Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 2016.08.15 02:10 - 2017.01.18 23:55 (2016.08.01 - 2017.01.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | P_Trade="---------- Trading Parameters ----------"; Lot=0.1; RiskPerCent=1; SLbuffer=0; MaxSpread=25; MaxSlippage=5; SessionsTiming="---------- Sesions Time (Broker) ----------"; SyOpen="02:00"; SyClose="09:00"; LoOpen="10:00"; LoClose="19:00"; NYOpen="15:00"; NYClose="00:00"; CoBtime="19:00"; TradeManagement="---------- Trade Management ----------"; TrailingStart=5; BE_Value=1; TStop=5; TrailingStep=5; _CommonParam="---------- Common Parameters ----------"; Version="HoLo "; MN=91473562; | ||||
Bars in test | 32576 | Ticks modelled | 18889094 | Modelling quality | 38.11% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -165.60 | Gross profit | 93.40 | Gross loss | -259.00 |
Profit factor | 0.36 | Expected payoff | -3.31 | ||
Absolute drawdown | 176.70 | Maximal drawdown | 184.00 (1.84%) | Relative drawdown | 1.84% (184.00) |
Total trades | 50 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 30 (53.33%) |
Profit trades (% of total) | 27 (54.00%) | Loss trades (% of total) | 23 (46.00%) | ||
Largest | profit trade | 20.40 | loss trade | -41.90 | |
Average | profit trade | 3.46 | loss trade | -11.26 | |
Maximum | consecutive wins (profit in money) | 6 (16.90) | consecutive losses (loss in money) | 4 (-88.00) | |
Maximal | consecutive profit (count of wins) | 36.30 (4) | consecutive loss (count of losses) | -88.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 07:10 | sell | 1 | 0.10 | 1.22433 | 1.22464 | 0.00000 | ||
2 | 2017.01.04 07:38 | s/l | 1 | 0.10 | 1.22464 | 1.22464 | 0.00000 | -3.80 | 9996.20 |
3 | 2017.01.04 08:05 | sell | 2 | 0.10 | 1.22450 | 1.22477 | 0.00000 | ||
4 | 2017.01.04 08:06 | s/l | 2 | 0.10 | 1.22477 | 1.22477 | 0.00000 | -3.40 | 9992.80 |
5 | 2017.01.04 11:32 | sell | 3 | 0.10 | 1.22667 | 1.22872 | 0.00000 | ||
6 | 2017.01.04 12:46 | modify | 3 | 0.10 | 1.22667 | 1.22657 | 0.00000 | ||
7 | 2017.01.04 12:47 | modify | 3 | 0.10 | 1.22667 | 1.22607 | 0.00000 | ||
8 | 2017.01.04 12:53 | s/l | 3 | 0.10 | 1.22607 | 1.22607 | 0.00000 | 5.30 | 9998.10 |
9 | 2017.01.04 15:19 | sell | 4 | 0.10 | 1.22833 | 1.22902 | 0.00000 | ||
10 | 2017.01.04 15:22 | s/l | 4 | 0.10 | 1.22902 | 1.22902 | 0.00000 | -7.60 | 9990.50 |
11 | 2017.01.06 03:07 | buy | 5 | 0.10 | 1.24042 | 1.23995 | 0.00000 | ||
12 | 2017.01.06 03:18 | s/l | 5 | 0.10 | 1.23995 | 1.23995 | 0.00000 | -5.40 | 9985.10 |
13 | 2017.01.06 04:10 | buy | 6 | 0.10 | 1.23868 | 1.23809 | 0.00000 | ||
14 | 2017.01.06 04:24 | modify | 6 | 0.10 | 1.23868 | 1.23878 | 0.00000 | ||
15 | 2017.01.06 04:42 | modify | 6 | 0.10 | 1.23868 | 1.23928 | 0.00000 | ||
16 | 2017.01.06 04:55 | s/l | 6 | 0.10 | 1.23928 | 1.23928 | 0.00000 | 5.30 | 9990.40 |
17 | 2017.01.06 05:43 | buy | 7 | 0.10 | 1.23865 | 1.23809 | 0.00000 | ||
18 | 2017.01.06 06:06 | modify | 7 | 0.10 | 1.23865 | 1.23875 | 0.00000 | ||
19 | 2017.01.06 06:10 | s/l | 7 | 0.10 | 1.23875 | 1.23875 | 0.00000 | 0.30 | 9990.70 |
20 | 2017.01.06 06:15 | buy | 8 | 0.10 | 1.23867 | 1.23809 | 0.00000 | ||
21 | 2017.01.06 06:59 | s/l | 8 | 0.10 | 1.23809 | 1.23809 | 0.00000 | -6.50 | 9984.20 |
22 | 2017.01.06 08:05 | buy | 9 | 0.10 | 1.23793 | 1.23737 | 0.00000 | ||
23 | 2017.01.06 08:56 | s/l | 9 | 0.10 | 1.23737 | 1.23737 | 0.00000 | -6.30 | 9977.90 |
24 | 2017.01.06 14:15 | buy | 10 | 0.10 | 1.23662 | 1.23576 | 0.00000 | ||
25 | 2017.01.06 14:26 | s/l | 10 | 0.10 | 1.23576 | 1.23576 | 0.00000 | -9.30 | 9968.60 |
26 | 2017.01.06 15:10 | buy | 11 | 0.10 | 1.23662 | 1.23421 | 0.00000 | ||
27 | 2017.01.06 15:30 | modify | 11 | 0.10 | 1.23662 | 1.23672 | 0.00000 | ||
28 | 2017.01.06 15:30 | modify | 11 | 0.10 | 1.23662 | 1.23723 | 0.00000 | ||
29 | 2017.01.06 15:30 | modify | 11 | 0.10 | 1.23662 | 1.23773 | 0.00000 | ||
30 | 2017.01.06 15:30 | modify | 11 | 0.10 | 1.23662 | 1.23823 | 0.00000 | ||
31 | 2017.01.06 15:30 | s/l | 11 | 0.10 | 1.23823 | 1.23823 | 0.00000 | 15.40 | 9984.00 |
32 | 2017.01.06 15:30 | buy | 12 | 0.10 | 1.23833 | 1.23421 | 0.00000 | ||
33 | 2017.01.06 15:30 | s/l | 12 | 0.10 | 1.23421 | 1.23421 | 0.00000 | -41.90 | 9942.10 |
34 | 2017.01.06 18:15 | buy | 13 | 0.10 | 1.23183 | 1.23011 | 0.00000 | ||
35 | 2017.01.06 19:18 | s/l | 13 | 0.10 | 1.23011 | 1.23011 | 0.00000 | -17.90 | 9924.20 |
36 | 2017.01.09 02:10 | sell | 14 | 0.10 | 1.22574 | 1.22700 | 0.00000 | ||
37 | 2017.01.09 03:47 | s/l | 14 | 0.10 | 1.22700 | 1.22700 | 0.00000 | -13.30 | 9910.90 |
38 | 2017.01.10 03:05 | buy | 15 | 0.10 | 1.21512 | 1.21370 | 0.00000 | ||
39 | 2017.01.10 03:55 | s/l | 15 | 0.10 | 1.21370 | 1.21370 | 0.00000 | -14.90 | 9896.00 |
40 | 2017.01.10 10:05 | buy | 16 | 0.10 | 1.21369 | 1.21281 | 0.00000 | ||
41 | 2017.01.10 10:09 | modify | 16 | 0.10 | 1.21369 | 1.21379 | 0.00000 | ||
42 | 2017.01.10 10:14 | s/l | 16 | 0.10 | 1.21379 | 1.21379 | 0.00000 | 0.30 | 9896.30 |
43 | 2017.01.10 10:15 | buy | 17 | 0.10 | 1.21369 | 1.21281 | 0.00000 | ||
44 | 2017.01.10 10:20 | s/l | 17 | 0.10 | 1.21281 | 1.21281 | 0.00000 | -9.50 | 9886.80 |
45 | 2017.01.10 16:50 | sell | 18 | 0.10 | 1.21724 | 1.21799 | 0.00000 | ||
46 | 2017.01.10 16:56 | modify | 18 | 0.10 | 1.21724 | 1.21714 | 0.00000 | ||
47 | 2017.01.10 17:00 | modify | 18 | 0.10 | 1.21724 | 1.21664 | 0.00000 | ||
48 | 2017.01.10 17:01 | s/l | 18 | 0.10 | 1.21664 | 1.21664 | 0.00000 | 5.30 | 9892.10 |
49 | 2017.01.11 08:05 | buy | 19 | 0.10 | 1.21577 | 1.21529 | 0.00000 | ||
50 | 2017.01.11 08:15 | modify | 19 | 0.10 | 1.21577 | 1.21587 | 0.00000 | ||
51 | 2017.01.11 08:28 | s/l | 19 | 0.10 | 1.21587 | 1.21587 | 0.00000 | 0.30 | 9892.40 |
52 | 2017.01.11 08:38 | buy | 20 | 0.10 | 1.21577 | 1.21529 | 0.00000 | ||
53 | 2017.01.11 08:59 | modify | 20 | 0.10 | 1.21577 | 1.21587 | 0.00000 | ||
54 | 2017.01.11 09:02 | s/l | 20 | 0.10 | 1.21587 | 1.21587 | 0.00000 | 0.30 | 9892.70 |
55 | 2017.01.11 10:06 | buy | 21 | 0.10 | 1.21577 | 1.21481 | 0.00000 | ||
56 | 2017.01.11 10:16 | modify | 21 | 0.10 | 1.21577 | 1.21587 | 0.00000 | ||
57 | 2017.01.11 10:18 | s/l | 21 | 0.10 | 1.21587 | 1.21587 | 0.00000 | 0.30 | 9893.00 |
58 | 2017.01.11 10:18 | buy | 22 | 0.10 | 1.21597 | 1.21481 | 0.00000 | ||
59 | 2017.01.11 10:34 | modify | 22 | 0.10 | 1.21597 | 1.21607 | 0.00000 | ||
60 | 2017.01.11 10:43 | s/l | 22 | 0.10 | 1.21607 | 1.21607 | 0.00000 | 0.30 | 9893.30 |
61 | 2017.01.11 10:55 | buy | 23 | 0.10 | 1.21577 | 1.21481 | 0.00000 | ||
62 | 2017.01.11 11:04 | s/l | 23 | 0.10 | 1.21481 | 1.21481 | 0.00000 | -10.30 | 9883.00 |
63 | 2017.01.12 02:05 | buy | 24 | 0.10 | 1.22041 | 1.21930 | 0.00000 | ||
64 | 2017.01.12 02:09 | modify | 24 | 0.10 | 1.22041 | 1.22051 | 0.00000 | ||
65 | 2017.01.12 02:12 | s/l | 24 | 0.10 | 1.22051 | 1.22051 | 0.00000 | 0.30 | 9883.30 |
66 | 2017.01.12 02:12 | sell | 25 | 0.10 | 1.22050 | 1.22201 | 0.00000 | ||
67 | 2017.01.12 02:19 | modify | 25 | 0.10 | 1.22050 | 1.22040 | 0.00000 | ||
68 | 2017.01.12 02:19 | s/l | 25 | 0.10 | 1.22040 | 1.22040 | 0.00000 | 0.30 | 9883.60 |
69 | 2017.01.12 02:19 | buy | 26 | 0.10 | 1.22041 | 1.21930 | 0.00000 | ||
70 | 2017.01.12 02:24 | s/l | 26 | 0.10 | 1.21930 | 1.21930 | 0.00000 | -11.80 | 9871.80 |
71 | 2017.01.12 03:10 | buy | 27 | 0.10 | 1.21814 | 1.21710 | 0.00000 | ||
72 | 2017.01.12 03:51 | s/l | 27 | 0.10 | 1.21710 | 1.21710 | 0.00000 | -11.10 | 9860.70 |
73 | 2017.01.12 06:33 | sell | 28 | 0.10 | 1.22100 | 1.22201 | 0.00000 | ||
74 | 2017.01.12 07:06 | modify | 28 | 0.10 | 1.22100 | 1.22090 | 0.00000 | ||
75 | 2017.01.12 07:36 | s/l | 28 | 0.10 | 1.22090 | 1.22090 | 0.00000 | 0.30 | 9861.00 |
76 | 2017.01.12 07:47 | sell | 29 | 0.10 | 1.22100 | 1.22201 | 0.00000 | ||
77 | 2017.01.12 08:10 | s/l | 29 | 0.10 | 1.22201 | 1.22201 | 0.00000 | -10.80 | 9850.20 |
78 | 2017.01.13 04:10 | sell | 30 | 0.10 | 1.21679 | 1.21733 | 0.00000 | ||
79 | 2017.01.13 04:26 | modify | 30 | 0.10 | 1.21679 | 1.21669 | 0.00000 | ||
80 | 2017.01.13 04:36 | modify | 30 | 0.10 | 1.21679 | 1.21619 | 0.00000 | ||
81 | 2017.01.13 06:37 | s/l | 30 | 0.10 | 1.21619 | 1.21619 | 0.00000 | 5.30 | 9855.50 |
82 | 2017.01.13 11:25 | sell | 31 | 0.10 | 1.21878 | 1.21962 | 0.00000 | ||
83 | 2017.01.13 11:28 | s/l | 31 | 0.10 | 1.21962 | 1.21962 | 0.00000 | -9.10 | 9846.40 |
84 | 2017.01.16 02:06 | sell | 32 | 0.10 | 1.20466 | 1.20497 | 0.00000 | ||
85 | 2017.01.16 02:09 | s/l | 32 | 0.10 | 1.20497 | 1.20497 | 0.00000 | -3.80 | 9842.60 |
86 | 2017.01.16 02:10 | sell | 33 | 0.10 | 1.20466 | 1.20497 | 0.00000 | ||
87 | 2017.01.16 02:14 | modify | 33 | 0.10 | 1.20466 | 1.20456 | 0.00000 | ||
88 | 2017.01.16 02:17 | s/l | 33 | 0.10 | 1.20456 | 1.20456 | 0.00000 | 0.30 | 9842.90 |
89 | 2017.01.16 03:17 | sell | 34 | 0.10 | 1.20484 | 1.20544 | 0.00000 | ||
90 | 2017.01.16 03:21 | modify | 34 | 0.10 | 1.20484 | 1.20474 | 0.00000 | ||
91 | 2017.01.16 03:23 | modify | 34 | 0.10 | 1.20484 | 1.20423 | 0.00000 | ||
92 | 2017.01.16 03:27 | s/l | 34 | 0.10 | 1.20423 | 1.20423 | 0.00000 | 5.40 | 9848.30 |
93 | 2017.01.16 13:15 | sell | 35 | 0.10 | 1.20623 | 1.20839 | 0.00000 | ||
94 | 2017.01.16 13:16 | modify | 35 | 0.10 | 1.20623 | 1.20613 | 0.00000 | ||
95 | 2017.01.16 13:22 | s/l | 35 | 0.10 | 1.20613 | 1.20613 | 0.00000 | 0.30 | 9848.60 |
96 | 2017.01.16 13:47 | sell | 36 | 0.10 | 1.20623 | 1.20839 | 0.00000 | ||
97 | 2017.01.16 13:57 | modify | 36 | 0.10 | 1.20623 | 1.20613 | 0.00000 | ||
98 | 2017.01.16 13:58 | s/l | 36 | 0.10 | 1.20613 | 1.20613 | 0.00000 | 0.30 | 9848.90 |
99 | 2017.01.16 14:55 | sell | 37 | 0.10 | 1.20622 | 1.20839 | 0.00000 | ||
100 | 2017.01.16 15:08 | modify | 37 | 0.10 | 1.20622 | 1.20612 | 0.00000 | ||
101 | 2017.01.16 15:10 | s/l | 37 | 0.10 | 1.20612 | 1.20612 | 0.00000 | 0.30 | 9849.20 |
102 | 2017.01.16 15:20 | sell | 38 | 0.10 | 1.20626 | 1.20839 | 0.00000 | ||
103 | 2017.01.16 15:28 | modify | 38 | 0.10 | 1.20626 | 1.20616 | 0.00000 | ||
104 | 2017.01.16 15:31 | modify | 38 | 0.10 | 1.20626 | 1.20566 | 0.00000 | ||
105 | 2017.01.16 15:46 | modify | 38 | 0.10 | 1.20626 | 1.20516 | 0.00000 | ||
106 | 2017.01.16 15:51 | s/l | 38 | 0.10 | 1.20516 | 1.20516 | 0.00000 | 10.30 | 9859.50 |
107 | 2017.01.17 02:05 | sell | 39 | 0.10 | 1.20423 | 1.20509 | 0.00000 | ||
108 | 2017.01.17 02:08 | s/l | 39 | 0.10 | 1.20509 | 1.20509 | 0.00000 | -9.30 | 9850.20 |
109 | 2017.01.17 03:25 | sell | 40 | 0.10 | 1.20464 | 1.20628 | 0.00000 | ||
110 | 2017.01.17 04:48 | s/l | 40 | 0.10 | 1.20628 | 1.20628 | 0.00000 | -17.10 | 9833.10 |
111 | 2017.01.18 07:20 | buy | 41 | 0.10 | 1.23349 | 1.23288 | 0.00000 | ||
112 | 2017.01.18 07:47 | s/l | 41 | 0.10 | 1.23288 | 1.23288 | 0.00000 | -6.80 | 9826.30 |
113 | 2017.01.18 08:07 | buy | 42 | 0.10 | 1.23346 | 1.23272 | 0.00000 | ||
114 | 2017.01.18 08:30 | modify | 42 | 0.10 | 1.23346 | 1.23356 | 0.00000 | ||
115 | 2017.01.18 08:37 | modify | 42 | 0.10 | 1.23346 | 1.23406 | 0.00000 | ||
116 | 2017.01.18 08:43 | modify | 42 | 0.10 | 1.23346 | 1.23456 | 0.00000 | ||
117 | 2017.01.18 08:47 | s/l | 42 | 0.10 | 1.23456 | 1.23456 | 0.00000 | 10.30 | 9836.60 |
118 | 2017.01.18 10:15 | buy | 43 | 0.10 | 1.23273 | 1.23208 | 0.00000 | ||
119 | 2017.01.18 10:19 | modify | 43 | 0.10 | 1.23273 | 1.23283 | 0.00000 | ||
120 | 2017.01.18 10:21 | modify | 43 | 0.10 | 1.23273 | 1.23333 | 0.00000 | ||
121 | 2017.01.18 10:22 | s/l | 43 | 0.10 | 1.23333 | 1.23333 | 0.00000 | 5.30 | 9841.90 |
122 | 2017.01.18 11:10 | buy | 44 | 0.10 | 1.23103 | 1.23047 | 0.00000 | ||
123 | 2017.01.18 11:17 | modify | 44 | 0.10 | 1.23103 | 1.23113 | 0.00000 | ||
124 | 2017.01.18 11:22 | modify | 44 | 0.10 | 1.23103 | 1.23164 | 0.00000 | ||
125 | 2017.01.18 11:26 | modify | 44 | 0.10 | 1.23103 | 1.23214 | 0.00000 | ||
126 | 2017.01.18 11:26 | modify | 44 | 0.10 | 1.23103 | 1.23264 | 0.00000 | ||
127 | 2017.01.18 11:26 | modify | 44 | 0.10 | 1.23103 | 1.23314 | 0.00000 | ||
128 | 2017.01.18 11:27 | s/l | 44 | 0.10 | 1.23314 | 1.23314 | 0.00000 | 20.40 | 9862.30 |
129 | 2017.01.18 12:15 | buy | 45 | 0.10 | 1.23108 | 1.23004 | 0.00000 | ||
130 | 2017.01.18 12:22 | modify | 45 | 0.10 | 1.23108 | 1.23118 | 0.00000 | ||
131 | 2017.01.18 12:23 | s/l | 45 | 0.10 | 1.23118 | 1.23118 | 0.00000 | 0.30 | 9862.60 |
132 | 2017.01.18 12:38 | buy | 46 | 0.10 | 1.23103 | 1.23004 | 0.00000 | ||
133 | 2017.01.18 12:40 | s/l | 46 | 0.10 | 1.23004 | 1.23004 | 0.00000 | -10.60 | 9852.00 |
134 | 2017.01.18 13:30 | buy | 47 | 0.10 | 1.23079 | 1.22901 | 0.00000 | ||
135 | 2017.01.18 13:45 | s/l | 47 | 0.10 | 1.22901 | 1.22901 | 0.00000 | -18.50 | 9833.50 |
136 | 2017.01.18 14:05 | buy | 48 | 0.10 | 1.22810 | 1.22716 | 0.00000 | ||
137 | 2017.01.18 14:05 | modify | 48 | 0.10 | 1.22810 | 1.22820 | 0.00000 | ||
138 | 2017.01.18 14:06 | s/l | 48 | 0.10 | 1.22820 | 1.22820 | 0.00000 | 0.30 | 9833.80 |
139 | 2017.01.18 14:06 | buy | 49 | 0.10 | 1.22830 | 1.22716 | 0.00000 | ||
140 | 2017.01.18 14:15 | modify | 49 | 0.10 | 1.22830 | 1.22840 | 0.00000 | ||
141 | 2017.01.18 14:23 | s/l | 49 | 0.10 | 1.22840 | 1.22840 | 0.00000 | 0.30 | 9834.10 |
142 | 2017.01.18 14:30 | buy | 50 | 0.10 | 1.22810 | 1.22716 | 0.00000 | ||
143 | 2017.01.18 14:55 | modify | 50 | 0.10 | 1.22810 | 1.22820 | 0.00000 | ||
144 | 2017.01.18 14:56 | s/l | 50 | 0.10 | 1.22820 | 1.22820 | 0.00000 | 0.30 | 9834.40 |