| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.05.31 22:00 - 2009.06.12 19:00 (2009.05.31 - 2009.06.13) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | LR.length=43; std.channel.1=0.809; std.channel.2=1.618; std.channel.3=2.618; lot=0.1; UseMM=1; Risk=3; target_range_desc="1 for low targets, 2 for high targets"; TargetRange=2; DynamicTP=false; Order3OpenTP=true; InitialStop=150; PipsLock=10; MinProfitForLock=25; UseTrailingStop=false; TrailingStop=30; UseChannelStop=true; ChannelStopLinesBack=2; EnterWithCCI=true; CCIPeriod=14; CCIEntryLevel=100; TradeStartHour=0; TradeStopHour=0; FridayCutoffHour=12; EmailAlert=false; RecordTicks=false; RecordChannel=false; EAVersion="PRD 1.7"; MagicNumber1=90608; MagicNumber2=90609; MagicNumber3=90610; | ||||
| Bars in test | 1237 | Ticks modelled | 434391 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 8959.07 | Gross profit | 8959.07 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 331.82 | |||
| Absolute drawdown | 100.65 | Maximal drawdown | 1905.66 (11.98%) | Relative drawdown | 11.98% (1905.66) |
| Total trades | 27 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 15 (100.00%) |
| Profit trades (% of total) | 27 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1540.26 | loss trade | -0.00 | |
| Average | profit trade | 331.82 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 27 (8959.07) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 8959.07 (27) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 27 | consecutive losses | 0 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.01 02:00 | buy | 1 | 0.30 | 153.78 | 0.00 | 0.00 | ||
| 2 | 2009.06.01 02:00 | modify | 1 | 0.30 | 153.78 | 152.21 | 154.15 | ||
| 3 | 2009.06.01 02:00 | buy | 2 | 0.30 | 153.78 | 0.00 | 0.00 | ||
| 4 | 2009.06.01 02:00 | modify | 2 | 0.30 | 153.78 | 152.21 | 154.46 | ||
| 5 | 2009.06.01 02:00 | buy | 3 | 0.30 | 153.78 | 0.00 | 0.00 | ||
| 6 | 2009.06.01 02:00 | modify | 3 | 0.30 | 153.78 | 152.21 | 0.00 | ||
| 7 | 2009.06.01 04:22 | t/p | 1 | 0.30 | 154.15 | 152.21 | 154.15 | 112.85 | 10112.85 |
| 8 | 2009.06.01 04:22 | modify | 2 | 0.30 | 153.78 | 153.88 | 154.46 | ||
| 9 | 2009.06.01 04:22 | modify | 3 | 0.30 | 153.78 | 153.88 | 0.00 | ||
| 10 | 2009.06.01 04:29 | t/p | 2 | 0.30 | 154.46 | 153.88 | 154.46 | 207.40 | 10320.25 |
| 11 | 2009.06.01 20:00 | close | 3 | 0.30 | 158.83 | 153.88 | 0.00 | 1540.26 | 11860.51 |
| 12 | 2009.06.01 20:00 | sell | 4 | 0.36 | 158.83 | 0.00 | 0.00 | ||
| 13 | 2009.06.01 20:00 | modify | 4 | 0.36 | 158.83 | 160.40 | 157.24 | ||
| 14 | 2009.06.01 20:00 | sell | 5 | 0.36 | 158.83 | 0.00 | 0.00 | ||
| 15 | 2009.06.01 20:00 | modify | 5 | 0.36 | 158.83 | 160.40 | 156.27 | ||
| 16 | 2009.06.01 20:00 | sell | 6 | 0.36 | 158.83 | 0.00 | 0.00 | ||
| 17 | 2009.06.01 20:00 | modify | 6 | 0.36 | 158.83 | 160.40 | 0.00 | ||
| 18 | 2009.06.02 09:36 | t/p | 4 | 0.36 | 157.24 | 160.40 | 157.24 | 579.88 | 12440.39 |
| 19 | 2009.06.02 09:36 | modify | 5 | 0.36 | 158.83 | 158.73 | 156.27 | ||
| 20 | 2009.06.02 09:36 | modify | 6 | 0.36 | 158.83 | 158.73 | 0.00 | ||
| 21 | 2009.06.02 14:00 | close | 5 | 0.36 | 157.82 | 158.73 | 156.27 | 367.67 | 12808.05 |
| 22 | 2009.06.02 14:00 | close | 6 | 0.36 | 157.82 | 158.73 | 0.00 | 367.67 | 13175.72 |
| 23 | 2009.06.02 14:00 | buy | 7 | 0.40 | 157.82 | 0.00 | 0.00 | ||
| 24 | 2009.06.02 14:00 | modify | 7 | 0.40 | 157.82 | 156.25 | 159.25 | ||
| 25 | 2009.06.02 14:00 | buy | 8 | 0.40 | 157.82 | 0.00 | 0.00 | ||
| 26 | 2009.06.02 14:00 | modify | 8 | 0.40 | 157.82 | 156.25 | 160.24 | ||
| 27 | 2009.06.02 14:00 | buy | 9 | 0.40 | 157.82 | 0.00 | 0.00 | ||
| 28 | 2009.06.02 14:00 | modify | 9 | 0.40 | 157.82 | 156.25 | 0.00 | ||
| 29 | 2009.06.03 05:40 | t/p | 7 | 0.40 | 159.25 | 156.25 | 159.25 | 580.74 | 13756.46 |
| 30 | 2009.06.03 05:40 | modify | 8 | 0.40 | 157.82 | 157.92 | 160.24 | ||
| 31 | 2009.06.03 05:40 | modify | 9 | 0.40 | 157.82 | 157.92 | 0.00 | ||
| 32 | 2009.06.03 06:50 | t/p | 8 | 0.40 | 160.24 | 157.92 | 160.24 | 983.34 | 14739.79 |
| 33 | 2009.06.03 12:53 | s/l | 9 | 0.40 | 157.92 | 157.92 | 0.00 | 39.87 | 14779.66 |
| 34 | 2009.06.03 20:00 | buy | 10 | 0.44 | 156.39 | 0.00 | 0.00 | ||
| 35 | 2009.06.03 20:00 | modify | 10 | 0.44 | 156.39 | 154.82 | 157.60 | ||
| 36 | 2009.06.03 20:00 | buy | 11 | 0.44 | 156.39 | 0.00 | 0.00 | ||
| 37 | 2009.06.03 20:00 | modify | 11 | 0.44 | 156.39 | 154.82 | 158.38 | ||
| 38 | 2009.06.03 20:00 | buy | 12 | 0.44 | 156.39 | 0.00 | 0.00 | ||
| 39 | 2009.06.03 20:00 | modify | 12 | 0.44 | 156.39 | 154.82 | 0.00 | ||
| 40 | 2009.06.04 07:31 | t/p | 10 | 0.44 | 157.60 | 154.82 | 157.60 | 538.62 | 15318.28 |
| 41 | 2009.06.04 07:31 | modify | 11 | 0.44 | 156.39 | 156.49 | 158.38 | ||
| 42 | 2009.06.04 07:31 | modify | 12 | 0.44 | 156.39 | 156.49 | 0.00 | ||
| 43 | 2009.06.04 09:07 | t/p | 11 | 0.44 | 158.38 | 156.49 | 158.38 | 887.55 | 16205.82 |
| 44 | 2009.06.04 11:57 | s/l | 12 | 0.44 | 156.49 | 156.49 | 0.00 | 42.08 | 16247.90 |
| 45 | 2009.06.04 12:00 | sell | 13 | 0.49 | 156.50 | 0.00 | 0.00 | ||
| 46 | 2009.06.04 12:00 | modify | 13 | 0.49 | 156.50 | 158.07 | 156.37 | ||
| 47 | 2009.06.04 12:00 | sell | 14 | 0.49 | 156.50 | 0.00 | 0.00 | ||
| 48 | 2009.06.04 12:00 | modify | 14 | 0.49 | 156.50 | 158.07 | 155.62 | ||
| 49 | 2009.06.04 12:00 | sell | 15 | 0.49 | 156.50 | 0.00 | 0.00 | ||
| 50 | 2009.06.04 12:00 | modify | 15 | 0.49 | 156.50 | 158.07 | 0.00 | ||
| 51 | 2009.06.04 12:00 | t/p | 13 | 0.49 | 156.37 | 158.07 | 156.37 | 64.74 | 16312.64 |
| 52 | 2009.06.04 12:01 | modify | 14 | 0.49 | 156.50 | 156.40 | 155.62 | ||
| 53 | 2009.06.04 12:01 | modify | 15 | 0.49 | 156.50 | 156.40 | 0.00 | ||
| 54 | 2009.06.04 12:01 | t/p | 14 | 0.49 | 155.62 | 156.40 | 155.62 | 438.25 | 16750.89 |
| 55 | 2009.06.04 12:06 | s/l | 15 | 0.49 | 156.40 | 156.40 | 0.00 | 49.80 | 16800.69 |
| 56 | 2009.06.07 23:00 | sell | 16 | 0.50 | 157.53 | 0.00 | 0.00 | ||
| 57 | 2009.06.07 23:00 | modify | 16 | 0.50 | 157.53 | 159.10 | 156.50 | ||
| 58 | 2009.06.07 23:00 | sell | 17 | 0.50 | 157.53 | 0.00 | 0.00 | ||
| 59 | 2009.06.07 23:00 | modify | 17 | 0.50 | 157.53 | 159.10 | 155.81 | ||
| 60 | 2009.06.07 23:00 | sell | 18 | 0.50 | 157.53 | 0.00 | 0.00 | ||
| 61 | 2009.06.07 23:00 | modify | 18 | 0.50 | 157.53 | 159.10 | 0.00 | ||
| 62 | 2009.06.08 06:09 | t/p | 16 | 0.50 | 156.50 | 159.10 | 156.50 | 520.81 | 17321.50 |
| 63 | 2009.06.08 06:09 | modify | 17 | 0.50 | 157.53 | 157.43 | 155.81 | ||
| 64 | 2009.06.08 06:09 | modify | 18 | 0.50 | 157.53 | 157.43 | 0.00 | ||
| 65 | 2009.06.08 08:31 | t/p | 17 | 0.50 | 155.81 | 157.43 | 155.81 | 871.47 | 18192.97 |
| 66 | 2009.06.08 14:26 | s/l | 18 | 0.50 | 157.43 | 157.43 | 0.00 | 48.20 | 18241.17 |
| 67 | 2009.06.10 13:00 | sell | 19 | 0.55 | 160.47 | 0.00 | 0.00 | ||
| 68 | 2009.06.10 13:00 | modify | 19 | 0.55 | 160.47 | 162.04 | 160.17 | ||
| 69 | 2009.06.10 13:00 | sell | 20 | 0.55 | 160.47 | 0.00 | 0.00 | ||
| 70 | 2009.06.10 13:00 | modify | 20 | 0.55 | 160.47 | 162.04 | 159.82 | ||
| 71 | 2009.06.10 13:00 | sell | 21 | 0.55 | 160.47 | 0.00 | 0.00 | ||
| 72 | 2009.06.10 13:00 | modify | 21 | 0.55 | 160.47 | 162.04 | 0.00 | ||
| 73 | 2009.06.10 16:51 | t/p | 19 | 0.55 | 160.17 | 162.04 | 160.17 | 167.70 | 18408.87 |
| 74 | 2009.06.10 16:51 | modify | 20 | 0.55 | 160.47 | 160.37 | 159.82 | ||
| 75 | 2009.06.10 16:51 | modify | 21 | 0.55 | 160.47 | 160.37 | 0.00 | ||
| 76 | 2009.06.10 16:53 | s/l | 20 | 0.55 | 160.37 | 160.37 | 159.82 | 55.90 | 18464.77 |
| 77 | 2009.06.10 16:53 | s/l | 21 | 0.55 | 160.37 | 160.37 | 0.00 | 55.90 | 18520.67 |
| 78 | 2009.06.11 09:00 | buy | 22 | 0.56 | 161.19 | 0.00 | 0.00 | ||
| 79 | 2009.06.11 09:00 | modify | 22 | 0.56 | 161.19 | 159.62 | 161.22 | ||
| 80 | 2009.06.11 09:00 | buy | 23 | 0.56 | 161.19 | 0.00 | 0.00 | ||
| 81 | 2009.06.11 09:00 | modify | 23 | 0.56 | 161.19 | 159.62 | 161.44 | ||
| 82 | 2009.06.11 09:00 | buy | 24 | 0.56 | 161.19 | 0.00 | 0.00 | ||
| 83 | 2009.06.11 09:00 | modify | 24 | 0.56 | 161.19 | 159.62 | 0.00 | ||
| 84 | 2009.06.11 10:06 | t/p | 22 | 0.56 | 161.22 | 159.62 | 161.22 | 17.08 | 18537.76 |
| 85 | 2009.06.11 11:43 | t/p | 23 | 0.56 | 161.44 | 159.62 | 161.44 | 142.34 | 18680.10 |
| 86 | 2009.06.11 11:43 | modify | 24 | 0.56 | 161.19 | 161.29 | 0.00 | ||
| 87 | 2009.06.11 12:33 | s/l | 24 | 0.56 | 161.29 | 161.29 | 0.00 | 56.94 | 18737.04 |
| 88 | 2009.06.12 15:00 | buy | 25 | 0.56 | 161.75 | 0.00 | 0.00 | ||
| 89 | 2009.06.12 15:00 | modify | 25 | 0.56 | 161.75 | 160.18 | 161.94 | ||
| 90 | 2009.06.12 15:00 | buy | 26 | 0.56 | 161.75 | 0.00 | 0.00 | ||
| 91 | 2009.06.12 15:00 | modify | 26 | 0.56 | 161.75 | 160.18 | 162.31 | ||
| 92 | 2009.06.12 15:00 | buy | 27 | 0.56 | 161.75 | 0.00 | 0.00 | ||
| 93 | 2009.06.12 15:00 | modify | 27 | 0.56 | 161.75 | 160.18 | 0.00 | ||
| 94 | 2009.06.12 15:13 | t/p | 25 | 0.56 | 161.94 | 160.18 | 161.94 | 108.17 | 18845.20 |
| 95 | 2009.06.12 15:13 | modify | 26 | 0.56 | 161.75 | 161.85 | 162.31 | ||
| 96 | 2009.06.12 15:13 | modify | 27 | 0.56 | 161.75 | 161.85 | 0.00 | ||
| 97 | 2009.06.12 15:43 | s/l | 26 | 0.56 | 161.85 | 161.85 | 162.31 | 56.93 | 18902.13 |
| 98 | 2009.06.12 15:43 | s/l | 27 | 0.56 | 161.85 | 161.85 | 0.00 | 56.93 | 18959.06 |