Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2020.01.13 00:00 - 2020.02.10 23:30 (2020.01.11 - 2020.02.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=10; HourEnd=12; Risk=95; TakeProfit=840; Lots=8.3; StopLoss=760; TrailingStop=0; BullPeriod=4; BearPeriod=8; | ||||
Bars in test | 2010 | Ticks modelled | 1102454 | Modelling quality | 90.00% |
Mismatched charts errors | 6 | ||||
Initial deposit | 500.00 | Spread | 20 | ||
Total net profit | 1635442.20 | Gross profit | 1635442.20 | Gross loss | -0.00 |
Profit factor | Expected payoff | 136286.85 | |||
Absolute drawdown | 313.89 | Maximal drawdown | 390000.00 (19.72%) | Relative drawdown | 92.04% (97612.60) |
Total trades | 12 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 648467.89 | loss trade | -0.00 | |
Average | profit trade | 136286.85 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 12 (1635442.20) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 1635442.20 (12) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 12 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.13 10:00 | buy | 1 | 0.63 | 1.30024 | 1.29264 | 1.30864 | ||
2 | 2020.01.17 08:43 | t/p | 1 | 0.63 | 1.30864 | 1.29264 | 1.30864 | 494.27 | 994.27 |
3 | 2020.01.17 10:00 | sell | 2 | 1.24 | 1.30816 | 1.31576 | 1.29976 | ||
4 | 2020.01.20 00:00 | t/p | 2 | 1.24 | 1.29976 | 1.31576 | 1.29976 | 1040.11 | 2034.38 |
5 | 2020.01.20 10:00 | buy | 3 | 2.54 | 1.29781 | 1.29021 | 1.30621 | ||
6 | 2020.01.21 13:57 | t/p | 3 | 2.54 | 1.30621 | 1.29021 | 1.30621 | 2110.13 | 4144.52 |
7 | 2020.01.22 10:00 | buy | 4 | 5.18 | 1.30545 | 1.29785 | 1.31385 | ||
8 | 2020.01.22 16:02 | t/p | 4 | 5.18 | 1.31385 | 1.29785 | 1.31385 | 4351.20 | 8495.72 |
9 | 2020.01.23 10:00 | sell | 5 | 10.62 | 1.31452 | 1.32212 | 1.30612 | ||
10 | 2020.01.24 17:50 | t/p | 5 | 10.62 | 1.30612 | 1.32212 | 1.30612 | 8908.06 | 17403.77 |
11 | 2020.01.27 10:00 | sell | 6 | 21.75 | 1.30794 | 1.31554 | 1.29954 | ||
12 | 2020.01.28 16:09 | t/p | 6 | 21.75 | 1.29954 | 1.31554 | 1.29954 | 18243.90 | 35647.67 |
13 | 2020.01.29 10:00 | buy | 7 | 44.56 | 1.30115 | 1.29355 | 1.30955 | ||
14 | 2020.01.30 14:48 | t/p | 7 | 44.56 | 1.30955 | 1.29355 | 1.30955 | 36195.20 | 71842.87 |
15 | 2020.01.31 10:30 | sell | 8 | 89.80 | 1.31395 | 1.32155 | 1.30555 | ||
16 | 2020.02.03 13:10 | t/p | 8 | 89.80 | 1.30555 | 1.32155 | 1.30555 | 75324.24 | 147167.11 |
17 | 2020.02.04 10:00 | buy | 9 | 183.96 | 1.29464 | 1.28704 | 1.30304 | ||
18 | 2020.02.04 15:29 | t/p | 9 | 183.96 | 1.30304 | 1.28704 | 1.30304 | 154526.40 | 301693.51 |
19 | 2020.02.05 11:00 | sell | 10 | 377.12 | 1.30466 | 1.31226 | 1.29626 | ||
20 | 2020.02.05 16:44 | t/p | 10 | 377.12 | 1.29626 | 1.31226 | 1.29626 | 316780.80 | 618474.31 |
21 | 2020.02.06 10:00 | sell | 11 | 773.09 | 1.29806 | 1.30566 | 1.28966 | ||
22 | 2020.02.07 19:09 | t/p | 11 | 773.09 | 1.28966 | 1.30566 | 1.28966 | 648467.89 | 1266942.20 |
23 | 2020.02.10 10:00 | buy | 12 | 1000.00 | 1.28742 | 1.27982 | 1.29582 | ||
24 | 2020.02.10 23:59 | close at stop | 12 | 1000.00 | 1.29111 | 1.27982 | 1.29582 | 369000.00 | 1635942.20 |