Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | Daily (D1) 2004.12.15 00:00 - 2006.11.14 00:00 (2004.12.15 - 2006.11.14) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Expert_Name="FozzyExpert_v1.2"; Magic=10000; Slippage=6; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=200; InitialStop=0; TrailingStop=50; BreakEven=40; SessionStart=1; SessionEnd=24; Inputs=" BBRSI & MA parameters "; TimeFrame=1440; Price=1; RSIPeriod=10; MAPeriod=12; BBPeriod=30; K=1; Mode=1; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MMRisk=0.15; MaxLoss=1000; | ||||
Bars in test | 630 | Ticks modelled | 4824654 | Modelling quality | 90.00% |
Initial deposit | 25000.00 | ||||
Total net profit | 4425.58 | Gross profit | 12788.55 | Gross loss | -8362.97 |
Profit factor | 1.53 | Expected payoff | 142.76 | ||
Absolute drawdown | 2599.26 | Maximal drawdown | 2923.34 (11.54%) | Relative drawdown | 11.54% (2923.34) |
Total trades | 31 | Short positions (won %) | 14 (21.43%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 10 (32.26%) | Loss trades (% of total) | 21 (67.74%) | ||
Largest | profit trade | 1696.93 | loss trade | -1315.15 | |
Average | profit trade | 1278.85 | loss trade | -398.24 | |
Maximum | consecutive wins (profit in money) | 4 (5190.45) | consecutive losses (loss in money) | 7 (-2923.34) | |
Maximal | consecutive profit (count of wins) | 5190.45 (4) | consecutive loss (count of losses) | -2923.34 (7) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.12.17 01:00 | sell | 1 | 1.00 | 202.01 | 203.08 | 200.01 | ||
2 | 2004.12.20 09:07 | s/l | 1 | 1.00 | 203.08 | 203.08 | 200.01 | -649.78 | 24350.22 |
3 | 2005.01.10 01:00 | buy | 2 | 1.00 | 195.93 | 195.38 | 197.93 | ||
4 | 2005.01.10 16:02 | s/l | 2 | 1.00 | 195.38 | 195.38 | 197.93 | -323.94 | 24026.28 |
5 | 2005.01.21 01:00 | buy | 3 | 1.00 | 193.38 | 191.59 | 195.38 | ||
6 | 2005.01.28 02:57 | t/p | 3 | 1.00 | 195.38 | 191.59 | 195.38 | 1288.03 | 25314.31 |
7 | 2005.02.09 01:00 | sell | 4 | 1.00 | 195.89 | 196.69 | 193.89 | ||
8 | 2005.02.09 10:31 | s/l | 4 | 1.00 | 196.69 | 196.69 | 193.89 | -471.06 | 24843.25 |
9 | 2005.03.02 01:00 | sell | 5 | 1.00 | 200.39 | 201.09 | 198.39 | ||
10 | 2005.03.04 02:36 | s/l | 5 | 1.00 | 201.09 | 201.09 | 198.39 | -491.11 | 24352.15 |
11 | 2005.03.21 01:00 | buy | 6 | 1.00 | 201.04 | 200.53 | 203.04 | ||
12 | 2005.03.21 09:24 | s/l | 6 | 1.00 | 200.53 | 200.53 | 203.04 | -300.37 | 24051.78 |
13 | 2005.03.30 01:00 | buy | 7 | 1.00 | 201.36 | 199.96 | 203.36 | ||
14 | 2005.04.05 02:55 | t/p | 7 | 1.00 | 203.36 | 199.96 | 203.36 | 1272.31 | 25324.08 |
15 | 2005.04.14 01:00 | sell | 8 | 1.00 | 203.26 | 203.97 | 201.26 | ||
16 | 2005.04.15 10:01 | s/l | 8 | 1.00 | 203.97 | 203.97 | 201.26 | -437.81 | 24886.27 |
17 | 2005.05.16 01:00 | buy | 9 | 1.00 | 198.57 | 198.38 | 200.57 | ||
18 | 2005.05.16 01:03 | s/l | 9 | 1.00 | 198.38 | 198.38 | 200.57 | -111.91 | 24774.36 |
19 | 2005.06.06 01:00 | sell | 10 | 1.00 | 195.41 | 196.70 | 193.41 | ||
20 | 2005.06.10 16:59 | s/l | 10 | 1.00 | 196.70 | 196.70 | 193.41 | -877.98 | 23896.38 |
21 | 2005.06.29 01:00 | sell | 11 | 1.00 | 199.43 | 200.36 | 197.43 | ||
22 | 2005.06.29 10:44 | s/l | 11 | 1.00 | 200.36 | 200.36 | 197.43 | -547.60 | 23348.78 |
23 | 2005.07.18 01:00 | buy | 12 | 1.00 | 196.62 | 196.43 | 198.62 | ||
24 | 2005.07.18 08:39 | s/l | 12 | 1.00 | 196.43 | 196.43 | 198.62 | -111.90 | 23236.88 |
25 | 2005.08.15 01:00 | sell | 13 | 1.00 | 198.54 | 199.02 | 196.54 | ||
26 | 2005.08.15 07:51 | s/l | 13 | 1.00 | 199.02 | 199.02 | 196.54 | -282.64 | 22954.24 |
27 | 2005.09.13 01:00 | sell | 14 | 1.00 | 200.70 | 201.64 | 198.70 | ||
28 | 2005.09.13 10:18 | s/l | 14 | 1.00 | 201.64 | 201.64 | 198.70 | -553.50 | 22400.74 |
29 | 2005.10.03 01:00 | buy | 15 | 1.00 | 200.29 | 198.89 | 202.29 | ||
30 | 2005.10.18 09:42 | t/p | 15 | 1.00 | 202.29 | 198.89 | 202.29 | 1413.84 | 23814.59 |
31 | 2005.11.07 01:00 | sell | 16 | 1.00 | 206.73 | 208.12 | 204.73 | ||
32 | 2005.11.08 02:18 | t/p | 16 | 1.00 | 204.73 | 208.12 | 204.73 | 1157.92 | 24972.51 |
33 | 2005.11.24 01:00 | buy | 17 | 1.00 | 204.54 | 203.64 | 206.54 | ||
34 | 2005.11.30 16:20 | t/p | 17 | 1.00 | 206.54 | 203.64 | 206.54 | 1240.86 | 26213.36 |
35 | 2006.01.02 01:01 | buy | 18 | 1.00 | 203.05 | 201.77 | 205.05 | ||
36 | 2006.01.09 01:34 | s/l | 18 | 1.00 | 201.77 | 201.77 | 205.05 | -643.81 | 25569.56 |
37 | 2006.01.17 01:00 | buy | 19 | 1.00 | 203.34 | 202.33 | 205.34 | ||
38 | 2006.01.19 09:10 | s/l | 19 | 1.00 | 202.33 | 202.33 | 205.34 | -531.95 | 25037.60 |
39 | 2006.02.08 01:00 | sell | 20 | 1.00 | 205.52 | 208.18 | 203.52 | ||
40 | 2006.02.14 13:11 | t/p | 20 | 1.00 | 203.52 | 208.18 | 203.52 | 1059.27 | 26096.87 |
41 | 2006.02.28 01:00 | buy | 21 | 1.00 | 202.20 | 201.67 | 204.20 | ||
42 | 2006.03.03 01:55 | t/p | 21 | 1.00 | 204.20 | 201.67 | 204.20 | 1256.59 | 27353.46 |
43 | 2006.03.06 01:00 | buy | 22 | 1.00 | 204.36 | 202.70 | 206.36 | ||
44 | 2006.04.06 10:58 | t/p | 22 | 1.00 | 206.36 | 202.70 | 206.36 | 1696.93 | 29050.39 |
45 | 2006.04.24 01:00 | sell | 23 | 1.00 | 206.71 | 209.72 | 204.71 | ||
46 | 2006.04.24 16:45 | t/p | 23 | 1.00 | 204.71 | 209.72 | 204.71 | 1177.66 | 30228.05 |
47 | 2006.05.08 01:58 | buy | 24 | 1.00 | 208.78 | 208.62 | 210.78 | ||
48 | 2006.05.08 02:35 | s/l | 24 | 1.00 | 208.62 | 208.62 | 210.78 | -94.23 | 30133.82 |
49 | 2006.05.23 03:30 | buy | 25 | 1.00 | 209.55 | 209.36 | 211.55 | ||
50 | 2006.05.23 03:31 | s/l | 25 | 1.00 | 209.36 | 209.36 | 211.55 | -111.91 | 30021.91 |
51 | 2006.07.07 01:00 | buy | 26 | 1.00 | 211.42 | 211.21 | 213.42 | ||
52 | 2006.07.07 01:30 | s/l | 26 | 1.00 | 211.21 | 211.21 | 213.42 | -123.69 | 29898.22 |
53 | 2006.07.14 01:30 | buy | 27 | 1.00 | 213.05 | 211.41 | 215.05 | ||
54 | 2006.07.19 11:30 | t/p | 27 | 1.00 | 215.05 | 211.41 | 215.05 | 1225.14 | 31123.36 |
55 | 2006.07.31 01:00 | sell | 28 | 1.00 | 213.04 | 215.24 | 211.04 | ||
56 | 2006.08.01 19:33 | s/l | 28 | 1.00 | 215.24 | 215.24 | 211.04 | -1315.15 | 29808.21 |
57 | 2006.09.20 07:00 | buy | 29 | 1.00 | 221.08 | 220.79 | 223.08 | ||
58 | 2006.09.26 02:01 | s/l | 29 | 1.00 | 220.79 | 220.79 | 223.08 | -76.44 | 29731.77 |
59 | 2006.10.31 01:32 | sell | 30 | 1.00 | 223.32 | 223.50 | 221.32 | ||
60 | 2006.10.31 01:32 | s/l | 30 | 1.00 | 223.50 | 223.50 | 221.32 | -105.99 | 29625.78 |
61 | 2006.11.07 01:00 | sell | 31 | 1.00 | 224.31 | 224.65 | 222.31 | ||
62 | 2006.11.07 23:00 | s/l | 31 | 1.00 | 224.65 | 224.65 | 222.31 | -200.20 | 29425.58 |