Symbol | GBPUSD (Great Britan Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1373 | Ticks modelled | 1745 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8967.54 | Gross profit | 12176.21 | Gross loss | -3208.67 |
Profit factor | 3.79 | Expected payoff | 996.39 | ||
Absolute drawdown | 852.89 | Maximal drawdown | 4717.34 (29.52%) | Relative drawdown | 29.52% (4717.34) |
Total trades | 9 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 3935.33 | loss trade | -2655.78 | |
Average | profit trade | 1739.46 | loss trade | -1604.33 | |
Maximum | consecutive wins (profit in money) | 4 (5616.66) | consecutive losses (loss in money) | 1 (-2655.78) | |
Maximal | consecutive profit (count of wins) | 6559.55 (3) | consecutive loss (count of losses) | -2655.78 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.02 18:00 | buy | 1 | 1.00 | 1.5314 | 0.0000 | 0.0000 | ||
2 | 2010.05.03 22:00 | close | 1 | 1.00 | 1.5259 | 0.0000 | 0.0000 | -552.89 | 9447.11 |
3 | 2010.05.04 03:00 | sell | 2 | 1.00 | 1.5231 | 0.0000 | 0.0000 | ||
4 | 2010.05.10 21:00 | close | 2 | 1.00 | 1.4834 | 0.0000 | 0.0000 | 3935.33 | 13382.44 |
5 | 2010.05.11 02:00 | buy | 3 | 1.00 | 1.4818 | 0.0000 | 0.0000 | ||
6 | 2010.05.11 13:00 | close | 3 | 1.00 | 1.4991 | 0.0000 | 0.0000 | 1730.00 | 15112.44 |
7 | 2010.05.11 17:00 | sell | 4 | 1.00 | 1.4954 | 0.0000 | 0.0000 | ||
8 | 2010.05.12 11:00 | close | 4 | 1.00 | 1.4864 | 0.0000 | 0.0000 | 894.22 | 16006.66 |
9 | 2010.05.12 14:00 | buy | 5 | 1.00 | 1.4834 | 0.0000 | 0.0000 | ||
10 | 2010.05.14 10:00 | close | 5 | 1.00 | 1.4569 | 0.0000 | 0.0000 | -2655.78 | 13350.88 |
11 | 2010.05.14 11:00 | sell | 6 | 1.00 | 1.4551 | 0.0000 | 0.0000 | ||
12 | 2010.05.18 15:00 | close | 6 | 1.00 | 1.4324 | 0.0000 | 0.0000 | 2246.88 | 15597.76 |
13 | 2010.05.18 20:00 | buy | 7 | 1.00 | 1.4256 | 0.0000 | 0.0000 | ||
14 | 2010.05.19 10:00 | close | 7 | 1.00 | 1.4382 | 0.0000 | 0.0000 | 1257.11 | 16854.88 |
15 | 2010.05.19 22:00 | sell | 8 | 1.00 | 1.4390 | 0.0000 | 0.0000 | ||
16 | 2010.05.20 09:00 | close | 8 | 1.00 | 1.4296 | 0.0000 | 0.0000 | 934.22 | 17789.10 |
17 | 2010.05.20 13:00 | buy | 9 | 1.00 | 1.4327 | 0.0000 | 0.0000 | ||
18 | 2010.05.24 13:59 | close at stop | 9 | 1.00 | 1.4446 | 0.0000 | 0.0000 | 1178.44 | 18967.54 |