 2020.01.08 12:00 | close | 4 | 1.42 | 1.31220 | 0.00000 | 0.00000 | 117.86 | 2023.93 |
9 | 2020.01.09 01:00 | sell | 5 | 1.51 | 1.30987 | 0.00000 | 0.00000 | ||
10 | 2020.01.09 11:52 | close | 5 | 1.51 | 1.30236 | 0.00000 | 0.00000 | 1134.01 | 3157.94 |
11 | 2020.01.13 00:02 | sell | 6 | 2.37 | 1.30364 | 0.00000 | 0.00000 | ||
12 | 2020.01.14 10:14 | close | 6 | 2.37 | 1.29613 | 0.00000 | 0.00000 | 1775.13 | 4933.07 |
13 | 2020.01.15 00:00 | buy | 7 | 3.71 | 1.30171 | 0.00000 | 0.00000 | ||
14 | 2020.01.17 10:41 | close | 7 | 3.71 | 1.30923 | 0.00000 | 0.00000 | 2681.59 | 7614.66 |
15 | 2020.01.20 03:00 | sell | 8 | 5.74 | 1.29997 | 0.00000 | 0.00000 | ||
16 | 2020.01.21 09:00 | close | 8 | 5.74 | 1.30072 | 0.00000 | 0.00000 | -441.98 | 7172.68 |
17 | 2020.01.22 11:00 | buy | 9 | 5.38 | 1.30552 | 0.00000 | 0.00000 | ||
18 | 2020.01.22 15:07 | close | 9 | 5.38 | 1.31302 | 0.00000 | 0.00000 | 4035.00 | 11207.68 |
19 | 2020.01.23 11:00 | buy | 10 | 8.37 | 1.31285 | 0.00000 | 0.00000 | ||
20 | 2020.01.23 22:00 | close | 10 | 8.37 | 1.31172 | 0.00000 | 0.00000 | -945.81 | 10261.87 |
21 | 2020.01.27 03:00 | sell | 11 | 7.69 | 1.30686 | 0.00000 | 0.00000 | ||
22 | 2020.01.27 15:00 | close | 11 | 7.69 | 1.30696 | 0.00000 | 0.00000 | -76.90 | 10184.97 |
23 | 2020.01.28 08:00 | sell | 12 | 7.64 | 1.30565 | 0.00000 | 0.00000 | ||
24 | 2020.01.28 17:47 | close | 12 | 7.64 | 1.29815 | 0.00000 | 0.00000 | 5730.00 | 15914.97 |
25 | 2020.02.03 01:00 | buy | 13 | 11.83 | 1.31799 | 0.00000 | 0.00000 | ||
26 | 2020.02.03 10:56 | close | 13 | 11.83 | 1.31178 | 0.00000 | 0.00000 | -7346.43 | 8568.54 |
27 | 2020.02.06 00:00 | sell | 14 | 6.46 | 1.30016 | 0.00000 | 0.00000 | ||
28 | 2020.02.06 17:50 | close | 14 | 6.46 | 1.29263 | 0.00000 | 0.00000 | 4864.38 | 13432.92 |
29 | 2020.02.25 08:00 | buy | 15 | 10.18 | 1.29336 | 0.00000 | 0.00000 | ||
30 | 2020.02.25 17:55 | close | 15 | 10.18 | 1.30087 | 0.00000 | 0.00000 | 7645.18 | 21078.10 |
31 | 2020.02.28 08:00 | sell | 16 | 16.03 | 1.28867 | 0.00000 | 0.00000 | ||
32 | 2020.02.28 17:41 | close | 16 | 16.03 | 1.28116 | 0.00000 | 0.00000 | 12038.53 | 33116.63 |
33 | 2020.03.03 02:00 | sell | 17 | 25.42 | 1.27658 | 0.00000 | 0.00000 | ||
34 | 2020.03.03 11:00 | close | 17 | 25.42 | 1.27701 | 0.00000 | 0.00000 | -1093.06 | 32023.57 |
35 | 2020.03.04 01:00 | buy | 18 | 24.50 | 1.28088 | 0.00000 | 0.00000 | ||
36 | 2020.03.04 15:00 | close | 18 | 24.50 | 1.27986 | 0.00000 | 0.00000 | -2499.00 | 29524.57 |
37 | 2020.03.05 02:00 | buy | 19 | 22.48 | 1.28724 | 0.00000 | 0.00000 | ||
38 | 2020.03.05 21:57 | close | 19 | 22.48 | 1.29474 | 0.00000 | 0.00000 | 16860.00 | 46384.57 |
39 | 2020.03.06 01:00 | buy | 20 | 35.10 | 1.29504 | 0.00000 | 0.00000 | ||
40 | 2020.03.06 13:35 | close | 20 | 35.10 | 1.30254 | 0.00000 | 0.00000 | 26325.00 | 72709.57 |
41 | 2020.03.09 04:00 | buy | 21 | 54.51 | 1.30738 | 0.00000 | 0.00000 | ||
42 | 2020.03.09 10:17 | close | 21 | 54.51 | 1.31494 | 0.00000 | 0.00000 | 41209.56 | 113919.13 |
43 | 2020.03.10 11:00 | sell | 22 | 85.44 | 1.30654 | 0.00000 | 0.00000 | ||
44 | 2020.03.10 18:18 | close | 22 | 85.44 | 1.29903 | 0.00000 | 0.00000 | 64165.44 | 178084.57 |
45 | 2020.03.11 00:00 | sell | 23 | 135.19 | 1.29081 | 0.00000 | 0.00000 | ||
46 | 2020.03.11 10:01 | close | 23 | 135.19 | 1.28330 | 0.00000 | 0.00000 | 101527.69 | 279612.26 |
47 | 2020.03.12 02:00 | sell | 24 | 213.85 | 1.28129 | 0.00000 | 0.00000 | ||
48 | 2020.03.12 13:38 | close | 24 | 213.85 | 1.27375 | 0.00000 | 0.00000 | 161242.90 | 440855.16 |
49 | 2020.03.13 05:00 | sell | 25 | 344.44 | 1.25421 | 0.00000 | 0.00000 | ||
50 | 2020.03.13 11:13 | close | 25 | 344.44 | 1.26043 | 0.00000 | 0.00000 | -214241.68 | 226613.48 |
51 | 2020.03.16 01:00 | sell | 26 | 178.94 | 1.24100 | 0.00000 | 0.00000 | ||
52 | 2020.03.16 01:17 | close | 26 | 178.94 | 1.23338 | 0.00000 | 0.00000 | 136352.28 | 362965.76 |
53 | 2020.03.16 07:00 | sell | 27 | 288.17 | 1.23425 | 0.00000 | 0.00000 | ||
54 | 2020.03.16 12:43 | close | 27 | 288.17 | 1.22673 | 0.00000 | 0.00000 | 216703.84 | 579669.60 |
55 | 2020.03.17 06:00 | sell | 28 | 463.94 | 1.22435 | 0.00000 | 0.00000 | ||
56 | 2020.03.17 12:44 | close | 28 | 463.94 | 1.21685 | 0.00000 | 0.00000 | 347955.00 | 927624.60 |
57 | 2020.03.19 00:00 | sell | 29 | 785.12 | 1.15778 | 0.00000 | 0.00000 | ||
58 | 2020.03.19 00:03 | close | 29 | 785.12 | 1.14913 | 0.00000 | 0.00000 | 679128.80 | 1606753.40 |
59 | 2020.03.19 07:00 | sell | 30 | 1000.00 | 1.15022 | 0.00000 | 0.00000 | ||
60 | 2020.03.19 09:29 | close | 30 | 1000.00 | 1.15643 | 0.00000 | 0.00000 | -621000.00 | 985753.40 |
61 | 2020.03.20 04:00 | sell | 31 | 837.93 | 1.15279 | 0.00000 | 0.00000 | ||
62 | 2020.03.20 04:29 | close | 31 | 837.93 | 1.15901 | 0.00000 | 0.00000 | -521192.46 | 464560.94 |
63 | 2020.03.23 01:00 | sell | 32 | 389.85 | 1.16770 | 0.00000 | 0.00000 | ||
64 | 2020.03.23 01:11 | close | 32 | 389.85 | 1.16018 | 0.00000 | 0.00000 | 293167.20 | 757728.14 |
65 | 2020.03.23 04:00 | sell | 33 | 640.27 | 1.15968 | 0.00000 | 0.00000 | ||
66 | 2020.03.23 07:01 | close | 33 | 640.27 | 1.16589 | 0.00000 | 0.00000 | -397607.67 | 360120.47 |
67 | 2020.03.24 00:00 | sell | 34 | 306.23 | 1.15235 | 0.00000 | 0.00000 | ||
68 | 2020.03.24 02:23 | close | 34 | 306.23 | 1.15857 | 0.00000 | 0.00000 | -190475.06 | 169645.41 |
69 | 2020.03.24 09:00 | buy | 35 | 143.19 | 1.16117 | 0.00000 | 0.00000 | ||
70 | 2020.03.24 09:50 | close | 35 | 143.19 | 1.16869 | 0.00000 | 0.00000 | 107678.88 | 277324.29 |
71 | 2020.03.25 04:00 | buy | 36 | 231.00 | 1.17665 | 0.00000 | 0.00000 | ||
72 | 2020.03.25 08:52 | close | 36 | 231.00 | 1.18420 | 0.00000 | 0.00000 | 174405.00 | 451729.29 |
73 | 2020.03.25 11:00 | buy | 37 | 373.94 | 1.18396 | 0.00000 | 0.00000 | ||
74 | 2020.03.25 11:58 | close | 37 | 373.94 | 1.19148 | 0.00000 | 0.00000 | 281202.88 | 732932.17 |
75 | 2020.03.26 02:00 | buy | 38 | 607.80 | 1.18186 | 0.00000 | 0.00000 | ||
76 | 2020.03.26 10:55 | close | 38 | 607.80 | 1.18937 | 0.00000 | 0.00000 | 456457.80 | 1189389.97 |