Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.06.04 00:00 - 2019.07.30 23:45 (2019.06.04 - 2019.07.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; StartHour=16; EndHour=20; Comment_1="settings"; Plus=50; TakeProfit=700; Distanciya=550; Lots=0.1; MaximumRisk=60; Martin=false; Comment_2="signalMA"; SignalMA=false; PeriodMA1=8; PeriodMA2=14; Comment_3="signalRSI"; SignalRSI=false; PeriodRSI=14; up=50; dw=50; Comment_4="signalProc"; Proc=true; Procent=1.3; Comment_5="Monitor"; Monitor=true; CORNER=0; Slip=2; Magic=1; | ||||
Bars in test | 4937 | Ticks modelled | 2613858 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (13) | ||
Total net profit | 1187329.45 | Gross profit | 1425984.78 | Gross loss | -238655.33 |
Profit factor | 5.98 | Expected payoff | 35979.68 | ||
Absolute drawdown | 51.78 | Maximal drawdown | 201500.00 (15.91%) | Relative drawdown | 92.49% (62871.02) |
Total trades | 33 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 356980.00 | loss trade | -100644.50 | |
Average | profit trade | 57039.39 | loss trade | -29831.92 | |
Maximum | consecutive wins (profit in money) | 9 (41792.62) | consecutive losses (loss in money) | 2 (-26208.78) | |
Maximal | consecutive profit (count of wins) | 997603.02 (5) | consecutive loss (count of losses) | -100644.50 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.06.04 16:00 | buy | 1 | 0.27 | 1.26838 | 0.00000 | 0.00000 | ||
2 | 2019.06.04 16:00 | modify | 1 | 0.27 | 1.26838 | 1.26288 | 1.27551 | ||
3 | 2019.06.07 15:46 | t/p | 1 | 0.27 | 1.27551 | 1.26288 | 1.27551 | 181.12 | 431.12 |
4 | 2019.06.07 16:00 | sell | 2 | 0.47 | 1.27425 | 0.00000 | 0.00000 | ||
5 | 2019.06.07 16:00 | modify | 2 | 0.47 | 1.27425 | 1.27975 | 1.26712 | ||
6 | 2019.06.10 14:00 | t/p | 2 | 0.47 | 1.26712 | 1.27975 | 1.26712 | 335.56 | 766.68 |
7 | 2019.06.10 16:00 | buy | 3 | 0.84 | 1.26758 | 0.00000 | 0.00000 | ||
8 | 2019.06.10 16:00 | modify | 3 | 0.84 | 1.26758 | 1.26208 | 1.27471 | ||
9 | 2019.06.12 11:11 | t/p | 3 | 0.84 | 1.27471 | 1.26208 | 1.27471 | 584.74 | 1351.42 |
10 | 2019.06.12 16:00 | sell | 4 | 1.47 | 1.27400 | 0.00000 | 0.00000 | ||
11 | 2019.06.12 16:00 | modify | 4 | 1.47 | 1.27400 | 1.27950 | 1.26687 | ||
12 | 2019.06.13 10:12 | t/p | 4 | 1.47 | 1.26687 | 1.27950 | 1.26687 | 1052.34 | 2403.76 |
13 | 2019.06.13 16:00 | sell | 5 | 2.62 | 1.26917 | 0.00000 | 0.00000 | ||
14 | 2019.06.13 16:00 | modify | 5 | 2.62 | 1.26917 | 1.27467 | 1.26204 | ||
15 | 2019.06.14 15:50 | t/p | 5 | 2.62 | 1.26204 | 1.27467 | 1.26204 | 1870.58 | 4274.34 |
16 | 2019.06.14 16:00 | sell | 6 | 4.66 | 1.26194 | 0.00000 | 0.00000 | ||
17 | 2019.06.14 16:00 | modify | 6 | 4.66 | 1.26194 | 1.26744 | 1.25481 | ||
18 | 2019.06.17 20:29 | t/p | 6 | 4.66 | 1.25481 | 1.26744 | 1.25481 | 3327.05 | 7601.39 |
19 | 2019.06.18 16:00 | buy | 7 | 8.29 | 1.25235 | 0.00000 | 0.00000 | ||
20 | 2019.06.18 16:00 | modify | 7 | 8.29 | 1.25235 | 1.24685 | 1.25948 | ||
21 | 2019.06.19 15:47 | t/p | 7 | 8.29 | 1.25948 | 1.24685 | 1.25948 | 5840.80 | 13442.19 |
22 | 2019.06.19 16:00 | buy | 8 | 14.66 | 1.25942 | 0.00000 | 0.00000 | ||
23 | 2019.06.19 16:00 | modify | 8 | 14.66 | 1.25942 | 1.25392 | 1.26655 | ||
24 | 2019.06.19 21:04 | t/p | 8 | 14.66 | 1.26655 | 1.25392 | 1.26655 | 10452.58 | 23894.77 |
25 | 2019.06.20 16:00 | buy | 9 | 26.07 | 1.26840 | 0.00000 | 0.00000 | ||
26 | 2019.06.20 16:00 | modify | 9 | 26.07 | 1.26840 | 1.26290 | 1.27553 | ||
27 | 2019.06.24 05:54 | t/p | 9 | 26.07 | 1.27553 | 1.26290 | 1.27553 | 18147.85 | 42042.62 |
28 | 2019.06.24 16:00 | buy | 10 | 45.86 | 1.27258 | 0.00000 | 0.00000 | ||
29 | 2019.06.24 16:00 | modify | 10 | 45.86 | 1.27258 | 1.26708 | 1.27971 | ||
30 | 2019.06.25 19:36 | buy | 11 | 28.45 | 1.26995 | 0.00000 | 0.00000 | ||
31 | 2019.06.25 19:36 | modify | 11 | 28.45 | 1.26995 | 0.00000 | 1.27207 | ||
32 | 2019.06.25 19:36 | modify | 10 | 45.86 | 1.27258 | 1.26708 | 1.27207 | ||
33 | 2019.06.26 00:03 | s/l | 10 | 45.86 | 1.26708 | 1.26708 | 1.27207 | -25997.12 | 16045.50 |
34 | 2019.06.26 16:00 | buy | 12 | 5.74 | 1.26701 | 0.00000 | 0.00000 | ||
35 | 2019.06.26 16:00 | modify | 12 | 5.74 | 1.26701 | 0.00000 | 1.26996 | ||
36 | 2019.06.26 16:00 | modify | 11 | 28.45 | 1.26995 | 0.00000 | 1.26996 | ||
37 | 2019.06.26 19:21 | t/p | 11 | 28.45 | 1.26996 | 0.00000 | 1.26996 | -211.67 | 15833.84 |
38 | 2019.06.26 19:21 | t/p | 12 | 5.74 | 1.26996 | 0.00000 | 1.26996 | 1693.30 | 17527.14 |
39 | 2019.06.26 19:21 | sell | 13 | 19.12 | 1.26996 | 0.00000 | 0.00000 | ||
40 | 2019.06.26 19:21 | modify | 13 | 19.12 | 1.26996 | 1.27546 | 1.26283 | ||
41 | 2019.06.28 17:45 | sell | 14 | 19.12 | 1.27285 | 0.00000 | 0.00000 | ||
42 | 2019.06.28 17:45 | modify | 14 | 19.12 | 1.27285 | 0.00000 | 1.27091 | ||
43 | 2019.06.28 17:45 | modify | 13 | 19.12 | 1.26996 | 1.27546 | 1.27091 | ||
44 | 2019.06.28 18:27 | t/p | 13 | 19.12 | 1.27091 | 1.27546 | 1.27091 | -1742.98 | 15784.16 |
45 | 2019.06.28 18:27 | t/p | 14 | 19.12 | 1.27091 | 0.00000 | 1.27091 | 3709.28 | 19493.44 |
46 | 2019.06.28 18:27 | sell | 15 | 21.27 | 1.27078 | 0.00000 | 0.00000 | ||
47 | 2019.06.28 18:27 | modify | 15 | 21.27 | 1.27078 | 1.27628 | 1.26365 | ||
48 | 2019.07.01 12:14 | t/p | 15 | 21.27 | 1.26365 | 1.27628 | 1.26365 | 15185.93 | 34679.37 |
49 | 2019.07.01 16:00 | sell | 16 | 37.83 | 1.26539 | 0.00000 | 0.00000 | ||
50 | 2019.07.01 16:00 | modify | 16 | 37.83 | 1.26539 | 1.27089 | 1.25826 | ||
51 | 2019.07.03 09:08 | t/p | 16 | 37.83 | 1.25826 | 1.27089 | 1.25826 | 27045.42 | 61724.79 |
52 | 2019.07.03 16:00 | sell | 17 | 67.34 | 1.25676 | 0.00000 | 0.00000 | ||
53 | 2019.07.03 16:00 | modify | 17 | 67.34 | 1.25676 | 1.26226 | 1.24963 | ||
54 | 2019.07.05 17:11 | t/p | 17 | 67.34 | 1.24963 | 1.26226 | 1.24963 | 48272.01 | 109996.80 |
55 | 2019.07.05 17:11 | sell | 18 | 120.00 | 1.24950 | 0.00000 | 0.00000 | ||
56 | 2019.07.05 17:11 | modify | 18 | 120.00 | 1.24950 | 1.25500 | 1.24237 | ||
57 | 2019.07.08 16:00 | sell | 19 | 120.00 | 1.25239 | 0.00000 | 0.00000 | ||
58 | 2019.07.08 16:00 | modify | 19 | 120.00 | 1.25239 | 0.00000 | 1.25045 | ||
59 | 2019.07.08 16:00 | modify | 18 | 120.00 | 1.24950 | 1.25500 | 1.25045 | ||
60 | 2019.07.08 16:38 | t/p | 18 | 120.00 | 1.25045 | 1.25500 | 1.25045 | -11284.80 | 98712.00 |
61 | 2019.07.08 16:38 | t/p | 19 | 120.00 | 1.25045 | 0.00000 | 1.25045 | 23280.00 | 121992.00 |
62 | 2019.07.08 16:38 | sell | 20 | 133.08 | 1.25032 | 0.00000 | 0.00000 | ||
63 | 2019.07.08 16:38 | modify | 20 | 133.08 | 1.25032 | 1.25582 | 1.24319 | ||
64 | 2019.07.11 13:39 | s/l | 20 | 133.08 | 1.25582 | 1.25582 | 1.24319 | -72555.22 | 49436.78 |
65 | 2019.07.11 16:00 | sell | 21 | 53.93 | 1.25621 | 0.00000 | 0.00000 | ||
66 | 2019.07.11 16:00 | modify | 21 | 53.93 | 1.25621 | 1.26171 | 1.24908 | ||
67 | 2019.07.16 10:14 | t/p | 21 | 53.93 | 1.24908 | 1.26171 | 1.24908 | 38607.41 | 88044.19 |
68 | 2019.07.16 16:00 | buy | 22 | 96.05 | 1.24276 | 0.00000 | 0.00000 | ||
69 | 2019.07.16 16:00 | modify | 22 | 96.05 | 1.24276 | 1.23726 | 1.24989 | ||
70 | 2019.07.16 17:22 | buy | 23 | 60.62 | 1.24013 | 0.00000 | 0.00000 | ||
71 | 2019.07.16 17:22 | modify | 23 | 60.62 | 1.24013 | 0.00000 | 1.24224 | ||
72 | 2019.07.16 17:22 | modify | 22 | 96.05 | 1.24276 | 1.23726 | 1.24224 | ||
73 | 2019.07.16 20:00 | t/p | 22 | 96.05 | 1.24224 | 1.23726 | 1.24224 | -4994.60 | 83049.59 |
74 | 2019.07.16 20:00 | t/p | 23 | 60.62 | 1.24224 | 0.00000 | 1.24224 | 12790.82 | 95840.41 |
75 | 2019.07.17 16:00 | buy | 24 | 104.55 | 1.24089 | 0.00000 | 0.00000 | ||
76 | 2019.07.17 16:00 | modify | 24 | 104.55 | 1.24089 | 1.23539 | 1.24802 | ||
77 | 2019.07.18 11:30 | t/p | 24 | 104.55 | 1.24802 | 1.23539 | 1.24802 | 71896.94 | 167737.35 |
78 | 2019.07.18 16:00 | sell | 25 | 182.99 | 1.24757 | 0.00000 | 0.00000 | ||
79 | 2019.07.18 16:00 | modify | 25 | 182.99 | 1.24757 | 1.25307 | 1.24044 | ||
80 | 2019.07.18 21:43 | s/l | 25 | 182.99 | 1.25307 | 1.25307 | 1.24044 | -100644.50 | 67092.85 |
81 | 2019.07.19 16:00 | sell | 26 | 73.19 | 1.25137 | 0.00000 | 0.00000 | ||
82 | 2019.07.19 16:00 | modify | 26 | 73.19 | 1.25137 | 1.25687 | 1.24424 | ||
83 | 2019.07.23 10:00 | t/p | 26 | 73.19 | 1.24424 | 1.25687 | 1.24424 | 52324.99 | 119417.85 |
84 | 2019.07.23 16:00 | buy | 27 | 130.27 | 1.24478 | 0.00000 | 0.00000 | ||
85 | 2019.07.23 16:00 | modify | 27 | 130.27 | 1.24478 | 1.23928 | 1.25191 | ||
86 | 2019.07.24 13:56 | t/p | 27 | 130.27 | 1.25191 | 1.23928 | 1.25191 | 91783.03 | 211200.88 |
87 | 2019.07.24 16:00 | sell | 28 | 230.40 | 1.24847 | 0.00000 | 0.00000 | ||
88 | 2019.07.24 16:00 | modify | 28 | 230.40 | 1.24847 | 1.25397 | 1.24134 | ||
89 | 2019.07.25 16:03 | sell | 29 | 230.40 | 1.25136 | 0.00000 | 0.00000 | ||
90 | 2019.07.25 16:03 | modify | 29 | 230.40 | 1.25136 | 0.00000 | 1.24942 | ||
91 | 2019.07.25 16:03 | modify | 28 | 230.40 | 1.24847 | 1.25397 | 1.24942 | ||
92 | 2019.07.25 16:31 | t/p | 28 | 230.40 | 1.24942 | 1.25397 | 1.24942 | -21224.45 | 189976.43 |
93 | 2019.07.25 16:31 | t/p | 29 | 230.40 | 1.24942 | 0.00000 | 1.24942 | 44697.60 | 234674.03 |
94 | 2019.07.25 16:31 | sell | 30 | 256.01 | 1.24929 | 0.00000 | 0.00000 | ||
95 | 2019.07.25 16:31 | modify | 30 | 256.01 | 1.24929 | 1.25479 | 1.24216 | ||
96 | 2019.07.26 15:30 | t/p | 30 | 256.01 | 1.24216 | 1.25479 | 1.24216 | 182780.90 | 417454.93 |
97 | 2019.07.26 16:00 | sell | 31 | 455.41 | 1.24176 | 0.00000 | 0.00000 | ||
98 | 2019.07.26 16:00 | modify | 31 | 455.41 | 1.24176 | 1.24726 | 1.23463 | ||
99 | 2019.07.29 10:15 | t/p | 31 | 455.41 | 1.23463 | 1.24726 | 1.23463 | 325144.52 | 742599.45 |
100 | 2019.07.29 16:00 | sell | 32 | 500.00 | 1.22450 | 0.00000 | 0.00000 | ||
101 | 2019.07.29 16:00 | modify | 32 | 500.00 | 1.22450 | 1.23000 | 1.21737 | ||
102 | 2019.07.30 04:33 | t/p | 32 | 500.00 | 1.21737 | 1.23000 | 1.21737 | 356980.00 | 1099579.45 |
103 | 2019.07.30 16:00 | sell | 33 | 500.00 | 1.21698 | 0.00000 | 0.00000 | ||
104 | 2019.07.30 16:00 | modify | 33 | 500.00 | 1.21698 | 1.22248 | 1.20985 | ||
105 | 2019.07.30 23:59 | close at stop | 33 | 500.00 | 1.21522 | 1.22248 | 1.20985 | 88000.00 | 1187579.45 |