Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2019.10.17 00:00 - 2020.02.07 23:45 (2019.10.17 - 2020.02.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=13; HourEnd=21; ModeNote="0 = sma, 1 = ema, 2 = smma, 3 = lwma"; PriceNote="0=Close, 1=Open, 2=High, 3=Low, 4=Median, 5=Typical,6=Weighted Close "; FastMA=30; FastMode=1; FastShift=0; FastPrice=0; SlowMA=80; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=700; StopLoss=600; TrailingStop=0; AutoClose=true; FirstLots=0.07; Management=true; Balance=50; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
Bars in test | 8613 | Ticks modelled | 3476437 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 150.00 | Spread | 20 | ||
Total net profit | 1220659.97 | Gross profit | 1502654.52 | Gross loss | -281994.55 |
Profit factor | 5.33 | Expected payoff | 31298.97 | ||
Absolute drawdown | 90.09 | Maximal drawdown | 697711.58 (78.76%) | Relative drawdown | 88.74% (9744.75) |
Total trades | 39 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
Largest | profit trade | 602140.53 | loss trade | -97240.00 | |
Average | profit trade | 65332.81 | loss trade | -17624.66 | |
Maximum | consecutive wins (profit in money) | 4 (2879.44) | consecutive losses (loss in money) | 3 (-444.85) | |
Maximal | consecutive profit (count of wins) | 602140.53 (1) | consecutive loss (count of losses) | -97240.00 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.24 13:30 | sell | 1 | 0.21 | 1.28856 | 1.29456 | 1.28156 | ||
2 | 2019.10.24 18:48 | t/p | 1 | 0.21 | 1.28156 | 1.29456 | 1.28156 | 147.00 | 297.00 |
3 | 2019.10.29 14:45 | buy | 2 | 0.42 | 1.28582 | 1.27982 | 1.29282 | ||
4 | 2019.10.31 04:49 | t/p | 2 | 0.42 | 1.29282 | 1.27982 | 1.29282 | 278.48 | 575.48 |
5 | 2019.11.01 19:00 | sell | 3 | 0.81 | 1.29342 | 1.29942 | 1.28642 | ||
6 | 2019.11.05 15:30 | close | 3 | 0.81 | 1.29022 | 1.29942 | 1.28642 | 257.26 | 832.73 |
7 | 2019.11.05 15:30 | buy | 4 | 0.81 | 1.29022 | 1.28422 | 1.29722 | ||
8 | 2019.11.05 16:15 | close | 4 | 0.81 | 1.28776 | 1.28422 | 1.29722 | -199.26 | 633.47 |
9 | 2019.11.05 16:15 | sell | 5 | 0.81 | 1.28776 | 1.29376 | 1.28076 | ||
10 | 2019.11.06 15:15 | close | 5 | 0.81 | 1.28922 | 1.29376 | 1.28076 | -119.23 | 514.24 |
11 | 2019.11.06 15:15 | buy | 6 | 0.81 | 1.28922 | 1.28322 | 1.29622 | ||
12 | 2019.11.06 17:30 | close | 6 | 0.81 | 1.28766 | 1.28322 | 1.29622 | -126.36 | 387.88 |
13 | 2019.11.06 17:30 | sell | 7 | 0.81 | 1.28766 | 1.29366 | 1.28066 | ||
14 | 2019.11.07 15:28 | t/p | 7 | 0.81 | 1.28066 | 1.29366 | 1.28066 | 564.08 | 951.96 |
15 | 2019.11.12 19:30 | buy | 8 | 1.33 | 1.28705 | 1.28105 | 1.29405 | ||
16 | 2019.11.13 10:45 | close | 8 | 1.33 | 1.28333 | 1.28105 | 1.29405 | -507.05 | 444.92 |
17 | 2019.11.14 16:00 | sell | 9 | 0.62 | 1.28396 | 1.28996 | 1.27696 | ||
18 | 2019.11.14 16:45 | close | 9 | 0.62 | 1.28530 | 1.28996 | 1.27696 | -83.08 | 361.84 |
19 | 2019.11.14 16:45 | buy | 10 | 0.62 | 1.28530 | 1.27930 | 1.29230 | ||
20 | 2019.11.18 04:05 | t/p | 10 | 0.62 | 1.29230 | 1.27930 | 1.29230 | 422.54 | 784.38 |
21 | 2019.11.19 13:15 | sell | 11 | 1.10 | 1.29297 | 1.29897 | 1.28597 | ||
22 | 2019.11.20 21:15 | close | 11 | 1.10 | 1.29242 | 1.29897 | 1.28597 | 59.18 | 843.56 |
23 | 2019.11.21 19:30 | sell | 12 | 1.18 | 1.29047 | 1.29647 | 1.28347 | ||
24 | 2019.11.22 17:58 | t/p | 12 | 1.18 | 1.28347 | 1.29647 | 1.28347 | 824.58 | 1668.14 |
25 | 2019.11.27 13:30 | buy | 13 | 2.34 | 1.28780 | 1.28180 | 1.29480 | ||
26 | 2019.11.28 00:30 | t/p | 13 | 2.34 | 1.29480 | 1.28180 | 1.29480 | 1573.14 | 3241.28 |
27 | 2019.11.28 18:15 | sell | 14 | 4.54 | 1.29051 | 1.29651 | 1.28351 | ||
28 | 2019.11.29 08:30 | close | 14 | 4.54 | 1.29209 | 1.29651 | 1.28351 | -722.77 | 2518.51 |
29 | 2019.11.29 18:45 | buy | 15 | 3.53 | 1.29408 | 1.28808 | 1.30108 | ||
30 | 2019.12.02 05:45 | close | 15 | 3.53 | 1.29118 | 1.28808 | 1.30108 | -1056.32 | 1462.19 |
31 | 2019.12.02 15:15 | buy | 16 | 2.05 | 1.29369 | 1.28769 | 1.30069 | ||
32 | 2019.12.03 14:59 | t/p | 16 | 2.05 | 1.30069 | 1.28769 | 1.30069 | 1416.06 | 2878.25 |
33 | 2019.12.11 16:15 | buy | 17 | 4.03 | 1.31751 | 1.31151 | 1.32451 | ||
34 | 2019.12.12 14:30 | close | 17 | 4.03 | 1.31624 | 1.31151 | 1.32451 | -623.52 | 2254.73 |
35 | 2019.12.12 14:30 | sell | 18 | 4.03 | 1.31624 | 1.32224 | 1.30924 | ||
36 | 2019.12.12 20:08 | t/p | 18 | 4.03 | 1.30924 | 1.32224 | 1.30924 | 2821.00 | 5075.73 |
37 | 2019.12.13 19:45 | sell | 19 | 7.11 | 1.33366 | 1.33966 | 1.32666 | ||
38 | 2019.12.16 04:15 | close | 19 | 7.11 | 1.33790 | 1.33966 | 1.32666 | -3023.17 | 2052.56 |
39 | 2019.12.16 16:00 | sell | 20 | 2.87 | 1.33430 | 1.34030 | 1.32730 | ||
40 | 2019.12.17 00:56 | t/p | 20 | 2.87 | 1.32730 | 1.34030 | 1.32730 | 2005.56 | 4058.11 |
41 | 2019.12.19 15:15 | sell | 21 | 5.68 | 1.30673 | 1.31273 | 1.29973 | ||
42 | 2019.12.19 18:23 | t/p | 21 | 5.68 | 1.29973 | 1.31273 | 1.29973 | 3976.00 | 8034.11 |
43 | 2019.12.20 16:15 | buy | 22 | 11.25 | 1.30530 | 1.29930 | 1.31230 | ||
44 | 2019.12.20 20:45 | close | 22 | 11.25 | 1.30132 | 1.29930 | 1.31230 | -4477.50 | 3556.61 |
45 | 2019.12.20 20:45 | sell | 23 | 11.25 | 1.30132 | 1.30732 | 1.29432 | ||
46 | 2019.12.23 14:24 | t/p | 23 | 11.25 | 1.29432 | 1.30732 | 1.29432 | 7861.50 | 11418.11 |
47 | 2019.12.24 17:45 | buy | 24 | 15.99 | 1.29577 | 1.28977 | 1.30277 | ||
48 | 2019.12.27 09:50 | t/p | 24 | 15.99 | 1.30277 | 1.28977 | 1.30277 | 10454.26 | 21872.37 |
49 | 2020.01.02 16:30 | sell | 25 | 30.62 | 1.31519 | 1.32119 | 1.30819 | ||
50 | 2020.01.03 11:31 | t/p | 25 | 30.62 | 1.30819 | 1.32119 | 1.30819 | 21397.26 | 43269.63 |
51 | 2020.01.07 14:45 | sell | 26 | 60.58 | 1.31230 | 1.31830 | 1.30530 | ||
52 | 2020.01.08 10:15 | close | 26 | 60.58 | 1.31488 | 1.31830 | 1.30530 | -15702.34 | 27567.29 |
53 | 2020.01.08 14:00 | sell | 27 | 38.59 | 1.31087 | 1.31687 | 1.30387 | ||
54 | 2020.01.09 11:45 | t/p | 27 | 38.59 | 1.30387 | 1.31687 | 1.30387 | 26874.08 | 54441.37 |
55 | 2020.01.10 14:30 | buy | 28 | 76.22 | 1.30820 | 1.30220 | 1.31520 | ||
56 | 2020.01.10 18:00 | close | 28 | 76.22 | 1.30605 | 1.30220 | 1.31520 | -16387.30 | 38054.07 |
57 | 2020.01.10 18:00 | sell | 29 | 76.22 | 1.30605 | 1.31205 | 1.29905 | ||
58 | 2020.01.13 10:21 | t/p | 29 | 76.22 | 1.29905 | 1.31205 | 1.29905 | 53262.54 | 91316.61 |
59 | 2020.01.14 18:15 | buy | 30 | 127.84 | 1.30117 | 1.29517 | 1.30817 | ||
60 | 2020.01.15 12:45 | close | 30 | 127.84 | 1.29921 | 1.29517 | 1.30817 | -26237.88 | 65078.72 |
61 | 2020.01.15 17:00 | buy | 31 | 91.11 | 1.30331 | 1.29731 | 1.31031 | ||
62 | 2020.01.17 11:19 | t/p | 31 | 91.11 | 1.31031 | 1.29731 | 1.31031 | 60409.57 | 125488.30 |
63 | 2020.01.17 13:30 | sell | 32 | 175.68 | 1.30357 | 1.30957 | 1.29657 | ||
64 | 2020.01.20 11:05 | t/p | 32 | 175.68 | 1.29657 | 1.30957 | 1.29657 | 122765.18 | 248253.48 |
65 | 2020.01.23 17:45 | sell | 33 | 347.55 | 1.31103 | 1.31703 | 1.30403 | ||
66 | 2020.01.24 06:00 | close | 33 | 347.55 | 1.31242 | 1.31703 | 1.30403 | -48726.51 | 199526.97 |
67 | 2020.01.24 13:00 | sell | 34 | 279.34 | 1.30994 | 1.31594 | 1.30294 | ||
68 | 2020.01.27 13:45 | close | 34 | 279.34 | 1.30864 | 1.31594 | 1.30294 | 35978.99 | 235505.97 |
69 | 2020.01.27 13:45 | buy | 35 | 279.34 | 1.30864 | 1.30264 | 1.31564 | ||
70 | 2020.01.27 14:30 | close | 35 | 279.34 | 1.30625 | 1.30264 | 1.31564 | -66762.26 | 168743.71 |
71 | 2020.01.27 14:30 | sell | 36 | 279.34 | 1.30625 | 1.31225 | 1.29925 | ||
72 | 2020.01.28 16:27 | t/p | 36 | 279.34 | 1.29925 | 1.31225 | 1.29925 | 195202.79 | 363946.50 |
73 | 2020.01.30 14:00 | buy | 37 | 509.53 | 1.30641 | 1.30041 | 1.31341 | ||
74 | 2020.01.31 10:17 | t/p | 37 | 509.53 | 1.31341 | 1.30041 | 1.31341 | 351962.94 | 715909.44 |
75 | 2020.02.04 18:15 | buy | 38 | 1000.00 | 1.30270 | 1.29670 | 1.30970 | ||
76 | 2020.02.05 07:15 | close | 38 | 1000.00 | 1.30182 | 1.29670 | 1.30970 | -97240.00 | 618669.44 |
77 | 2020.02.05 17:00 | sell | 39 | 866.14 | 1.29623 | 1.30223 | 1.28923 | ||
78 | 2020.02.07 21:54 | t/p | 39 | 866.14 | 1.28923 | 1.30223 | 1.28923 | 602140.53 | 1220809.97 |