Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.11.13 23:00 (2005.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; ATRTakeProfit=40; ATRBreakeven=2; ATRPartialClose=6; ATRStoploss=0.5; StochTimeframe=6; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18697 | Ticks modelled | 8535795 | Modelling quality | n/a |
Mismatched charts errors | 211 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 19098.23 | Gross profit | 36617.59 | Gross loss | -17519.36 |
Profit factor | 2.09 | Expected payoff | 434.05 | ||
Absolute drawdown | 1628.62 | Maximal drawdown | 12141.26 (19.65%) | Relative drawdown | 19.65% (12141.26) |
Total trades | 44 | Short positions (won %) | 16 (12.50%) | Long positions (won %) | 28 (46.43%) |
Profit trades (% of total) | 15 (34.09%) | Loss trades (% of total) | 29 (65.91%) | ||
Largest | profit trade | 5277.59 | loss trade | -766.55 | |
Average | profit trade | 2441.17 | loss trade | -604.12 | |
Maximum | consecutive wins (profit in money) | 6 (17761.74) | consecutive losses (loss in money) | 5 (-3050.74) | |
Maximal | consecutive profit (count of wins) | 17761.74 (6) | consecutive loss (count of losses) | -3050.74 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.03 01:20 | buy | 1 | 1.00 | 2.1864 | 2.1778 | 2.8744 | ||
2 | 2005.01.03 09:07 | s/l | 1 | 1.00 | 2.1778 | 2.1778 | 2.8744 | -766.55 | 49233.45 |
3 | 2005.01.06 18:30 | buy | 2 | 1.00 | 2.2030 | 2.1944 | 2.8910 | ||
4 | 2005.01.17 15:30 | s/l | 2 | 1.00 | 2.1944 | 2.1944 | 2.8910 | -603.59 | 48629.86 |
5 | 2005.01.18 08:45 | buy | 3 | 1.00 | 2.2057 | 2.1972 | 2.8817 | ||
6 | 2005.01.28 00:17 | modify | 3 | 1.00 | 2.2057 | 2.2058 | 2.8817 | ||
7 | 2005.06.10 14:38 | close | 3 | 0.25 | 2.2934 | 2.2058 | 2.8817 | 2610.68 | 51240.54 |
8 | 2005.06.10 14:38 | buy | 4 | 0.75 | 2.2057 | 2.2058 | 2.8817 | ||
9 | 2005.07.07 11:24 | close | 4 | 0.75 | 2.2497 | 2.2058 | 2.8817 | 5277.59 | 56518.13 |
10 | 2005.07.18 06:16 | buy | 5 | 1.00 | 2.2705 | 2.2631 | 2.8625 | ||
11 | 2005.07.18 09:21 | s/l | 5 | 1.00 | 2.2631 | 2.2631 | 2.8625 | -659.65 | 55858.48 |
12 | 2005.07.22 12:15 | sell | 6 | 1.00 | 2.2498 | 2.2573 | 1.6498 | ||
13 | 2005.07.25 01:50 | s/l | 6 | 1.00 | 2.2573 | 2.2573 | 1.6498 | -693.41 | 55165.07 |
14 | 2005.08.01 16:30 | sell | 7 | 1.00 | 2.2543 | 2.2618 | 1.6583 | ||
15 | 2005.08.01 17:07 | s/l | 7 | 1.00 | 2.2618 | 2.2618 | 1.6583 | -668.26 | 54496.81 |
16 | 2005.08.02 16:15 | sell | 8 | 1.00 | 2.2565 | 2.2640 | 1.6605 | ||
17 | 2005.08.03 03:40 | s/l | 8 | 1.00 | 2.2640 | 2.2640 | 1.6605 | -693.36 | 53803.46 |
18 | 2005.08.05 11:10 | buy | 9 | 1.00 | 2.2407 | 2.2332 | 2.8367 | ||
19 | 2005.08.15 07:56 | modify | 9 | 1.00 | 2.2407 | 2.2408 | 2.8367 | ||
20 | 2006.01.05 09:55 | s/l | 9 | 1.00 | 2.2408 | 2.2408 | 2.8367 | 2779.40 | 56582.86 |
21 | 2006.01.05 12:45 | buy | 10 | 1.00 | 2.2446 | 2.2378 | 2.7886 | ||
22 | 2006.01.06 14:50 | s/l | 10 | 1.00 | 2.2378 | 2.2378 | 2.7886 | -587.99 | 55994.87 |
23 | 2006.01.10 12:30 | buy | 11 | 1.00 | 2.2570 | 2.2502 | 2.8010 | ||
24 | 2006.01.11 11:18 | s/l | 11 | 1.00 | 2.2502 | 2.2502 | 2.8010 | -588.00 | 55406.87 |
25 | 2006.01.13 04:45 | buy | 12 | 1.00 | 2.2637 | 2.2568 | 2.8117 | ||
26 | 2006.01.17 10:30 | s/l | 12 | 1.00 | 2.2568 | 2.2568 | 2.8117 | -578.81 | 54828.05 |
27 | 2006.01.19 18:20 | sell | 13 | 1.00 | 2.2580 | 2.2649 | 1.7100 | ||
28 | 2006.01.20 15:16 | s/l | 13 | 1.00 | 2.2649 | 2.2649 | 1.7100 | -639.89 | 54188.17 |
29 | 2006.01.23 08:15 | sell | 14 | 1.00 | 2.2517 | 2.2585 | 1.7077 | ||
30 | 2006.01.25 17:47 | s/l | 14 | 1.00 | 2.2585 | 2.2585 | 1.7077 | -656.04 | 53532.13 |
31 | 2006.01.26 00:30 | buy | 15 | 1.00 | 2.2569 | 2.2501 | 2.8009 | ||
32 | 2006.02.01 14:19 | modify | 15 | 1.00 | 2.2569 | 2.2570 | 2.8009 | ||
33 | 2006.04.05 10:40 | s/l | 15 | 1.00 | 2.2570 | 2.2570 | 2.8009 | 1222.12 | 54754.25 |
34 | 2006.04.10 08:15 | buy | 16 | 1.00 | 2.2687 | 2.2622 | 2.7847 | ||
35 | 2006.04.17 17:16 | s/l | 16 | 1.00 | 2.2622 | 2.2622 | 2.7847 | -452.64 | 54301.61 |
36 | 2006.04.18 06:30 | sell | 17 | 1.00 | 2.2644 | 2.2708 | 1.7564 | ||
37 | 2006.04.19 14:30 | s/l | 17 | 1.00 | 2.2708 | 2.2708 | 1.7564 | -595.33 | 53706.28 |
38 | 2006.04.20 01:30 | buy | 18 | 1.00 | 2.2715 | 2.2651 | 2.7795 | ||
39 | 2006.04.24 16:46 | s/l | 18 | 1.00 | 2.2651 | 2.2651 | 2.7795 | -534.26 | 53172.02 |
40 | 2006.05.01 04:15 | sell | 19 | 1.00 | 2.2609 | 2.2671 | 1.7689 | ||
41 | 2006.05.01 21:19 | s/l | 19 | 1.00 | 2.2671 | 2.2671 | 1.7689 | -552.43 | 52619.59 |
42 | 2006.05.02 04:30 | buy | 20 | 1.00 | 2.2651 | 2.2589 | 2.7611 | ||
43 | 2006.05.11 12:22 | modify | 20 | 1.00 | 2.2651 | 2.2652 | 2.7611 | ||
44 | 2006.05.15 00:52 | s/l | 20 | 1.00 | 2.2652 | 2.2652 | 2.7611 | 244.31 | 52863.90 |
45 | 2006.05.18 08:15 | sell | 21 | 1.00 | 2.2852 | 2.2914 | 1.7932 | ||
46 | 2006.05.19 09:48 | s/l | 21 | 1.00 | 2.2914 | 2.2914 | 1.7932 | -577.50 | 52286.40 |
47 | 2006.06.14 12:30 | sell | 22 | 1.00 | 2.2711 | 2.2772 | 1.7831 | ||
48 | 2006.06.15 13:08 | s/l | 22 | 1.00 | 2.2772 | 2.2772 | 1.7831 | -618.72 | 51667.69 |
49 | 2006.06.15 20:15 | buy | 23 | 1.00 | 2.2762 | 2.2701 | 2.7602 | ||
50 | 2006.06.23 15:42 | s/l | 23 | 1.00 | 2.2701 | 2.2701 | 2.7602 | -398.86 | 51268.83 |
51 | 2006.07.05 15:05 | sell | 24 | 1.00 | 2.2612 | 2.2671 | 1.7892 | ||
52 | 2006.07.10 14:43 | s/l | 24 | 1.00 | 2.2671 | 2.2671 | 1.7892 | -651.04 | 50617.79 |
53 | 2006.07.10 23:30 | sell | 25 | 1.00 | 2.2647 | 2.2706 | 1.7927 | ||
54 | 2006.07.14 12:58 | s/l | 25 | 1.00 | 2.2706 | 2.2706 | 1.7927 | -676.10 | 49941.69 |
55 | 2006.07.17 02:15 | buy | 26 | 1.00 | 2.2689 | 2.2631 | 2.7329 | ||
56 | 2006.07.19 10:46 | modify | 26 | 1.00 | 2.2689 | 2.2690 | 2.7329 | ||
57 | 2006.08.09 00:00 | close | 26 | 0.25 | 2.3382 | 2.2690 | 2.7329 | 1648.37 | 51590.06 |
58 | 2006.08.09 00:00 | buy | 27 | 0.75 | 2.2689 | 2.2690 | 2.7329 | ||
59 | 2007.01.03 07:34 | close | 27 | 0.25 | 2.3962 | 2.2690 | 2.7329 | 3606.02 | 55196.08 |
60 | 2007.01.03 07:34 | buy | 28 | 0.50 | 2.2689 | 2.2690 | 2.7329 | ||
61 | 2007.01.18 09:03 | close | 28 | 0.25 | 2.4615 | 2.2690 | 2.7329 | 5137.98 | 60334.06 |
62 | 2007.01.18 09:03 | buy | 29 | 0.25 | 2.2689 | 2.2690 | 2.7329 | ||
63 | 2007.01.18 09:03 | modify | 29 | 0.25 | 2.2689 | 2.4442 | 2.7329 | ||
64 | 2007.01.18 12:00 | modify | 29 | 0.25 | 2.2689 | 2.4448 | 2.7329 | ||
65 | 2007.01.18 16:15 | modify | 29 | 0.25 | 2.2689 | 2.4462 | 2.7329 | ||
66 | 2007.01.18 20:13 | modify | 29 | 0.25 | 2.2689 | 2.4476 | 2.7329 | ||
67 | 2007.01.19 00:03 | modify | 29 | 0.25 | 2.2689 | 2.4489 | 2.7329 | ||
68 | 2007.01.19 04:00 | modify | 29 | 0.25 | 2.2689 | 2.4501 | 2.7329 | ||
69 | 2007.01.19 08:08 | modify | 29 | 0.25 | 2.2689 | 2.4512 | 2.7329 | ||
70 | 2007.01.19 12:00 | modify | 29 | 0.25 | 2.2689 | 2.4523 | 2.7329 | ||
71 | 2007.01.19 16:00 | modify | 29 | 0.25 | 2.2689 | 2.4533 | 2.7329 | ||
72 | 2007.01.19 20:00 | modify | 29 | 0.25 | 2.2689 | 2.4542 | 2.7329 | ||
73 | 2007.01.22 00:00 | modify | 29 | 0.25 | 2.2689 | 2.4551 | 2.7329 | ||
74 | 2007.01.22 04:00 | modify | 29 | 0.25 | 2.2689 | 2.4559 | 2.7329 | ||
75 | 2007.01.22 08:00 | modify | 29 | 0.25 | 2.2689 | 2.4567 | 2.7329 | ||
76 | 2007.01.22 12:00 | modify | 29 | 0.25 | 2.2689 | 2.4575 | 2.7329 | ||
77 | 2007.01.22 16:00 | modify | 29 | 0.25 | 2.2689 | 2.4582 | 2.7329 | ||
78 | 2007.01.22 20:00 | modify | 29 | 0.25 | 2.2689 | 2.4593 | 2.7329 | ||
79 | 2007.01.23 00:00 | modify | 29 | 0.25 | 2.2689 | 2.4603 | 2.7329 | ||
80 | 2007.01.23 04:00 | modify | 29 | 0.25 | 2.2689 | 2.4613 | 2.7329 | ||
81 | 2007.01.23 08:00 | modify | 29 | 0.25 | 2.2689 | 2.4627 | 2.7329 | ||
82 | 2007.01.23 15:43 | s/l | 29 | 0.25 | 2.4627 | 2.4627 | 2.7329 | 5178.29 | 65512.35 |
83 | 2007.01.24 04:05 | sell | 30 | 1.00 | 2.4621 | 2.4675 | 2.0301 | ||
84 | 2007.01.31 16:42 | modify | 30 | 1.00 | 2.4621 | 2.4620 | 2.0301 | ||
85 | 2007.03.02 00:00 | close | 30 | 0.25 | 2.3940 | 2.4620 | 2.0301 | 1272.31 | 66784.67 |
86 | 2007.03.02 00:00 | sell | 31 | 0.75 | 2.4621 | 2.4620 | 2.0301 | ||
87 | 2007.04.17 12:07 | close | 31 | 0.75 | 2.4250 | 2.4620 | 2.0301 | 918.76 | 67703.43 |
88 | 2007.04.24 03:30 | buy | 32 | 1.00 | 2.4196 | 2.4133 | 2.9196 | ||
89 | 2007.04.24 04:23 | s/l | 32 | 1.00 | 2.4133 | 2.4133 | 2.9196 | -561.50 | 67141.93 |
90 | 2007.04.25 16:30 | buy | 33 | 1.00 | 2.4108 | 2.4045 | 2.9108 | ||
91 | 2007.04.26 15:16 | s/l | 33 | 1.00 | 2.4045 | 2.4045 | 2.9108 | -507.18 | 66634.75 |
92 | 2007.04.30 16:45 | buy | 34 | 1.00 | 2.4105 | 2.4042 | 2.9105 | ||
93 | 2007.05.23 13:39 | modify | 34 | 1.00 | 2.4105 | 2.4106 | 2.9105 | ||
94 | 2007.07.25 11:01 | close | 34 | 0.25 | 2.4880 | 2.4106 | 2.9105 | 2116.14 | 68750.90 |
95 | 2007.07.25 11:01 | buy | 35 | 0.75 | 2.4105 | 2.4106 | 2.9105 | ||
96 | 2007.07.27 17:53 | close | 35 | 0.75 | 2.4492 | 2.4106 | 2.9105 | 3809.15 | 72560.05 |
97 | 2007.08.13 08:45 | buy | 36 | 1.00 | 2.4286 | 2.4217 | 2.9766 | ||
98 | 2007.08.13 09:22 | s/l | 36 | 1.00 | 2.4217 | 2.4217 | 2.9766 | -614.93 | 71945.12 |
99 | 2007.08.14 19:30 | sell | 37 | 1.00 | 2.4176 | 2.4245 | 1.8696 | ||
100 | 2007.08.15 15:54 | s/l | 37 | 1.00 | 2.4245 | 2.4245 | 1.8696 | -639.78 | 71305.34 |
101 | 2007.08.20 00:15 | sell | 38 | 1.00 | 2.3889 | 2.3959 | 1.8329 | ||
102 | 2007.08.20 08:02 | s/l | 38 | 1.00 | 2.3959 | 2.3959 | 1.8329 | -623.61 | 70681.73 |
103 | 2007.08.22 04:30 | buy | 39 | 1.00 | 2.3916 | 2.3845 | 2.9596 | ||
104 | 2007.08.23 11:32 | modify | 39 | 1.00 | 2.3916 | 2.3917 | 2.9596 | ||
105 | 2007.09.14 00:52 | s/l | 39 | 1.00 | 2.3917 | 2.3917 | 2.9596 | 461.61 | 71143.34 |
106 | 2007.09.14 12:15 | sell | 40 | 1.00 | 2.3925 | 2.3999 | 1.8045 | ||
107 | 2007.09.18 02:48 | modify | 40 | 1.00 | 2.3925 | 2.3924 | 1.8045 | ||
108 | 2007.10.01 09:17 | s/l | 40 | 1.00 | 2.3924 | 2.3924 | 1.8045 | -367.07 | 70776.28 |
109 | 2007.10.02 03:15 | buy | 41 | 1.00 | 2.3893 | 2.3816 | 3.0013 | ||
110 | 2007.10.10 11:37 | modify | 41 | 1.00 | 2.3893 | 2.3894 | 3.0013 | ||
111 | 2007.10.18 14:11 | s/l | 41 | 1.00 | 2.3894 | 2.3894 | 3.0013 | 334.85 | 71111.12 |
112 | 2007.10.23 08:30 | buy | 42 | 1.00 | 2.3955 | 2.3877 | 3.0155 | ||
113 | 2007.10.23 09:56 | s/l | 42 | 1.00 | 2.3877 | 2.3877 | 3.0155 | -695.00 | 70416.12 |
114 | 2007.10.30 03:45 | buy | 43 | 1.00 | 2.4020 | 2.3942 | 3.0260 | ||
115 | 2007.10.30 22:58 | s/l | 43 | 1.00 | 2.3942 | 2.3942 | 3.0260 | -695.13 | 69720.99 |
116 | 2007.10.31 16:15 | buy | 44 | 1.00 | 2.4063 | 2.3985 | 3.0303 | ||
117 | 2007.11.02 13:41 | s/l | 44 | 1.00 | 2.3985 | 2.3985 | 3.0303 | -622.76 | 69098.23 |