| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.06.01 00:00 - 2007.07.02 00:00 (2007.06.01 - 2007.07.02) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=0.1; StartTimeGMT=400; StopTimeGMT=900; Hi_Timeframe=240; Lo_Timeframe=60; NoBars=3; Pips_offset=1; DaysExit=2; StopLoss=30; TrailingStop=0; TakeProfit=0; GainForBE=0; PipsBE=0; Slippage=3; | ||||
| Bars in test | 5500 | Ticks modelled | 97240 | Modelling quality | 89.87% |
| Initial deposit | 100000.00 | ||||
| Total net profit | 331.32 | Gross profit | 496.32 | Gross loss | -165.00 |
| Profit factor | 3.01 | Expected payoff | 20.71 | ||
| Absolute drawdown | 7.00 | Maximal drawdown | 112.14 (0.11%) | Relative drawdown | 0.11% (112.14) |
| Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 86.86 | loss trade | -33.00 | |
| Average | profit trade | 45.12 | loss trade | -33.00 | |
| Maximum | consecutive wins (profit in money) | 6 (233.88) | consecutive losses (loss in money) | 2 (-66.00) | |
| Maximal | consecutive profit (count of wins) | 233.88 (6) | consecutive loss (count of losses) | -66.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.06.04 05:33 | buy | 1 | 0.10 | 1.9833 | 1.9800 | 0.0000 | ||
| 2 | 2007.06.05 05:37 | close | 1 | 0.10 | 1.9920 | 1.9800 | 0.0000 | 86.86 | 100086.86 |
| 3 | 2007.06.05 05:42 | buy | 2 | 0.10 | 1.9922 | 1.9889 | 0.0000 | ||
| 4 | 2007.06.06 05:43 | close | 2 | 0.10 | 1.9951 | 1.9889 | 0.0000 | 28.86 | 100115.72 |
| 5 | 2007.06.06 05:43 | buy | 3 | 0.10 | 1.9955 | 1.9922 | 0.0000 | ||
| 6 | 2007.06.06 10:25 | s/l | 3 | 0.10 | 1.9922 | 1.9922 | 0.0000 | -33.00 | 100082.72 |
| 7 | 2007.06.07 04:29 | buy | 4 | 0.10 | 1.9932 | 1.9899 | 0.0000 | ||
| 8 | 2007.06.07 12:14 | s/l | 4 | 0.10 | 1.9899 | 1.9899 | 0.0000 | -33.00 | 100049.72 |
| 9 | 2007.06.11 04:07 | buy | 5 | 0.10 | 1.9679 | 1.9646 | 0.0000 | ||
| 10 | 2007.06.12 04:12 | close | 5 | 0.10 | 1.9717 | 1.9646 | 0.0000 | 37.86 | 100087.58 |
| 11 | 2007.06.12 05:49 | buy | 6 | 0.10 | 1.9725 | 1.9692 | 0.0000 | ||
| 12 | 2007.06.13 05:55 | close | 6 | 0.10 | 1.9739 | 1.9692 | 0.0000 | 13.86 | 100101.44 |
| 13 | 2007.06.15 04:06 | buy | 7 | 0.10 | 1.9704 | 1.9671 | 0.0000 | ||
| 14 | 2007.06.18 00:00 | close | 7 | 0.10 | 1.9760 | 1.9671 | 0.0000 | 55.86 | 100157.30 |
| 15 | 2007.06.18 06:00 | buy | 8 | 0.10 | 1.9779 | 1.9746 | 0.0000 | ||
| 16 | 2007.06.19 06:00 | close | 8 | 0.10 | 1.9840 | 1.9746 | 0.0000 | 60.86 | 100218.16 |
| 17 | 2007.06.19 07:53 | buy | 9 | 0.10 | 1.9852 | 1.9819 | 0.0000 | ||
| 18 | 2007.06.20 07:53 | close | 9 | 0.10 | 1.9883 | 1.9819 | 0.0000 | 30.86 | 100249.02 |
| 19 | 2007.06.20 08:11 | buy | 10 | 0.10 | 1.9890 | 1.9857 | 0.0000 | ||
| 20 | 2007.06.21 08:11 | close | 10 | 0.10 | 1.9925 | 1.9857 | 0.0000 | 34.58 | 100283.60 |
| 21 | 2007.06.21 08:22 | buy | 11 | 0.10 | 1.9929 | 1.9896 | 0.0000 | ||
| 22 | 2007.06.21 11:50 | s/l | 11 | 0.10 | 1.9896 | 1.9896 | 0.0000 | -33.00 | 100250.60 |
| 23 | 2007.06.22 07:06 | buy | 12 | 0.10 | 1.9930 | 1.9897 | 0.0000 | ||
| 24 | 2007.06.25 00:00 | close | 12 | 0.10 | 1.9989 | 1.9897 | 0.0000 | 58.86 | 100309.46 |
| 25 | 2007.06.25 04:05 | buy | 13 | 0.10 | 2.0001 | 1.9968 | 0.0000 | ||
| 26 | 2007.06.25 16:49 | s/l | 13 | 0.10 | 1.9968 | 1.9968 | 0.0000 | -33.00 | 100276.46 |
| 27 | 2007.06.26 04:26 | buy | 14 | 0.10 | 1.9991 | 1.9958 | 0.0000 | ||
| 28 | 2007.06.26 09:20 | s/l | 14 | 0.10 | 1.9958 | 1.9958 | 0.0000 | -33.00 | 100243.46 |
| 29 | 2007.06.28 07:41 | buy | 15 | 0.10 | 1.9997 | 1.9964 | 0.0000 | ||
| 30 | 2007.06.29 07:41 | close | 15 | 0.10 | 2.0037 | 1.9964 | 0.0000 | 39.86 | 100283.32 |
| 31 | 2007.06.29 07:42 | buy | 16 | 0.10 | 2.0038 | 2.0005 | 0.0000 | ||
| 32 | 2007.06.29 22:59 | close at stop | 16 | 0.10 | 2.0086 | 2.0005 | 0.0000 | 48.00 | 100331.32 |