Symbol | GBPJPY (Great Britan Pound vs Japanese Yen) | ||||
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 | 20127.50 | Gross profit | 20127.50 | Gross loss | 0.00 |
Profit factor | Expected payoff | 1829.77 | |||
Absolute drawdown | 857.36 | Maximal drawdown | 9722.16 (38.61%) | Relative drawdown | 38.61% (9722.16) |
Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 11 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 6504.74 | loss trade | 0.00 | |
Average | profit trade | 1829.77 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 11 (20127.50) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 20127.50 (11) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 11 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.02 18:00 | buy | 1 | 1.00 | 143.86 | 0.00 | 0.00 | ||
2 | 2010.05.03 10:00 | close | 1 | 1.00 | 144.33 | 0.00 | 0.00 | 514.02 | 10514.02 |
3 | 2010.05.03 12:00 | sell | 2 | 1.00 | 144.31 | 0.00 | 0.00 | ||
4 | 2010.05.04 06:00 | close | 2 | 1.00 | 143.75 | 0.00 | 0.00 | 596.00 | 11110.01 |
5 | 2010.05.04 16:00 | buy | 3 | 1.00 | 143.21 | 0.00 | 0.00 | ||
6 | 2010.05.05 03:00 | close | 3 | 1.00 | 144.01 | 0.00 | 0.00 | 878.98 | 11988.99 |
7 | 2010.05.05 05:00 | sell | 4 | 1.00 | 143.46 | 0.00 | 0.00 | ||
8 | 2010.05.10 17:00 | close | 4 | 1.00 | 138.53 | 0.00 | 0.00 | 5334.87 | 17323.86 |
9 | 2010.05.11 05:00 | buy | 5 | 1.00 | 137.40 | 0.00 | 0.00 | ||
10 | 2010.05.11 13:00 | close | 5 | 1.00 | 139.55 | 0.00 | 0.00 | 2377.79 | 19701.65 |
11 | 2010.05.11 18:00 | sell | 6 | 1.00 | 138.27 | 0.00 | 0.00 | ||
12 | 2010.05.18 15:00 | close | 6 | 1.00 | 132.24 | 0.00 | 0.00 | 6504.74 | 26206.39 |
13 | 2010.05.18 19:00 | buy | 7 | 1.00 | 131.48 | 0.00 | 0.00 | ||
14 | 2010.05.19 10:00 | close | 7 | 1.00 | 131.71 | 0.00 | 0.00 | 248.59 | 26454.97 |
15 | 2010.05.19 12:00 | sell | 8 | 1.00 | 130.82 | 0.00 | 0.00 | ||
16 | 2010.05.20 08:00 | close | 8 | 1.00 | 129.83 | 0.00 | 0.00 | 1071.39 | 27526.36 |
17 | 2010.05.20 10:00 | buy | 9 | 1.00 | 128.84 | 0.00 | 0.00 | ||
18 | 2010.05.21 01:00 | close | 9 | 1.00 | 129.79 | 0.00 | 0.00 | 1044.87 | 28571.23 |
19 | 2010.05.21 02:00 | sell | 10 | 1.00 | 130.49 | 0.00 | 0.00 | ||
20 | 2010.05.24 06:00 | close | 10 | 1.00 | 130.31 | 0.00 | 0.00 | 129.60 | 28700.83 |
21 | 2010.05.24 07:00 | buy | 11 | 1.00 | 129.46 | 0.00 | 0.00 | ||
22 | 2010.05.24 13:59 | close at stop | 11 | 1.00 | 130.75 | 0.00 | 0.00 | 1426.67 | 30127.50 |