| Symbol | GBPUSD (Great Britain pound sterling vs US dollar) | ||||
| Period | 1 Hour (H1) 2008.01.01 22:08 - 2015.03.24 23:59 (2013.01.01 - 2013.05.31) | ||||
| 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 | 1918.63 | Gross profit | 2934.10 | Gross loss | -1015.47 |
| Profit factor | 2.89 | Expected payoff | 119.91 | ||
| Absolute drawdown | 498.42 | Maximal drawdown | 1139.76 (10.07%) | Relative drawdown | 10.07% (1139.76) |
| Total trades | 16 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
| Largest | profit trade | 419.64 | loss trade | -164.05 | |
| Average | profit trade | 366.76 | loss trade | -126.93 | |
| Maximum | consecutive wins (profit in money) | 4 (1371.84) | consecutive losses (loss in money) | 4 (-472.83) | |
| Maximal | consecutive profit (count of wins) | 1371.84 (4) | consecutive loss (count of losses) | -472.83 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.01.02 03:00 | buy | 1 | 0.32 | 1.63551 | 0.00000 | 0.00000 | ||
| 2 | 2013.01.02 03:00 | modify | 1 | 0.32 | 1.63551 | 1.63136 | 1.64814 | ||
| 3 | 2013.01.02 05:39 | s/l | 1 | 0.32 | 1.63136 | 1.63136 | 1.64814 | -132.80 | 9867.20 |
| 4 | 2013.01.10 18:00 | buy | 2 | 0.39 | 1.61617 | 0.00000 | 0.00000 | ||
| 5 | 2013.01.10 18:00 | modify | 2 | 0.39 | 1.61617 | 1.61283 | 1.62622 | ||
| 6 | 2013.01.11 09:32 | s/l | 2 | 0.39 | 1.61283 | 1.61283 | 1.62622 | -129.52 | 9737.68 |
| 7 | 2013.02.08 16:00 | buy | 3 | 0.34 | 1.58380 | 0.00000 | 0.00000 | ||
| 8 | 2013.02.08 16:00 | modify | 3 | 0.34 | 1.58380 | 1.58011 | 1.59496 | ||
| 9 | 2013.02.08 17:13 | s/l | 3 | 0.34 | 1.58011 | 1.58011 | 1.59496 | -125.46 | 9612.22 |
| 10 | 2013.02.20 10:00 | sell | 4 | 0.39 | 1.53245 | 0.00000 | 0.00000 | ||
| 11 | 2013.02.20 10:00 | modify | 4 | 0.39 | 1.53245 | 1.53601 | 1.52169 | ||
| 12 | 2013.02.20 11:00 | sell | 5 | 0.40 | 1.53073 | 0.00000 | 0.00000 | ||
| 13 | 2013.02.20 11:00 | modify | 5 | 0.40 | 1.53073 | 1.53420 | 1.52028 | ||
| 14 | 2013.02.20 12:00 | sell | 6 | 0.43 | 1.53003 | 0.00000 | 0.00000 | ||
| 15 | 2013.02.20 12:00 | modify | 6 | 0.43 | 1.53003 | 1.53309 | 1.52086 | ||
| 16 | 2013.02.20 19:03 | modify | 6 | 0.43 | 1.53003 | 1.52343 | 1.52086 | ||
| 17 | 2013.02.20 19:03 | modify | 5 | 0.40 | 1.53073 | 1.52321 | 1.52028 | ||
| 18 | 2013.02.20 19:03 | modify | 4 | 0.39 | 1.53245 | 1.52470 | 1.52169 | ||
| 19 | 2013.02.20 19:03 | t/p | 4 | 0.39 | 1.52169 | 1.52470 | 1.52169 | 419.64 | 10031.86 |
| 20 | 2013.02.20 19:03 | t/p | 6 | 0.43 | 1.52086 | 1.52343 | 1.52086 | 394.31 | 10426.17 |
| 21 | 2013.02.20 19:05 | t/p | 5 | 0.40 | 1.52028 | 1.52321 | 1.52028 | 418.00 | 10844.17 |
| 22 | 2013.03.01 10:00 | sell | 7 | 0.34 | 1.50181 | 0.00000 | 0.00000 | ||
| 23 | 2013.03.01 10:00 | modify | 7 | 0.34 | 1.50181 | 1.50660 | 1.48714 | ||
| 24 | 2013.03.01 11:00 | sell | 8 | 0.44 | 1.50426 | 0.00000 | 0.00000 | ||
| 25 | 2013.03.01 11:00 | modify | 8 | 0.44 | 1.50426 | 1.50738 | 1.49490 | ||
| 26 | 2013.03.01 12:00 | modify | 8 | 0.44 | 1.50426 | 1.50482 | 1.49233 | ||
| 27 | 2013.03.01 12:00 | sell | 9 | 0.41 | 1.50169 | 0.00000 | 0.00000 | ||
| 28 | 2013.03.01 12:00 | modify | 9 | 0.41 | 1.50169 | 1.50515 | 1.49125 | ||
| 29 | 2013.03.04 08:38 | s/l | 8 | 0.44 | 1.50482 | 1.50482 | 1.49233 | -26.18 | 10818.00 |
| 30 | 2013.03.04 08:40 | s/l | 9 | 0.41 | 1.50515 | 1.50515 | 1.49125 | -143.29 | 10674.70 |
| 31 | 2013.03.04 13:56 | s/l | 7 | 0.34 | 1.50660 | 1.50660 | 1.48714 | -164.05 | 10510.66 |
| 32 | 2013.03.14 17:00 | buy | 10 | 0.29 | 1.50913 | 0.00000 | 0.00000 | ||
| 33 | 2013.03.14 17:00 | modify | 10 | 0.29 | 1.50913 | 1.50425 | 1.52410 | ||
| 34 | 2013.03.20 08:40 | s/l | 10 | 0.29 | 1.50425 | 1.50425 | 1.52410 | -139.32 | 10371.34 |
| 35 | 2013.04.02 13:00 | sell | 11 | 0.44 | 1.51430 | 0.00000 | 0.00000 | ||
| 36 | 2013.04.02 13:00 | modify | 11 | 0.44 | 1.51430 | 1.51755 | 1.50456 | ||
| 37 | 2013.04.02 14:00 | sell | 12 | 0.48 | 1.51351 | 0.00000 | 0.00000 | ||
| 38 | 2013.04.02 14:00 | modify | 12 | 0.48 | 1.51351 | 1.51627 | 1.50532 | ||
| 39 | 2013.04.04 07:10 | modify | 12 | 0.48 | 1.51351 | 1.50761 | 1.50532 | ||
| 40 | 2013.04.04 07:11 | modify | 11 | 0.44 | 1.51430 | 1.50729 | 1.50456 | ||
| 41 | 2013.04.04 07:26 | s/l | 11 | 0.44 | 1.50729 | 1.50729 | 1.50456 | 302.30 | 10673.64 |
| 42 | 2013.04.04 07:51 | t/p | 12 | 0.48 | 1.50532 | 1.50761 | 1.50532 | 386.42 | 11060.06 |
| 43 | 2013.04.25 09:00 | buy | 13 | 0.31 | 1.54335 | 0.00000 | 0.00000 | ||
| 44 | 2013.04.25 09:00 | modify | 13 | 0.31 | 1.54335 | 1.53824 | 1.55905 | ||
| 45 | 2013.04.25 10:00 | buy | 14 | 0.34 | 1.54396 | 0.00000 | 0.00000 | ||
| 46 | 2013.04.25 10:00 | modify | 14 | 0.34 | 1.54396 | 1.53956 | 1.55741 | ||
| 47 | 2013.04.30 14:47 | modify | 14 | 0.34 | 1.54396 | 1.55364 | 1.55741 | ||
| 48 | 2013.04.30 15:00 | modify | 13 | 0.31 | 1.54335 | 1.55465 | 1.55905 | ||
| 49 | 2013.04.30 15:14 | s/l | 13 | 0.31 | 1.55465 | 1.55465 | 1.55905 | 352.07 | 11412.13 |
| 50 | 2013.04.30 16:17 | s/l | 14 | 0.34 | 1.55364 | 1.55364 | 1.55741 | 331.06 | 11743.18 |
| 51 | 2013.05.08 15:00 | buy | 15 | 0.58 | 1.55669 | 0.00000 | 0.00000 | ||
| 52 | 2013.05.08 15:00 | modify | 15 | 0.58 | 1.55669 | 1.55402 | 1.56459 | ||
| 53 | 2013.05.08 18:58 | s/l | 15 | 0.58 | 1.55402 | 1.55402 | 1.56459 | -154.86 | 11588.32 |
| 54 | 2013.05.09 19:00 | sell | 16 | 0.36 | 1.54289 | 0.00000 | 0.00000 | ||
| 55 | 2013.05.09 19:00 | modify | 16 | 0.36 | 1.54289 | 1.54709 | 1.53010 | ||
| 56 | 2013.05.10 15:15 | modify | 16 | 0.36 | 1.54289 | 1.53368 | 1.53010 | ||
| 57 | 2013.05.10 15:56 | s/l | 16 | 0.36 | 1.53368 | 1.53368 | 1.53010 | 330.30 | 11918.63 |