| Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2014.09.30 23:45 (2014.01.01 - 2014.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="EURGBP w8 monday"; Flag_Stop=false; xx0="--- Money Management:"; LotSize=0; Risk=10; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=20; CountMax=35; RiskDivider=1; xx2="--- Settings: "; MaxSpread=5; UserTPpips=0; SLpips=48; GMTOffset=2; HourForcedExitGMT=9; EndOfMonthDays=1; xx4="for backtests only:"; AutoDST=true; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=50; xx5="--- Logic: "; Logic1=298321240; Logic2=141855772; Logic3=12696; Logic4=923232627; Logic5=13712209; xx6="--- Misc: "; Magic=987; Comments="EW"; comment_color=White; box_color=75,75,75; Shots=false; Verbose=true; | ||||
| Bars in test | 19578 | Ticks modelled | 6205996 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 94.19 | Gross profit | 122.66 | Gross loss | -28.47 |
| Profit factor | 4.31 | Expected payoff | 4.28 | ||
| Absolute drawdown | 7.86 | Maximal drawdown | 32.63 (2.97%) | Relative drawdown | 2.97% (32.63) |
| Total trades | 22 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 28.23 | loss trade | -9.17 | |
| Average | profit trade | 7.22 | loss trade | -5.69 | |
| Maximum | consecutive wins (profit in money) | 6 (50.07) | consecutive losses (loss in money) | 2 (-11.28) | |
| Maximal | consecutive profit (count of wins) | 50.07 (6) | consecutive loss (count of losses) | -11.28 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.01.06 00:00 | sell | 1 | 0.10 | 0.82848 | 0.00000 | 0.00000 | ||
| 2 | 2014.01.06 00:00 | modify | 1 | 0.10 | 0.82848 | 0.83328 | 0.82528 | ||
| 3 | 2014.01.06 01:30 | close | 1 | 0.10 | 0.82814 | 0.83328 | 0.82528 | 5.46 | 1005.46 |
| 4 | 2014.01.13 00:01 | sell | 2 | 0.10 | 0.82951 | 0.00000 | 0.00000 | ||
| 5 | 2014.01.13 00:01 | modify | 2 | 0.10 | 0.82951 | 0.83431 | 0.82631 | ||
| 6 | 2014.01.13 00:58 | close | 2 | 0.10 | 0.82908 | 0.83431 | 0.82631 | 6.90 | 1012.36 |
| 7 | 2014.01.27 00:02 | buy | 3 | 0.10 | 0.82862 | 0.00000 | 0.00000 | ||
| 8 | 2014.01.27 00:02 | modify | 3 | 0.10 | 0.82862 | 0.82382 | 0.83182 | ||
| 9 | 2014.01.27 00:09 | close | 3 | 0.10 | 0.82967 | 0.82382 | 0.83182 | 16.84 | 1029.20 |
| 10 | 2014.02.10 00:00 | buy | 4 | 0.10 | 0.83033 | 0.00000 | 0.00000 | ||
| 11 | 2014.02.10 00:00 | modify | 4 | 0.10 | 0.83033 | 0.82553 | 0.83353 | ||
| 12 | 2014.02.10 02:45 | close | 4 | 0.10 | 0.83001 | 0.82553 | 0.83353 | -5.14 | 1024.06 |
| 13 | 2014.02.17 00:00 | buy | 5 | 0.10 | 0.81757 | 0.00000 | 0.00000 | ||
| 14 | 2014.02.17 00:00 | modify | 5 | 0.10 | 0.81757 | 0.81277 | 0.82077 | ||
| 15 | 2014.02.17 02:07 | close | 5 | 0.10 | 0.81757 | 0.81277 | 0.82077 | 0.00 | 1024.06 |
| 16 | 2014.03.03 00:00 | buy | 6 | 0.10 | 0.82338 | 0.00000 | 0.00000 | ||
| 17 | 2014.03.03 00:00 | modify | 6 | 0.10 | 0.82338 | 0.81858 | 0.82658 | ||
| 18 | 2014.03.03 02:02 | close | 6 | 0.10 | 0.82354 | 0.81858 | 0.82658 | 2.57 | 1026.63 |
| 19 | 2014.03.24 00:00 | sell | 7 | 0.10 | 0.83740 | 0.00000 | 0.00000 | ||
| 20 | 2014.03.24 00:00 | modify | 7 | 0.10 | 0.83740 | 0.84220 | 0.83420 | ||
| 21 | 2014.03.24 01:30 | close | 7 | 0.10 | 0.83664 | 0.84220 | 0.83420 | 12.19 | 1038.82 |
| 22 | 2014.03.31 00:00 | buy | 8 | 0.10 | 0.82618 | 0.00000 | 0.00000 | ||
| 23 | 2014.03.31 00:00 | modify | 8 | 0.10 | 0.82618 | 0.82138 | 0.82938 | ||
| 24 | 2014.03.31 00:15 | close | 8 | 0.10 | 0.82663 | 0.82138 | 0.82938 | 7.22 | 1046.04 |
| 25 | 2014.04.07 00:02 | buy | 9 | 0.10 | 0.82632 | 0.00000 | 0.00000 | ||
| 26 | 2014.04.07 00:02 | modify | 9 | 0.10 | 0.82632 | 0.82152 | 0.82952 | ||
| 27 | 2014.04.07 02:59 | close | 9 | 0.10 | 0.82644 | 0.82152 | 0.82952 | 1.93 | 1047.97 |
| 28 | 2014.04.14 00:00 | buy | 10 | 0.10 | 0.82790 | 0.00000 | 0.00000 | ||
| 29 | 2014.04.14 00:00 | modify | 10 | 0.10 | 0.82790 | 0.82310 | 0.83110 | ||
| 30 | 2014.04.14 02:56 | close | 10 | 0.10 | 0.82772 | 0.82310 | 0.83110 | -2.88 | 1045.09 |
| 31 | 2014.05.26 00:00 | buy | 11 | 0.10 | 0.80907 | 0.00000 | 0.00000 | ||
| 32 | 2014.05.26 00:00 | modify | 11 | 0.10 | 0.80907 | 0.80427 | 0.81227 | ||
| 33 | 2014.05.26 02:03 | close | 11 | 0.10 | 0.80947 | 0.80427 | 0.81227 | 6.42 | 1051.51 |
| 34 | 2014.06.02 00:15 | buy | 12 | 0.11 | 0.81313 | 0.00000 | 0.00000 | ||
| 35 | 2014.06.02 00:15 | modify | 12 | 0.11 | 0.81313 | 0.80833 | 0.81633 | ||
| 36 | 2014.06.02 01:32 | close | 12 | 0.11 | 0.81335 | 0.80833 | 0.81633 | 3.88 | 1055.39 |
| 37 | 2014.06.16 00:00 | buy | 13 | 0.11 | 0.79775 | 0.00000 | 0.00000 | ||
| 38 | 2014.06.16 00:00 | modify | 13 | 0.11 | 0.79775 | 0.79295 | 0.80095 | ||
| 39 | 2014.06.16 02:51 | close | 13 | 0.11 | 0.79723 | 0.79295 | 0.80095 | -9.17 | 1046.22 |
| 40 | 2014.06.23 00:00 | buy | 14 | 0.10 | 0.79867 | 0.00000 | 0.00000 | ||
| 41 | 2014.06.23 00:00 | modify | 14 | 0.10 | 0.79867 | 0.79387 | 0.80187 | ||
| 42 | 2014.06.23 01:48 | close | 14 | 0.10 | 0.79869 | 0.79387 | 0.80187 | 0.32 | 1046.54 |
| 43 | 2014.06.30 00:00 | buy | 15 | 0.10 | 0.80077 | 0.00000 | 0.00000 | ||
| 44 | 2014.06.30 00:00 | modify | 15 | 0.10 | 0.80077 | 0.79597 | 0.80397 | ||
| 45 | 2014.06.30 02:00 | close | 15 | 0.10 | 0.80091 | 0.79597 | 0.80397 | 2.24 | 1048.78 |
| 46 | 2014.08.04 00:00 | buy | 16 | 0.10 | 0.79758 | 0.00000 | 0.00000 | ||
| 47 | 2014.08.04 00:00 | modify | 16 | 0.10 | 0.79758 | 0.79278 | 0.80078 | ||
| 48 | 2014.08.04 01:37 | close | 16 | 0.10 | 0.79810 | 0.79278 | 0.80078 | 8.34 | 1057.12 |
| 49 | 2014.08.18 00:00 | buy | 17 | 0.11 | 0.80044 | 0.00000 | 0.00000 | ||
| 50 | 2014.08.18 00:00 | modify | 17 | 0.11 | 0.80044 | 0.79564 | 0.80364 | ||
| 51 | 2014.08.18 02:49 | close | 17 | 0.11 | 0.80102 | 0.79564 | 0.80364 | 10.23 | 1067.35 |
| 52 | 2014.08.25 00:00 | buy | 18 | 0.11 | 0.79746 | 0.00000 | 0.00000 | ||
| 53 | 2014.08.25 00:00 | modify | 18 | 0.11 | 0.79746 | 0.79266 | 0.80066 | ||
| 54 | 2014.08.25 02:15 | close | 18 | 0.11 | 0.79750 | 0.79266 | 0.80066 | 0.71 | 1068.06 |
| 55 | 2014.09.08 00:00 | sell | 19 | 0.11 | 0.80094 | 0.00000 | 0.00000 | ||
| 56 | 2014.09.08 00:00 | modify | 19 | 0.11 | 0.80094 | 0.80574 | 0.79774 | ||
| 57 | 2014.09.08 01:29 | close | 19 | 0.11 | 0.79934 | 0.80574 | 0.79774 | 28.23 | 1096.29 |
| 58 | 2014.09.15 00:16 | sell | 20 | 0.11 | 0.79710 | 0.00000 | 0.00000 | ||
| 59 | 2014.09.15 00:16 | modify | 20 | 0.11 | 0.79710 | 0.80190 | 0.79390 | ||
| 60 | 2014.09.15 02:49 | close | 20 | 0.11 | 0.79722 | 0.80190 | 0.79390 | -2.11 | 1094.18 |
| 61 | 2014.09.22 00:00 | buy | 21 | 0.11 | 0.78703 | 0.00000 | 0.00000 | ||
| 62 | 2014.09.22 00:00 | modify | 21 | 0.11 | 0.78703 | 0.78223 | 0.79023 | ||
| 63 | 2014.09.22 07:19 | close | 21 | 0.11 | 0.78651 | 0.78223 | 0.79023 | -9.17 | 1085.01 |
| 64 | 2014.09.29 00:00 | sell | 22 | 0.11 | 0.78098 | 0.00000 | 0.00000 | ||
| 65 | 2014.09.29 00:00 | modify | 22 | 0.11 | 0.78098 | 0.78578 | 0.77778 | ||
| 66 | 2014.09.29 01:15 | close | 22 | 0.11 | 0.78046 | 0.78578 | 0.77778 | 9.18 | 1094.19 |