| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.01.01 23:00 - 2007.06.20 16:00 (2007.01.01 - 2007.06.21) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=0.1; Slippage=3; StopLossMode=true; StopLoss=20; TakeProfitMode=true; TakeProfit=20; TrailingStopMode=true; TrailingStop=30; UseHourTrade=true; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=true; StochSell=40; RequiredStochLevelBuy=true; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=true; MaxStochDifference=8; AdditionalTimeFilter=false; hour=19; EMAPeriod=40; | ||||
| Bars in test | 7845 | Ticks modelled | 325221 | Modelling quality | 89.98% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 208.66 | Gross profit | 480.66 | Gross loss | -272.01 |
| Profit factor | 1.77 | Expected payoff | 3.37 | ||
| Absolute drawdown | 25.90 | Maximal drawdown | 51.10 (0.51%) | Relative drawdown | 0.51% (51.10) |
| Total trades | 62 | Short positions (won %) | 37 (67.57%) | Long positions (won %) | 25 (64.00%) |
| Profit trades (% of total) | 41 (66.13%) | Loss trades (% of total) | 21 (33.87%) | ||
| Largest | profit trade | 14.00 | loss trade | -14.00 | |
| Average | profit trade | 11.72 | loss trade | -12.95 | |
| Maximum | consecutive wins (profit in money) | 6 (52.19) | consecutive losses (loss in money) | 2 (-28.00) | |
| Maximal | consecutive profit (count of wins) | 52.19 (6) | consecutive loss (count of losses) | -28.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.01.04 04:08 | sell | 1 | 0.10 | 1.9524 | 1.9544 | 1.9504 | ||
| 2 | 2007.01.04 07:21 | t/p | 1 | 0.10 | 1.9504 | 1.9544 | 1.9504 | 14.00 | 10014.00 |
| 3 | 2007.01.05 07:00 | sell | 2 | 0.10 | 1.9393 | 1.9413 | 1.9373 | ||
| 4 | 2007.01.05 07:59 | s/l | 2 | 0.10 | 1.9413 | 1.9413 | 1.9373 | -14.00 | 10000.00 |
| 5 | 2007.01.05 07:59 | sell | 3 | 0.10 | 1.9426 | 1.9446 | 1.9406 | ||
| 6 | 2007.01.05 08:16 | t/p | 3 | 0.10 | 1.9406 | 1.9446 | 1.9406 | 14.00 | 10014.00 |
| 7 | 2007.01.08 04:19 | sell | 4 | 0.10 | 1.9288 | 1.9308 | 1.9268 | ||
| 8 | 2007.01.08 05:59 | s/l | 4 | 0.10 | 1.9308 | 1.9308 | 1.9268 | -14.00 | 10000.00 |
| 9 | 2007.01.08 06:00 | sell | 5 | 0.10 | 1.9304 | 1.9324 | 1.9284 | ||
| 10 | 2007.01.08 06:59 | s/l | 5 | 0.10 | 1.9324 | 1.9324 | 1.9284 | -14.00 | 9986.00 |
| 11 | 2007.01.08 06:59 | sell | 6 | 0.10 | 1.9328 | 1.9348 | 1.9308 | ||
| 12 | 2007.01.08 13:59 | t/p | 6 | 0.10 | 1.9308 | 1.9348 | 1.9308 | 14.00 | 10000.00 |
| 13 | 2007.01.11 07:00 | sell | 7 | 0.10 | 1.9346 | 1.9366 | 1.9326 | ||
| 14 | 2007.01.11 07:09 | t/p | 7 | 0.10 | 1.9326 | 1.9366 | 1.9326 | 14.00 | 10014.00 |
| 15 | 2007.01.11 07:29 | sell | 8 | 0.10 | 1.9339 | 1.9359 | 1.9319 | ||
| 16 | 2007.01.11 09:59 | s/l | 8 | 0.10 | 1.9359 | 1.9359 | 1.9319 | -14.00 | 10000.00 |
| 17 | 2007.01.15 06:00 | buy | 9 | 0.10 | 1.9604 | 1.9584 | 1.9624 | ||
| 18 | 2007.01.15 08:40 | t/p | 9 | 0.10 | 1.9624 | 1.9584 | 1.9624 | 14.00 | 10014.00 |
| 19 | 2007.01.15 18:00 | buy | 10 | 0.10 | 1.9639 | 1.9619 | 1.9659 | ||
| 20 | 2007.01.16 04:00 | close | 10 | 0.10 | 1.9645 | 1.9619 | 1.9659 | 4.10 | 10018.10 |
| 21 | 2007.01.19 00:22 | buy | 11 | 0.10 | 1.9739 | 1.9719 | 1.9759 | ||
| 22 | 2007.01.19 03:06 | close | 11 | 0.10 | 1.9758 | 1.9719 | 1.9759 | 13.30 | 10031.40 |
| 23 | 2007.01.22 05:00 | buy | 12 | 0.10 | 1.9746 | 1.9726 | 1.9766 | ||
| 24 | 2007.01.22 09:59 | s/l | 12 | 0.10 | 1.9726 | 1.9726 | 1.9766 | -14.00 | 10017.40 |
| 25 | 2007.01.23 17:00 | buy | 13 | 0.10 | 1.9849 | 1.9829 | 1.9869 | ||
| 26 | 2007.01.23 18:59 | s/l | 13 | 0.10 | 1.9829 | 1.9829 | 1.9869 | -14.00 | 10003.40 |
| 27 | 2007.01.24 21:59 | sell | 14 | 0.10 | 1.9695 | 1.9715 | 1.9675 | ||
| 28 | 2007.01.25 00:14 | t/p | 14 | 0.10 | 1.9675 | 1.9715 | 1.9675 | 13.08 | 10016.48 |
| 29 | 2007.01.25 02:00 | sell | 15 | 0.10 | 1.9682 | 1.9702 | 1.9662 | ||
| 30 | 2007.01.25 04:00 | t/p | 15 | 0.10 | 1.9662 | 1.9702 | 1.9662 | 14.00 | 10030.48 |
| 31 | 2007.01.29 04:00 | sell | 16 | 0.10 | 1.9589 | 1.9609 | 1.9569 | ||
| 32 | 2007.01.29 07:56 | close | 16 | 0.10 | 1.9578 | 1.9609 | 1.9569 | 7.70 | 10038.18 |
| 33 | 2007.01.30 10:00 | buy | 17 | 0.10 | 1.9645 | 1.9625 | 1.9665 | ||
| 34 | 2007.01.30 10:00 | t/p | 17 | 0.10 | 1.9665 | 1.9625 | 1.9665 | 14.00 | 10052.18 |
| 35 | 2007.01.30 10:41 | buy | 18 | 0.10 | 1.9649 | 1.9629 | 1.9669 | ||
| 36 | 2007.01.30 13:59 | s/l | 18 | 0.10 | 1.9629 | 1.9629 | 1.9669 | -14.00 | 10038.18 |
| 37 | 2007.02.05 08:30 | sell | 19 | 0.10 | 1.9656 | 1.9676 | 1.9636 | ||
| 38 | 2007.02.05 09:59 | t/p | 19 | 0.10 | 1.9636 | 1.9676 | 1.9636 | 14.00 | 10052.18 |
| 39 | 2007.02.09 03:31 | sell | 20 | 0.10 | 1.9590 | 1.9610 | 1.9570 | ||
| 40 | 2007.02.09 07:59 | t/p | 20 | 0.10 | 1.9570 | 1.9610 | 1.9570 | 14.00 | 10066.18 |
| 41 | 2007.02.09 18:00 | sell | 21 | 0.10 | 1.9508 | 1.9528 | 1.9488 | ||
| 42 | 2007.02.09 21:05 | close | 21 | 0.10 | 1.9502 | 1.9528 | 1.9488 | 4.20 | 10070.38 |
| 43 | 2007.02.13 18:14 | sell | 22 | 0.10 | 1.9449 | 1.9469 | 1.9429 | ||
| 44 | 2007.02.13 20:59 | s/l | 22 | 0.10 | 1.9469 | 1.9469 | 1.9429 | -14.00 | 10056.38 |
| 45 | 2007.02.19 20:00 | buy | 23 | 0.10 | 1.9511 | 1.9491 | 1.9531 | ||
| 46 | 2007.02.20 02:59 | t/p | 23 | 0.10 | 1.9531 | 1.9491 | 1.9531 | 13.90 | 10070.28 |
| 47 | 2007.02.21 03:59 | buy | 24 | 0.10 | 1.9553 | 1.9533 | 1.9573 | ||
| 48 | 2007.02.21 04:48 | s/l | 24 | 0.10 | 1.9533 | 1.9533 | 1.9573 | -14.00 | 10056.28 |
| 49 | 2007.02.23 01:23 | buy | 25 | 0.10 | 1.9562 | 1.9542 | 1.9582 | ||
| 50 | 2007.02.23 07:59 | t/p | 25 | 0.10 | 1.9582 | 1.9542 | 1.9582 | 14.00 | 10070.28 |
| 51 | 2007.02.27 05:00 | buy | 26 | 0.10 | 1.9638 | 1.9618 | 1.9658 | ||
| 52 | 2007.02.27 07:24 | s/l | 26 | 0.10 | 1.9618 | 1.9618 | 1.9658 | -14.00 | 10056.28 |
| 53 | 2007.02.27 19:00 | buy | 27 | 0.10 | 1.9641 | 1.9621 | 1.9661 | ||
| 54 | 2007.02.27 20:59 | s/l | 27 | 0.10 | 1.9621 | 1.9621 | 1.9661 | -14.00 | 10042.28 |
| 55 | 2007.03.02 09:00 | sell | 28 | 0.10 | 1.9552 | 1.9572 | 1.9532 | ||
| 56 | 2007.03.02 09:31 | t/p | 28 | 0.10 | 1.9532 | 1.9572 | 1.9532 | 14.00 | 10056.28 |
| 57 | 2007.03.02 09:47 | sell | 29 | 0.10 | 1.9546 | 1.9566 | 1.9526 | ||
| 58 | 2007.03.02 09:59 | t/p | 29 | 0.10 | 1.9526 | 1.9566 | 1.9526 | 14.00 | 10070.28 |
| 59 | 2007.03.09 00:00 | sell | 30 | 0.10 | 1.9293 | 1.9313 | 1.9273 | ||
| 60 | 2007.03.09 01:46 | s/l | 30 | 0.10 | 1.9313 | 1.9313 | 1.9273 | -14.00 | 10056.28 |
| 61 | 2007.03.12 03:00 | buy | 31 | 0.10 | 1.9337 | 1.9317 | 1.9357 | ||
| 62 | 2007.03.12 07:00 | t/p | 31 | 0.10 | 1.9357 | 1.9317 | 1.9357 | 14.00 | 10070.28 |
| 63 | 2007.03.13 05:52 | sell | 32 | 0.10 | 1.9321 | 1.9341 | 1.9301 | ||
| 64 | 2007.03.13 05:59 | t/p | 32 | 0.10 | 1.9301 | 1.9341 | 1.9301 | 14.00 | 10084.28 |
| 65 | 2007.03.14 01:33 | sell | 33 | 0.10 | 1.9299 | 1.9319 | 1.9279 | ||
| 66 | 2007.03.14 04:59 | t/p | 33 | 0.10 | 1.9279 | 1.9319 | 1.9279 | 14.00 | 10098.28 |
| 67 | 2007.03.15 05:00 | buy | 34 | 0.10 | 1.9349 | 1.9329 | 1.9369 | ||
| 68 | 2007.03.15 05:59 | s/l | 34 | 0.10 | 1.9329 | 1.9329 | 1.9369 | -14.00 | 10084.28 |
| 69 | 2007.03.15 05:59 | buy | 35 | 0.10 | 1.9324 | 1.9304 | 1.9344 | ||
| 70 | 2007.03.15 06:00 | t/p | 35 | 0.10 | 1.9344 | 1.9304 | 1.9344 | 14.00 | 10098.28 |
| 71 | 2007.03.16 05:00 | buy | 36 | 0.10 | 1.9377 | 1.9357 | 1.9397 | ||
| 72 | 2007.03.16 07:00 | close | 36 | 0.10 | 1.9388 | 1.9357 | 1.9397 | 7.70 | 10105.98 |
| 73 | 2007.03.21 02:08 | buy | 37 | 0.10 | 1.9615 | 1.9595 | 1.9635 | ||
| 74 | 2007.03.21 07:59 | t/p | 37 | 0.10 | 1.9635 | 1.9595 | 1.9635 | 14.00 | 10119.98 |
| 75 | 2007.03.22 06:00 | buy | 38 | 0.10 | 1.9676 | 1.9656 | 1.9696 | ||
| 76 | 2007.03.22 09:59 | t/p | 38 | 0.10 | 1.9696 | 1.9656 | 1.9696 | 14.00 | 10133.98 |
| 77 | 2007.03.26 06:59 | sell | 39 | 0.10 | 1.9609 | 1.9629 | 1.9589 | ||
| 78 | 2007.03.26 07:00 | s/l | 39 | 0.10 | 1.9629 | 1.9629 | 1.9589 | -14.00 | 10119.98 |
| 79 | 2007.04.02 23:00 | buy | 40 | 0.10 | 1.9779 | 1.9759 | 1.9799 | ||
| 80 | 2007.04.03 06:59 | t/p | 40 | 0.10 | 1.9799 | 1.9759 | 1.9799 | 13.90 | 10133.88 |
| 81 | 2007.04.05 21:01 | sell | 41 | 0.10 | 1.9706 | 1.9726 | 1.9686 | ||
| 82 | 2007.04.06 11:00 | close | 41 | 0.10 | 1.9711 | 1.9726 | 1.9686 | -3.81 | 10130.07 |
| 83 | 2007.04.24 07:00 | sell | 42 | 0.10 | 1.9975 | 1.9995 | 1.9955 | ||
| 84 | 2007.04.24 10:59 | s/l | 42 | 0.10 | 1.9995 | 1.9995 | 1.9955 | -14.00 | 10116.07 |
| 85 | 2007.04.27 05:12 | sell | 43 | 0.10 | 1.9918 | 1.9938 | 1.9898 | ||
| 86 | 2007.04.27 06:59 | t/p | 43 | 0.10 | 1.9898 | 1.9938 | 1.9898 | 14.00 | 10130.07 |
| 87 | 2007.04.30 19:00 | buy | 44 | 0.10 | 1.9992 | 1.9972 | 2.0012 | ||
| 88 | 2007.05.01 03:00 | close | 44 | 0.10 | 2.0004 | 1.9972 | 2.0012 | 8.30 | 10138.38 |
| 89 | 2007.05.03 00:00 | sell | 45 | 0.10 | 1.9902 | 1.9922 | 1.9882 | ||
| 90 | 2007.05.03 07:59 | s/l | 45 | 0.10 | 1.9922 | 1.9922 | 1.9882 | -14.00 | 10124.38 |
| 91 | 2007.05.03 20:00 | sell | 46 | 0.10 | 1.9881 | 1.9901 | 1.9861 | ||
| 92 | 2007.05.03 22:00 | close | 46 | 0.10 | 1.9876 | 1.9901 | 1.9861 | 3.50 | 10127.88 |
| 93 | 2007.05.04 07:12 | sell | 47 | 0.10 | 1.9874 | 1.9894 | 1.9854 | ||
| 94 | 2007.05.04 07:59 | t/p | 47 | 0.10 | 1.9854 | 1.9894 | 1.9854 | 14.00 | 10141.88 |
| 95 | 2007.05.11 03:00 | sell | 48 | 0.10 | 1.9807 | 1.9827 | 1.9787 | ||
| 96 | 2007.05.11 06:59 | t/p | 48 | 0.10 | 1.9787 | 1.9827 | 1.9787 | 14.00 | 10155.88 |
| 97 | 2007.05.17 01:22 | sell | 49 | 0.10 | 1.9773 | 1.9793 | 1.9753 | ||
| 98 | 2007.05.17 11:00 | close | 49 | 0.10 | 1.9770 | 1.9793 | 1.9753 | 2.10 | 10157.98 |
| 99 | 2007.05.17 22:52 | sell | 50 | 0.10 | 1.9748 | 1.9768 | 1.9728 | ||
| 100 | 2007.05.18 02:00 | close | 50 | 0.10 | 1.9741 | 1.9768 | 1.9728 | 4.59 | 10162.57 |
| 101 | 2007.05.18 07:00 | sell | 51 | 0.10 | 1.9756 | 1.9776 | 1.9736 | ||
| 102 | 2007.05.18 08:59 | t/p | 51 | 0.10 | 1.9736 | 1.9776 | 1.9736 | 14.00 | 10176.57 |
| 103 | 2007.05.22 21:00 | buy | 52 | 0.10 | 1.9748 | 1.9728 | 1.9768 | ||
| 104 | 2007.05.23 05:00 | close | 52 | 0.10 | 1.9745 | 1.9728 | 1.9768 | -2.20 | 10174.37 |
| 105 | 2007.05.29 23:48 | sell | 53 | 0.10 | 1.9816 | 1.9836 | 1.9796 | ||
| 106 | 2007.05.30 01:02 | t/p | 53 | 0.10 | 1.9796 | 1.9836 | 1.9796 | 13.69 | 10188.06 |
| 107 | 2007.05.30 03:00 | sell | 54 | 0.10 | 1.9805 | 1.9825 | 1.9785 | ||
| 108 | 2007.05.30 03:35 | s/l | 54 | 0.10 | 1.9825 | 1.9825 | 1.9785 | -14.00 | 10174.06 |
| 109 | 2007.05.30 03:35 | sell | 55 | 0.10 | 1.9822 | 1.9842 | 1.9802 | ||
| 110 | 2007.05.30 07:32 | close | 55 | 0.10 | 1.9815 | 1.9842 | 1.9802 | 4.90 | 10178.96 |
| 111 | 2007.06.01 02:32 | buy | 56 | 0.10 | 1.9792 | 1.9772 | 1.9812 | ||
| 112 | 2007.06.01 09:28 | s/l | 56 | 0.10 | 1.9772 | 1.9772 | 1.9812 | -14.00 | 10164.96 |
| 113 | 2007.06.04 09:24 | buy | 57 | 0.10 | 1.9833 | 1.9813 | 1.9853 | ||
| 114 | 2007.06.04 11:09 | t/p | 57 | 0.10 | 1.9853 | 1.9813 | 1.9853 | 14.00 | 10178.96 |
| 115 | 2007.06.05 07:43 | buy | 58 | 0.10 | 1.9917 | 1.9897 | 1.9937 | ||
| 116 | 2007.06.05 09:21 | t/p | 58 | 0.10 | 1.9937 | 1.9897 | 1.9937 | 14.00 | 10192.96 |
| 117 | 2007.06.08 06:00 | sell | 59 | 0.10 | 1.9788 | 1.9808 | 1.9768 | ||
| 118 | 2007.06.08 08:00 | close | 59 | 0.10 | 1.9780 | 1.9808 | 1.9768 | 5.60 | 10198.56 |
| 119 | 2007.06.08 21:29 | sell | 60 | 0.10 | 1.9677 | 1.9697 | 1.9657 | ||
| 120 | 2007.06.08 22:34 | s/l | 60 | 0.10 | 1.9697 | 1.9697 | 1.9657 | -14.00 | 10184.56 |
| 121 | 2007.06.08 22:34 | sell | 61 | 0.10 | 1.9694 | 1.9714 | 1.9674 | ||
| 122 | 2007.06.11 01:11 | t/p | 61 | 0.10 | 1.9674 | 1.9714 | 1.9674 | 13.69 | 10198.25 |
| 123 | 2007.06.15 21:39 | buy | 62 | 0.10 | 1.9744 | 1.9724 | 1.9764 | ||
| 124 | 2007.06.18 00:00 | close | 62 | 0.10 | 1.9759 | 1.9724 | 1.9764 | 10.40 | 10208.66 |