| Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.06.01 00:00 - 2007.07.02 21:00 (2007.06.01 - 2007.07.03) | ||||
| 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 | 5531 | Ticks modelled | 62430 | Modelling quality | 84.60% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 143.21 | Gross profit | 359.13 | Gross loss | -215.92 |
| Profit factor | 1.66 | Expected payoff | 10.23 | ||
| Absolute drawdown | 62.00 | Maximal drawdown | 264.56 (2.58%) | Relative drawdown | 2.58% (264.56) |
| Total trades | 14 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
| Largest | profit trade | 129.61 | loss trade | -34.00 | |
| Average | profit trade | 51.30 | loss trade | -30.85 | |
| Maximum | consecutive wins (profit in money) | 3 (142.08) | consecutive losses (loss in money) | 5 (-147.92) | |
| Maximal | consecutive profit (count of wins) | 198.61 (2) | consecutive loss (count of losses) | -147.92 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.06.01 08:27 | sell | 1 | 0.10 | 1.9793 | 1.9827 | 0.0000 | ||
| 2 | 2007.06.01 19:39 | s/l | 1 | 0.10 | 1.9827 | 1.9827 | 0.0000 | -34.00 | 9966.00 |
| 3 | 2007.06.07 04:15 | sell | 2 | 0.10 | 1.9916 | 1.9950 | 0.0000 | ||
| 4 | 2007.06.08 04:15 | close | 2 | 0.10 | 1.9786 | 1.9950 | 0.0000 | 129.61 | 10095.61 |
| 5 | 2007.06.08 08:53 | sell | 3 | 0.10 | 1.9774 | 1.9808 | 0.0000 | ||
| 6 | 2007.06.10 23:00 | close | 3 | 0.10 | 1.9705 | 1.9808 | 0.0000 | 69.00 | 10164.61 |
| 7 | 2007.06.11 04:02 | sell | 4 | 0.10 | 1.9653 | 1.9687 | 0.0000 | ||
| 8 | 2007.06.11 11:24 | s/l | 4 | 0.10 | 1.9687 | 1.9687 | 0.0000 | -34.00 | 10130.61 |
| 9 | 2007.06.13 07:08 | sell | 5 | 0.10 | 1.9731 | 1.9765 | 0.0000 | ||
| 10 | 2007.06.14 07:09 | close | 5 | 0.10 | 1.9721 | 1.9765 | 0.0000 | 8.83 | 10139.44 |
| 11 | 2007.06.14 08:50 | sell | 6 | 0.10 | 1.9715 | 1.9749 | 0.0000 | ||
| 12 | 2007.06.15 08:53 | close | 6 | 0.10 | 1.9705 | 1.9749 | 0.0000 | 9.61 | 10149.05 |
| 13 | 2007.06.19 07:04 | sell | 7 | 0.10 | 1.9838 | 1.9872 | 0.0000 | ||
| 14 | 2007.06.19 14:18 | s/l | 7 | 0.10 | 1.9872 | 1.9872 | 0.0000 | -34.00 | 10115.05 |
| 15 | 2007.06.20 06:43 | sell | 8 | 0.10 | 1.9871 | 1.9905 | 0.0000 | ||
| 16 | 2007.06.20 11:30 | s/l | 8 | 0.10 | 1.9905 | 1.9905 | 0.0000 | -34.00 | 10081.05 |
| 17 | 2007.06.22 04:05 | sell | 9 | 0.10 | 1.9911 | 1.9945 | 0.0000 | ||
| 18 | 2007.06.22 09:04 | s/l | 9 | 0.10 | 1.9945 | 1.9945 | 0.0000 | -34.00 | 10047.05 |
| 19 | 2007.06.25 04:02 | buy | 10 | 0.10 | 2.0000 | 1.9966 | 0.0000 | ||
| 20 | 2007.06.25 17:49 | s/l | 10 | 0.10 | 1.9966 | 1.9966 | 0.0000 | -34.00 | 10013.05 |
| 21 | 2007.06.26 04:10 | buy | 11 | 0.10 | 1.9990 | 1.9956 | 0.0000 | ||
| 22 | 2007.06.27 04:10 | close | 11 | 0.10 | 1.9978 | 1.9956 | 0.0000 | -11.92 | 10001.13 |
| 23 | 2007.06.28 08:47 | buy | 12 | 0.10 | 1.9999 | 1.9965 | 0.0000 | ||
| 24 | 2007.06.29 08:47 | close | 12 | 0.10 | 2.0031 | 1.9965 | 0.0000 | 32.08 | 10033.21 |
| 25 | 2007.06.29 08:47 | buy | 13 | 0.10 | 2.0032 | 1.9998 | 0.0000 | ||
| 26 | 2007.07.01 23:00 | close | 13 | 0.10 | 2.0068 | 1.9998 | 0.0000 | 36.00 | 10069.21 |
| 27 | 2007.07.02 04:14 | buy | 14 | 0.10 | 2.0091 | 2.0057 | 0.0000 | ||
| 28 | 2007.07.02 21:59 | close at stop | 14 | 0.10 | 2.0165 | 2.0057 | 0.0000 | 74.00 | 10143.21 |