Strategy Tester Report
10PIPS mod2
FXOpen-ECN Live Server (Build 1280)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2020.06.29 00:00 - 2020.08.18 23:00 (2020.06.27 - 2020.08.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | USEMOVETOBREAKEVEN=false; WHENTOMOVETOBE=10; PIPSTOMOVESL=5; useTimeFilter=true; HourBegin=8; HourEnd=13; Lots=0.01; Risk=73; Period1=25; Period2=57; TrailingStop=0; Stop_Loss=47; MagicNumber=1234; TakeProfit=40; | ||||
| Bars in test | 1886 | Ticks modelled | 1417999 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | 20 | ||
| Total net profit | 2496355.94 | Gross profit | 3384993.60 | Gross loss | -888637.65 |
| Profit factor | 3.81 | Expected payoff | 108537.22 | ||
| Absolute drawdown | 64.45 | Maximal drawdown | 1246623.82 (87.91%) | Relative drawdown | 87.91% (1246623.82) |
| Total trades | 23 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 17 (94.12%) |
| Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
| Largest | profit trade | 908709.94 | loss trade | -888637.65 | |
| Average | profit trade | 153863.35 | loss trade | -888637.65 | |
| Maximum | consecutive wins (profit in money) | 17 (1145569.20) | consecutive losses (loss in money) | 1 (-888637.65) | |
| Maximal | consecutive profit (count of wins) | 2239424.39 (5) | consecutive loss (count of losses) | -888637.65 (1) | |
| Average | consecutive wins | 11 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2020.06.29 12:00 | sell | 1 | 0.78 | 1.23309 | 1.23799 | 1.22929 | ||
| 2 | 2020.06.29 17:11 | t/p | 1 | 0.78 | 1.22929 | 1.23799 | 1.22929 | 289.67 | 789.67 |
| 3 | 2020.06.30 08:00 | sell | 2 | 1.23 | 1.23017 | 1.23507 | 1.22637 | ||
| 4 | 2020.06.30 10:31 | t/p | 2 | 1.23 | 1.22637 | 1.23507 | 1.22637 | 456.81 | 1246.48 |
| 5 | 2020.07.01 09:00 | buy | 3 | 1.94 | 1.23716 | 1.23226 | 1.24096 | ||
| 6 | 2020.07.01 11:12 | t/p | 3 | 1.94 | 1.24096 | 1.23226 | 1.24096 | 720.40 | 1966.88 |
| 7 | 2020.07.01 12:00 | buy | 4 | 3.05 | 1.23884 | 1.23394 | 1.24264 | ||
| 8 | 2020.07.01 16:40 | t/p | 4 | 3.05 | 1.24264 | 1.23394 | 1.24264 | 1132.55 | 3099.43 |
| 9 | 2020.07.03 10:00 | buy | 5 | 4.81 | 1.24787 | 1.24297 | 1.25167 | ||
| 10 | 2020.07.06 14:52 | t/p | 5 | 4.81 | 1.25167 | 1.24297 | 1.25167 | 1774.10 | 4873.53 |
| 11 | 2020.07.07 08:00 | buy | 6 | 7.57 | 1.25080 | 1.24590 | 1.25460 | ||
| 12 | 2020.07.07 16:48 | t/p | 6 | 7.57 | 1.25460 | 1.24590 | 1.25460 | 2810.33 | 7683.86 |
| 13 | 2020.07.17 09:00 | sell | 7 | 11.93 | 1.25537 | 1.26027 | 1.25157 | ||
| 14 | 2020.07.17 15:43 | t/p | 7 | 11.93 | 1.25157 | 1.26027 | 1.25157 | 4428.56 | 12112.42 |
| 15 | 2020.07.21 08:00 | buy | 8 | 18.81 | 1.26567 | 1.26077 | 1.26947 | ||
| 16 | 2020.07.21 09:50 | t/p | 8 | 18.81 | 1.26947 | 1.26077 | 1.26947 | 6981.16 | 19093.58 |
| 17 | 2020.07.24 10:00 | buy | 9 | 29.66 | 1.27503 | 1.27013 | 1.27883 | ||
| 18 | 2020.07.24 17:17 | t/p | 9 | 29.66 | 1.27883 | 1.27013 | 1.27883 | 11006.10 | 30099.68 |
| 19 | 2020.07.27 11:00 | buy | 10 | 46.75 | 1.28313 | 1.27823 | 1.28693 | ||
| 20 | 2020.07.27 13:45 | t/p | 10 | 46.75 | 1.28693 | 1.27823 | 1.28693 | 17345.13 | 47444.81 |
| 21 | 2020.07.28 12:00 | buy | 11 | 73.69 | 1.28813 | 1.28323 | 1.29193 | ||
| 22 | 2020.07.28 16:48 | t/p | 11 | 73.69 | 1.29193 | 1.28323 | 1.29193 | 27337.80 | 74782.61 |
| 23 | 2020.07.29 10:00 | buy | 12 | 116.15 | 1.29375 | 1.28885 | 1.29755 | ||
| 24 | 2020.07.29 10:53 | t/p | 12 | 116.15 | 1.29755 | 1.28885 | 1.29755 | 43085.20 | 117867.81 |
| 25 | 2020.07.29 11:00 | buy | 13 | 183.07 | 1.29668 | 1.29178 | 1.30048 | ||
| 26 | 2020.07.29 21:11 | t/p | 13 | 183.07 | 1.30048 | 1.29178 | 1.30048 | 67905.05 | 185772.86 |
| 27 | 2020.07.30 11:00 | buy | 14 | 288.54 | 1.29868 | 1.29378 | 1.30248 | ||
| 28 | 2020.07.30 14:48 | t/p | 14 | 288.54 | 1.30248 | 1.29378 | 1.30248 | 107022.35 | 292795.21 |
| 29 | 2020.08.04 12:00 | sell | 15 | 454.77 | 1.30688 | 1.31178 | 1.30308 | ||
| 30 | 2020.08.04 13:57 | t/p | 15 | 454.77 | 1.30308 | 1.31178 | 1.30308 | 168651.97 | 461447.18 |
| 31 | 2020.08.05 10:00 | buy | 16 | 716.72 | 1.30952 | 1.30462 | 1.31332 | ||
| 32 | 2020.08.05 14:28 | t/p | 16 | 716.72 | 1.31332 | 1.30462 | 1.31332 | 265784.19 | 727231.37 |
| 33 | 2020.08.06 09:00 | buy | 17 | 1129.53 | 1.31336 | 1.30846 | 1.31716 | ||
| 34 | 2020.08.06 09:07 | t/p | 17 | 1129.53 | 1.31716 | 1.30846 | 1.31716 | 418837.83 | 1146069.20 |
| 35 | 2020.08.06 10:00 | buy | 18 | 1780.06 | 1.31693 | 1.31203 | 1.32073 | ||
| 36 | 2020.08.06 18:42 | s/l | 18 | 1780.06 | 1.31203 | 1.31203 | 1.32073 | -888637.65 | 257431.55 |
| 37 | 2020.08.10 08:00 | sell | 19 | 399.84 | 1.30673 | 1.31163 | 1.30293 | ||
| 38 | 2020.08.10 13:53 | t/p | 19 | 399.84 | 1.30293 | 1.31163 | 1.30293 | 148281.54 | 405713.09 |
| 39 | 2020.08.11 09:00 | buy | 20 | 630.15 | 1.30873 | 1.30383 | 1.31253 | ||
| 40 | 2020.08.11 14:48 | t/p | 20 | 630.15 | 1.31253 | 1.30383 | 1.31253 | 233684.57 | 639397.66 |
| 41 | 2020.08.12 11:00 | sell | 21 | 993.11 | 1.30492 | 1.30982 | 1.30112 | ||
| 42 | 2020.08.12 14:45 | t/p | 21 | 993.11 | 1.30112 | 1.30982 | 1.30112 | 368309.60 | 1007707.26 |
| 43 | 2020.08.14 09:00 | buy | 22 | 1565.16 | 1.30732 | 1.30242 | 1.31112 | ||
| 44 | 2020.08.14 14:25 | t/p | 22 | 1565.16 | 1.31112 | 1.30242 | 1.31112 | 580438.74 | 1588146.00 |
| 45 | 2020.08.17 10:00 | buy | 23 | 2466.69 | 1.31118 | 1.30628 | 1.31498 | ||
| 46 | 2020.08.18 09:32 | t/p | 23 | 2466.69 | 1.31498 | 1.30628 | 1.31498 | 908709.94 | 2496855.94 |