| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2010.06.01 00:00 - 2010.08.06 22:30 (2010.06.01 - 2010.08.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=0.1; LotsPercent=10; TakeProfit=60; StopLoss=80; BarsCount=12; MaxBuyError=0.0001; MaxSellError=0.0001; | ||||
| Bars in test | 3333 | Ticks modelled | 1996499 | Modelling quality | n/a |
| Mismatched charts errors | 630 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1295.34 | Gross profit | 3119.34 | Gross loss | -1824.00 |
| Profit factor | 1.71 | Expected payoff | 17.27 | ||
| Absolute drawdown | 191.92 | Maximal drawdown | 287.86 (2.65%) | Relative drawdown | 2.65% (287.86) |
| Total trades | 75 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 75 (69.33%) |
| Profit trades (% of total) | 52 (69.33%) | Loss trades (% of total) | 23 (30.67%) | ||
| Largest | profit trade | 60.00 | loss trade | -82.36 | |
| Average | profit trade | 59.99 | loss trade | -79.30 | |
| Maximum | consecutive wins (profit in money) | 12 (719.74) | consecutive losses (loss in money) | 2 (-164.64) | |
| Maximal | consecutive profit (count of wins) | 719.74 (12) | consecutive loss (count of losses) | -164.64 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.01 00:00 | buy | 1 | 0.10 | 1.45378 | 1.44555 | 1.45978 | ||
| 2 | 2010.06.01 09:17 | s/l | 1 | 0.10 | 1.44555 | 1.44555 | 1.45978 | -82.30 | 9917.70 |
| 3 | 2010.06.01 15:00 | buy | 2 | 0.10 | 1.46074 | 1.45251 | 1.46674 | ||
| 4 | 2010.06.01 16:00 | t/p | 2 | 0.10 | 1.46674 | 1.45251 | 1.46674 | 60.00 | 9977.70 |
| 5 | 2010.06.01 16:00 | buy | 3 | 0.10 | 1.46697 | 1.45874 | 1.47297 | ||
| 6 | 2010.06.02 03:01 | t/p | 3 | 0.10 | 1.47297 | 1.45874 | 1.47297 | 59.98 | 10037.68 |
| 7 | 2010.06.02 03:01 | buy | 4 | 0.10 | 1.47320 | 1.46497 | 1.47920 | ||
| 8 | 2010.06.02 12:30 | s/l | 4 | 0.10 | 1.46497 | 1.46497 | 1.47920 | -82.30 | 9955.38 |
| 9 | 2010.06.02 21:00 | buy | 5 | 0.10 | 1.46439 | 1.45616 | 1.47039 | ||
| 10 | 2010.06.03 07:13 | t/p | 5 | 0.10 | 1.47039 | 1.45616 | 1.47039 | 59.94 | 10015.32 |
| 11 | 2010.06.03 23:30 | buy | 6 | 0.10 | 1.46230 | 1.45407 | 1.46830 | ||
| 12 | 2010.06.04 17:07 | s/l | 6 | 0.10 | 1.45407 | 1.45407 | 1.46830 | -82.32 | 9933.00 |
| 13 | 2010.06.07 13:00 | buy | 7 | 0.10 | 1.45042 | 1.44219 | 1.45642 | ||
| 14 | 2010.06.08 11:07 | s/l | 7 | 0.10 | 1.44219 | 1.44219 | 1.45642 | -82.32 | 9850.68 |
| 15 | 2010.06.08 18:00 | buy | 8 | 0.10 | 1.44205 | 1.43382 | 1.44805 | ||
| 16 | 2010.06.09 09:18 | t/p | 8 | 0.10 | 1.44805 | 1.43382 | 1.44805 | 59.98 | 9910.66 |
| 17 | 2010.06.09 09:18 | buy | 9 | 0.10 | 1.44829 | 1.44006 | 1.45429 | ||
| 18 | 2010.06.09 13:46 | t/p | 9 | 0.10 | 1.45429 | 1.44006 | 1.45429 | 60.00 | 9970.66 |
| 19 | 2010.06.09 13:46 | buy | 10 | 0.10 | 1.45452 | 1.44629 | 1.46052 | ||
| 20 | 2010.06.09 17:19 | t/p | 10 | 0.10 | 1.46052 | 1.44629 | 1.46052 | 60.00 | 10030.66 |
| 21 | 2010.06.09 17:19 | buy | 11 | 0.10 | 1.46075 | 1.45252 | 1.46675 | ||
| 22 | 2010.06.09 20:49 | s/l | 11 | 0.10 | 1.45252 | 1.45252 | 1.46675 | -82.30 | 9948.36 |
| 23 | 2010.06.10 02:00 | buy | 12 | 0.10 | 1.45493 | 1.44670 | 1.46093 | ||
| 24 | 2010.06.10 09:18 | t/p | 12 | 0.10 | 1.46093 | 1.44670 | 1.46093 | 60.00 | 10008.36 |
| 25 | 2010.06.10 09:18 | buy | 13 | 0.10 | 1.46116 | 1.45293 | 1.46716 | ||
| 26 | 2010.06.10 17:18 | t/p | 13 | 0.10 | 1.46716 | 1.45293 | 1.46716 | 60.00 | 10068.36 |
| 27 | 2010.06.10 17:30 | buy | 14 | 0.10 | 1.46707 | 1.45884 | 1.47307 | ||
| 28 | 2010.06.11 08:18 | t/p | 14 | 0.10 | 1.47307 | 1.45884 | 1.47307 | 59.98 | 10128.34 |
| 29 | 2010.06.11 08:30 | buy | 15 | 0.10 | 1.47323 | 1.46500 | 1.47923 | ||
| 30 | 2010.06.11 12:14 | s/l | 15 | 0.10 | 1.46500 | 1.46500 | 1.47923 | -82.30 | 10046.04 |
| 31 | 2010.06.14 02:00 | buy | 16 | 0.10 | 1.46140 | 1.45317 | 1.46740 | ||
| 32 | 2010.06.14 10:18 | t/p | 16 | 0.10 | 1.46740 | 1.45317 | 1.46740 | 60.00 | 10106.04 |
| 33 | 2010.06.14 10:18 | buy | 17 | 0.10 | 1.46763 | 1.45940 | 1.47363 | ||
| 34 | 2010.06.14 11:30 | t/p | 17 | 0.10 | 1.47363 | 1.45940 | 1.47363 | 60.00 | 10166.04 |
| 35 | 2010.06.14 11:30 | buy | 18 | 0.10 | 1.47386 | 1.46563 | 1.47986 | ||
| 36 | 2010.06.14 17:17 | t/p | 18 | 0.10 | 1.47986 | 1.46563 | 1.47986 | 60.00 | 10226.04 |
| 37 | 2010.06.14 21:00 | buy | 19 | 0.10 | 1.47720 | 1.46897 | 1.48320 | ||
| 38 | 2010.06.15 10:47 | s/l | 19 | 0.10 | 1.46897 | 1.46897 | 1.48320 | -82.32 | 10143.72 |
| 39 | 2010.06.15 12:00 | buy | 20 | 0.10 | 1.47588 | 1.46765 | 1.48188 | ||
| 40 | 2010.06.15 17:07 | t/p | 20 | 0.10 | 1.48188 | 1.46765 | 1.48188 | 60.00 | 10203.72 |
| 41 | 2010.06.15 17:07 | buy | 21 | 0.10 | 1.48211 | 1.47388 | 1.48811 | ||
| 42 | 2010.06.16 22:14 | s/l | 21 | 0.10 | 1.47388 | 1.47388 | 1.48811 | -82.32 | 10121.40 |
| 43 | 2010.06.17 05:30 | buy | 22 | 0.10 | 1.47160 | 1.46337 | 1.47760 | ||
| 44 | 2010.06.17 11:12 | t/p | 22 | 0.10 | 1.47760 | 1.46337 | 1.47760 | 60.00 | 10181.40 |
| 45 | 2010.06.17 11:12 | buy | 23 | 0.10 | 1.47783 | 1.46960 | 1.48383 | ||
| 46 | 2010.06.18 06:18 | t/p | 23 | 0.10 | 1.48383 | 1.46960 | 1.48383 | 59.98 | 10241.38 |
| 47 | 2010.06.18 06:30 | buy | 24 | 0.10 | 1.48441 | 1.47618 | 1.49041 | ||
| 48 | 2010.06.21 07:47 | t/p | 24 | 0.10 | 1.49041 | 1.47618 | 1.49041 | 59.98 | 10301.36 |
| 49 | 2010.06.21 07:47 | buy | 25 | 0.10 | 1.49064 | 1.48241 | 1.49664 | ||
| 50 | 2010.06.21 14:18 | s/l | 25 | 0.10 | 1.48241 | 1.48241 | 1.49664 | -82.30 | 10219.06 |
| 51 | 2010.06.21 16:00 | buy | 26 | 0.10 | 1.48375 | 1.47552 | 1.48975 | ||
| 52 | 2010.06.21 19:49 | s/l | 26 | 0.10 | 1.47552 | 1.47552 | 1.48975 | -82.30 | 10136.76 |
| 53 | 2010.06.22 00:30 | buy | 27 | 0.10 | 1.47670 | 1.46847 | 1.48270 | ||
| 54 | 2010.06.22 15:43 | t/p | 27 | 0.10 | 1.48270 | 1.46847 | 1.48270 | 60.00 | 10196.76 |
| 55 | 2010.06.22 15:43 | buy | 28 | 0.10 | 1.48293 | 1.47470 | 1.48893 | ||
| 56 | 2010.06.23 10:42 | t/p | 28 | 0.10 | 1.48893 | 1.47470 | 1.48893 | 59.98 | 10256.74 |
| 57 | 2010.06.23 12:00 | buy | 29 | 0.10 | 1.49141 | 1.48318 | 1.49741 | ||
| 58 | 2010.06.24 02:13 | t/p | 29 | 0.10 | 1.49741 | 1.48318 | 1.49741 | 59.94 | 10316.68 |
| 59 | 2010.06.24 02:13 | buy | 30 | 0.10 | 1.49764 | 1.48941 | 1.50364 | ||
| 60 | 2010.06.25 10:23 | s/l | 30 | 0.10 | 1.48941 | 1.48941 | 1.50364 | -82.32 | 10234.36 |
| 61 | 2010.06.25 10:23 | buy | 31 | 0.10 | 1.48963 | 1.48140 | 1.49563 | ||
| 62 | 2010.06.25 15:06 | t/p | 31 | 0.10 | 1.49563 | 1.48140 | 1.49563 | 60.00 | 10294.36 |
| 63 | 2010.06.25 15:30 | buy | 32 | 0.10 | 1.49589 | 1.48766 | 1.50189 | ||
| 64 | 2010.06.25 19:30 | t/p | 32 | 0.10 | 1.50189 | 1.48766 | 1.50189 | 60.00 | 10354.36 |
| 65 | 2010.06.25 19:30 | buy | 33 | 0.10 | 1.50213 | 1.49390 | 1.50813 | ||
| 66 | 2010.06.28 15:56 | t/p | 33 | 0.10 | 1.50813 | 1.49390 | 1.50813 | 59.98 | 10414.34 |
| 67 | 2010.06.28 16:00 | buy | 34 | 0.10 | 1.50797 | 1.49974 | 1.51397 | ||
| 68 | 2010.06.30 11:07 | s/l | 34 | 0.10 | 1.49974 | 1.49974 | 1.51397 | -82.34 | 10332.00 |
| 69 | 2010.07.01 00:30 | buy | 35 | 0.10 | 1.49504 | 1.48681 | 1.50104 | ||
| 70 | 2010.07.01 14:26 | t/p | 35 | 0.10 | 1.50104 | 1.48681 | 1.50104 | 60.00 | 10392.00 |
| 71 | 2010.07.01 14:30 | buy | 36 | 0.10 | 1.50185 | 1.49362 | 1.50785 | ||
| 72 | 2010.07.01 15:36 | t/p | 36 | 0.10 | 1.50785 | 1.49362 | 1.50785 | 60.00 | 10452.00 |
| 73 | 2010.07.01 15:36 | buy | 37 | 0.10 | 1.50808 | 1.49985 | 1.51408 | ||
| 74 | 2010.07.01 16:38 | t/p | 37 | 0.10 | 1.51408 | 1.49985 | 1.51408 | 60.00 | 10512.00 |
| 75 | 2010.07.01 16:38 | buy | 38 | 0.10 | 1.51431 | 1.50608 | 1.52031 | ||
| 76 | 2010.07.02 10:59 | t/p | 38 | 0.10 | 1.52031 | 1.50608 | 1.52031 | 59.98 | 10571.98 |
| 77 | 2010.07.02 14:30 | buy | 39 | 0.10 | 1.51932 | 1.51109 | 1.52532 | ||
| 78 | 2010.07.05 15:21 | s/l | 39 | 0.10 | 1.51109 | 1.51109 | 1.52532 | -82.32 | 10489.66 |
| 79 | 2010.07.05 19:00 | buy | 40 | 0.10 | 1.51283 | 1.50460 | 1.51883 | ||
| 80 | 2010.07.06 08:48 | t/p | 40 | 0.10 | 1.51883 | 1.50460 | 1.51883 | 59.98 | 10549.64 |
| 81 | 2010.07.06 08:48 | buy | 41 | 0.10 | 1.51910 | 1.51087 | 1.52510 | ||
| 82 | 2010.07.07 08:59 | s/l | 41 | 0.10 | 1.51087 | 1.51087 | 1.52510 | -82.32 | 10467.32 |
| 83 | 2010.07.07 15:30 | buy | 42 | 0.10 | 1.51523 | 1.50700 | 1.52123 | ||
| 84 | 2010.07.07 16:51 | t/p | 42 | 0.10 | 1.52123 | 1.50700 | 1.52123 | 60.00 | 10527.32 |
| 85 | 2010.07.07 16:51 | buy | 43 | 0.10 | 1.52148 | 1.51325 | 1.52748 | ||
| 86 | 2010.07.08 12:10 | s/l | 43 | 0.10 | 1.51325 | 1.51325 | 1.52748 | -82.36 | 10444.96 |
| 87 | 2010.07.08 12:10 | buy | 44 | 0.10 | 1.51347 | 1.50524 | 1.51947 | ||
| 88 | 2010.07.09 09:00 | t/p | 44 | 0.10 | 1.51947 | 1.50524 | 1.51947 | 59.98 | 10504.94 |
| 89 | 2010.07.09 09:00 | buy | 45 | 0.10 | 1.51972 | 1.51149 | 1.52572 | ||
| 90 | 2010.07.09 14:07 | s/l | 45 | 0.10 | 1.51149 | 1.51149 | 1.52572 | -82.30 | 10422.64 |
| 91 | 2010.07.12 14:00 | buy | 46 | 0.10 | 1.50413 | 1.49590 | 1.51013 | ||
| 92 | 2010.07.13 11:21 | t/p | 46 | 0.10 | 1.51013 | 1.49590 | 1.51013 | 59.98 | 10482.62 |
| 93 | 2010.07.13 11:30 | buy | 47 | 0.10 | 1.51025 | 1.50202 | 1.51625 | ||
| 94 | 2010.07.13 16:08 | t/p | 47 | 0.10 | 1.51625 | 1.50202 | 1.51625 | 60.00 | 10542.62 |
| 95 | 2010.07.13 19:00 | buy | 48 | 0.10 | 1.51540 | 1.50717 | 1.52140 | ||
| 96 | 2010.07.14 02:16 | t/p | 48 | 0.10 | 1.52140 | 1.50717 | 1.52140 | 59.98 | 10602.60 |
| 97 | 2010.07.14 02:16 | buy | 49 | 0.10 | 1.52174 | 1.51351 | 1.52774 | ||
| 98 | 2010.07.14 12:18 | t/p | 49 | 0.10 | 1.52774 | 1.51351 | 1.52774 | 60.00 | 10662.60 |
| 99 | 2010.07.15 01:00 | buy | 50 | 0.10 | 1.52684 | 1.51861 | 1.53284 | ||
| 100 | 2010.07.15 10:41 | t/p | 50 | 0.10 | 1.53284 | 1.51861 | 1.53284 | 60.00 | 10722.60 |
| 101 | 2010.07.15 10:41 | buy | 51 | 0.10 | 1.53308 | 1.52485 | 1.53908 | ||
| 102 | 2010.07.15 16:00 | t/p | 51 | 0.10 | 1.53908 | 1.52485 | 1.53908 | 60.00 | 10782.60 |
| 103 | 2010.07.15 16:00 | buy | 52 | 0.10 | 1.53932 | 1.53109 | 1.54532 | ||
| 104 | 2010.07.15 21:55 | t/p | 52 | 0.10 | 1.54532 | 1.53109 | 1.54532 | 60.00 | 10842.60 |
| 105 | 2010.07.15 21:55 | buy | 53 | 0.10 | 1.54556 | 1.53733 | 1.55156 | ||
| 106 | 2010.07.16 11:56 | s/l | 53 | 0.10 | 1.53733 | 1.53733 | 1.55156 | -82.32 | 10760.28 |
| 107 | 2010.07.16 14:30 | buy | 54 | 0.10 | 1.53809 | 1.52986 | 1.54409 | ||
| 108 | 2010.07.16 17:34 | s/l | 54 | 0.10 | 1.52986 | 1.52986 | 1.54409 | -82.30 | 10677.98 |
| 109 | 2010.07.19 21:00 | buy | 55 | 0.10 | 1.52385 | 1.51562 | 1.52985 | ||
| 110 | 2010.07.20 08:19 | t/p | 55 | 0.10 | 1.52985 | 1.51562 | 1.52985 | 59.98 | 10737.96 |
| 111 | 2010.07.20 08:19 | buy | 56 | 0.10 | 1.53010 | 1.52187 | 1.53610 | ||
| 112 | 2010.07.20 11:32 | s/l | 56 | 0.10 | 1.52187 | 1.52187 | 1.53610 | -82.30 | 10655.66 |
| 113 | 2010.07.20 17:30 | buy | 57 | 0.10 | 1.52726 | 1.51903 | 1.53326 | ||
| 114 | 2010.07.21 08:58 | s/l | 57 | 0.10 | 1.51903 | 1.51903 | 1.53326 | -82.32 | 10573.34 |
| 115 | 2010.07.21 08:58 | buy | 58 | 0.10 | 1.51906 | 1.51083 | 1.52506 | ||
| 116 | 2010.07.21 09:00 | t/p | 58 | 0.10 | 1.52506 | 1.51083 | 1.52506 | 60.00 | 10633.34 |
| 117 | 2010.07.21 09:00 | buy | 59 | 0.10 | 1.52530 | 1.51707 | 1.53130 | ||
| 118 | 2010.07.21 09:55 | t/p | 59 | 0.10 | 1.53130 | 1.51707 | 1.53130 | 60.00 | 10693.34 |
| 119 | 2010.07.21 09:55 | buy | 60 | 0.10 | 1.53160 | 1.52337 | 1.53760 | ||
| 120 | 2010.07.21 14:45 | s/l | 60 | 0.10 | 1.52337 | 1.52337 | 1.53760 | -82.30 | 10611.04 |
| 121 | 2010.07.21 22:00 | buy | 61 | 0.10 | 1.51703 | 1.50880 | 1.52303 | ||
| 122 | 2010.07.22 10:31 | t/p | 61 | 0.10 | 1.52303 | 1.50880 | 1.52303 | 59.94 | 10670.98 |
| 123 | 2010.07.22 10:31 | buy | 62 | 0.10 | 1.52329 | 1.51506 | 1.52929 | ||
| 124 | 2010.07.22 12:41 | t/p | 62 | 0.10 | 1.52929 | 1.51506 | 1.52929 | 60.00 | 10730.98 |
| 125 | 2010.07.22 12:41 | buy | 63 | 0.10 | 1.52953 | 1.52130 | 1.53553 | ||
| 126 | 2010.07.23 10:24 | t/p | 63 | 0.10 | 1.53553 | 1.52130 | 1.53553 | 59.98 | 10790.96 |
| 127 | 2010.07.23 10:24 | buy | 64 | 0.10 | 1.53577 | 1.52754 | 1.54177 | ||
| 128 | 2010.07.23 11:44 | t/p | 64 | 0.10 | 1.54177 | 1.52754 | 1.54177 | 60.00 | 10850.96 |
| 129 | 2010.07.23 11:44 | buy | 65 | 0.10 | 1.54200 | 1.53377 | 1.54800 | ||
| 130 | 2010.07.26 08:39 | t/p | 65 | 0.10 | 1.54800 | 1.53377 | 1.54800 | 59.98 | 10910.94 |
| 131 | 2010.07.26 22:30 | buy | 66 | 0.10 | 1.54867 | 1.54044 | 1.55467 | ||
| 132 | 2010.07.27 13:52 | t/p | 66 | 0.10 | 1.55467 | 1.54044 | 1.55467 | 59.98 | 10970.92 |
| 133 | 2010.07.27 16:30 | buy | 67 | 0.10 | 1.55388 | 1.54565 | 1.55988 | ||
| 134 | 2010.07.27 22:13 | t/p | 67 | 0.10 | 1.55988 | 1.54565 | 1.55988 | 60.00 | 11030.92 |
| 135 | 2010.07.27 22:13 | buy | 68 | 0.10 | 1.56013 | 1.55190 | 1.56613 | ||
| 136 | 2010.07.30 16:43 | t/p | 68 | 0.10 | 1.56613 | 1.55190 | 1.56613 | 59.90 | 11090.82 |
| 137 | 2010.07.30 17:30 | buy | 69 | 0.10 | 1.56946 | 1.56123 | 1.57546 | ||
| 138 | 2010.08.02 09:11 | t/p | 69 | 0.10 | 1.57546 | 1.56123 | 1.57546 | 59.98 | 11150.80 |
| 139 | 2010.08.02 09:30 | buy | 70 | 0.10 | 1.57755 | 1.56932 | 1.58355 | ||
| 140 | 2010.08.02 14:17 | t/p | 70 | 0.10 | 1.58355 | 1.56932 | 1.58355 | 60.00 | 11210.80 |
| 141 | 2010.08.02 14:17 | buy | 71 | 0.10 | 1.58378 | 1.57555 | 1.58978 | ||
| 142 | 2010.08.02 17:29 | t/p | 71 | 0.10 | 1.58978 | 1.57555 | 1.58978 | 60.00 | 11270.80 |
| 143 | 2010.08.02 17:29 | buy | 72 | 0.10 | 1.59004 | 1.58181 | 1.59604 | ||
| 144 | 2010.08.03 10:21 | t/p | 72 | 0.10 | 1.59604 | 1.58181 | 1.59604 | 59.98 | 11330.78 |
| 145 | 2010.08.03 12:00 | buy | 73 | 0.10 | 1.59429 | 1.58606 | 1.60029 | ||
| 146 | 2010.08.04 19:30 | s/l | 73 | 0.10 | 1.58606 | 1.58606 | 1.60029 | -82.32 | 11248.46 |
| 147 | 2010.08.05 01:00 | buy | 74 | 0.10 | 1.58911 | 1.58088 | 1.59511 | ||
| 148 | 2010.08.06 15:47 | t/p | 74 | 0.10 | 1.59511 | 1.58088 | 1.59511 | 59.98 | 11308.44 |
| 149 | 2010.08.06 15:47 | buy | 75 | 0.10 | 1.59537 | 1.58714 | 1.60137 | ||
| 150 | 2010.08.06 22:59 | close at stop | 75 | 0.10 | 1.59406 | 1.58714 | 1.60137 | -13.10 | 11295.34 |