| Symbol | GBPUSD (Great Britain pound sterling vs US dollar) | ||||
| Period | 1 Hour (H1) 2008.01.01 22:08 - 2015.03.24 23:59 (2013.09.01 - 2013.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | EA_Configuration="==== EA Configuration ===="; Magic=20130130; BotComment="0.9.5b"; TradeSettings="==== Trade settings ===="; Slippage=3; TimeSettings="==== Time settings ===="; MondayStartHour=11; FridayStopHour=18; OpenSettings="==== Open trade settings ===="; FastVolatilityBase=9; SlowVolatilityBase=50; SlowVolatilityOffset=4; VolatilityFactor=2; OpenWithTrendOnly=false; CloseSettings="==== Close trade settings ===="; StopLoss=0.25; RiskRewardRatio=3.2; RangeMode=2; RangeMaxBase=18; RangeMinBase=8; NormalizeRange=true; MoveTPSL=true; UseProfitLock=true; ProfitLockTrigger=0.8; ProfitLockPercent=0.9; UseVolaClose=true; VolaCloseTrigger=0.5; VolaCloseMinProfit=0.9; Money_Management="==== Money Management ===="; LotSize=0.1; Risk=1.2; RiskBooster=true; BoosterPower=0.4; BoosterCap=1.4; | ||||
| Bars in test | 45000 | Ticks modelled | 69366973 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -1549.35 | Gross profit | 80.75 | Gross loss | -1630.10 |
| Profit factor | 0.05 | Expected payoff | -96.83 | ||
| Absolute drawdown | 1549.35 | Maximal drawdown | 1874.51 (18.15%) | Relative drawdown | 18.15% (1874.51) |
| Total trades | 16 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 12 (16.67%) |
| Profit trades (% of total) | 2 (12.50%) | Loss trades (% of total) | 14 (87.50%) | ||
| Largest | profit trade | 75.39 | loss trade | -173.42 | |
| Average | profit trade | 40.37 | loss trade | -116.44 | |
| Maximum | consecutive wins (profit in money) | 2 (80.75) | consecutive losses (loss in money) | 7 (-877.86) | |
| Maximal | consecutive profit (count of wins) | 80.75 (2) | consecutive loss (count of losses) | -877.86 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 7 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.09.11 09:00 | buy | 1 | 0.47 | 1.57895 | 0.00000 | 0.00000 | ||
| 2 | 2013.09.11 09:00 | modify | 1 | 0.47 | 1.57895 | 1.57606 | 1.58755 | ||
| 3 | 2013.09.11 09:52 | s/l | 1 | 0.47 | 1.57606 | 1.57606 | 1.58755 | -135.83 | 9864.17 |
| 4 | 2013.09.18 19:00 | buy | 2 | 0.43 | 1.61126 | 0.00000 | 0.00000 | ||
| 5 | 2013.09.18 19:00 | modify | 2 | 0.43 | 1.61126 | 1.60717 | 1.62371 | ||
| 6 | 2013.09.18 20:00 | buy | 3 | 0.48 | 1.61123 | 0.00000 | 0.00000 | ||
| 7 | 2013.09.18 20:00 | modify | 3 | 0.48 | 1.61123 | 1.60781 | 1.62155 | ||
| 8 | 2013.09.18 21:00 | modify | 3 | 0.48 | 1.61123 | 1.61113 | 1.62487 | ||
| 9 | 2013.09.18 21:00 | buy | 4 | 0.46 | 1.61455 | 0.00000 | 0.00000 | ||
| 10 | 2013.09.18 21:00 | modify | 4 | 0.46 | 1.61455 | 1.61079 | 1.62593 | ||
| 11 | 2013.09.18 22:00 | buy | 5 | 0.54 | 1.61361 | 0.00000 | 0.00000 | ||
| 12 | 2013.09.18 22:00 | modify | 5 | 0.54 | 1.61361 | 1.61085 | 1.62180 | ||
| 13 | 2013.09.19 08:30 | s/l | 3 | 0.48 | 1.61113 | 1.61113 | 1.62487 | -2.06 | 9862.11 |
| 14 | 2013.09.19 08:30 | s/l | 4 | 0.46 | 1.61079 | 1.61079 | 1.62593 | -170.34 | 9691.77 |
| 15 | 2013.09.19 08:30 | s/l | 5 | 0.54 | 1.61085 | 1.61085 | 1.62180 | -145.96 | 9545.81 |
| 16 | 2013.09.19 09:04 | s/l | 2 | 0.43 | 1.60717 | 1.60717 | 1.62371 | -173.42 | 9372.39 |
| 17 | 2013.10.09 09:00 | sell | 6 | 0.37 | 1.59742 | 0.00000 | 0.00000 | ||
| 18 | 2013.10.09 09:00 | modify | 6 | 0.37 | 1.59742 | 1.60077 | 1.58735 | ||
| 19 | 2013.10.14 12:40 | s/l | 6 | 0.37 | 1.60077 | 1.60077 | 1.58735 | -130.41 | 9241.98 |
| 20 | 2013.10.16 16:00 | sell | 7 | 0.28 | 1.59029 | 0.00000 | 0.00000 | ||
| 21 | 2013.10.16 16:00 | modify | 7 | 0.28 | 1.59029 | 1.59457 | 1.57724 | ||
| 22 | 2013.10.16 17:31 | s/l | 7 | 0.28 | 1.59457 | 1.59457 | 1.57724 | -119.84 | 9122.14 |
| 23 | 2013.10.22 14:00 | buy | 8 | 0.46 | 1.62000 | 0.00000 | 0.00000 | ||
| 24 | 2013.10.22 14:00 | modify | 8 | 0.46 | 1.62000 | 1.61740 | 1.62770 | ||
| 25 | 2013.10.22 15:00 | modify | 8 | 0.46 | 1.62000 | 1.61883 | 1.62913 | ||
| 26 | 2013.10.22 15:00 | buy | 9 | 0.45 | 1.62143 | 0.00000 | 0.00000 | ||
| 27 | 2013.10.22 15:00 | modify | 9 | 0.45 | 1.62143 | 1.61874 | 1.62940 | ||
| 28 | 2013.10.22 16:00 | modify | 9 | 0.45 | 1.62143 | 1.61953 | 1.63020 | ||
| 29 | 2013.10.22 16:00 | modify | 8 | 0.46 | 1.62000 | 1.61962 | 1.62992 | ||
| 30 | 2013.10.22 16:00 | buy | 10 | 0.45 | 1.62222 | 0.00000 | 0.00000 | ||
| 31 | 2013.10.22 16:00 | modify | 10 | 0.45 | 1.62222 | 1.61952 | 1.63022 | ||
| 32 | 2013.10.22 17:00 | modify | 10 | 0.45 | 1.62222 | 1.62152 | 1.63222 | ||
| 33 | 2013.10.22 17:00 | modify | 9 | 0.45 | 1.62143 | 1.62153 | 1.63220 | ||
| 34 | 2013.10.22 17:00 | modify | 8 | 0.46 | 1.62000 | 1.62162 | 1.63192 | ||
| 35 | 2013.10.22 17:00 | buy | 11 | 0.45 | 1.62422 | 0.00000 | 0.00000 | ||
| 36 | 2013.10.22 17:00 | modify | 11 | 0.45 | 1.62422 | 1.62147 | 1.63239 | ||
| 37 | 2013.10.23 05:25 | s/l | 8 | 0.46 | 1.62162 | 1.62162 | 1.63192 | 75.39 | 9197.53 |
| 38 | 2013.10.23 05:25 | s/l | 9 | 0.45 | 1.62153 | 1.62153 | 1.63220 | 5.36 | 9202.89 |
| 39 | 2013.10.23 05:25 | s/l | 10 | 0.45 | 1.62152 | 1.62152 | 1.63222 | -30.65 | 9172.24 |
| 40 | 2013.10.23 05:25 | s/l | 11 | 0.45 | 1.62147 | 1.62147 | 1.63239 | -122.90 | 9049.35 |
| 41 | 2013.10.23 07:00 | sell | 12 | 0.47 | 1.61621 | 0.00000 | 0.00000 | ||
| 42 | 2013.10.23 07:00 | modify | 12 | 0.47 | 1.61621 | 1.61881 | 1.60853 | ||
| 43 | 2013.10.24 01:56 | s/l | 12 | 0.47 | 1.61881 | 1.61881 | 1.60853 | -127.12 | 8922.23 |
| 44 | 2013.11.05 10:00 | buy | 13 | 0.39 | 1.60537 | 0.00000 | 0.00000 | ||
| 45 | 2013.11.05 10:00 | modify | 13 | 0.39 | 1.60537 | 1.60237 | 1.61433 | ||
| 46 | 2013.11.05 15:02 | s/l | 13 | 0.39 | 1.60237 | 1.60237 | 1.61433 | -117.00 | 8805.23 |
| 47 | 2013.11.12 10:00 | sell | 14 | 0.35 | 1.58723 | 0.00000 | 0.00000 | ||
| 48 | 2013.11.12 10:00 | modify | 14 | 0.35 | 1.58723 | 1.59093 | 1.57604 | ||
| 49 | 2013.11.12 13:35 | s/l | 14 | 0.35 | 1.59093 | 1.59093 | 1.57604 | -129.50 | 8675.73 |
| 50 | 2013.11.27 12:00 | buy | 15 | 0.34 | 1.63198 | 0.00000 | 0.00000 | ||
| 51 | 2013.11.27 12:00 | modify | 15 | 0.34 | 1.63198 | 1.62872 | 1.64179 | ||
| 52 | 2013.11.27 14:59 | s/l | 15 | 0.34 | 1.62872 | 1.62872 | 1.64179 | -110.84 | 8564.89 |
| 53 | 2013.12.27 12:00 | buy | 16 | 0.28 | 1.65404 | 0.00000 | 0.00000 | ||
| 54 | 2013.12.27 12:00 | modify | 16 | 0.28 | 1.65404 | 1.64996 | 1.66646 | ||
| 55 | 2013.12.27 15:58 | s/l | 16 | 0.28 | 1.64996 | 1.64996 | 1.66646 | -114.24 | 8450.65 |