| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2008.01.02 08:00 - 2008.01.29 17:00 (2008.01.01 - 2008.01.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MaxTrades=100; TakeProfit=50; StopLoss=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
| Bars in test | 1463 | Ticks modelled | 216742 | Modelling quality | 89.81% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 436.62 | Gross profit | 460.62 | Gross loss | -24.00 |
| Profit factor | 19.19 | Expected payoff | 33.59 | ||
| Absolute drawdown | 141.73 | Maximal drawdown | 186.00 (24.16%) | Relative drawdown | 29.89% (152.73) |
| Total trades | 13 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
| Largest | profit trade | 50.81 | loss trade | -24.00 | |
| Average | profit trade | 38.38 | loss trade | -24.00 | |
| Maximum | consecutive wins (profit in money) | 12 (460.62) | consecutive losses (loss in money) | 1 (-24.00) | |
| Maximal | consecutive profit (count of wins) | 460.62 (12) | consecutive loss (count of losses) | -24.00 (1) | |
| Average | consecutive wins | 12 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.01.03 14:09 | buy | 1 | 0.10 | 1.9815 | 0.0000 | 1.9865 | ||
| 2 | 2008.01.04 14:33 | modify | 1 | 0.10 | 1.9815 | 1.9819 | 1.9865 | ||
| 3 | 2008.01.04 14:37 | s/l | 1 | 0.10 | 1.9819 | 1.9819 | 1.9865 | 4.27 | 504.27 |
| 4 | 2008.01.07 10:00 | buy | 2 | 0.10 | 1.9731 | 0.0000 | 1.9781 | ||
| 5 | 2008.01.08 08:08 | modify | 2 | 0.10 | 1.9731 | 1.9732 | 1.9781 | ||
| 6 | 2008.01.08 08:08 | modify | 2 | 0.10 | 1.9731 | 1.9736 | 1.9781 | ||
| 7 | 2008.01.08 08:18 | modify | 2 | 0.10 | 1.9731 | 1.9737 | 1.9781 | ||
| 8 | 2008.01.08 08:18 | modify | 2 | 0.10 | 1.9731 | 1.9739 | 1.9781 | ||
| 9 | 2008.01.08 08:18 | modify | 2 | 0.10 | 1.9731 | 1.9742 | 1.9781 | ||
| 10 | 2008.01.08 08:18 | modify | 2 | 0.10 | 1.9731 | 1.9743 | 1.9781 | ||
| 11 | 2008.01.08 08:18 | modify | 2 | 0.10 | 1.9731 | 1.9746 | 1.9781 | ||
| 12 | 2008.01.08 08:41 | modify | 2 | 0.10 | 1.9731 | 1.9747 | 1.9781 | ||
| 13 | 2008.01.08 08:41 | modify | 2 | 0.10 | 1.9731 | 1.9748 | 1.9781 | ||
| 14 | 2008.01.08 08:41 | modify | 2 | 0.10 | 1.9731 | 1.9749 | 1.9781 | ||
| 15 | 2008.01.08 08:41 | t/p | 2 | 0.10 | 1.9781 | 1.9749 | 1.9781 | 50.27 | 554.54 |
| 16 | 2008.01.08 16:34 | sell | 3 | 0.10 | 1.9737 | 0.0000 | 1.9687 | ||
| 17 | 2008.01.09 08:12 | modify | 3 | 0.10 | 1.9737 | 1.9736 | 1.9687 | ||
| 18 | 2008.01.09 08:12 | modify | 3 | 0.10 | 1.9737 | 1.9733 | 1.9687 | ||
| 19 | 2008.01.09 08:17 | modify | 3 | 0.10 | 1.9737 | 1.9732 | 1.9687 | ||
| 20 | 2008.01.09 08:17 | modify | 3 | 0.10 | 1.9737 | 1.9731 | 1.9687 | ||
| 21 | 2008.01.09 08:17 | modify | 3 | 0.10 | 1.9737 | 1.9729 | 1.9687 | ||
| 22 | 2008.01.09 08:19 | modify | 3 | 0.10 | 1.9737 | 1.9728 | 1.9687 | ||
| 23 | 2008.01.09 08:19 | modify | 3 | 0.10 | 1.9737 | 1.9726 | 1.9687 | ||
| 24 | 2008.01.09 08:19 | modify | 3 | 0.10 | 1.9737 | 1.9724 | 1.9687 | ||
| 25 | 2008.01.09 08:19 | modify | 3 | 0.10 | 1.9737 | 1.9722 | 1.9687 | ||
| 26 | 2008.01.09 08:30 | modify | 3 | 0.10 | 1.9737 | 1.9721 | 1.9687 | ||
| 27 | 2008.01.09 08:30 | modify | 3 | 0.10 | 1.9737 | 1.9720 | 1.9687 | ||
| 28 | 2008.01.09 08:30 | modify | 3 | 0.10 | 1.9737 | 1.9719 | 1.9687 | ||
| 29 | 2008.01.09 08:30 | t/p | 3 | 0.10 | 1.9687 | 1.9719 | 1.9687 | 49.00 | 603.54 |
| 30 | 2008.01.11 14:00 | buy | 4 | 0.10 | 1.9594 | 0.0000 | 1.9644 | ||
| 31 | 2008.01.14 08:03 | modify | 4 | 0.10 | 1.9594 | 1.9595 | 1.9644 | ||
| 32 | 2008.01.14 08:24 | modify | 4 | 0.10 | 1.9594 | 1.9596 | 1.9644 | ||
| 33 | 2008.01.14 08:24 | modify | 4 | 0.10 | 1.9594 | 1.9597 | 1.9644 | ||
| 34 | 2008.01.14 08:24 | modify | 4 | 0.10 | 1.9594 | 1.9599 | 1.9644 | ||
| 35 | 2008.01.14 08:42 | modify | 4 | 0.10 | 1.9594 | 1.9601 | 1.9644 | ||
| 36 | 2008.01.14 08:42 | modify | 4 | 0.10 | 1.9594 | 1.9603 | 1.9644 | ||
| 37 | 2008.01.14 08:42 | modify | 4 | 0.10 | 1.9594 | 1.9604 | 1.9644 | ||
| 38 | 2008.01.14 08:50 | modify | 4 | 0.10 | 1.9594 | 1.9605 | 1.9644 | ||
| 39 | 2008.01.14 08:50 | modify | 4 | 0.10 | 1.9594 | 1.9606 | 1.9644 | ||
| 40 | 2008.01.14 08:52 | modify | 4 | 0.10 | 1.9594 | 1.9607 | 1.9644 | ||
| 41 | 2008.01.14 08:58 | modify | 4 | 0.10 | 1.9594 | 1.9609 | 1.9644 | ||
| 42 | 2008.01.14 08:58 | modify | 4 | 0.10 | 1.9594 | 1.9610 | 1.9644 | ||
| 43 | 2008.01.14 08:58 | modify | 4 | 0.10 | 1.9594 | 1.9611 | 1.9644 | ||
| 44 | 2008.01.14 08:58 | modify | 4 | 0.10 | 1.9594 | 1.9612 | 1.9644 | ||
| 45 | 2008.01.14 08:58 | modify | 4 | 0.10 | 1.9594 | 1.9613 | 1.9644 | ||
| 46 | 2008.01.14 08:58 | t/p | 4 | 0.10 | 1.9644 | 1.9613 | 1.9644 | 50.27 | 653.81 |
| 47 | 2008.01.14 14:05 | sell | 5 | 0.10 | 1.9595 | 0.0000 | 1.9545 | ||
| 48 | 2008.01.14 14:40 | modify | 5 | 0.10 | 1.9595 | 1.9595 | 1.9545 | ||
| 49 | 2008.01.14 14:40 | modify | 5 | 0.10 | 1.9595 | 1.9594 | 1.9545 | ||
| 50 | 2008.01.14 14:40 | modify | 5 | 0.10 | 1.9595 | 1.9592 | 1.9545 | ||
| 51 | 2008.01.14 14:40 | modify | 5 | 0.10 | 1.9595 | 1.9589 | 1.9545 | ||
| 52 | 2008.01.14 15:26 | s/l | 5 | 0.10 | 1.9589 | 1.9589 | 1.9545 | 6.00 | 659.81 |
| 53 | 2008.01.15 05:00 | buy | 6 | 0.10 | 1.9577 | 0.0000 | 1.9627 | ||
| 54 | 2008.01.15 10:12 | modify | 6 | 0.10 | 1.9577 | 1.9577 | 1.9627 | ||
| 55 | 2008.01.15 10:12 | modify | 6 | 0.10 | 1.9577 | 1.9579 | 1.9627 | ||
| 56 | 2008.01.15 10:12 | modify | 6 | 0.10 | 1.9577 | 1.9581 | 1.9627 | ||
| 57 | 2008.01.15 10:12 | modify | 6 | 0.10 | 1.9577 | 1.9584 | 1.9627 | ||
| 58 | 2008.01.15 10:26 | modify | 6 | 0.10 | 1.9577 | 1.9585 | 1.9627 | ||
| 59 | 2008.01.15 10:26 | modify | 6 | 0.10 | 1.9577 | 1.9586 | 1.9627 | ||
| 60 | 2008.01.15 10:29 | modify | 6 | 0.10 | 1.9577 | 1.9588 | 1.9627 | ||
| 61 | 2008.01.15 10:29 | modify | 6 | 0.10 | 1.9577 | 1.9590 | 1.9627 | ||
| 62 | 2008.01.15 10:29 | modify | 6 | 0.10 | 1.9577 | 1.9591 | 1.9627 | ||
| 63 | 2008.01.15 10:29 | modify | 6 | 0.10 | 1.9577 | 1.9592 | 1.9627 | ||
| 64 | 2008.01.15 10:29 | modify | 6 | 0.10 | 1.9577 | 1.9594 | 1.9627 | ||
| 65 | 2008.01.15 10:30 | t/p | 6 | 0.10 | 1.9627 | 1.9594 | 1.9627 | 50.00 | 709.81 |
| 66 | 2008.01.16 14:02 | buy | 7 | 0.10 | 1.9631 | 0.0000 | 1.9681 | ||
| 67 | 2008.01.16 15:01 | modify | 7 | 0.10 | 1.9631 | 1.9632 | 1.9681 | ||
| 68 | 2008.01.16 15:01 | modify | 7 | 0.10 | 1.9631 | 1.9633 | 1.9681 | ||
| 69 | 2008.01.16 15:01 | modify | 7 | 0.10 | 1.9631 | 1.9634 | 1.9681 | ||
| 70 | 2008.01.16 15:02 | modify | 7 | 0.10 | 1.9631 | 1.9635 | 1.9681 | ||
| 71 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9637 | 1.9681 | ||
| 72 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9639 | 1.9681 | ||
| 73 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9640 | 1.9681 | ||
| 74 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9642 | 1.9681 | ||
| 75 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9643 | 1.9681 | ||
| 76 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9644 | 1.9681 | ||
| 77 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9646 | 1.9681 | ||
| 78 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9648 | 1.9681 | ||
| 79 | 2008.01.16 15:03 | modify | 7 | 0.10 | 1.9631 | 1.9649 | 1.9681 | ||
| 80 | 2008.01.16 15:05 | modify | 7 | 0.10 | 1.9631 | 1.9650 | 1.9681 | ||
| 81 | 2008.01.16 15:05 | t/p | 7 | 0.10 | 1.9681 | 1.9650 | 1.9681 | 50.00 | 759.81 |
| 82 | 2008.01.16 23:19 | sell | 8 | 0.10 | 1.9621 | 0.0000 | 1.9571 | ||
| 83 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9620 | 1.9571 | ||
| 84 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9619 | 1.9571 | ||
| 85 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9617 | 1.9571 | ||
| 86 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9616 | 1.9571 | ||
| 87 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9614 | 1.9571 | ||
| 88 | 2008.01.18 10:43 | modify | 8 | 0.10 | 1.9621 | 1.9612 | 1.9571 | ||
| 89 | 2008.01.18 10:47 | modify | 8 | 0.10 | 1.9621 | 1.9611 | 1.9571 | ||
| 90 | 2008.01.18 10:47 | modify | 8 | 0.10 | 1.9621 | 1.9610 | 1.9571 | ||
| 91 | 2008.01.18 10:47 | modify | 8 | 0.10 | 1.9621 | 1.9609 | 1.9571 | ||
| 92 | 2008.01.18 10:47 | modify | 8 | 0.10 | 1.9621 | 1.9608 | 1.9571 | ||
| 93 | 2008.01.18 10:49 | modify | 8 | 0.10 | 1.9621 | 1.9607 | 1.9571 | ||
| 94 | 2008.01.18 10:49 | modify | 8 | 0.10 | 1.9621 | 1.9605 | 1.9571 | ||
| 95 | 2008.01.18 10:49 | modify | 8 | 0.10 | 1.9621 | 1.9604 | 1.9571 | ||
| 96 | 2008.01.18 10:49 | modify | 8 | 0.10 | 1.9621 | 1.9603 | 1.9571 | ||
| 97 | 2008.01.18 10:49 | t/p | 8 | 0.10 | 1.9571 | 1.9603 | 1.9571 | 46.00 | 805.81 |
| 98 | 2008.01.22 09:22 | buy | 9 | 0.10 | 1.9444 | 0.0000 | 1.9494 | ||
| 99 | 2008.01.22 09:34 | modify | 9 | 0.10 | 1.9444 | 1.9444 | 1.9494 | ||
| 100 | 2008.01.22 09:34 | modify | 9 | 0.10 | 1.9444 | 1.9447 | 1.9494 | ||
| 101 | 2008.01.22 09:34 | modify | 9 | 0.10 | 1.9444 | 1.9448 | 1.9494 | ||
| 102 | 2008.01.22 09:38 | s/l | 9 | 0.10 | 1.9448 | 1.9448 | 1.9494 | 4.00 | 809.81 |
| 103 | 2008.01.22 09:38 | buy | 10 | 0.10 | 1.9451 | 0.0000 | 1.9501 | ||
| 104 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9454 | 1.9501 | ||
| 105 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9456 | 1.9501 | ||
| 106 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9457 | 1.9501 | ||
| 107 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9459 | 1.9501 | ||
| 108 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9460 | 1.9501 | ||
| 109 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9462 | 1.9501 | ||
| 110 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9464 | 1.9501 | ||
| 111 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9465 | 1.9501 | ||
| 112 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9467 | 1.9501 | ||
| 113 | 2008.01.22 09:44 | modify | 10 | 0.10 | 1.9451 | 1.9469 | 1.9501 | ||
| 114 | 2008.01.22 09:44 | t/p | 10 | 0.10 | 1.9501 | 1.9469 | 1.9501 | 50.00 | 859.81 |
| 115 | 2008.01.22 09:44 | buy | 11 | 0.10 | 1.9504 | 0.0000 | 1.9554 | ||
| 116 | 2008.01.22 12:33 | modify | 11 | 0.10 | 1.9504 | 1.9504 | 1.9554 | ||
| 117 | 2008.01.22 12:33 | modify | 11 | 0.10 | 1.9504 | 1.9505 | 1.9554 | ||
| 118 | 2008.01.22 12:33 | modify | 11 | 0.10 | 1.9504 | 1.9506 | 1.9554 | ||
| 119 | 2008.01.22 12:33 | modify | 11 | 0.10 | 1.9504 | 1.9507 | 1.9554 | ||
| 120 | 2008.01.22 12:35 | modify | 11 | 0.10 | 1.9504 | 1.9509 | 1.9554 | ||
| 121 | 2008.01.22 12:35 | modify | 11 | 0.10 | 1.9504 | 1.9510 | 1.9554 | ||
| 122 | 2008.01.22 12:35 | modify | 11 | 0.10 | 1.9504 | 1.9512 | 1.9554 | ||
| 123 | 2008.01.22 12:35 | modify | 11 | 0.10 | 1.9504 | 1.9513 | 1.9554 | ||
| 124 | 2008.01.22 12:35 | modify | 11 | 0.10 | 1.9504 | 1.9514 | 1.9554 | ||
| 125 | 2008.01.22 12:44 | modify | 11 | 0.10 | 1.9504 | 1.9515 | 1.9554 | ||
| 126 | 2008.01.22 13:03 | modify | 11 | 0.10 | 1.9504 | 1.9516 | 1.9554 | ||
| 127 | 2008.01.22 13:09 | modify | 11 | 0.10 | 1.9504 | 1.9519 | 1.9554 | ||
| 128 | 2008.01.22 13:09 | modify | 11 | 0.10 | 1.9504 | 1.9522 | 1.9554 | ||
| 129 | 2008.01.22 13:09 | t/p | 11 | 0.10 | 1.9554 | 1.9522 | 1.9554 | 50.00 | 909.81 |
| 130 | 2008.01.23 21:23 | buy | 12 | 0.10 | 1.9566 | 0.0000 | 1.9616 | ||
| 131 | 2008.01.24 12:22 | modify | 12 | 0.10 | 1.9566 | 1.9566 | 1.9616 | ||
| 132 | 2008.01.24 12:22 | modify | 12 | 0.10 | 1.9566 | 1.9567 | 1.9616 | ||
| 133 | 2008.01.24 12:23 | modify | 12 | 0.10 | 1.9566 | 1.9570 | 1.9616 | ||
| 134 | 2008.01.24 12:23 | modify | 12 | 0.10 | 1.9566 | 1.9574 | 1.9616 | ||
| 135 | 2008.01.24 12:23 | modify | 12 | 0.10 | 1.9566 | 1.9575 | 1.9616 | ||
| 136 | 2008.01.24 12:37 | modify | 12 | 0.10 | 1.9566 | 1.9577 | 1.9616 | ||
| 137 | 2008.01.24 12:37 | modify | 12 | 0.10 | 1.9566 | 1.9578 | 1.9616 | ||
| 138 | 2008.01.24 12:37 | modify | 12 | 0.10 | 1.9566 | 1.9580 | 1.9616 | ||
| 139 | 2008.01.24 12:37 | modify | 12 | 0.10 | 1.9566 | 1.9583 | 1.9616 | ||
| 140 | 2008.01.24 12:37 | modify | 12 | 0.10 | 1.9566 | 1.9584 | 1.9616 | ||
| 141 | 2008.01.24 12:37 | t/p | 12 | 0.10 | 1.9616 | 1.9584 | 1.9616 | 50.81 | 960.62 |
| 142 | 2008.01.29 16:02 | sell | 13 | 0.10 | 1.9855 | 0.0000 | 1.9805 | ||
| 143 | 2008.01.29 17:05 | close at stop | 13 | 0.10 | 1.9879 | 0.0000 | 1.9805 | -24.00 | 936.62 |