Symbol

GBPUSD (Great Britan vs US Dollar)

Period

30 Minutes (M30) 2001.12.31 18:00 - 2007.04.25 20:30 (2005.01.01 - 2007.03.01)

Model

Open prices only (fastest method to analyze the bar just completed)

Parameters

Slippage=7; MinLot=0.1; LotRaven=1000; PeriodStocha=143; ZamedlenieStocha=52; UrovenVerx=78; UrovenNiz=17; TakeProfit=561; LotSdelki=0.3; StopLoss=60; Otstup=100; ZakritieMA=true; PeriodMA=80; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=181; PeriodStDev2=121; FiltrOsChayka=false; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=390; ZamedlenieMoma=63; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.8; PeriodMoma2=16; ZamedlenieMoma2=22;

Bars in test

66111

Ticks modelled

132122

Modelling quality

n/a

Initial deposit

3000.00

Total net profit

200316.19

Gross profit

330964.51

Gross loss

-130648.32

Profit factor

2.53

Expected payoff

1589.81

Absolute drawdown

645.00

Maximal drawdown

26333.44 (11.47%)

Relative drawdown

32.09% (10153.48)

Total trades

126

Short positions (won %)

78 (52.56%)

Long positions (won %)

48 (58.33%)

Profit trades (% of total)

69 (54.76%)

Loss trades (% of total)

57 (45.24%)

Largest

profit trade

44155.01

loss trade

-15180.00

Average

profit trade

4796.59

loss trade

-2292.08

Maximum

consecutive wins (profit in money)

9 (125896.17)

consecutive losses (loss in money)

4 (-10004.60)

Maximal

consecutive profit (count of wins)

125896.17 (9)

consecutive loss (count of losses)

-21805.44 (2)

Average

consecutive wins

3

consecutive losses

2

Символ

GBPUSD (Great Britan vs US Dollar)

Период

30 Минут (M30) 2001.12.31 18:00 - 2007.03.23 21:00 (2005.01.01 - 2007.03.01)

Модель

По ценам открытия (быстрый метод на сформировавшихся барах)

Параметры

Slippage=7; MinLot=0.1; LotRaven=1000; PeriodStocha=143; ZamedlenieStocha=52; UrovenVerx=78; UrovenNiz=17; TakeProfit=561; LotSdelki=0.3; StopLoss=60; Otstup=100; ZakritieMA=true; PeriodMA=80; PostoiannoeIzmenenieLota=true; Chast=0.1; StopMAStDev12=true; PeriodStDev1=181; PeriodStDev2=121; FiltrOsChayka=false; PeriodOsChayka=19; ZamedlenieOsChayka=4; FiltrMomUsrednenniy=true; PeriodMoma=390; ZamedlenieMoma=63; FiltrMomUsrednenniy2=true; UrovenMomUsrednenniy2=1.8; PeriodMoma2=16; ZamedlenieMoma2=22;

Баров в истории

65000

Смоделировано тиков

129900

Качество моделирования

n/a

Начальный депозит

3000.00

Чистая прибыль

200316.19

Общая прибыль

330964.51

Общий убыток

-130648.32

Прибыльность

2.53

Матожидание выигрыша

1589.81

Абсолютная просадка

645.00

Максимальная просадка

26333.44 (11.47%)

Относительная просадка

32.09% (10153.48)

Всего сделок

126

Короткие позиции (% выигравших)

78 (52.56%)

Длинные позиции (% выигравших)

48 (58.33%)

Прибыльные сделки (% от всех)

69 (54.76%)

Убыточные сделки (% от всех)

57 (45.24%)

Самая большая

прибыльная сделка

44155.01

убыточная сделка

-15180.00

Средняя

прибыльная сделка

4796.59

убыточная сделка

-2292.08

Максимальное количество

непрерывных выигрышей (прибыль)

9 (125896.17)

непрерывных проигрышей (убыток)

4 (-10004.60)

Максимальная

непрерывная прибыль (число выигрышей)

125896.17 (9)

непрерывный убыток (число проигрышей)

-21805.44 (2)

Средний

непрерывный выигрыш

3

непрерывный проигрыш

2

#

Time

Type

Order

Lots

Price

S / L

T / P

Profit

Balance

1

2005.01.06 05:00

buy

1

0.30

2

2005.01.06 11:00

s/l

1

0.30

-402.00

2598.00

3

buy

2

0.30

4

s/l

2

0.30

-243.00

2355.00

5

sell

3

0.20

6

modify

3

0.20

7

close

3

0.20

172.16

2527.16

8

buy

4

0.30

9

modify

4

0.30

10

close

4

0.30

176.19

2703.35

11

sell

5

0.30

12

modify

5

0.30

13

close

5

0.30

219.12

2922.47

14

sell

6

0.30

15

modify

6

0.30

16

close

6

0.30

835.08

3757.55

17

sell

7

0.40

18

s/l

7

0.40

-327.52

3430.03

19

sell

8

0.30

20

s/l

8

0.30

-201.00

3229.03

21

sell

9

0.30

22

modify

9

0.30

23

close

9

0.30

273.60

3502.63

24

buy

10

0.40

25

s/l

10

0.40

-205.08

3297.55

26

sell

11

0.30

27

modify

11

0.30

28

close

11

0.30

378.72

3676.27

29

buy

12

0.40

30

modify

12

0.40

31

close

12

0.40

168.00

3844.27

32

sell

13

0.40

33

modify

13

0.40

34

close

13

0.40

1204.48

5048.75

35

buy

14

0.50

36

modify

14

0.50

37

close

14

0.50

533.25

5582.00

38

sell

15

0.60

39

close

15

0.60

222.48

5804.48

40

buy

16

0.60

41

s/l

16

0.60

-354.48

5450.00

42

buy

17

0.50

43

modify

17

0.50

44

close

17

0.50

542.30

5992.30

45

sell

18

0.60

46

s/l

18

0.60

-245.76

5746.54

47

sell

19

0.60

48

s/l

19

0.60

-449.76

5296.78

49

buy

20

0.50

50

s/l

20

0.50

-230.00

5066.78

51

buy

21

0.50

52

close

21

0.50

-280.40

4786.38

53

sell

22

0.50

54

modify

22

0.50

55

close

22

0.50

675.40

5461.78

56

buy

23

0.50

57

s/l

23

0.50

-350.00

5111.78

58

buy

24

0.50

59

s/l

24

0.50

-354.05

4757.73

60

buy

25

0.50

61

s/l

25

0.50

-287.70

4470.03

62

sell

26

0.40

63

modify

26

0.40

64

close

26

0.40

672.48

5142.51

65

buy

27

0.50

66

modify

27

0.50

67

close

27

0.50

668.25

5810.76

68

sell

28

0.60

69

close

28

0.60

-42.00

5768.76

70

sell

29

0.60

71

s/l

29

0.60

-299.76

5469.00

72

buy

30

0.50

73

close

30

0.50

-47.70

5421.30

74

sell

31

0.50

75

modify

31

0.50

76

t/p

31

0.50

3371.40

8792.70

77

buy

32

0.90

78

modify

32

0.90

79

close

32

0.90

2227.14

11019.84

80

sell

33

1.10

81

modify

33

1.10

82

close

33

1.10

1102.20

12122.04

83

sell

34

1.20

84

close

34

1.20

-36.00

12086.04

85

sell

35

1.20

86

s/l

35

1.20

-708.00

11378.04

87

sell

36

1.10

88

s/l

36

1.10

-572.00

10806.04

89

sell

37

1.10

90

modify

37

1.10

91

close

37

1.10

1531.64

12337.68

92

buy

38

1.20

93

close

38

1.20

593.52

12931.20

94

buy

39

1.30

95

modify

39

1.30

96

close

39

1.30

5022.94

17954.14

97

sell

40

1.80

98

modify

40

1.80

99

close

40

1.80

3353.76

21307.90

100

buy

41

2.10

101

close

41

2.10

441.00

21748.90

102

buy

42

2.20

103

modify

42

2.20

104

close

42

2.20

3050.30

24799.20

105

sell

43

2.50

106

modify

43

2.50

107

close

43

2.50

4053.00

28852.20

108

buy

44

2.90

109

s/l

44

2.90

-2343.49

26508.71

110

sell

45

2.70

111

modify

45

2.70

112

close

45

2.70

893.16

27401.87

113

buy

46

2.70

114

modify

46

2.70

115

close

46

2.70

4236.84

31638.71

116

sell

47

3.20

117

s/l

47

3.20

-2750.72

28887.99

118

sell

48

2.90

119

s/l

48

2.90

-2142.52

26745.47

120

sell

49

2.70

121

close

49

2.70

-405.00

26340.47

122

sell

50

2.60

123

modify

50

2.60

124

close

50

2.60

2810.08

29150.55

125

buy

51

2.90

126

s/l

51

2.90

-1858.32

27292.23

127

buy

52

2.70

128

s/l

52

2.70

-2662.74

24629.49

129

buy

53

2.50

130

s/l

53

2.50

-2275.00

22354.49

131

sell

54

2.20

132

modify

54

2.20

133

close

54

2.20

1870.88

24225.37

134

buy

55

2.40

135

modify

55

2.40

136

s/l

55

2.40

-6.48

24218.89

137

sell

56

2.40

138

s/l

56

2.40

-1200.00

23018.89

139

sell

57

2.30

140

s/l

57

2.30

-1242.00

21776.89

141

sell

58

2.20

142

modify

58

2.20

143

close

58

2.20

1303.28

23080.17

144

buy

59

2.30

145

s/l

59

2.30

-920.00

22160.17

146

sell

60

2.20

147

modify

60

2.20

148

close

60

2.20

264.88

22425.05

149

sell

61

2.20

150

modify

61

2.20

151

close

61

2.20

532.40

22957.45

152

sell

62

2.30

153

modify

62

2.30

154

close

62

2.30

3290.84

26248.29

155

buy

63

2.60

156

modify

63

2.60

157

close

63

2.60

1136.98

27385.27

158

sell

64

2.70

159

modify

64

2.70

160

close

64

2.70

-243.00

27142.27

161

sell

65

2.70

162

s/l

65

2.70

-810.00

26332.27

163

sell

66

2.60

164

modify

66

2.60

165

close

66

2.60

1588.08

27920.35

166

buy

67

2.80

167

modify

67

2.80

168

s/l

67

2.80

-7.56

27912.79

169

sell

68

2.80

170

s/l

68

2.80

-1955.52

25957.27

171

sell

69

2.60

172

close

69

2.60

-1170.00

24787.27

173

sell

70

2.50

174

modify

70

2.50

175

close

70

2.50

2906.00

27693.27

176

buy

71

2.80

177

close

71

2.80

544.88

28238.15

178

sell

72

2.80

179

modify

72

2.80

180

close

72

2.80

871.36

29109.51

181

sell

73

2.90

182

modify

73

2.90

183

close

73

2.90

2380.32

31489.83

184

sell

74

3.10

185

s/l

74

3.10

-2725.52

28764.31

186

sell

75

2.90

187

s/l

75

2.90

-2407.00

26357.31

188

sell

76

2.60

189

s/l

76

2.60

-1898.00

24459.31

190

sell

77

2.40

191

s/l

77

2.40

-2974.08

21485.23

192

buy

78

2.10

193

modify

78

2.10

194

close

78

2.10

1275.33

22760.56

195

sell

79

2.30

196

modify

79

2.30

197

close

79

2.30

876.76

23637.32

198

sell

80

2.40

199

modify

80

2.40

200

close

80

2.40

6412.80

30050.12

201

sell

81

3.00

202

modify

81

3.00

203

close

81

3.00

-1200.00

28850.12

204

buy

82

2.90

205

s/l

82

2.90

-3142.15

25707.97

206

sell

83

2.60

207

modify

83

2.60

208

close

83

2.60

1433.12

27141.09

209

buy

84

2.70

210

modify

84

2.70

211

close

84

2.70

1443.42

28584.51

212

buy

85

2.90

213

modify

85

2.90

214

close

85

2.90

7957.02

36541.53

215

sell

86

3.70

216

modify

86

3.70

217

close

86

3.70

2629.96

39171.49

218

buy

87

3.90

219

modify

87

3.90

220

close

87

3.90

2063.88

41235.37

221

sell

88

4.10

222

s/l

88

4.10

-3444.00

37791.37

223

sell

89

3.80

224

s/l

89

3.80

-3154.00

34637.37

225

buy

90

3.50

226

modify

90

3.50

227

close

90

3.50

1260.00

35897.37

228

sell

91

3.60

229

s/l

91

3.60

-1836.00

34061.37

230

sell

92

3.40

231

s/l

92

3.40

-1734.00

32327.37

232

sell

93

3.20

233

s/l

93

3.20

-1214.72

31112.65

234

buy

94

3.10

235

modify

94

3.10

236

close

94

3.10

3709.15

34821.80

237

sell

95

3.50

238

s/l

95

3.50

-2377.20

32444.60

239

sell

96

3.20

240

modify

96

3.20

241

close

96

3.20

8998.40

41443.00

242

buy

97

4.10

243

modify

97

4.10

244

close

97

4.10

5143.86

46586.86

245

sell

98

4.70

246

modify

98

4.70

247

close

98

4.70

3579.52

50166.38

248

buy

99

5.00

249

modify

99

5.00

250

close

99

5.00

5346.00

55512.38

251

sell

100

5.60

252

s/l

100

5.60

-3024.00

52488.38

253

sell

101

5.20

254

s/l

101

5.20

-3115.84

49372.54

255

sell

102

4.90

256

modify

102

4.90

257

close

102

4.90

2504.88

51877.42

258

buy

103

5.20

259

modify

103

5.20

260

close

103

5.20

5531.76

57409.18

261

sell

104

5.70

262

modify

104

5.70

263

close

104

5.70

9644.40

67053.58

264

buy

105

6.70

265

modify

105

6.70

266

t/p

105

6.70

44155.01

111208.59

267

sell

106

11.10

268

s/l

106

11.10

-7548.00

103660.59

269

sell

107

10.40

270

modify

107

10.40

271

close

107

10.40

3764.80

107425.39

272

buy

108

10.70

273

close

108

10.70

7276.00

114701.39

274

buy

109

11.50

275

modify

109

11.50

276

close

109

11.50

773.95

115475.34

277

sell

110

11.50

278

modify

110

11.50

279

close

110

11.50

8404.20

123879.54

280

buy

111

12.40

281

modify

111

12.40

282

close

111

12.40

4058.52

127938.06

283

sell

112

12.80

284

modify

112

12.80

285

close

112

12.80

10388.48

138326.54

286

buy

113

13.80

287

modify

113

13.80

288

close

113

13.80

15333.18

153659.72

289

sell

114

15.40

290

modify

114

15.40

291

close

114

15.40

32216.80

185876.52

292

buy

115

18.60

293

modify

115

18.60

294

close

115

18.60

43680.24

229556.76

295

sell

116

23.00

296

s/l

116

23.00

-15180.00

214376.76

297

sell

117

21.40

298

close

117

21.40

-6625.44

207751.32

299

sell

118

20.80

300

close

118

20.80

3952.00

211703.32

301

sell

119

21.20

302

s/l

119

21.20

-8480.00

203223.32

303

sell

120

20.30

304

modify

120

20.30

305

close

120

20.30

16061.36

219284.68

306

buy

121

21.90