Symbol | GBPUSDjfx (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Key="1"; Pair="GBPUSD"; EntropyFactor=0.17; SpreadMaxToOpen=6; StopLoss=70; TakeProfit=12; info="!!! All the times are CET times !!!"; SessionStopHour=0; CETOffset=-1; | ||||
Bars in test | 9927 | Ticks modelled | 2913791 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -848.21 | Gross profit | 241.77 | Gross loss | -1089.99 |
Profit factor | 0.22 | Expected payoff | -70.68 | ||
Absolute drawdown | 848.21 | Maximal drawdown | 963.24 (9.52%) | Relative drawdown | 9.52% (963.24) |
Total trades | 12 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
Largest | profit trade | 48.13 | loss trade | -280.75 | |
Average | profit trade | 40.30 | loss trade | -181.66 | |
Maximum | consecutive wins (profit in money) | 3 (97.77) | consecutive losses (loss in money) | 3 (-648.62) | |
Maximal | consecutive profit (count of wins) | 97.77 (3) | consecutive loss (count of losses) | -648.62 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.08 22:44 | sell | 1 | 0.40 | 1.65060 | 0.00000 | 0.00000 | ||
2 | 2009.09.08 22:44 | modify | 1 | 0.40 | 1.65060 | 1.65760 | 0.00000 | ||
3 | 2009.09.08 22:44 | modify | 1 | 0.40 | 1.65060 | 1.65760 | 1.64940 | ||
4 | 2009.09.09 00:16 | close | 1 | 0.40 | 1.64990 | 1.65760 | 1.64940 | 27.25 | 10027.25 |
5 | 2009.09.10 22:49 | buy | 2 | 0.40 | 1.66520 | 0.00000 | 0.00000 | ||
6 | 2009.09.10 22:49 | modify | 2 | 0.40 | 1.66520 | 1.65820 | 0.00000 | ||
7 | 2009.09.10 22:49 | modify | 2 | 0.40 | 1.66520 | 1.65820 | 1.66640 | ||
8 | 2009.09.11 02:01 | t/p | 2 | 0.40 | 1.66640 | 1.65820 | 1.66640 | 48.13 | 10075.38 |
9 | 2009.09.16 22:00 | buy | 3 | 0.40 | 1.64845 | 0.00000 | 0.00000 | ||
10 | 2009.09.16 22:00 | modify | 3 | 0.40 | 1.64845 | 1.64145 | 0.00000 | ||
11 | 2009.09.16 22:00 | modify | 3 | 0.40 | 1.64845 | 1.64145 | 1.64965 | ||
12 | 2009.09.17 02:28 | close | 3 | 0.40 | 1.64900 | 1.64145 | 1.64965 | 22.39 | 10097.77 |
13 | 2009.09.21 22:40 | sell | 4 | 0.40 | 1.62170 | 0.00000 | 0.00000 | ||
14 | 2009.09.21 22:40 | modify | 4 | 0.40 | 1.62170 | 1.62870 | 0.00000 | ||
15 | 2009.09.21 22:40 | modify | 4 | 0.40 | 1.62170 | 1.62870 | 1.62050 | ||
16 | 2009.09.22 04:48 | close | 4 | 0.40 | 1.62365 | 1.62870 | 1.62050 | -78.75 | 10019.02 |
17 | 2009.09.23 22:00 | buy | 5 | 0.40 | 1.63285 | 0.00000 | 0.00000 | ||
18 | 2009.09.23 22:00 | modify | 5 | 0.40 | 1.63285 | 1.62585 | 0.00000 | ||
19 | 2009.09.23 22:00 | modify | 5 | 0.40 | 1.63285 | 1.62585 | 1.63405 | ||
20 | 2009.09.23 22:42 | t/p | 5 | 0.40 | 1.63405 | 1.62585 | 1.63405 | 48.00 | 10067.02 |
21 | 2009.09.23 22:46 | sell | 6 | 0.40 | 1.63460 | 0.00000 | 0.00000 | ||
22 | 2009.09.23 22:46 | modify | 6 | 0.40 | 1.63460 | 1.64160 | 0.00000 | ||
23 | 2009.09.23 22:46 | modify | 6 | 0.40 | 1.63460 | 1.64160 | 1.63340 | ||
24 | 2009.09.23 23:13 | t/p | 6 | 0.40 | 1.63340 | 1.64160 | 1.63340 | 48.00 | 10115.02 |
25 | 2009.09.24 22:48 | buy | 7 | 0.40 | 1.60480 | 0.00000 | 0.00000 | ||
26 | 2009.09.24 22:48 | modify | 7 | 0.40 | 1.60480 | 1.59780 | 0.00000 | ||
27 | 2009.09.24 22:48 | modify | 7 | 0.40 | 1.60480 | 1.59780 | 1.60600 | ||
28 | 2009.09.24 23:49 | s/l | 7 | 0.40 | 1.59780 | 1.59780 | 1.60600 | -280.00 | 9835.02 |
29 | 2009.09.29 22:53 | sell | 8 | 0.40 | 1.59610 | 0.00000 | 0.00000 | ||
30 | 2009.09.29 22:53 | modify | 8 | 0.40 | 1.59610 | 1.60310 | 0.00000 | ||
31 | 2009.09.29 22:53 | modify | 8 | 0.40 | 1.59610 | 1.60310 | 1.59490 | ||
32 | 2009.09.30 02:54 | s/l | 8 | 0.40 | 1.60310 | 1.60310 | 1.59490 | -280.75 | 9554.27 |
33 | 2009.10.01 22:05 | buy | 9 | 0.40 | 1.59340 | 0.00000 | 0.00000 | ||
34 | 2009.10.01 22:05 | modify | 9 | 0.40 | 1.59340 | 1.58640 | 0.00000 | ||
35 | 2009.10.01 22:05 | modify | 9 | 0.40 | 1.59340 | 1.58640 | 1.59460 | ||
36 | 2009.10.02 00:26 | close | 9 | 0.40 | 1.59120 | 1.58640 | 1.59460 | -87.87 | 9466.40 |
37 | 2009.10.05 22:16 | buy | 10 | 0.40 | 1.59330 | 0.00000 | 0.00000 | ||
38 | 2009.10.05 22:16 | modify | 10 | 0.40 | 1.59330 | 1.58630 | 0.00000 | ||
39 | 2009.10.05 22:16 | modify | 10 | 0.40 | 1.59330 | 1.58630 | 1.59450 | ||
40 | 2009.10.05 23:48 | t/p | 10 | 0.40 | 1.59450 | 1.58630 | 1.59450 | 48.00 | 9514.40 |
41 | 2009.10.08 22:37 | buy | 11 | 0.40 | 1.60680 | 0.00000 | 0.00000 | ||
42 | 2009.10.08 22:37 | modify | 11 | 0.40 | 1.60680 | 1.59980 | 0.00000 | ||
43 | 2009.10.08 22:37 | modify | 11 | 0.40 | 1.60680 | 1.59980 | 1.60800 | ||
44 | 2009.10.09 01:11 | close | 11 | 0.40 | 1.60475 | 1.59980 | 1.60800 | -81.87 | 9432.53 |
45 | 2009.10.15 22:35 | sell | 12 | 0.40 | 1.62735 | 0.00000 | 0.00000 | ||
46 | 2009.10.15 22:35 | modify | 12 | 0.40 | 1.62735 | 1.63435 | 0.00000 | ||
47 | 2009.10.15 22:35 | modify | 12 | 0.40 | 1.62735 | 1.63435 | 1.62615 | ||
48 | 2009.10.16 00:06 | s/l | 12 | 0.40 | 1.63435 | 1.63435 | 1.62615 | -280.75 | 9151.79 |