Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.09.01 00:00 - 2010.01.29 22:59 (2009.09.01 - 2010.01.30) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MA_Cross="Select 1 if do you want to use"; MA_Cross2="Moving Average Cross trend signal"; MA_Cross3="Ma Mode:1 for 2 ma Ma mode 2:for 3 ma"; USE_MA=1; MA_MODE=3; MA1_Period=5; MA2_Period=13; MA3_Period=62; MA_Cross4="(SMA=0,EMA=1,SMMA=2,LWMA=3)"; MA1_Method=3; MA2_Method=0; MA3_Method=0; MA1_Price=3; MA2_Price=1; MA3_Price=3; MA1_Shift=0; MA2_Shift=0; MA3_Shift=0; RSI_DES="Select 1 if do you want to use RSI to check the trend signal Buy op for overbought"; USE_RSI=1; RSIperiod=13; RSI_DES2="Select RSI MODE :1-4"; RSI_DES3="1 FOR OVERBOGHT/OVERSOLD -2 FOR RSI TREND 3-BOTH 1&2 4-FOR RSI AT THE ZONE"; RSI_MODE=4; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=26; RSISellOp=81; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=55; RSISellZone=43; MACD_1="Select true if do you want to use"; MACD_2="MACD trend signal , two mode 0=trend mode 1=mode 2"; USE_MACD=1; MACD_Fast=12; MACD_Slow=24; Signal_Period=9; MACD_Price=0; MACD_Shift=0; MACD_MODE=3; STO1_DES="Select 1 if do you want to use Stochastic to check the trend signal"; USE_STO=1; STOK=5; STOD=3; STOL=3; STO2_DES="Select 1 if do you want to use Stochastic"; STO3_DES="High / Low to determine the trend"; useSTOHighLow=0; STOHigh=80; STOLow=20; SAR_DES="Select 1 if do you want to use Parabolic SARS to check the trend signal"; USE_SAR=1; SARStep=0.02; SARMax=0.2; Desc="END OF MODES"; useTrailingStop=0; TrailingStop=67; _Money_management="Select Money Management"; Risk=5; Max_orders=10; Max_same_orders=5; _SL_TP="This system use ATR to Set TP&SL"; ATR_PERIOD=115; ATR_Multiple=4; _Trade_Control="Select Money Management"; AutoClose=0; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=1; MA_MODE_CLOSING=3; USE_MACD_CLOSING=1; MACD_MODE_CLOSING=3; USE_RSI_CLOSING=0; RSI_MODE_CLOSING=3; USE_STO_CLOSING=1; USE_SAR_CLOSING=1; Trend_Detection=0; MovingPeriod=139; MovingShift=0; MovingPeriod2=194; MovingShift2=0; ADX_Period=14; ADX_Main_Level=20; MagicNumber=1080; | ||||
Bars in test | 2928 | Ticks modelled | 5465 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 3873674.82 | Gross profit | 7961097.47 | Gross loss | -4087422.65 |
Profit factor | 1.95 | Expected payoff | 75954.41 | ||
Absolute drawdown | 24951.99 | Maximal drawdown | 1886939.00 (36.49%) | Relative drawdown | 61.77% (164031.04) |
Total trades | 51 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 47 (76.60%) |
Profit trades (% of total) | 38 (74.51%) | Loss trades (% of total) | 13 (25.49%) | ||
Largest | profit trade | 673126.60 | loss trade | -899105.23 | |
Average | profit trade | 209502.56 | loss trade | -314417.13 | |
Maximum | consecutive wins (profit in money) | 12 (976156.80) | consecutive losses (loss in money) | 3 (-1345134.88) | |
Maximal | consecutive profit (count of wins) | 3476138.41 (7) | consecutive loss (count of losses) | -1770810.15 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.03 09:00 | buy | 1 | 15.32 | 1.63210 | 1.61816 | 1.64608 | ||
2 | 2009.09.04 20:00 | buy | 2 | 16.17 | 1.63938 | 1.62590 | 1.65290 | ||
3 | 2009.09.07 12:00 | buy | 3 | 16.71 | 1.64230 | 1.62958 | 1.65506 | ||
4 | 2009.09.08 08:00 | buy | 4 | 12.29 | 1.63738 | 1.62559 | 1.64921 | ||
5 | 2009.09.08 09:00 | buy | 5 | 14.84 | 1.64086 | 1.62895 | 1.65281 | ||
6 | 2009.09.08 11:00 | t/p | 1 | 15.32 | 1.64608 | 1.61816 | 1.64608 | 21472.51 | 121472.51 |
7 | 2009.09.08 11:00 | t/p | 4 | 12.29 | 1.64921 | 1.62559 | 1.64921 | 14539.07 | 136011.58 |
8 | 2009.09.08 12:00 | t/p | 2 | 16.17 | 1.65290 | 1.62590 | 1.65290 | 21900.65 | 157912.23 |
9 | 2009.09.08 12:00 | t/p | 3 | 16.71 | 1.65506 | 1.62958 | 1.65506 | 21342.01 | 179254.24 |
10 | 2009.09.08 12:00 | t/p | 5 | 14.84 | 1.65281 | 1.62895 | 1.65281 | 17733.80 | 196988.04 |
11 | 2009.09.09 08:00 | buy | 6 | 29.74 | 1.65583 | 1.64406 | 1.66764 | ||
12 | 2009.09.10 14:00 | buy | 7 | 31.07 | 1.66243 | 1.65072 | 1.67418 | ||
13 | 2009.09.10 21:00 | t/p | 6 | 29.74 | 1.66764 | 1.64406 | 1.66764 | 35230.00 | 232218.05 |
14 | 2009.09.14 23:00 | buy | 8 | 31.47 | 1.65828 | 1.64520 | 1.67140 | ||
15 | 2009.09.15 10:00 | sell | 9 | 31.34 | 1.65978 | 1.67215 | 1.64745 | ||
16 | 2009.09.15 12:00 | s/l | 7 | 31.07 | 1.65072 | 1.65072 | 1.67418 | -36271.12 | 195946.93 |
17 | 2009.09.15 13:00 | t/p | 9 | 31.34 | 1.64745 | 1.67215 | 1.64745 | 38642.22 | 234589.15 |
18 | 2009.09.15 14:00 | s/l | 8 | 31.47 | 1.64520 | 1.64520 | 1.67140 | -41125.00 | 193464.15 |
19 | 2009.09.28 11:00 | buy | 10 | 30.40 | 1.59080 | 1.57519 | 1.60645 | ||
20 | 2009.09.29 10:00 | sell | 11 | 26.64 | 1.58593 | 1.60219 | 1.56971 | ||
21 | 2009.09.29 15:00 | buy | 12 | 27.05 | 1.59653 | 1.57986 | 1.61324 | ||
22 | 2009.09.30 05:00 | s/l | 11 | 26.64 | 1.60219 | 1.60219 | 1.56971 | -43356.60 | 150107.55 |
23 | 2009.09.30 09:00 | t/p | 10 | 30.40 | 1.60645 | 1.57519 | 1.60645 | 47648.96 | 197756.51 |
24 | 2009.10.01 16:00 | buy | 13 | 30.52 | 1.59881 | 1.58253 | 1.61513 | ||
25 | 2009.10.02 15:00 | s/l | 13 | 30.52 | 1.58253 | 1.58253 | 1.61513 | -49649.94 | 148106.58 |
26 | 2009.10.06 04:00 | buy | 14 | 21.43 | 1.59554 | 1.58085 | 1.61027 | ||
27 | 2009.10.08 17:00 | t/p | 14 | 21.43 | 1.61027 | 1.58085 | 1.61027 | 31669.25 | 179775.83 |
28 | 2009.10.12 10:00 | s/l | 12 | 27.05 | 1.57986 | 1.57986 | 1.61324 | -44670.37 | 135105.46 |
29 | 2009.10.13 16:00 | buy | 15 | 21.34 | 1.58313 | 1.57028 | 1.59602 | ||
30 | 2009.10.14 07:00 | t/p | 15 | 21.34 | 1.59602 | 1.57028 | 1.59602 | 27532.87 | 162638.33 |
31 | 2009.10.15 01:00 | buy | 16 | 25.42 | 1.59934 | 1.58602 | 1.61270 | ||
32 | 2009.10.15 10:00 | t/p | 16 | 25.42 | 1.61270 | 1.58602 | 1.61270 | 33961.12 | 196599.45 |
33 | 2009.10.20 16:00 | buy | 17 | 29.86 | 1.64619 | 1.63137 | 1.66105 | ||
34 | 2009.10.21 07:00 | buy | 18 | 26.78 | 1.64266 | 1.62766 | 1.65770 | ||
35 | 2009.10.21 11:00 | t/p | 18 | 26.78 | 1.65770 | 1.62766 | 1.65770 | 40277.12 | 236876.57 |
36 | 2009.10.21 16:00 | t/p | 17 | 29.86 | 1.66105 | 1.63137 | 1.66105 | 44407.79 | 281284.36 |
37 | 2009.10.26 11:00 | buy | 19 | 43.07 | 1.63278 | 1.61727 | 1.64833 | ||
38 | 2009.10.27 07:00 | buy | 20 | 41.88 | 1.63439 | 1.61926 | 1.64956 | ||
39 | 2009.10.27 08:00 | buy | 21 | 41.01 | 1.63540 | 1.62013 | 1.65071 | ||
40 | 2009.10.27 10:00 | buy | 22 | 46.09 | 1.63919 | 1.62394 | 1.65448 | ||
41 | 2009.10.28 18:00 | buy | 23 | 48.21 | 1.64091 | 1.62568 | 1.65618 | ||
42 | 2009.10.29 14:00 | t/p | 19 | 43.07 | 1.64833 | 1.61727 | 1.64833 | 67232.27 | 348516.63 |
43 | 2009.10.29 14:00 | t/p | 20 | 41.88 | 1.64956 | 1.61926 | 1.64956 | 63732.98 | 412249.61 |
44 | 2009.10.29 14:00 | t/p | 21 | 41.01 | 1.65071 | 1.62013 | 1.65071 | 62983.16 | 475232.77 |
45 | 2009.10.29 15:00 | t/p | 22 | 46.09 | 1.65448 | 1.62394 | 1.65448 | 70692.84 | 545925.61 |
46 | 2009.10.29 15:00 | t/p | 23 | 48.21 | 1.65618 | 1.62568 | 1.65618 | 73790.23 | 619715.84 |
47 | 2009.11.02 23:00 | buy | 24 | 94.43 | 1.64074 | 1.62492 | 1.65660 | ||
48 | 2009.11.04 17:00 | t/p | 24 | 94.43 | 1.65660 | 1.62492 | 1.65660 | 149992.61 | 769708.45 |
49 | 2009.11.05 14:00 | buy | 25 | 115.86 | 1.66092 | 1.64589 | 1.67599 | ||
50 | 2009.11.06 05:00 | buy | 26 | 109.64 | 1.66076 | 1.64561 | 1.67595 | ||
51 | 2009.11.09 09:00 | t/p | 25 | 115.86 | 1.67599 | 1.64589 | 1.67599 | 174879.08 | 944587.54 |
52 | 2009.11.09 09:00 | t/p | 26 | 109.64 | 1.67595 | 1.64561 | 1.67595 | 166674.73 | 1111262.26 |
53 | 2009.11.10 17:00 | buy | 27 | 166.11 | 1.67257 | 1.65865 | 1.68653 | ||
54 | 2009.11.11 17:00 | s/l | 27 | 166.11 | 1.65865 | 1.65865 | 1.68653 | -231025.79 | 880236.48 |
55 | 2009.11.12 21:00 | buy | 28 | 132.80 | 1.65712 | 1.64290 | 1.67138 | ||
56 | 2009.11.13 09:00 | buy | 29 | 139.72 | 1.66428 | 1.65030 | 1.67830 | ||
57 | 2009.11.13 16:00 | sell | 30 | 127.51 | 1.66293 | 1.67690 | 1.64900 | ||
58 | 2009.11.16 01:00 | t/p | 28 | 132.80 | 1.67138 | 1.64290 | 1.67138 | 189691.52 | 1069928.00 |
59 | 2009.11.16 01:00 | buy | 31 | 151.69 | 1.67243 | 1.65839 | 1.68651 | ||
60 | 2009.11.16 17:00 | s/l | 30 | 127.51 | 1.67690 | 1.67690 | 1.64900 | -178322.74 | 891605.26 |
61 | 2009.11.16 18:00 | t/p | 29 | 139.72 | 1.67830 | 1.65030 | 1.67830 | 196055.10 | 1087660.37 |
62 | 2009.11.16 21:00 | t/p | 31 | 151.69 | 1.68651 | 1.65839 | 1.68651 | 213579.52 | 1301239.89 |
63 | 2009.11.23 04:00 | buy | 32 | 196.91 | 1.65215 | 1.63973 | 1.66461 | ||
64 | 2009.11.23 05:00 | buy | 33 | 188.97 | 1.65292 | 1.64059 | 1.66529 | ||
65 | 2009.11.23 16:00 | t/p | 32 | 196.91 | 1.66461 | 1.63973 | 1.66461 | 245349.86 | 1546589.75 |
66 | 2009.11.24 18:00 | buy | 34 | 236.66 | 1.65750 | 1.64555 | 1.66949 | ||
67 | 2009.11.25 09:00 | t/p | 33 | 188.97 | 1.66529 | 1.64059 | 1.66529 | 234209.42 | 1780799.16 |
68 | 2009.11.25 10:00 | t/p | 34 | 236.66 | 1.66949 | 1.64555 | 1.66949 | 284039.33 | 2064838.50 |
69 | 2009.12.01 10:00 | buy | 35 | 312.54 | 1.65169 | 1.63679 | 1.66663 | ||
70 | 2009.12.01 11:00 | buy | 36 | 301.26 | 1.65275 | 1.63785 | 1.66769 | ||
71 | 2009.12.02 12:00 | t/p | 35 | 312.54 | 1.66663 | 1.63679 | 1.66663 | 467309.81 | 2532148.30 |
72 | 2009.12.02 12:00 | t/p | 36 | 301.26 | 1.66769 | 1.63785 | 1.66769 | 450443.95 | 2982592.26 |
73 | 2009.12.07 19:00 | buy | 37 | 452.77 | 1.64692 | 1.63362 | 1.66026 | ||
74 | 2009.12.08 09:00 | s/l | 37 | 452.77 | 1.63362 | 1.63362 | 1.66026 | -601640.78 | 2380951.48 |
75 | 2009.12.22 07:00 | buy | 38 | 370.46 | 1.60679 | 1.59394 | 1.61968 | ||
76 | 2009.12.22 17:00 | s/l | 38 | 370.46 | 1.59394 | 1.59394 | 1.61968 | -476041.10 | 1904910.38 |
77 | 2009.12.29 09:00 | buy | 39 | 297.17 | 1.60262 | 1.59362 | 1.61166 | ||
78 | 2009.12.29 18:00 | s/l | 39 | 297.17 | 1.59362 | 1.59362 | 1.61166 | -267453.00 | 1637457.38 |
79 | 2010.01.05 11:00 | sell | 40 | 255.07 | 1.60486 | 1.61757 | 1.59219 | ||
80 | 2010.01.06 10:00 | buy | 41 | 245.20 | 1.60415 | 1.58996 | 1.61838 | ||
81 | 2010.01.07 10:00 | t/p | 40 | 255.07 | 1.59219 | 1.61757 | 1.59219 | 321643.27 | 1959100.65 |
82 | 2010.01.07 13:00 | s/l | 41 | 245.20 | 1.58996 | 1.58996 | 1.61838 | -347056.08 | 1612044.57 |
83 | 2010.01.07 21:00 | buy | 42 | 252.79 | 1.59431 | 1.57983 | 1.60883 | ||
84 | 2010.01.07 22:00 | buy | 43 | 238.38 | 1.59395 | 1.57947 | 1.60847 | ||
85 | 2010.01.08 02:00 | buy | 44 | 231.39 | 1.59464 | 1.58011 | 1.60921 | ||
86 | 2010.01.08 15:00 | t/p | 42 | 252.79 | 1.60883 | 1.57983 | 1.60883 | 367354.43 | 1979399.00 |
87 | 2010.01.08 15:00 | t/p | 43 | 238.38 | 1.60847 | 1.57947 | 1.60847 | 346413.82 | 2325812.81 |
88 | 2010.01.08 15:00 | t/p | 44 | 231.39 | 1.60921 | 1.58011 | 1.60921 | 337135.23 | 2662948.04 |
89 | 2010.01.12 12:00 | buy | 45 | 412.32 | 1.61466 | 1.60132 | 1.62804 | ||
90 | 2010.01.13 08:00 | buy | 46 | 432.67 | 1.62145 | 1.60856 | 1.63438 | ||
91 | 2010.01.13 13:00 | t/p | 45 | 412.32 | 1.62804 | 1.60132 | 1.62804 | 552178.94 | 3215126.99 |
92 | 2010.01.14 18:00 | buy | 47 | 539.97 | 1.63191 | 1.61952 | 1.64434 | ||
93 | 2010.01.14 20:00 | t/p | 46 | 432.67 | 1.63438 | 1.60856 | 1.63438 | 560999.92 | 3776126.91 |
94 | 2010.01.18 09:00 | buy | 48 | 554.53 | 1.63237 | 1.62090 | 1.64388 | ||
95 | 2010.01.19 11:00 | t/p | 47 | 539.97 | 1.64434 | 1.61952 | 1.64434 | 673126.60 | 4449253.51 |
96 | 2010.01.19 11:00 | t/p | 48 | 554.53 | 1.64388 | 1.62090 | 1.64388 | 638929.47 | 5088182.98 |
97 | 2010.01.20 23:00 | buy | 49 | 780.88 | 1.62906 | 1.61751 | 1.64065 | ||
98 | 2010.01.21 01:00 | buy | 50 | 754.07 | 1.63019 | 1.61863 | 1.64179 | ||
99 | 2010.01.21 10:00 | s/l | 50 | 754.07 | 1.61863 | 1.61863 | 1.64179 | -871704.92 | 4216478.06 |
100 | 2010.01.21 11:00 | s/l | 49 | 780.88 | 1.61751 | 1.61751 | 1.64065 | -899105.23 | 3317372.82 |
101 | 2010.01.25 09:00 | buy | 51 | 513.86 | 1.61400 | 1.60128 | 1.62676 | ||
102 | 2010.01.26 03:00 | t/p | 51 | 513.86 | 1.62676 | 1.60128 | 1.62676 | 656301.99 | 3973674.82 |