|
| Symbol | EURGBPm (Euro vs Great Britain Pound ) | ||||
| Period | 1 Hour (H1) 2006.01.02 22:00 - 2007.11.23 20:00 (2006.01.01 - 2007.11.24) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TakeProfit=40; InitialStop=0; MaxTrades=7; Pips=20; StartYear=2007; StartMonth=1; MiniAccount=true; | ||||
| Bars in test | 16587 | Ticks modelled | 2497483 | Modelling quality | 90.06% |
| Mismatched charts errors | 13 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 33167.07 | Gross profit | 57963.29 | Gross loss | -24796.23 |
| Profit factor | 2.34 | Expected payoff | 133.74 | ||
| Absolute drawdown | 6960.00 | Maximal drawdown | 12884.19 (80.91%) | Relative drawdown | 80.91% (12884.19) |
| Total trades | 248 | Short positions (won %) | 149 (56.38%) | Long positions (won %) | 99 (66.67%) |
| Profit trades (% of total) | 150 (60.48%) | Loss trades (% of total) | 98 (39.52%) | ||
| Largest | profit trade | 1804.12 | loss trade | -534.99 | |
| Average | profit trade | 386.42 | loss trade | -253.02 | |
| Maximum | consecutive wins (profit in money) | 11 (4503.21) | consecutive losses (loss in money) | 4 (-1541.18) | |
| Maximal | consecutive profit (count of wins) | 4503.21 (11) | consecutive loss (count of losses) | -1541.18 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.02 22:00 | sell | 1 | 1.50 | 0.6872 | 0.0000 | 0.6832 | ||
| 2 | 2006.01.03 14:49 | sell | 2 | 3.00 | 0.6892 | 0.0000 | 0.6852 | ||
| 3 | 2006.01.09 07:19 | t/p | 2 | 3.00 | 0.6852 | 0.0000 | 0.6852 | 246.69 | 10246.69 |
| 4 | 2006.01.09 07:19 | close | 1 | 1.50 | 0.6852 | 0.0000 | 0.6832 | 64.08 | 10310.76 |
| 5 | 2006.01.09 07:19 | sell | 3 | 1.55 | 0.6850 | 0.0000 | 0.6810 | ||
| 6 | 2006.01.11 10:13 | sell | 4 | 3.10 | 0.6870 | 0.0000 | 0.6830 | ||
| 7 | 2006.01.12 14:09 | t/p | 4 | 3.10 | 0.6830 | 0.0000 | 0.6830 | 251.17 | 10561.94 |
| 8 | 2006.01.12 14:09 | close | 3 | 1.55 | 0.6830 | 0.0000 | 0.6810 | 64.97 | 10626.91 |
| 9 | 2006.01.12 14:09 | sell | 5 | 1.59 | 0.6828 | 0.0000 | 0.6788 | ||
| 10 | 2006.01.16 09:40 | sell | 6 | 3.18 | 0.6848 | 0.0000 | 0.6808 | ||
| 11 | 2006.01.17 09:43 | sell | 7 | 6.36 | 0.6868 | 0.0000 | 0.6828 | ||
| 12 | 2006.01.23 07:56 | sell | 8 | 12.72 | 0.6888 | 0.0000 | 0.6848 | ||
| 13 | 2006.01.24 13:39 | close | 8 | 12.72 | 0.6873 | 0.0000 | 0.6848 | 385.82 | 11012.73 |
| 14 | 2006.01.24 13:39 | close | 7 | 6.36 | 0.6874 | 0.0000 | 0.6828 | -58.27 | 10954.46 |
| 15 | 2006.01.24 13:39 | close | 6 | 3.18 | 0.6873 | 0.0000 | 0.6808 | -148.42 | 10806.04 |
| 16 | 2006.01.24 13:39 | close | 5 | 1.59 | 0.6874 | 0.0000 | 0.6788 | -139.56 | 10666.49 |
| 17 | 2006.01.24 13:40 | sell | 9 | 1.60 | 0.6870 | 0.0000 | 0.6830 | ||
| 18 | 2006.01.31 08:19 | t/p | 9 | 1.60 | 0.6830 | 0.0000 | 0.6830 | 132.20 | 10798.68 |
| 19 | 2006.01.31 08:19 | sell | 10 | 1.62 | 0.6827 | 0.0000 | 0.6787 | ||
| 20 | 2006.01.31 12:30 | sell | 11 | 3.24 | 0.6847 | 0.0000 | 0.6807 | ||
| 21 | 2006.02.01 12:49 | t/p | 11 | 3.24 | 0.6807 | 0.0000 | 0.6807 | 259.89 | 11058.58 |
| 22 | 2006.02.01 12:49 | close | 10 | 1.62 | 0.6807 | 0.0000 | 0.6787 | 65.30 | 11123.88 |
| 23 | 2006.02.01 12:49 | sell | 12 | 1.67 | 0.6805 | 0.0000 | 0.6765 | ||
| 24 | 2006.02.05 22:00 | sell | 13 | 3.34 | 0.6828 | 0.0000 | 0.6788 | ||
| 25 | 2006.02.06 16:41 | sell | 14 | 6.68 | 0.6848 | 0.0000 | 0.6808 | ||
| 26 | 2006.02.08 08:40 | sell | 15 | 13.36 | 0.6868 | 0.0000 | 0.6828 | ||
| 27 | 2006.02.10 10:43 | close | 15 | 13.36 | 0.6853 | 0.0000 | 0.6828 | 421.31 | 11545.18 |
| 28 | 2006.02.10 10:43 | close | 14 | 6.68 | 0.6854 | 0.0000 | 0.6808 | -63.88 | 11481.30 |
| 29 | 2006.02.10 10:43 | close | 13 | 3.34 | 0.6853 | 0.0000 | 0.6788 | -157.22 | 11324.08 |
| 30 | 2006.02.10 10:43 | close | 12 | 1.67 | 0.6854 | 0.0000 | 0.6765 | -155.89 | 11168.19 |
| 31 | 2006.02.10 10:43 | sell | 16 | 1.68 | 0.6849 | 0.0000 | 0.6809 | ||
| 32 | 2006.02.15 03:13 | sell | 17 | 3.36 | 0.6869 | 0.0000 | 0.6829 | ||
| 33 | 2006.02.15 14:49 | t/p | 17 | 3.36 | 0.6829 | 0.0000 | 0.6829 | 268.16 | 11436.35 |
| 34 | 2006.02.15 14:49 | close | 16 | 1.68 | 0.6829 | 0.0000 | 0.6809 | 69.06 | 11505.41 |
| 35 | 2006.02.15 14:49 | sell | 18 | 1.73 | 0.6827 | 0.0000 | 0.6787 | ||
| 36 | 2006.02.16 09:43 | sell | 19 | 3.46 | 0.6847 | 0.0000 | 0.6807 | ||
| 37 | 2006.02.23 16:17 | t/p | 19 | 3.46 | 0.6807 | 0.0000 | 0.6807 | 285.87 | 11791.29 |
| 38 | 2006.02.23 16:17 | close | 18 | 1.73 | 0.6807 | 0.0000 | 0.6787 | 75.99 | 11867.27 |
| 39 | 2006.02.23 16:18 | sell | 20 | 1.78 | 0.6805 | 0.0000 | 0.6765 | ||
| 40 | 2006.03.02 08:39 | sell | 21 | 3.56 | 0.6825 | 0.0000 | 0.6785 | ||
| 41 | 2006.03.02 13:43 | sell | 22 | 7.12 | 0.6845 | 0.0000 | 0.6805 | ||
| 42 | 2006.03.02 15:19 | sell | 23 | 14.24 | 0.6865 | 0.0000 | 0.6825 | ||
| 43 | 2006.03.03 11:18 | close | 23 | 14.24 | 0.6850 | 0.0000 | 0.6825 | 431.92 | 12299.19 |
| 44 | 2006.03.03 11:18 | close | 22 | 7.12 | 0.6851 | 0.0000 | 0.6805 | -82.38 | 12216.81 |
| 45 | 2006.03.03 11:18 | close | 21 | 3.56 | 0.6850 | 0.0000 | 0.6785 | -176.16 | 12040.65 |
| 46 | 2006.03.03 11:18 | close | 20 | 1.78 | 0.6851 | 0.0000 | 0.6765 | -157.65 | 11882.99 |
| 47 | 2006.03.03 11:18 | sell | 24 | 1.78 | 0.6847 | 0.0000 | 0.6807 | ||
| 48 | 2006.03.03 16:19 | sell | 25 | 3.56 | 0.6867 | 0.0000 | 0.6827 | ||
| 49 | 2006.03.10 14:18 | sell | 26 | 7.12 | 0.6887 | 0.0000 | 0.6847 | ||
| 50 | 2006.03.10 19:19 | sell | 27 | 14.24 | 0.6907 | 0.0000 | 0.6867 | ||
| 51 | 2006.03.13 08:18 | sell | 28 | 28.48 | 0.6927 | 0.0000 | 0.6887 | ||
| 52 | 2006.03.13 10:20 | close | 28 | 28.48 | 0.6910 | 0.0000 | 0.6887 | 966.04 | 12849.03 |
| 53 | 2006.03.13 10:20 | close | 27 | 14.24 | 0.6911 | 0.0000 | 0.6867 | -107.93 | 12741.10 |
| 54 | 2006.03.13 10:20 | close | 26 | 7.12 | 0.6910 | 0.0000 | 0.6847 | -323.89 | 12417.21 |
| 55 | 2006.03.13 10:20 | close | 25 | 3.56 | 0.6911 | 0.0000 | 0.6827 | -301.12 | 12116.09 |
| 56 | 2006.03.13 10:21 | close | 24 | 1.78 | 0.6910 | 0.0000 | 0.6807 | -218.03 | 11898.06 |
| 57 | 2006.03.13 10:21 | sell | 29 | 1.78 | 0.6908 | 0.0000 | 0.6868 | ||
| 58 | 2006.03.16 14:06 | sell | 30 | 3.56 | 0.6928 | 0.0000 | 0.6888 | ||
| 59 | 2006.03.17 13:07 | sell | 31 | 7.12 | 0.6948 | 0.0000 | 0.6908 | ||
| 60 | 2006.03.22 07:48 | t/p | 31 | 7.12 | 0.6908 | 0.0000 | 0.6908 | 576.84 | 12474.90 |
| 61 | 2006.03.22 07:48 | close | 30 | 3.56 | 0.6908 | 0.0000 | 0.6888 | 147.78 | 12622.68 |
| 62 | 2006.03.22 07:48 | close | 29 | 1.78 | 0.6909 | 0.0000 | 0.6868 | 2.88 | 12625.56 |
| 63 | 2006.03.22 07:48 | sell | 32 | 1.89 | 0.6905 | 0.0000 | 0.6865 | ||
| 64 | 2006.03.22 16:06 | sell | 33 | 3.78 | 0.6925 | 0.0000 | 0.6885 | ||
| 65 | 2006.03.27 09:49 | t/p | 33 | 3.78 | 0.6885 | 0.0000 | 0.6885 | 309.28 | 12934.84 |
| 66 | 2006.03.27 09:49 | close | 32 | 1.89 | 0.6885 | 0.0000 | 0.6865 | 79.21 | 13014.05 |
| 67 | 2006.03.27 09:49 | sell | 34 | 1.95 | 0.6883 | 0.0000 | 0.6843 | ||
| 68 | 2006.03.28 08:14 | sell | 35 | 3.90 | 0.6903 | 0.0000 | 0.6863 | ||
| 69 | 2006.03.29 11:01 | sell | 36 | 7.80 | 0.6923 | 0.0000 | 0.6883 | ||
| 70 | 2006.03.30 07:44 | sell | 37 | 15.60 | 0.6943 | 0.0000 | 0.6903 | ||
| 71 | 2006.03.30 20:14 | sell | 38 | 31.20 | 0.6963 | 0.0000 | 0.6923 | ||
| 72 | 2006.04.07 18:44 | close | 38 | 31.20 | 0.6946 | 0.0000 | 0.6923 | 1158.46 | 14172.51 |
| 73 | 2006.04.07 18:44 | close | 37 | 15.60 | 0.6947 | 0.0000 | 0.6903 | -74.39 | 14098.12 |
| 74 | 2006.04.07 18:45 | close | 36 | 7.80 | 0.6946 | 0.0000 | 0.6883 | -323.49 | 13774.63 |
| 75 | 2006.04.07 18:45 | close | 35 | 3.90 | 0.6947 | 0.0000 | 0.6863 | -323.58 | 13451.05 |
| 76 | 2006.04.07 18:45 | close | 34 | 1.95 | 0.6946 | 0.0000 | 0.6843 | -234.93 | 13216.12 |
| 77 | 2006.04.07 18:45 | sell | 39 | 1.98 | 0.6944 | 0.0000 | 0.6904 | ||
| 78 | 2006.04.11 08:43 | sell | 40 | 3.96 | 0.6964 | 0.0000 | 0.6924 | ||
| 79 | 2006.04.12 08:50 | t/p | 40 | 3.96 | 0.6924 | 0.0000 | 0.6924 | 317.63 | 13533.75 |
| 80 | 2006.04.12 08:50 | close | 39 | 1.98 | 0.6924 | 0.0000 | 0.6904 | 81.39 | 13615.14 |
| 81 | 2006.04.12 08:50 | sell | 41 | 2.04 | 0.6922 | 0.0000 | 0.6882 | ||
| 82 | 2006.04.24 14:49 | sell | 42 | 4.08 | 0.6942 | 0.0000 | 0.6902 | ||
| 83 | 2006.04.26 07:48 | sell | 43 | 8.16 | 0.6962 | 0.0000 | 0.6922 | ||
| 84 | 2006.04.26 19:02 | sell | 44 | 16.32 | 0.6982 | 0.0000 | 0.6942 | ||
| 85 | 2006.04.27 09:48 | close | 44 | 16.32 | 0.6967 | 0.0000 | 0.6942 | 508.09 | 14123.23 |
| 86 | 2006.04.27 09:48 | close | 43 | 8.16 | 0.6968 | 0.0000 | 0.6922 | -87.86 | 14035.37 |
| 87 | 2006.04.27 09:48 | close | 42 | 4.08 | 0.6966 | 0.0000 | 0.6902 | -187.18 | 13848.19 |
| 88 | 2006.04.27 09:49 | close | 41 | 2.04 | 0.6967 | 0.0000 | 0.6882 | -169.24 | 13678.95 |
| 89 | 2006.04.27 09:49 | sell | 45 | 2.05 | 0.6963 | 0.0000 | 0.6923 | ||
| 90 | 2006.04.28 15:18 | t/p | 45 | 2.05 | 0.6923 | 0.0000 | 0.6923 | 164.42 | 13843.38 |
| 91 | 2006.04.28 15:18 | sell | 46 | 2.08 | 0.6920 | 0.0000 | 0.6880 | ||
| 92 | 2006.05.02 08:49 | t/p | 46 | 2.08 | 0.6880 | 0.0000 | 0.6880 | 167.67 | 14011.05 |
| 93 | 2006.05.02 08:49 | sell | 47 | 2.10 | 0.6877 | 0.0000 | 0.6837 | ||
| 94 | 2006.05.04 10:48 | t/p | 47 | 2.10 | 0.6837 | 0.0000 | 0.6837 | 170.97 | 14182.02 |
| 95 | 2006.05.04 10:48 | sell | 48 | 2.13 | 0.6834 | 0.0000 | 0.6794 | ||
| 96 | 2006.05.04 12:48 | sell | 49 | 4.26 | 0.6854 | 0.0000 | 0.6814 | ||
| 97 | 2006.05.11 10:18 | t/p | 49 | 4.26 | 0.6814 | 0.0000 | 0.6814 | 351.95 | 14533.97 |
| 98 | 2006.05.11 10:18 | close | 48 | 2.13 | 0.6814 | 0.0000 | 0.6794 | 90.99 | 14624.96 |
| 99 | 2006.05.11 10:18 | sell | 50 | 2.19 | 0.6812 | 0.0000 | 0.6772 | ||
| 100 | 2006.05.12 07:05 | sell | 51 | 4.38 | 0.6832 | 0.0000 | 0.6792 | ||
| 101 | 2006.05.17 08:49 | t/p | 51 | 4.38 | 0.6792 | 0.0000 | 0.6792 | 354.84 | 14979.79 |
| 102 | 2006.05.17 08:49 | close | 50 | 2.19 | 0.6792 | 0.0000 | 0.6772 | 90.91 | 15070.70 |
| 103 | 2006.05.17 08:49 | sell | 52 | 2.26 | 0.6790 | 0.0000 | 0.6750 | ||
| 104 | 2006.05.19 08:18 | sell | 53 | 4.52 | 0.6810 | 0.0000 | 0.6770 | ||
| 105 | 2006.05.23 01:49 | sell | 54 | 9.04 | 0.6830 | 0.0000 | 0.6790 | ||
| 106 | 2006.05.26 08:01 | sell | 55 | 18.08 | 0.6850 | 0.0000 | 0.6810 | ||
| 107 | 2006.05.30 15:36 | close | 55 | 18.08 | 0.6835 | 0.0000 | 0.6810 | 555.64 | 15626.34 |
| 108 | 2006.05.30 15:36 | close | 54 | 9.04 | 0.6836 | 0.0000 | 0.6790 | -82.81 | 15543.53 |
| 109 | 2006.05.30 15:36 | close | 53 | 4.52 | 0.6835 | 0.0000 | 0.6770 | -209.14 | 15334.39 |
| 110 | 2006.05.30 15:36 | close | 52 | 2.26 | 0.6836 | 0.0000 | 0.6750 | -195.63 | 15138.76 |
| 111 | 2006.05.30 15:36 | sell | 56 | 2.27 | 0.6832 | 0.0000 | 0.6792 | ||
| 112 | 2006.05.31 08:44 | sell | 57 | 4.54 | 0.6852 | 0.0000 | 0.6812 | ||
| 113 | 2006.06.02 04:02 | sell | 58 | 9.08 | 0.6872 | 0.0000 | 0.6832 | ||
| 114 | 2006.06.05 14:14 | sell | 59 | 18.16 | 0.6892 | 0.0000 | 0.6852 | ||
| 115 | 2006.06.07 10:48 | close | 59 | 18.16 | 0.6877 | 0.0000 | 0.6852 | 558.10 | 15696.86 |
| 116 | 2006.06.07 10:48 | close | 58 | 9.08 | 0.6878 | 0.0000 | 0.6832 | -97.76 | 15599.10 |
| 117 | 2006.06.07 10:48 | close | 57 | 4.54 | 0.6877 | 0.0000 | 0.6812 | -213.71 | 15385.39 |
| 118 | 2006.06.07 10:48 | close | 56 | 2.27 | 0.6878 | 0.0000 | 0.6792 | -201.06 | 15184.33 |
| 119 | 2006.06.07 10:48 | sell | 60 | 2.28 | 0.6874 | 0.0000 | 0.6834 | ||
| 120 | 2006.06.07 16:32 | sell | 61 | 4.56 | 0.6894 | 0.0000 | 0.6854 | ||
| 121 | 2006.06.09 15:18 | t/p | 61 | 4.56 | 0.6854 | 0.0000 | 0.6854 | 371.26 | 15555.59 |
| 122 | 2006.06.09 15:18 | close | 60 | 2.28 | 0.6854 | 0.0000 | 0.6834 | 94.65 | 15650.24 |
| 123 | 2006.06.09 15:18 | sell | 62 | 2.35 | 0.6852 | 0.0000 | 0.6812 | ||
| 124 | 2006.06.19 11:49 | t/p | 62 | 2.35 | 0.6812 | 0.0000 | 0.6812 | 195.11 | 15845.35 |
| 125 | 2006.06.19 11:49 | sell | 63 | 2.38 | 0.6809 | 0.0000 | 0.6769 | ||
| 126 | 2006.06.19 14:13 | sell | 64 | 4.76 | 0.6829 | 0.0000 | 0.6789 | ||
| 127 | 2006.06.21 08:50 | sell | 65 | 9.52 | 0.6849 | 0.0000 | 0.6809 | ||
| 128 | 2006.06.22 09:00 | sell | 66 | 19.04 | 0.6869 | 0.0000 | 0.6829 | ||
| 129 | |||||||||