Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2019.10.16 00:00 - 2020.02.13 23:00 (2019.10.16 - 2020.02.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=12; HourEnd=17; Risk=85; MagicNumber=10001; CloseByReverse=false; Lots=0.1; StopLoss=50; TakeProfit=85; TrailingStop=0; Slippage=3; rsiBuyLvl=45; rsiSellLvl=55; rsiPeriod=56; | ||||
Bars in test | 3040 | Ticks modelled | 4258693 | Modelling quality | 90.00% |
Mismatched charts errors | 20 | ||||
Initial deposit | 100.00 | Spread | 20 | ||
Total net profit | 2145904.82 | Gross profit | 3153489.82 | Gross loss | -1007585.00 |
Profit factor | 3.13 | Expected payoff | 119216.93 | ||
Absolute drawdown | 94.42 | Maximal drawdown | 1324500.00 (56.37%) | Relative drawdown | 96.71% (163.78) |
Total trades | 18 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
Largest | profit trade | 848400.00 | loss trade | -507500.00 | |
Average | profit trade | 210232.65 | loss trade | -335861.67 | |
Maximum | consecutive wins (profit in money) | 14 (2340989.82) | consecutive losses (loss in money) | 2 (-1007500.00) | |
Maximal | consecutive profit (count of wins) | 2340989.82 (14) | consecutive loss (count of losses) | -1007500.00 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.22 15:00 | sell | 1 | 0.17 | 1.29320 | 0.00000 | 0.00000 | ||
2 | 2019.10.22 15:00 | modify | 1 | 0.17 | 1.29320 | 1.29820 | 1.28470 | ||
3 | 2019.10.22 21:02 | s/l | 1 | 0.17 | 1.29820 | 1.29820 | 1.28470 | -85.00 | 15.00 |
4 | 2019.11.01 15:00 | sell | 2 | 0.03 | 1.29401 | 0.00000 | 0.00000 | ||
5 | 2019.11.01 15:00 | modify | 2 | 0.03 | 1.29401 | 1.29901 | 1.28551 | ||
6 | 2019.11.06 19:41 | t/p | 2 | 0.03 | 1.28551 | 1.29901 | 1.28551 | 25.43 | 40.43 |
7 | 2019.11.11 13:00 | buy | 3 | 0.07 | 1.28209 | 0.00000 | 0.00000 | ||
8 | 2019.11.11 13:00 | modify | 3 | 0.07 | 1.28209 | 1.27709 | 1.29059 | ||
9 | 2019.11.15 16:05 | t/p | 3 | 0.07 | 1.29059 | 1.27709 | 1.29059 | 56.35 | 96.78 |
10 | 2019.11.19 13:00 | sell | 4 | 0.16 | 1.29320 | 0.00000 | 0.00000 | ||
11 | 2019.11.19 13:00 | modify | 4 | 0.16 | 1.29320 | 1.29820 | 1.28470 | ||
12 | 2019.11.22 16:45 | t/p | 4 | 0.16 | 1.28470 | 1.29820 | 1.28470 | 135.36 | 232.14 |
13 | 2019.11.26 14:00 | buy | 5 | 0.39 | 1.28750 | 0.00000 | 0.00000 | ||
14 | 2019.11.26 14:00 | modify | 5 | 0.39 | 1.28750 | 1.28250 | 1.29600 | ||
15 | 2019.12.03 09:23 | t/p | 5 | 0.39 | 1.29600 | 1.28250 | 1.29600 | 311.02 | 543.16 |
16 | 2019.12.12 12:00 | sell | 6 | 0.92 | 1.31829 | 0.00000 | 0.00000 | ||
17 | 2019.12.12 12:00 | modify | 6 | 0.92 | 1.31829 | 1.32329 | 1.30979 | ||
18 | 2019.12.12 20:08 | t/p | 6 | 0.92 | 1.30979 | 1.32329 | 1.30979 | 782.00 | 1325.16 |
19 | 2019.12.16 12:00 | sell | 7 | 2.25 | 1.33326 | 0.00000 | 0.00000 | ||
20 | 2019.12.16 12:00 | modify | 7 | 2.25 | 1.33326 | 1.33826 | 1.32476 | ||
21 | 2019.12.17 01:32 | t/p | 7 | 2.25 | 1.32476 | 1.33826 | 1.32476 | 1910.70 | 3235.86 |
22 | 2020.01.02 16:00 | sell | 8 | 5.50 | 1.31755 | 0.00000 | 0.00000 | ||
23 | 2020.01.02 16:00 | modify | 8 | 5.50 | 1.31755 | 1.32255 | 1.30905 | ||
24 | 2020.01.03 09:47 | t/p | 8 | 5.50 | 1.30905 | 1.32255 | 1.30905 | 4670.60 | 7906.46 |
25 | 2020.01.03 15:00 | buy | 9 | 13.44 | 1.30813 | 0.00000 | 0.00000 | ||
26 | 2020.01.03 15:00 | modify | 9 | 13.44 | 1.30813 | 1.30313 | 1.31663 | ||
27 | 2020.01.06 12:39 | t/p | 9 | 13.44 | 1.31663 | 1.30313 | 1.31663 | 11323.20 | 19229.66 |
28 | 2020.01.07 12:00 | sell | 10 | 32.69 | 1.31725 | 0.00000 | 0.00000 | ||
29 | 2020.01.07 12:00 | modify | 10 | 32.69 | 1.31725 | 1.32225 | 1.30875 | ||
30 | 2020.01.08 14:45 | t/p | 10 | 32.69 | 1.30875 | 1.32225 | 1.30875 | 27760.35 | 46990.01 |
31 | 2020.01.15 13:00 | buy | 11 | 79.88 | 1.30082 | 0.00000 | 0.00000 | ||
32 | 2020.01.15 13:00 | modify | 11 | 79.88 | 1.30082 | 1.29582 | 1.30932 | ||
33 | 2020.01.17 10:41 | t/p | 11 | 79.88 | 1.30932 | 1.29582 | 1.30932 | 65501.60 | 112491.61 |
34 | 2020.01.17 12:00 | sell | 12 | 191.24 | 1.30536 | 0.00000 | 0.00000 | ||
35 | 2020.01.17 12:00 | modify | 12 | 191.24 | 1.30536 | 1.31036 | 1.29686 | ||
36 | 2020.01.20 11:04 | t/p | 12 | 191.24 | 1.29686 | 1.31036 | 1.29686 | 162401.01 | 274892.62 |
37 | 2020.01.20 14:00 | buy | 13 | 467.32 | 1.29981 | 0.00000 | 0.00000 | ||
38 | 2020.01.20 14:00 | modify | 13 | 467.32 | 1.29981 | 1.29481 | 1.30831 | ||
39 | 2020.01.22 13:20 | t/p | 13 | 467.32 | 1.30831 | 1.29481 | 1.30831 | 390212.20 | 665104.82 |
40 | 2020.01.24 12:00 | sell | 14 | 1000.00 | 1.30924 | 0.00000 | 0.00000 | ||
41 | 2020.01.24 12:00 | modify | 14 | 1000.00 | 1.30924 | 1.31424 | 1.30074 | ||
42 | 2020.01.28 10:54 | t/p | 14 | 1000.00 | 1.30074 | 1.31424 | 1.30074 | 848400.00 | 1513504.82 |
43 | 2020.01.29 14:00 | buy | 15 | 1000.00 | 1.30162 | 0.00000 | 0.00000 | ||
44 | 2020.01.29 14:00 | modify | 15 | 1000.00 | 1.30162 | 1.29662 | 1.31012 | ||
45 | 2020.01.30 14:56 | t/p | 15 | 1000.00 | 1.31012 | 1.29662 | 1.31012 | 827500.00 | 2341004.82 |
46 | 2020.01.31 13:00 | sell | 16 | 1000.00 | 1.31017 | 0.00000 | 0.00000 | ||
47 | 2020.01.31 13:00 | modify | 16 | 1000.00 | 1.31017 | 1.31517 | 1.30167 | ||
48 | 2020.01.31 16:16 | s/l | 16 | 1000.00 | 1.31517 | 1.31517 | 1.30167 | -500000.00 | 1841004.82 |
49 | 2020.02.04 12:00 | buy | 17 | 1000.00 | 1.30176 | 0.00000 | 0.00000 | ||
50 | 2020.02.04 12:00 | modify | 17 | 1000.00 | 1.30176 | 1.29676 | 1.31026 | ||
51 | 2020.02.05 16:42 | s/l | 17 | 1000.00 | 1.29676 | 1.29676 | 1.31026 | -507500.00 | 1333504.82 |
52 | 2020.02.10 13:00 | buy | 18 | 1000.00 | 1.29243 | 0.00000 | 0.00000 | ||
53 | 2020.02.10 13:00 | modify | 18 | 1000.00 | 1.29243 | 1.28743 | 1.30093 | ||
54 | 2020.02.13 14:11 | t/p | 18 | 1000.00 | 1.30093 | 1.28743 | 1.30093 | 812500.00 | 2146004.82 |