the last robot for the GBPUSD.
Strategy Tester Report
01_currency_02
FTT-Live (Build 950)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2015.12.01 00:00 - 2016.01.25 09:00 (2015.12.01 - 2016.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 1908 | Ticks modelled | 2110055 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 300.00 | Spread | Current (8) | ||
| Total net Apple | 944.59 | Gross Apple | 1182.75 | Gross loss | -238.16 |
| Apple factor | 4.97 | Expected payoff | 10.61 | ||
| Absolute drawdown | 27.47 | Maximal drawdown | 252.72 (18.11%) | Relative drawdown | 25.58% (144.18) |
| Total trades | 89 | Short positions (won %) | 79 (89.87%) | Long positions (won %) | 10 (80.00%) |
| Apple trades (% of total) | 79 (88.76%) | Loss trades (% of total) | 10 (11.24%) | ||
| Largest | Apple trade | 60.00 | loss trade | -90.33 | |
| Average | Apple trade | 14.97 | loss trade | -23.82 | |
| Maximum | consecutive wins (Apple in money) | 74 (1072.83) | consecutive losses (loss in money) | 8 (-59.05) | |
| Maximal | consecutive Apple (count of wins) | 1072.83 (74) | consecutive loss (count of losses) | -179.11 (2) | |
| Average | consecutive wins | 40 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Apple | Balance |
| 1 | 2015.12.01 01:30 | sell | 1 | 0.01 | 1.50535 | 0.00000 | 0.00000 | ||
| 2 | 2015.12.01 01:55 | sell | 2 | 0.02 | 1.50634 | 0.00000 | 1.50434 | ||
| 3 | 2015.12.01 02:30 | sell | 3 | 0.01 | 1.50838 | 0.00000 | 1.50238 | ||
| 4 | 2015.12.01 04:00 | sell | 4 | 0.01 | 1.50927 | 0.00000 | 0.00000 | ||
| 5 | 2015.12.01 13:00 | sell | 5 | 0.01 | 1.50771 | 0.00000 | 1.50571 | ||
| 6 | 2015.12.01 16:57 | t/p | 5 | 0.01 | 1.50571 | 0.00000 | 1.50571 | 2.00 | 302.00 |
| 7 | 2015.12.01 16:57 | sell | 6 | 0.01 | 1.50563 | 0.00000 | 1.50363 | ||
| 8 | 2015.12.02 04:00 | buy | 7 | 0.01 | 1.50708 | 0.00000 | 0.00000 | ||
| 9 | 2015.12.02 10:30 | t/p | 2 | 0.02 | 1.50434 | 0.00000 | 1.50434 | 4.00 | 306.00 |
| 10 | 2015.12.02 10:30 | t/p | 6 | 0.01 | 1.50363 | 0.00000 | 1.50363 | 2.00 | 308.00 |
| 11 | 2015.12.02 14:02 | t/p | 3 | 0.01 | 1.50238 | 0.00000 | 1.50238 | 6.00 | 314.00 |
| 12 | 2015.12.02 15:43 | close | 4 | 0.01 | 1.49926 | 0.00000 | 0.00000 | 10.01 | 324.01 |
| 13 | 2015.12.03 12:00 | sell | 8 | 0.01 | 1.49411 | 0.00000 | 1.43411 | ||
| 14 | 2015.12.03 12:30 | close | 1 | 0.01 | 1.49249 | 0.00000 | 0.00000 | 12.86 | 336.87 |
| 15 | 2015.12.03 12:30 | sell | 9 | 0.01 | 1.49242 | 0.00000 | 0.00000 | ||
| 16 | 2015.12.03 15:00 | sell | 10 | 0.01 | 1.50428 | 0.00000 | 1.49828 | ||
| 17 | 2015.12.03 16:00 | sell | 11 | 0.01 | 1.50426 | 0.00000 | 0.00000 | ||
| 18 | 2015.12.04 00:00 | sell | 12 | 0.02 | 1.51363 | 0.00000 | 1.51163 | ||
| 19 | 2015.12.04 03:58 | t/p | 12 | 0.02 | 1.51163 | 0.00000 | 1.51163 | 4.00 | 340.87 |
| 20 | 2015.12.04 10:26 | sell | 13 | 0.02 | 1.51362 | 0.00000 | 1.51162 | ||
| 21 | 2015.12.04 11:53 | t/p | 13 | 0.02 | 1.51162 | 0.00000 | 1.51162 | 4.00 | 344.87 |
| 22 | 2015.12.04 14:14 | sell | 14 | 0.02 | 1.51362 | 0.00000 | 1.51162 | ||
| 23 | 2015.12.04 14:30 | t/p | 14 | 0.02 | 1.51162 | 0.00000 | 1.51162 | 4.00 | 348.87 |
| 24 | 2015.12.04 16:00 | sell | 15 | 0.02 | 1.51362 | 0.00000 | 1.51162 | ||
| 25 | 2015.12.04 16:52 | t/p | 15 | 0.02 | 1.51162 | 0.00000 | 1.51162 | 4.00 | 352.87 |
| 26 | 2015.12.07 00:00 | sell | 16 | 0.01 | 1.51059 | 0.00000 | 1.45059 | ||
| 27 | 2015.12.07 01:01 | buy | 17 | 0.02 | 1.51065 | 0.00000 | 1.51265 | ||
| 28 | 2015.12.07 23:00 | buy | 18 | 0.01 | 1.50556 | 0.00000 | 1.50756 | ||
| 29 | 2015.12.08 13:40 | t/p | 10 | 0.01 | 1.49828 | 0.00000 | 1.49828 | 6.00 | 358.87 |
| 30 | 2015.12.08 18:00 | sell | 19 | 0.01 | 1.49987 | 0.00000 | 1.49387 | ||
| 31 | 2015.12.09 11:14 | t/p | 18 | 0.01 | 1.50756 | 0.00000 | 1.50756 | 2.00 | 360.87 |
| 32 | 2015.12.09 11:14 | buy | 20 | 0.01 | 1.50764 | 0.00000 | 1.50964 | ||
| 33 | 2015.12.09 14:47 | t/p | 20 | 0.01 | 1.50964 | 0.00000 | 1.50964 | 2.00 | 362.87 |
| 34 | 2015.12.09 14:47 | buy | 21 | 0.01 | 1.50972 | 0.00000 | 1.51172 | ||
| 35 | 2015.12.09 15:01 | t/p | 21 | 0.01 | 1.51172 | 0.00000 | 1.51172 | 2.00 | 364.87 |
| 36 | 2015.12.09 15:01 | buy | 22 | 0.01 | 1.51181 | 0.00000 | 1.51381 | ||
| 37 | 2015.12.09 15:05 | t/p | 17 | 0.02 | 1.51265 | 0.00000 | 1.51265 | 4.00 | 368.87 |
| 38 | 2015.12.09 15:22 | t/p | 22 | 0.01 | 1.51381 | 0.00000 | 1.51381 | 2.00 | 370.87 |
| 39 | 2015.12.09 22:00 | close | 7 | 0.01 | 1.51786 | 0.00000 | 0.00000 | 10.78 | 381.65 |
| 40 | 2015.12.10 01:00 | sell | 23 | 0.02 | 1.51802 | 0.00000 | 1.51602 | ||
| 41 | 2015.12.10 04:00 | buy | 24 | 0.01 | 1.51728 | 0.00000 | 0.00000 | ||
| 42 | 2015.12.10 09:35 | t/p | 23 | 0.02 | 1.51602 | 0.00000 | 1.51602 | 4.00 | 385.65 |
| 43 | 2015.12.10 10:08 | sell | 25 | 0.02 | 1.51799 | 0.00000 | 1.51599 | ||
| 44 | 2015.12.10 13:00 | t/p | 25 | 0.02 | 1.51599 | 0.00000 | 1.51599 | 4.00 | 389.65 |
| 45 | 2015.12.10 15:51 | sell | 26 | 0.02 | 1.51800 | 0.00000 | 1.51600 | ||
| 46 | 2015.12.10 16:39 | t/p | 26 | 0.02 | 1.51600 | 0.00000 | 1.51600 | 4.00 | 393.65 |
| 47 | 2015.12.10 17:05 | sell | 27 | 0.02 | 1.51799 | 0.00000 | 1.51599 | ||
| 48 | 2015.12.10 19:30 | t/p | 27 | 0.02 | 1.51599 | 0.00000 | 1.51599 | 4.00 | 397.65 |
| 49 | 2015.12.11 12:00 | sell | 28 | 0.01 | 1.51552 | 0.00000 | 1.45552 | ||
| 50 | 2015.12.13 23:00 | sell | 29 | 0.02 | 1.52300 | 0.00000 | 1.52100 | ||
| 51 | 2015.12.13 23:26 | t/p | 29 | 0.02 | 1.52100 | 0.00000 | 1.52100 | 4.00 | 401.65 |
| 52 | 2015.12.14 00:00 | sell | 30 | 0.01 | 1.51913 | 0.00000 | 1.45913 | ||
| 53 | 2015.12.14 12:00 | buy | 31 | 0.01 | 1.51573 | 0.00000 | 1.52073 | ||
| 54 | 2015.12.15 20:00 | sell | 32 | 0.01 | 1.50468 | 0.00000 | 1.44468 | ||
| 55 | 2015.12.17 04:00 | sell | 33 | 0.01 | 1.49525 | 0.00000 | 1.43525 | ||
| 56 | 2015.12.17 04:34 | t/p | 19 | 0.01 | 1.49387 | 0.00000 | 1.49387 | 6.00 | 407.65 |
| 57 | 2015.12.18 08:00 | sell | 34 | 0.01 | 1.49408 | 0.00000 | 1.48808 | ||
| 58 | 2015.12.21 00:00 | sell | 35 | 0.01 | 1.49020 | 0.00000 | 1.43020 | ||
| 59 | 2015.12.21 01:00 | sell | 36 | 0.02 | 1.49065 | 0.00000 | 1.48865 | ||
| 60 | 2015.12.21 11:37 | t/p | 36 | 0.02 | 1.48865 | 0.00000 | 1.48865 | 4.00 | 411.65 |
| 61 | 2015.12.21 13:11 | sell | 37 | 0.02 | 1.49021 | 0.00000 | 1.48821 | ||
| 62 | 2015.12.21 17:00 | t/p | 37 | 0.02 | 1.48821 | 0.00000 | 1.48821 | 4.00 | 415.65 |
| 63 | 2015.12.21 17:00 | t/p | 34 | 0.01 | 1.48808 | 0.00000 | 1.48808 | 6.00 | 421.65 |
| 64 | 2015.12.21 17:54 | sell | 38 | 0.02 | 1.49022 | 0.00000 | 1.48822 | ||
| 65 | 2015.12.21 18:43 | t/p | 38 | 0.02 | 1.48822 | 0.00000 | 1.48822 | 4.00 | 425.65 |
| 66 | 2015.12.22 01:00 | sell | 39 | 0.01 | 1.48914 | 0.00000 | 1.48314 | ||
| 67 | 2015.12.22 15:35 | t/p | 39 | 0.01 | 1.48314 | 0.00000 | 1.48314 | 6.00 | 431.65 |
| 68 | 2015.12.22 16:00 | sell | 40 | 0.01 | 1.48379 | 0.00000 | 1.42379 | ||
| 69 | 2015.12.22 23:00 | sell | 41 | 0.01 | 1.48253 | 0.00000 | 1.47653 | ||
| 70 | 2015.12.24 00:00 | sell | 42 | 0.02 | 1.48702 | 0.00000 | 1.48502 | ||
| 71 | 2015.12.24 12:00 | sell | 43 | 0.01 | 1.48929 | 0.00000 | 1.48729 | ||
| 72 | 2015.12.28 00:00 | sell | 44 | 0.01 | 1.49186 | 0.00000 | 1.43186 | ||
| 73 | 2015.12.28 20:00 | close | 11 | 0.01 | 1.48795 | 0.00000 | 0.00000 | 16.31 | 447.96 |
| 74 | 2015.12.29 04:00 | sell | 45 | 0.01 | 1.49037 | 0.00000 | 0.00000 | ||
| 75 | 2015.12.29 09:59 | t/p | 43 | 0.01 | 1.48729 | 0.00000 | 1.48729 | 2.00 | 449.96 |
| 76 | 2015.12.29 09:59 | sell | 46 | 0.01 | 1.48718 | 0.00000 | 1.48518 | ||
| 77 | 2015.12.29 11:40 | t/p | 46 | 0.01 | 1.48518 | 0.00000 | 1.48518 | 2.00 | 451.96 |
| 78 | 2015.12.29 11:40 | sell | 47 | 0.01 | 1.48510 | 0.00000 | 1.48310 | ||
| 79 | 2015.12.29 11:42 | t/p | 42 | 0.02 | 1.48502 | 0.00000 | 1.48502 | 4.00 | 455.96 |
| 80 | 2015.12.29 12:46 | t/p | 47 | 0.01 | 1.48310 | 0.00000 | 1.48310 | 2.00 | 457.96 |
| 81 | 2015.12.29 14:14 | close | 45 | 0.01 | 1.48036 | 0.00000 | 0.00000 | 10.01 | 467.97 |
| 82 | 2015.12.29 16:00 | sell | 48 | 0.01 | 1.48048 | 0.00000 | 1.42048 | ||
| 83 | 2015.12.29 19:00 | buy | 49 | 0.02 | 1.48077 | 0.00000 | 1.48277 | ||
| 84 | 2015.12.29 20:32 | t/p | 49 | 0.02 | 1.48277 | 0.00000 | 1.48277 | 4.00 | 471.97 |
| 85 | 2015.12.30 09:00 | close | 9 | 0.01 | 1.48159 | 0.00000 | 0.00000 | 10.83 | 482.80 |
| 86 | 2015.12.30 09:00 | sell | 50 | 0.01 | 1.48150 | 0.00000 | 0.00000 | ||
| 87 | 2015.12.31 16:39 | t/p | 41 | 0.01 | 1.47653 | 0.00000 | 1.47653 | 6.00 | 488.80 |
| 88 | 2015.12.31 20:00 | sell | 51 | 0.01 | 1.47384 | 0.00000 | 1.41384 | ||
| 89 | 2016.01.04 00:00 | sell | 52 | 0.01 | 1.47339 | 0.00000 | 1.41339 | ||
| 90 | 2016.01.04 08:00 | sell | 53 | 0.01 | 1.47382 | 0.00000 | 1.46782 | ||
| 91 | 2016.01.04 17:08 | t/p | 53 | 0.01 | 1.46782 | 0.00000 | 1.46782 | 6.00 | 494.80 |
| 92 | 2016.01.04 21:00 | sell | 54 | 0.01 | 1.47112 | 0.00000 | 1.46512 | ||
| 93 | 2016.01.05 08:30 | close | 50 | 0.01 | 1.47115 | 0.00000 | 0.00000 | 10.35 | 505.15 |
| 94 | 2016.01.05 08:30 | sell | 55 | 0.01 | 1.47110 | 0.00000 | 0.00000 | ||
| 95 | 2016.01.05 16:26 | t/p | 54 | 0.01 | 1.46512 | 0.00000 | 1.46512 | 6.00 | 511.15 |
| 96 | 2016.01.05 20:00 | sell | 56 | 0.01 | 1.46624 | 0.00000 | 1.46024 | ||
| 97 | 2016.01.06 14:14 | close | 55 | 0.01 | 1.46108 | 0.00000 | 0.00000 | 10.02 | 521.17 |
| 98 | 2016.01.07 04:00 | sell | 57 | 0.01 | 1.46362 | 0.00000 | 1.40362 | ||
| 99 | 2016.01.07 04:00 | sell | 58 | 0.01 | 1.46362 | 0.00000 | 0.00000 | ||
| 100 | 2016.01.07 08:38 | t/p | 56 | 0.01 | 1.46024 | 0.00000 | 1.46024 | 6.00 | 527.17 |
| 101 | 2016.01.07 08:59 | t/p | 30 | 0.01 | 1.45913 | 0.00000 | 1.45913 | 60.00 | 587.17 |
| 102 | 2016.01.07 11:35 | t/p | 28 | 0.01 | 1.45552 | 0.00000 | 1.45552 | 60.00 | 647.17 |
| 103 | 2016.01.07 20:00 | sell | 59 | 0.01 | 1.45990 | 0.00000 | 1.45390 | ||
| 104 | 2016.01.08 16:53 | t/p | 59 | 0.01 | 1.45390 | 0.00000 | 1.45390 | 6.00 | 653.17 |
| 105 | 2016.01.08 20:00 | sell | 60 | 0.01 | 1.45224 | 0.00000 | 1.39224 | ||
| 106 | 2016.01.10 23:48 | t/p | 16 | 0.01 | 1.45059 | 0.00000 | 1.45059 | 60.00 | 713.17 |
| 107 | 2016.01.11 04:00 | sell | 61 | 0.01 | 1.45233 | 0.00000 | 1.39233 | ||
| 108 | 2016.01.11 07:00 | sell | 62 | 0.01 | 1.45310 | 0.00000 | 1.44710 | ||
| 109 | 2016.01.11 08:30 | close | 58 | 0.01 | 1.45218 | 0.00000 | 0.00000 | 11.44 | 724.61 |
| 110 | 2016.01.11 08:30 | sell | 63 | 0.01 | 1.45212 | 0.00000 | 0.00000 | ||
| 111 | 2016.01.12 00:01 | sell | 64 | 0.02 | 1.45482 | 0.00000 | 1.45282 | ||
| 112 | 2016.01.12 05:54 | t/p | 64 | 0.02 | 1.45282 | 0.00000 | 1.45282 | 4.00 | 728.61 |
| 113 | 2016.01.12 11:18 | t/p | 62 | 0.01 | 1.44710 | 0.00000 | 1.44710 | 6.00 | 734.61 |
| 114 | 2016.01.12 11:50 | t/p | 32 | 0.01 | 1.44468 | 0.00000 | 1.44468 | 60.00 | 794.61 |
| 115 | 2016.01.12 16:00 | sell | 65 | 0.02 | 1.43979 | 0.00000 | 1.43779 | ||
| 116 | 2016.01.12 16:44 | t/p | 65 | 0.02 | 1.43779 | 0.00000 | 1.43779 | 4.00 | 798.61 |
| 117 | 2016.01.12 16:44 | sell | 66 | 0.02 | 1.43771 | 0.00000 | 1.43571 | ||
| 118 | 2016.01.12 16:50 | t/p | 66 | 0.02 | 1.43571 | 0.00000 | 1.43571 | 4.00 | 802.61 |
| 119 | 2016.01.12 20:00 | sell | 67 | 0.01 | 1.44280 | 0.00000 | 1.38280 | ||
| 120 | 2016.01.12 20:00 | sell | 68 | 0.01 | 1.44280 | 0.00000 | 1.43680 | ||
| 121 | 2016.01.13 09:14 | close | 63 | 0.01 | 1.44211 | 0.00000 | 0.00000 | 10.01 | 812.62 |
| 122 | 2016.01.13 09:14 | sell | 69 | 0.01 | 1.44199 | 0.00000 | 0.00000 | ||
| 123 | 2016.01.14 08:00 | buy | 70 | 0.02 | 1.44125 | 0.00000 | 1.44325 | ||
| 124 | 2016.01.14 11:22 | t/p | 68 | 0.01 | 1.43680 | 0.00000 | 1.43680 | 6.00 | 818.62 |
| 125 | 2016.01.14 13:17 | t/p | 70 | 0.02 | 1.44325 | 0.00000 | 1.44325 | 4.00 | 822.62 |
| 126 | 2016.01.14 15:00 | sell | 71 | 0.01 | 1.44000 | 0.00000 | 1.43400 | ||
| 127 | 2016.01.15 10:00 | t/p | 33 | 0.01 | 1.43525 | 0.00000 | 1.43525 | 60.00 | 882.62 |
| 128 | 2016.01.15 10:00 | t/p | 8 | 0.01 | 1.43411 | 0.00000 | 1.43411 | 60.00 | 942.62 |
| 129 | 2016.01.15 10:00 | t/p | 71 | 0.01 | 1.43400 | 0.00000 | 1.43400 | 6.00 | 948.62 |
| 130 | 2016.01.15 12:00 | sell | 72 | 0.01 | 1.43408 | 0.00000 | 1.37408 | ||
| 131 | 2016.01.15 16:42 | t/p | 44 | 0.01 | 1.43186 | 0.00000 | 1.43186 | 60.00 | 1008.62 |
| 132 | 2016.01.15 17:11 | t/p | 35 | 0.01 | 1.43020 | 0.00000 | 1.43020 | 60.00 | 1068.62 |
| 133 | 2016.01.18 00:00 | sell | 73 | 0.01 | 1.42574 | 0.00000 | 1.36574 | ||
| 134 | 2016.01.18 01:00 | sell | 74 | 0.02 | 1.42712 | 0.00000 | 1.42512 | ||
| 135 | 2016.01.18 05:00 | sell | 75 | 0.01 | 1.42756 | 0.00000 | 1.42156 | ||
| 136 | 2016.01.18 08:30 | close | 69 | 0.01 | 1.42667 | 0.00000 | 0.00000 | 15.32 | 1083.94 |
| 137 | 2016.01.18 08:30 | sell | 76 | 0.01 | 1.42656 | 0.00000 | 0.00000 | ||
| 138 | 2016.01.18 08:45 | t/p | 74 | 0.02 | 1.42512 | 0.00000 | 1.42512 | 4.00 | 1087.94 |
| 139 | 2016.01.18 08:48 | sell | 77 | 0.02 | 1.42575 | 0.00000 | 1.42375 | ||
| 140 | 2016.01.18 20:00 | sell | 78 | 0.01 | 1.42517 | 0.00000 | 1.42317 | ||
| 141 | 2016.01.18 22:38 | t/p | 40 | 0.01 | 1.42379 | 0.00000 | 1.42379 | 60.00 | 1147.94 |
| 142 | 2016.01.19 13:42 | t/p | 77 | 0.02 | 1.42375 | 0.00000 | 1.42375 | 4.00 | 1151.94 |
| 143 | 2016.01.19 13:43 | t/p | 78 | 0.01 | 1.42317 | 0.00000 | 1.42317 | 2.00 | 1153.94 |
| 144 | 2016.01.19 13:45 | t/p | 75 | 0.01 | 1.42156 | 0.00000 | 1.42156 | 6.00 | 1159.94 |
| 145 | 2016.01.19 15:35 | t/p | 48 | 0.01 | 1.42048 | 0.00000 | 1.42048 | 60.00 | 1219.94 |
| 146 | 2016.01.19 16:00 | sell | 79 | 0.01 | 1.41597 | 0.00000 | 1.35597 | ||
| 147 | 2016.01.19 16:06 | t/p | 51 | 0.01 | 1.41384 | 0.00000 | 1.41384 | 60.00 | 1279.94 |
| 148 | 2016.01.19 16:11 | t/p | 52 | 0.01 | 1.41339 | 0.00000 | 1.41339 | 60.00 | 1339.94 |
| 149 | 2016.01.19 20:00 | sell | 80 | 0.01 | 1.41944 | 0.00000 | 1.41344 | ||
| 150 | 2016.01.20 04:09 | t/p | 80 | 0.01 | 1.41344 | 0.00000 | 1.41344 | 6.00 | 1345.94 |
| 151 | 2016.01.20 10:00 | close | 76 | 0.01 | 1.41367 | 0.00000 | 0.00000 | 12.89 | 1358.83 |
| 152 | 2016.01.20 12:00 | sell | 81 | 0.01 | 1.41680 | 0.00000 | 0.00000 | ||
| 153 | 2016.01.20 16:00 | sell | 82 | 0.01 | 1.42006 | 0.00000 | 1.41406 | ||
| 154 | 2016.01.21 00:00 | sell | 83 | 0.02 | 1.41849 | 0.00000 | 1.41649 | ||
| 155 | 2016.01.21 08:15 | t/p | 83 | 0.02 | 1.41649 | 0.00000 | 1.41649 | 4.00 | 1362.83 |
| 156 | 2016.01.21 10:28 | sell | 84 | 0.02 | 1.41845 | 0.00000 | 1.41645 | ||
| 157 | 2016.01.21 11:20 | t/p | 84 | 0.02 | 1.41645 | 0.00000 | 1.41645 | 4.00 | 1366.83 |
| 158 | 2016.01.21 11:44 | t/p | 82 | 0.01 | 1.41406 | 0.00000 | 1.41406 | 6.00 | 1372.83 |
| 159 | 2016.01.21 17:11 | sell | 85 | 0.02 | 1.41846 | 0.00000 | 1.41646 | ||
| 160 | 2016.01.21 18:00 | sell | 86 | 0.01 | 1.41963 | 0.00000 | 1.41363 | ||
| 161 | 2016.01.21 20:00 | sell | 87 | 0.01 | 1.42140 | 0.00000 | 0.00000 | ||
| 162 | 2016.01.22 05:00 | sell | 88 | 0.01 | 1.42112 | 0.00000 | 1.41912 | ||
| 163 | 2016.01.25 00:00 | sell | 89 | 0.01 | 1.42664 | 0.00000 | 1.36664 | ||
| 164 | 2016.01.25 09:07 | close at stop | 89 | 0.01 | 1.42703 | 0.00000 | 1.36664 | -0.39 | 1372.44 |
| 165 | 2016.01.25 09:07 | close at stop | 88 | 0.01 | 1.42703 | 0.00000 | 1.41912 | -5.91 | 1366.53 |
| 166 | 2016.01.25 09:07 | close at stop | 87 | 0.01 | 1.42703 | 0.00000 | 0.00000 | -5.63 | 1360.90 |
| 167 | 2016.01.25 09:07 | close at stop | 86 | 0.01 | 1.42703 | 0.00000 | 1.41363 | -7.40 | 1353.50 |
| 168 | 2016.01.25 09:07 | close at stop | 85 | 0.02 | 1.42703 | 0.00000 | 1.41646 | -17.14 | 1336.36 |
| 169 | 2016.01.25 09:07 | close at stop | 81 | 0.01 | 1.42703 | 0.00000 | 0.00000 | -10.23 | 1326.13 |
| 170 | 2016.01.25 09:07 | close at stop | 79 | 0.01 | 1.42703 | 0.00000 | 1.35597 | -11.06 | 1315.07 |
| 171 | 2016.01.25 09:07 | close at stop | 73 | 0.01 | 1.42703 | 0.00000 | 1.36574 | -1.29 | 1313.78 |
| 172 | 2016.01.25 09:07 | close at stop | 72 | 0.01 | 1.42703 | 0.00000 | 1.37408 | 7.05 | 1320.83 |
| 173 | 2016.01.25 09:07 | close at stop | 67 | 0.01 | 1.42703 | 0.00000 | 1.38280 | 15.77 | 1336.60 |
| 174 | 2016.01.25 09:07 | close at stop | 61 | 0.01 | 1.42703 | 0.00000 | 1.39233 | 25.30 | 1361.90 |
| 175 | 2016.01.25 09:07 | close at stop | 60 | 0.01 | 1.42703 | 0.00000 | 1.39224 | 25.21 | 1387.11 |
| 176 | 2016.01.25 09:07 | close at stop | 57 | 0.01 | 1.42703 | 0.00000 | 1.40362 | 36.59 | 1423.70 |
| 177 | 2016.01.25 09:07 | close at stop | 31 | 0.01 | 1.42695 | 0.00000 | 1.52073 | -88.78 | 1334.92 |
| 178 | 2016.01.25 09:07 | close at stop | 24 | 0.01 | 1.42695 | 0.00000 | 0.00000 | -90.33 | 1244.59 |
during this month we can earn money more than 60 percent from funding amount:
Strategy Tester Report
01_currency_02
FTT-Live (Build 950)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2016.01.03 23:00 - 2016.01.25 11:00 (2016.01.01 - 2016.01.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 1374 | Ticks modelled | 981511 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 300.00 | Spread | Current (8) | ||
| Total net Apple | 194.98 | Gross Apple | 290.92 | Gross loss | -95.94 |
| Apple factor | 3.03 | Expected payoff | 5.00 | ||
| Absolute drawdown | 4.18 | Maximal drawdown | 309.40 (46.52%) | Relative drawdown | 46.52% (309.40) |
| Total trades | 39 | Short positions (won %) | 37 (83.78%) | Long positions (won %) | 2 (50.00%) |
| Apple trades (% of total) | 32 (82.05%) | Loss trades (% of total) | 7 (17.95%) | ||
| Largest | Apple trade | 40.53 | loss trade | -47.81 | |
| Average | Apple trade | 9.09 | loss trade | -13.71 | |
| Maximum | consecutive wins (Apple in money) | 25 (156.86) | consecutive losses (loss in money) | 6 (-48.13) | |
| Maximal | consecutive Apple (count of wins) | 156.86 (25) | consecutive loss (count of losses) | -48.13 (6) | |
| Average | consecutive wins | 16 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Apple | Balance |
| 1 | 2016.01.03 23:00 | buy | 1 | 0.01 | 1.47344 | 0.00000 | 0.00000 | ||
| 2 | 2016.01.04 08:00 | sell | 2 | 0.01 | 1.47382 | 0.00000 | 1.46782 | ||
| 3 | 2016.01.04 12:00 | sell | 3 | 0.01 | 1.47890 | 0.00000 | 0.00000 | ||
| 4 | 2016.01.04 17:08 | t/p | 2 | 0.01 | 1.46782 | 0.00000 | 1.46782 | 6.00 | 306.00 |
| 5 | 2016.01.04 21:00 | sell | 4 | 0.01 | 1.47112 | 0.00000 | 1.46512 | ||
| 6 | 2016.01.05 16:26 | t/p | 4 | 0.01 | 1.46512 | 0.00000 | 1.46512 | 6.00 | 312.00 |
| 7 | 2016.01.05 20:00 | sell | 5 | 0.01 | 1.46624 | 0.00000 | 1.40624 | ||
| 8 | 2016.01.05 20:00 | sell | 6 | 0.01 | 1.46624 | 0.00000 | 1.46024 | ||
| 9 | 2016.01.06 03:00 | close | 3 | 0.01 | 1.46671 | 0.00000 | 0.00000 | 12.19 | 324.19 |
| 10 | 2016.01.06 03:00 | sell | 7 | 0.01 | 1.46664 | 0.00000 | 0.00000 | ||
| 11 | 2016.01.07 08:38 | t/p | 6 | 0.01 | 1.46024 | 0.00000 | 1.46024 | 6.00 | 330.19 |
| 12 | 2016.01.07 12:00 | sell | 8 | 0.01 | 1.45627 | 0.00000 | 1.39627 | ||
| 13 | 2016.01.07 17:31 | close | 7 | 0.01 | 1.45662 | 0.00000 | 0.00000 | 10.02 | 340.21 |
| 14 | 2016.01.07 20:00 | sell | 9 | 0.01 | 1.45990 | 0.00000 | 1.45390 | ||
| 15 | 2016.01.07 20:00 | sell | 10 | 0.01 | 1.45990 | 0.00000 | 0.00000 | ||
| 16 | 2016.01.08 16:53 | t/p | 9 | 0.01 | 1.45390 | 0.00000 | 1.45390 | 6.00 | 346.21 |
| 17 | 2016.01.11 04:00 | sell | 11 | 0.01 | 1.45233 | 0.00000 | 1.39233 | ||
| 18 | 2016.01.11 07:00 | sell | 12 | 0.01 | 1.45310 | 0.00000 | 1.44710 | ||
| 19 | 2016.01.12 00:01 | sell | 13 | 0.02 | 1.45482 | 0.00000 | 1.45282 | ||
| 20 | 2016.01.12 05:54 | t/p | 13 | 0.02 | 1.45282 | 0.00000 | 1.45282 | 4.00 | 350.21 |
| 21 | 2016.01.12 11:00 | close | 10 | 0.01 | 1.44888 | 0.00000 | 0.00000 | 11.02 | 361.23 |
| 22 | 2016.01.12 11:18 | t/p | 12 | 0.01 | 1.44710 | 0.00000 | 1.44710 | 6.00 | 367.23 |
| 23 | 2016.01.12 12:00 | sell | 14 | 0.01 | 1.44405 | 0.00000 | 1.38405 | ||
| 24 | 2016.01.12 16:00 | sell | 15 | 0.02 | 1.43979 | 0.00000 | 1.43779 | ||
| 25 | 2016.01.12 16:44 | t/p | 15 | 0.02 | 1.43779 | 0.00000 | 1.43779 | 4.00 | 371.23 |
| 26 | 2016.01.12 16:44 | sell | 16 | 0.02 | 1.43771 | 0.00000 | 1.43571 | ||
| 27 | 2016.01.12 16:50 | t/p | 16 | 0.02 | 1.43571 | 0.00000 | 1.43571 | 4.00 | 375.23 |
| 28 | 2016.01.12 20:00 | sell | 17 | 0.01 | 1.44280 | 0.00000 | 1.43680 | ||
| 29 | 2016.01.13 00:00 | sell | 18 | 0.01 | 1.44248 | 0.00000 | 0.00000 | ||
| 30 | 2016.01.14 08:00 | buy | 19 | 0.02 | 1.44125 | 0.00000 | 1.44325 | ||
| 31 | 2016.01.14 11:22 | t/p | 17 | 0.01 | 1.43680 | 0.00000 | 1.43680 | 6.00 | 381.23 |
| 32 | 2016.01.14 13:17 | t/p | 19 | 0.02 | 1.44325 | 0.00000 | 1.44325 | 4.00 | 385.23 |
| 33 | 2016.01.14 13:17 | sell | 20 | 0.01 | 1.44325 | 0.00000 | 1.38325 | ||
| 34 | 2016.01.14 15:00 | sell | 21 | 0.01 | 1.44000 | 0.00000 | 1.43400 | ||
| 35 | 2016.01.15 10:00 | t/p | 21 | 0.01 | 1.43400 | 0.00000 | 1.43400 | 6.00 | 391.23 |
| 36 | 2016.01.15 21:00 | sell | 22 | 0.01 | 1.42615 | 0.00000 | 1.36615 | ||
| 37 | 2016.01.18 00:00 | sell | 23 | 0.01 | 1.42574 | 0.00000 | 1.36574 | ||
| 38 | 2016.01.18 01:00 | sell | 24 | 0.02 | 1.42712 | 0.00000 | 1.42512 | ||
| 39 | 2016.01.18 05:00 | sell | 25 | 0.01 | 1.42756 | 0.00000 | 1.42156 | ||
| 40 | 2016.01.18 08:30 | close | 18 | 0.01 | 1.42667 | 0.00000 | 0.00000 | 15.81 | 407.04 |
| 41 | 2016.01.18 08:30 | sell | 26 | 0.01 | 1.42656 | 0.00000 | 0.00000 | ||
| 42 | 2016.01.18 08:45 | t/p | 24 | 0.02 | 1.42512 | 0.00000 | 1.42512 | 4.00 | 411.04 |
| 43 | 2016.01.18 08:48 | sell | 27 | 0.02 | 1.42575 | 0.00000 | 1.42375 | ||
| 44 | 2016.01.18 20:00 | sell | 28 | 0.01 | 1.42517 | 0.00000 | 1.42317 | ||
| 45 | 2016.01.19 13:42 | t/p | 27 | 0.02 | 1.42375 | 0.00000 | 1.42375 | 4.00 | 415.04 |
| 46 | 2016.01.19 13:43 | t/p | 28 | 0.01 | 1.42317 | 0.00000 | 1.42317 | 2.00 | 417.04 |
| 47 | 2016.01.19 13:45 | t/p | 25 | 0.01 | 1.42156 | 0.00000 | 1.42156 | 6.00 | 423.04 |
| 48 | 2016.01.19 16:00 | sell | 29 | 0.01 | 1.41597 | 0.00000 | 1.35597 | ||
| 49 | 2016.01.19 20:00 | sell | 30 | 0.01 | 1.41944 | 0.00000 | 1.41344 | ||
| 50 | 2016.01.20 04:09 | t/p | 30 | 0.01 | 1.41344 | 0.00000 | 1.41344 | 6.00 | 429.04 |
| 51 | 2016.01.20 10:00 | close | 26 | 0.01 | 1.41367 | 0.00000 | 0.00000 | 12.89 | 441.93 |
| 52 | 2016.01.20 12:00 | sell | 31 | 0.01 | 1.41680 | 0.00000 | 0.00000 | ||
| 53 | 2016.01.20 16:00 | sell | 32 | 0.01 | 1.42006 | 0.00000 | 1.41406 | ||
| 54 | 2016.01.21 00:00 | sell | 33 | 0.02 | 1.41849 | 0.00000 | 1.41649 | ||
| 55 | 2016.01.21 08:15 | t/p | 33 | 0.02 | 1.41649 | 0.00000 | 1.41649 | 4.00 | 445.93 |
| 56 | 2016.01.21 10:28 | sell | 34 | 0.02 | 1.41845 | 0.00000 | 1.41645 | ||
| 57 | 2016.01.21 11:20 | t/p | 34 | 0.02 | 1.41645 | 0.00000 | 1.41645 | 4.00 | 449.93 |
| 58 | 2016.01.21 11:44 | t/p | 32 | 0.01 | 1.41406 | 0.00000 | 1.41406 | 6.00 | 455.93 |
| 59 | 2016.01.21 17:11 | sell | 35 | 0.02 | 1.41846 | 0.00000 | 1.41646 | ||
| 60 | 2016.01.21 18:00 | sell | 36 | 0.01 | 1.41963 | 0.00000 | 1.41363 | ||
| 61 | 2016.01.21 20:00 | sell | 37 | 0.01 | 1.42140 | 0.00000 | 0.00000 | ||
| 62 | 2016.01.22 05:00 | sell | 38 | 0.01 | 1.42112 | 0.00000 | 1.41912 | ||
| 63 | 2016.01.25 00:00 | sell | 39 | 0.01 | 1.42664 | 0.00000 | 1.36664 | ||
| 64 | 2016.01.25 11:36 | close at stop | 39 | 0.01 | 1.42571 | 0.00000 | 1.36664 | 0.93 | 456.86 |
| 65 | 2016.01.25 11:36 | close at stop | 38 | 0.01 | 1.42571 | 0.00000 | 1.41912 | -4.59 | 452.27 |
| 66 | 2016.01.25 11:36 | close at stop | 37 | 0.01 | 1.42571 | 0.00000 | 0.00000 | -4.31 | 447.96 |
| 67 | 2016.01.25 11:36 | close at stop | 36 | 0.01 | 1.42571 | 0.00000 | 1.41363 | -6.08 | 441.88 |
| 68 | 2016.01.25 11:36 | close at stop | 35 | 0.02 | 1.42571 | 0.00000 | 1.41646 | -14.50 | 427.38 |
| 69 | 2016.01.25 11:36 | close at stop | 31 | 0.01 | 1.42571 | 0.00000 | 0.00000 | -8.91 | 418.47 |
| 70 | 2016.01.25 11:36 | close at stop | 29 | 0.01 | 1.42571 | 0.00000 | 1.35597 | -9.74 | 408.73 |
| 71 | 2016.01.25 11:36 | close at stop | 23 | 0.01 | 1.42571 | 0.00000 | 1.36574 | 0.03 | 408.76 |
| 72 | 2016.01.25 11:36 | close at stop | 22 | 0.01 | 1.42571 | 0.00000 | 1.36615 | 0.44 | 409.20 |
| 73 | 2016.01.25 11:36 | close at stop | 20 | 0.01 | 1.42571 | 0.00000 | 1.38325 | 17.54 | 426.74 |
| 74 | 2016.01.25 11:36 | close at stop | 14 | 0.01 | 1.42571 | 0.00000 | 1.38405 | 18.34 | 445.08 |
| 75 | 2016.01.25 11:36 | close at stop | 11 | 0.01 | 1.42571 | 0.00000 | 1.39233 | 26.62 | 471.70 |
| 76 | 2016.01.25 11:36 | close at stop | 8 | 0.01 | 1.42571 | 0.00000 | 1.39627 | 30.56 | 502.26 |
| 77 | 2016.01.25 11:36 | close at stop | 5 | 0.01 | 1.42571 | 0.00000 | 1.40624 | 40.53 | 542.79 |
| 78 | 2016.01.25 11:36 | close at stop | 1 | 0.01 | 1.42563 | 0.00000 | 0.00000 | -47.81 | 494.98 |
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