Strategy Tester Report
gpfTCPivotLimit
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -145.70 | Gross profit | 343.20 | Gross loss | -488.90 |
| Profit factor | 0.70 | Expected payoff | -3.04 | ||
| Absolute drawdown | 235.70 | Maximal drawdown | 281.50 (2.80%) | Relative drawdown | 2.80% (281.50) |
| Total trades | 48 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 25 (80.00%) |
| Profit trades (% of total) | 38 (79.17%) | Loss trades (% of total) | 10 (20.83%) | ||
| Largest | profit trade | 43.10 | loss trade | -86.40 | |
| Average | profit trade | 9.03 | loss trade | -48.89 | |
| Maximum | consecutive wins (profit in money) | 9 (127.40) | consecutive losses (loss in money) | 2 (-61.80) | |
| Maximal | consecutive profit (count of wins) | 127.40 (9) | consecutive loss (count of losses) | -86.40 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.07 15:00 | buy | 1 | 0.10 | 1.30852 | 1.30159 | 1.31733 | ||
| 2 | 2024.10.07 20:00 | modify | 1 | 0.10 | 1.30852 | 1.30861 | 1.31733 | ||
| 3 | 2024.10.07 21:02 | s/l | 1 | 0.10 | 1.30861 | 1.30861 | 1.31733 | 0.90 | 10000.90 |
| 4 | 2024.10.09 11:00 | buy | 2 | 0.10 | 1.30861 | 1.30436 | 1.31228 | ||
| 5 | 2024.10.09 14:00 | modify | 2 | 0.10 | 1.30861 | 1.30881 | 1.31228 | ||
| 6 | 2024.10.09 14:27 | s/l | 2 | 0.10 | 1.30881 | 1.30881 | 1.31228 | 2.00 | 10002.90 |
| 7 | 2024.10.09 19:00 | buy | 3 | 0.10 | 1.30818 | 1.30436 | 1.31228 | ||
| 8 | 2024.10.10 14:00 | modify | 3 | 0.10 | 1.30818 | 1.30882 | 1.31228 | ||
| 9 | 2024.10.10 14:02 | s/l | 3 | 0.10 | 1.30882 | 1.30882 | 1.31228 | 6.40 | 10009.30 |
| 10 | 2024.10.10 17:00 | buy | 4 | 0.10 | 1.30611 | 1.30275 | 1.30977 | ||
| 11 | 2024.10.10 17:30 | s/l | 4 | 0.10 | 1.30275 | 1.30275 | 1.30977 | -33.60 | 9975.70 |
| 12 | 2024.10.10 19:00 | buy | 5 | 0.10 | 1.30557 | 1.30275 | 1.30977 | ||
| 13 | 2024.10.10 20:08 | s/l | 5 | 0.10 | 1.30275 | 1.30275 | 1.30977 | -28.20 | 9947.50 |
| 14 | 2024.10.14 05:00 | buy | 6 | 0.10 | 1.30529 | 1.30213 | 1.30849 | ||
| 15 | 2024.10.14 07:00 | modify | 6 | 0.10 | 1.30529 | 1.30556 | 1.30849 | ||
| 16 | 2024.10.14 08:07 | s/l | 6 | 0.10 | 1.30556 | 1.30556 | 1.30849 | 2.70 | 9950.20 |
| 17 | 2024.10.14 19:00 | buy | 7 | 0.10 | 1.30522 | 1.30213 | 1.30849 | ||
| 18 | 2024.10.14 21:00 | modify | 7 | 0.10 | 1.30522 | 1.30533 | 1.30849 | ||
| 19 | 2024.10.14 21:33 | s/l | 7 | 0.10 | 1.30533 | 1.30533 | 1.30849 | 1.10 | 9951.30 |
| 20 | 2024.10.15 00:00 | buy | 8 | 0.10 | 1.30592 | 1.30213 | 1.30849 | ||
| 21 | 2024.10.15 02:00 | modify | 8 | 0.10 | 1.30592 | 1.30601 | 1.30849 | ||
| 22 | 2024.10.15 02:36 | s/l | 8 | 0.10 | 1.30601 | 1.30601 | 1.30849 | 0.90 | 9952.20 |
| 23 | 2024.10.15 11:00 | buy | 9 | 0.10 | 1.30764 | 1.30116 | 1.30767 | ||
| 24 | 2024.10.15 11:17 | t/p | 9 | 0.10 | 1.30767 | 1.30116 | 1.30767 | 0.30 | 9952.50 |
| 25 | 2024.10.22 18:00 | buy | 10 | 0.10 | 1.29782 | 1.29250 | 1.30349 | ||
| 26 | 2024.10.22 21:00 | modify | 10 | 0.10 | 1.29782 | 1.29784 | 1.30349 | ||
| 27 | 2024.10.22 21:12 | s/l | 10 | 0.10 | 1.29784 | 1.29784 | 1.30349 | 0.20 | 9952.70 |
| 28 | 2024.10.23 17:00 | buy | 11 | 0.10 | 1.29544 | 1.29101 | 1.30168 | ||
| 29 | 2024.10.23 21:03 | s/l | 11 | 0.10 | 1.29101 | 1.29101 | 1.30168 | -44.30 | 9908.40 |
| 30 | 2024.10.24 15:00 | sell | 12 | 0.10 | 1.29723 | 1.30283 | 1.28866 | ||
| 31 | 2024.10.24 18:00 | modify | 12 | 0.10 | 1.29723 | 1.29664 | 1.28866 | ||
| 32 | 2024.10.24 18:18 | s/l | 12 | 0.10 | 1.29664 | 1.29664 | 1.28866 | 5.90 | 9914.30 |
| 33 | 2024.10.24 22:00 | sell | 13 | 0.10 | 1.29722 | 1.30283 | 1.28866 | ||
| 34 | 2024.10.25 00:00 | modify | 13 | 0.10 | 1.29722 | 1.29718 | 1.28866 | ||
| 35 | 2024.10.25 00:02 | s/l | 13 | 0.10 | 1.29718 | 1.29718 | 1.28866 | 0.40 | 9914.70 |
| 36 | 2024.10.28 08:00 | buy | 14 | 0.10 | 1.29496 | 1.29282 | 1.29865 | ||
| 37 | 2024.10.28 10:00 | modify | 14 | 0.10 | 1.29496 | 1.29542 | 1.29865 | ||
| 38 | 2024.10.28 11:00 | modify | 14 | 0.10 | 1.29496 | 1.29667 | 1.29865 | ||
| 39 | 2024.10.28 11:04 | s/l | 14 | 0.10 | 1.29667 | 1.29667 | 1.29865 | 17.10 | 9931.80 |
| 40 | 2024.10.28 19:00 | sell | 15 | 0.10 | 1.29798 | 1.30136 | 1.29438 | ||
| 41 | 2024.10.28 22:00 | modify | 15 | 0.10 | 1.29798 | 1.29746 | 1.29438 | ||
| 42 | 2024.10.28 22:13 | s/l | 15 | 0.10 | 1.29746 | 1.29746 | 1.29438 | 5.20 | 9937.00 |
| 43 | 2024.10.29 20:00 | sell | 16 | 0.10 | 1.29987 | 1.30320 | 1.29397 | ||
| 44 | 2024.10.30 14:00 | modify | 16 | 0.10 | 1.29987 | 1.29815 | 1.29397 | ||
| 45 | 2024.10.30 15:00 | modify | 16 | 0.10 | 1.29987 | 1.29771 | 1.29397 | ||
| 46 | 2024.10.30 16:00 | modify | 16 | 0.10 | 1.29987 | 1.29556 | 1.29397 | ||
| 47 | 2024.10.30 16:02 | s/l | 16 | 0.10 | 1.29556 | 1.29556 | 1.29397 | 43.10 | 9980.10 |
| 48 | 2024.10.30 19:00 | sell | 17 | 0.10 | 1.30109 | 1.30543 | 1.29758 | ||
| 49 | 2024.10.30 20:00 | modify | 17 | 0.10 | 1.30109 | 1.30046 | 1.29758 | ||
| 50 | 2024.10.30 21:00 | modify | 17 | 0.10 | 1.30109 | 1.29841 | 1.29758 | ||
| 51 | 2024.10.30 21:15 | s/l | 17 | 0.10 | 1.29841 | 1.29841 | 1.29758 | 26.80 | 10006.90 |
| 52 | 2024.10.30 22:00 | buy | 18 | 0.10 | 1.29867 | 1.29375 | 1.30342 | ||
| 53 | 2024.10.31 11:00 | modify | 18 | 0.10 | 1.29867 | 1.29921 | 1.30342 | ||
| 54 | 2024.10.31 11:03 | s/l | 18 | 0.10 | 1.29921 | 1.29921 | 1.30342 | 5.40 | 10012.30 |
| 55 | 2024.11.04 12:00 | sell | 19 | 0.10 | 1.29708 | 1.30236 | 1.28758 | ||
| 56 | 2024.11.04 13:00 | modify | 19 | 0.10 | 1.29708 | 1.29685 | 1.28758 | ||
| 57 | 2024.11.04 13:33 | s/l | 19 | 0.10 | 1.29685 | 1.29685 | 1.28758 | 2.30 | 10014.60 |
| 58 | 2024.11.04 15:00 | sell | 20 | 0.10 | 1.29686 | 1.30236 | 1.28758 | ||
| 59 | 2024.11.04 19:00 | modify | 20 | 0.10 | 1.29686 | 1.29474 | 1.28758 | ||
| 60 | 2024.11.04 19:18 | s/l | 20 | 0.10 | 1.29474 | 1.29474 | 1.28758 | 21.20 | 10035.80 |
| 61 | 2024.11.05 15:00 | sell | 21 | 0.10 | 1.29857 | 1.30275 | 1.29274 | ||
| 62 | 2024.11.05 19:12 | s/l | 21 | 0.10 | 1.30275 | 1.30275 | 1.29274 | -41.80 | 9994.00 |
| 63 | 2024.11.07 19:00 | sell | 22 | 0.10 | 1.29832 | 1.31332 | 1.27924 | ||
| 64 | 2024.11.07 21:00 | modify | 22 | 0.10 | 1.29832 | 1.29759 | 1.27924 | ||
| 65 | 2024.11.07 21:00 | s/l | 22 | 0.10 | 1.29759 | 1.29759 | 1.27924 | 7.30 | 10001.30 |
| 66 | 2024.11.08 21:00 | buy | 23 | 0.10 | 1.29089 | 1.28143 | 1.30398 | ||
| 67 | 2024.11.08 22:00 | modify | 23 | 0.10 | 1.29089 | 1.29089 | 1.30398 | ||
| 68 | 2024.11.08 22:03 | s/l | 23 | 0.10 | 1.29089 | 1.29089 | 1.30398 | 0.00 | 10001.30 |
| 69 | 2024.11.13 19:00 | buy | 24 | 0.10 | 1.27114 | 1.26250 | 1.28404 | ||
| 70 | 2024.11.15 16:56 | s/l | 24 | 0.10 | 1.26250 | 1.26250 | 1.28404 | -86.40 | 9914.90 |
| 71 | 2024.11.15 19:00 | buy | 25 | 0.10 | 1.26301 | 1.25805 | 1.27129 | ||
| 72 | 2024.11.18 03:00 | modify | 25 | 0.10 | 1.26301 | 1.26354 | 1.27129 | ||
| 73 | 2024.11.18 03:03 | s/l | 25 | 0.10 | 1.26354 | 1.26354 | 1.27129 | 5.30 | 9920.20 |
| 74 | 2024.11.18 22:00 | sell | 26 | 0.10 | 1.26710 | 1.27354 | 1.25746 | ||
| 75 | 2024.11.19 11:00 | modify | 26 | 0.10 | 1.26710 | 1.26616 | 1.25746 | ||
| 76 | 2024.11.19 11:02 | s/l | 26 | 0.10 | 1.26616 | 1.26616 | 1.25746 | 9.40 | 9929.60 |
| 77 | 2024.11.19 13:00 | buy | 27 | 0.10 | 1.26388 | 1.25731 | 1.27079 | ||
| 78 | 2024.11.19 15:00 | modify | 27 | 0.10 | 1.26388 | 1.26405 | 1.27079 | ||
| 79 | 2024.11.19 15:48 | s/l | 27 | 0.10 | 1.26405 | 1.26405 | 1.27079 | 1.70 | 9931.30 |
| 80 | 2024.11.20 11:00 | sell | 28 | 0.10 | 1.26758 | 1.27368 | 1.26326 | ||
| 81 | 2024.11.20 12:00 | modify | 28 | 0.10 | 1.26758 | 1.26755 | 1.26326 | ||
| 82 | 2024.11.20 12:07 | s/l | 28 | 0.10 | 1.26755 | 1.26755 | 1.26326 | 0.30 | 9931.60 |
| 83 | 2024.11.20 20:00 | buy | 29 | 0.10 | 1.26571 | 1.25846 | 1.27087 | ||
| 84 | 2024.11.21 18:58 | s/l | 29 | 0.10 | 1.25846 | 1.25846 | 1.27087 | -72.50 | 9859.10 |
| 85 | 2024.11.25 17:00 | sell | 30 | 0.10 | 1.25849 | 1.26438 | 1.24792 | ||
| 86 | 2024.11.25 18:00 | modify | 30 | 0.10 | 1.25849 | 1.25571 | 1.24792 | ||
| 87 | 2024.11.25 18:01 | s/l | 30 | 0.10 | 1.25571 | 1.25571 | 1.24792 | 27.80 | 9886.90 |
| 88 | 2024.11.25 19:00 | sell | 31 | 0.10 | 1.25500 | 1.26438 | 1.24792 | ||
| 89 | 2024.11.26 02:00 | modify | 31 | 0.10 | 1.25500 | 1.25379 | 1.24792 | ||
| 90 | 2024.11.26 02:02 | s/l | 31 | 0.10 | 1.25379 | 1.25379 | 1.24792 | 12.10 | 9899.00 |
| 91 | 2024.11.26 16:00 | sell | 32 | 0.10 | 1.25815 | 1.26453 | 1.25347 | ||
| 92 | 2024.11.26 17:00 | modify | 32 | 0.10 | 1.25815 | 1.25793 | 1.25347 | ||
| 93 | 2024.11.26 17:00 | s/l | 32 | 0.10 | 1.25793 | 1.25793 | 1.25347 | 2.20 | 9901.20 |
| 94 | 2024.11.26 20:00 | buy | 33 | 0.10 | 1.25403 | 1.25019 | 1.26064 | ||
| 95 | 2024.11.26 22:00 | modify | 33 | 0.10 | 1.25403 | 1.25425 | 1.26064 | ||
| 96 | 2024.11.26 23:00 | modify | 33 | 0.10 | 1.25403 | 1.25544 | 1.26064 | ||
| 97 | 2024.11.27 00:00 | modify | 33 | 0.10 | 1.25403 | 1.25647 | 1.26064 | ||
| 98 | 2024.11.27 00:02 | s/l | 33 | 0.10 | 1.25647 | 1.25647 | 1.26064 | 24.40 | 9925.60 |
| 99 | 2024.11.29 16:00 | sell | 34 | 0.10 | 1.26846 | 1.27182 | 1.26544 | ||
| 100 | 2024.11.29 19:47 | s/l | 34 | 0.10 | 1.27182 | 1.27182 | 1.26544 | -33.60 | 9892.00 |
| 101 | 2024.12.02 04:00 | buy | 35 | 0.10 | 1.26937 | 1.26399 | 1.27650 | ||
| 102 | 2024.12.02 09:00 | modify | 35 | 0.10 | 1.26937 | 1.27010 | 1.27650 | ||
| 103 | 2024.12.02 09:06 | s/l | 35 | 0.10 | 1.27010 | 1.27010 | 1.27650 | 7.30 | 9899.30 |
| 104 | 2024.12.02 11:00 | buy | 36 | 0.10 | 1.26977 | 1.26399 | 1.27650 | ||
| 105 | 2024.12.02 12:00 | modify | 36 | 0.10 | 1.26977 | 1.26996 | 1.27650 | ||
| 106 | 2024.12.02 12:02 | s/l | 36 | 0.10 | 1.26996 | 1.26996 | 1.27650 | 1.90 | 9901.20 |
| 107 | 2024.12.04 13:00 | buy | 37 | 0.10 | 1.26695 | 1.26060 | 1.27020 | ||
| 108 | 2024.12.04 14:00 | modify | 37 | 0.10 | 1.26695 | 1.26760 | 1.27020 | ||
| 109 | 2024.12.04 14:03 | s/l | 37 | 0.10 | 1.26760 | 1.26760 | 1.27020 | 6.50 | 9907.70 |
| 110 | 2024.12.05 00:00 | sell | 38 | 0.10 | 1.27001 | 1.27320 | 1.26390 | ||
| 111 | 2024.12.05 09:13 | s/l | 38 | 0.10 | 1.27320 | 1.27320 | 1.26390 | -31.90 | 9875.80 |
| 112 | 2024.12.05 12:00 | sell | 39 | 0.10 | 1.27211 | 1.27749 | 1.26458 | ||
| 113 | 2024.12.06 10:08 | s/l | 39 | 0.10 | 1.27749 | 1.27749 | 1.26458 | -53.80 | 9822.00 |
| 114 | 2024.12.06 17:00 | sell | 40 | 0.10 | 1.27592 | 1.28181 | 1.27096 | ||
| 115 | 2024.12.06 18:00 | modify | 40 | 0.10 | 1.27592 | 1.27499 | 1.27096 | ||
| 116 | 2024.12.06 18:22 | s/l | 40 | 0.10 | 1.27499 | 1.27499 | 1.27096 | 9.30 | 9831.30 |
| 117 | 2024.12.09 19:00 | sell | 41 | 0.10 | 1.27795 | 1.28475 | 1.27037 | ||
| 118 | 2024.12.09 20:00 | modify | 41 | 0.10 | 1.27795 | 1.27766 | 1.27037 | ||
| 119 | 2024.12.09 21:00 | modify | 41 | 0.10 | 1.27795 | 1.27725 | 1.27037 | ||
| 120 | 2024.12.09 22:00 | modify | 41 | 0.10 | 1.27795 | 1.27596 | 1.27037 | ||
| 121 | 2024.12.09 23:00 | modify | 41 | 0.10 | 1.27795 | 1.27549 | 1.27037 | ||
| 122 | 2024.12.09 23:02 | s/l | 41 | 0.10 | 1.27549 | 1.27549 | 1.27037 | 24.60 | 9855.90 |
| 123 | 2024.12.11 11:00 | buy | 42 | 0.10 | 1.27515 | 1.27029 | 1.27908 | ||
| 124 | 2024.12.11 16:00 | modify | 42 | 0.10 | 1.27515 | 1.27665 | 1.27908 | ||
| 125 | 2024.12.11 16:08 | s/l | 42 | 0.10 | 1.27665 | 1.27665 | 1.27908 | 15.00 | 9870.90 |
| 126 | 2024.12.11 19:00 | buy | 43 | 0.10 | 1.27644 | 1.27029 | 1.27908 | ||
| 127 | 2024.12.12 04:00 | modify | 43 | 0.10 | 1.27644 | 1.27647 | 1.27908 | ||
| 128 | 2024.12.12 04:07 | s/l | 43 | 0.10 | 1.27647 | 1.27647 | 1.27908 | 0.30 | 9871.20 |
| 129 | 2024.12.12 11:00 | sell | 44 | 0.10 | 1.27604 | 1.28160 | 1.27144 | ||
| 130 | 2024.12.12 13:00 | modify | 44 | 0.10 | 1.27604 | 1.27495 | 1.27144 | ||
| 131 | 2024.12.12 13:08 | s/l | 44 | 0.10 | 1.27495 | 1.27495 | 1.27144 | 10.90 | 9882.10 |
| 132 | 2024.12.16 13:00 | sell | 45 | 0.10 | 1.26445 | 1.27073 | 1.25938 | ||
| 133 | 2024.12.17 09:33 | s/l | 45 | 0.10 | 1.27073 | 1.27073 | 1.25938 | -62.80 | 9819.30 |
| 134 | 2024.12.17 21:00 | sell | 46 | 0.10 | 1.27156 | 1.27529 | 1.26268 | ||
| 135 | 2024.12.17 23:00 | modify | 46 | 0.10 | 1.27156 | 1.27144 | 1.26268 | ||
| 136 | 2024.12.17 23:33 | s/l | 46 | 0.10 | 1.27144 | 1.27144 | 1.26268 | 1.20 | 9820.50 |
| 137 | 2024.12.19 21:00 | buy | 47 | 0.10 | 1.25306 | 1.24586 | 1.26758 | ||
| 138 | 2024.12.20 16:00 | modify | 47 | 0.10 | 1.25306 | 1.25505 | 1.26758 | ||
| 139 | 2024.12.20 16:03 | s/l | 47 | 0.10 | 1.25505 | 1.25505 | 1.26758 | 19.90 | 9840.40 |
| 140 | 2024.12.20 21:00 | sell | 48 | 0.10 | 1.25939 | 1.27254 | 1.24411 | ||
| 141 | 2024.12.20 23:00 | modify | 48 | 0.10 | 1.25939 | 1.25800 | 1.24411 | ||
| 142 | 2024.12.20 23:03 | s/l | 48 | 0.10 | 1.25800 | 1.25800 | 1.24411 | 13.90 | 9854.30 |