Symbol | EURGBP (Euro vs Great Britan Pound) | ||||
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 | 6346.11 | Gross profit | 9023.35 | Gross loss | -2677.23 |
Profit factor | 3.37 | Expected payoff | 352.56 | ||
Absolute drawdown | 382.60 | Maximal drawdown | 2800.10 (19.15%) | Relative drawdown | 19.15% (2800.10) |
Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 2107.15 | loss trade | -896.09 | |
Average | profit trade | 751.95 | loss trade | -446.21 | |
Maximum | consecutive wins (profit in money) | 3 (3216.97) | consecutive losses (loss in money) | 2 (-1181.46) | |
Maximal | consecutive profit (count of wins) | 3216.97 (3) | consecutive loss (count of losses) | -1181.46 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.02 22:00 | buy | 1 | 1.00 | 0.8674 | 0.0000 | 0.0000 | ||
2 | 2010.05.03 02:00 | close | 1 | 1.00 | 0.8677 | 0.0000 | 0.0000 | 36.53 | 10036.53 |
3 | 2010.05.03 05:00 | sell | 2 | 1.00 | 0.8683 | 0.0000 | 0.0000 | ||
4 | 2010.05.03 08:00 | close | 2 | 1.00 | 0.8677 | 0.0000 | 0.0000 | 86.73 | 10123.26 |
5 | 2010.05.03 09:00 | buy | 3 | 1.00 | 0.8683 | 0.0000 | 0.0000 | ||
6 | 2010.05.03 15:00 | close | 3 | 1.00 | 0.8659 | 0.0000 | 0.0000 | -346.87 | 9776.39 |
7 | 2010.05.03 16:00 | sell | 4 | 1.00 | 0.8654 | 0.0000 | 0.0000 | ||
8 | 2010.05.06 17:00 | close | 4 | 1.00 | 0.8509 | 0.0000 | 0.0000 | 2107.15 | 11883.54 |
9 | 2010.05.06 18:00 | buy | 5 | 1.00 | 0.8546 | 0.0000 | 0.0000 | ||
10 | 2010.05.07 15:00 | close | 5 | 1.00 | 0.8599 | 0.0000 | 0.0000 | 759.18 | 12642.72 |
11 | 2010.05.09 19:00 | sell | 6 | 1.00 | 0.8714 | 0.0000 | 0.0000 | ||
12 | 2010.05.10 06:00 | close | 6 | 1.00 | 0.8690 | 0.0000 | 0.0000 | 350.65 | 12993.36 |
13 | 2010.05.10 08:00 | buy | 7 | 1.00 | 0.8644 | 0.0000 | 0.0000 | ||
14 | 2010.05.10 13:00 | close | 7 | 1.00 | 0.8623 | 0.0000 | 0.0000 | -303.51 | 12689.85 |
15 | 2010.05.10 15:00 | sell | 8 | 1.00 | 0.8602 | 0.0000 | 0.0000 | ||
16 | 2010.05.12 13:00 | close | 8 | 1.00 | 0.8507 | 0.0000 | 0.0000 | 1380.67 | 14070.52 |
17 | 2010.05.12 14:00 | buy | 9 | 1.00 | 0.8510 | 0.0000 | 0.0000 | ||
18 | 2010.05.16 20:00 | close | 9 | 1.00 | 0.8535 | 0.0000 | 0.0000 | 334.01 | 14404.53 |
19 | 2010.05.16 21:00 | sell | 10 | 1.00 | 0.8552 | 0.0000 | 0.0000 | ||
20 | 2010.05.17 02:00 | close | 10 | 1.00 | 0.8554 | 0.0000 | 0.0000 | -25.18 | 14379.35 |
21 | 2010.05.17 05:00 | buy | 11 | 1.00 | 0.8520 | 0.0000 | 0.0000 | ||
22 | 2010.05.17 07:00 | close | 11 | 1.00 | 0.8551 | 0.0000 | 0.0000 | 448.04 | 14827.39 |
23 | 2010.05.17 09:00 | sell | 12 | 1.00 | 0.8560 | 0.0000 | 0.0000 | ||
24 | 2010.05.18 09:00 | close | 12 | 1.00 | 0.8580 | 0.0000 | 0.0000 | -285.37 | 14542.01 |
25 | 2010.05.18 10:00 | buy | 13 | 1.00 | 0.8575 | 0.0000 | 0.0000 | ||
26 | 2010.05.18 17:00 | close | 13 | 1.00 | 0.8513 | 0.0000 | 0.0000 | -896.09 | 13645.92 |
27 | 2010.05.18 21:00 | sell | 14 | 1.00 | 0.8535 | 0.0000 | 0.0000 | ||
28 | 2010.05.19 03:00 | close | 14 | 1.00 | 0.8519 | 0.0000 | 0.0000 | 235.01 | 13880.93 |
29 | 2010.05.19 04:00 | buy | 15 | 1.00 | 0.8512 | 0.0000 | 0.0000 | ||
30 | 2010.05.19 06:00 | close | 15 | 1.00 | 0.8544 | 0.0000 | 0.0000 | 462.49 | 14343.42 |
31 | 2010.05.19 08:00 | sell | 16 | 1.00 | 0.8559 | 0.0000 | 0.0000 | ||
32 | 2010.05.20 07:00 | close | 16 | 1.00 | 0.8616 | 0.0000 | 0.0000 | -820.20 | 13523.21 |
33 | 2010.05.20 08:00 | buy | 17 | 1.00 | 0.8641 | 0.0000 | 0.0000 | ||
34 | 2010.05.21 09:00 | close | 17 | 1.00 | 0.8735 | 0.0000 | 0.0000 | 1351.76 | 14874.98 |
35 | 2010.05.21 11:00 | sell | 18 | 1.00 | 0.8693 | 0.0000 | 0.0000 | ||
36 | 2010.05.24 13:59 | close at stop | 18 | 1.00 | 0.8592 | 0.0000 | 0.0000 | 1471.14 | 16346.11 |