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 | cciselllevel=101; ccibuylevel=99; cci=14; donchian_length_buy=100; max_trades=1; big_win=15; win_increase=0.01; desired_gap=0.005; WPCR=50; whigh=80; wlow=20; fast=40; slow=80; slippage=10; stoploss=50; takeprofit=50; tradesize=0.01; recogniser=444544; | ||||
Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (21) | ||
Total net profit | -10.91 | Gross profit | 14.00 | Gross loss | -24.91 |
Profit factor | 0.56 | Expected payoff | -0.14 | ||
Absolute drawdown | 10.94 | Maximal drawdown | 12.94 (0.13%) | Relative drawdown | 0.13% (12.94) |
Total trades | 78 | Short positions (won %) | 45 (44.44%) | Long positions (won %) | 33 (24.24%) |
Profit trades (% of total) | 28 (35.90%) | Loss trades (% of total) | 50 (64.10%) | ||
Largest | profit trade | 0.50 | loss trade | -0.50 | |
Average | profit trade | 0.50 | loss trade | -0.50 | |
Maximum | consecutive wins (profit in money) | 5 (2.50) | consecutive losses (loss in money) | 9 (-4.41) | |
Maximal | consecutive profit (count of wins) | 2.50 (5) | consecutive loss (count of losses) | -4.41 (9) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2025.01.03 10:04 | sell | 1 | 0.01 | 1.24025 | 1.24075 | 1.23975 | ||
2 | 2025.01.03 10:10 | t/p | 1 | 0.01 | 1.23975 | 1.24075 | 1.23975 | 0.50 | 10000.50 |
3 | 2025.01.03 11:11 | sell | 2 | 0.01 | 1.24035 | 1.24085 | 1.23985 | ||
4 | 2025.01.03 11:13 | s/l | 2 | 0.01 | 1.24085 | 1.24085 | 1.23985 | -0.50 | 10000.00 |
5 | 2025.01.03 11:18 | sell | 3 | 0.01 | 1.24036 | 1.24086 | 1.23986 | ||
6 | 2025.01.03 11:20 | s/l | 3 | 0.01 | 1.24086 | 1.24086 | 1.23986 | -0.50 | 9999.50 |
7 | 2025.01.03 11:34 | sell | 4 | 0.01 | 1.24108 | 1.24158 | 1.24058 | ||
8 | 2025.01.03 11:44 | t/p | 4 | 0.01 | 1.24058 | 1.24158 | 1.24058 | 0.50 | 10000.00 |
9 | 2025.01.03 13:31 | sell | 5 | 0.01 | 1.24103 | 1.24153 | 1.24053 | ||
10 | 2025.01.03 13:34 | t/p | 5 | 0.01 | 1.24053 | 1.24153 | 1.24053 | 0.50 | 10000.50 |
11 | 2025.01.03 13:46 | sell | 6 | 0.01 | 1.24104 | 1.24154 | 1.24054 | ||
12 | 2025.01.03 14:19 | t/p | 6 | 0.01 | 1.24054 | 1.24154 | 1.24054 | 0.50 | 10001.00 |
13 | 2025.01.03 14:38 | sell | 7 | 0.01 | 1.24107 | 1.24157 | 1.24057 | ||
14 | 2025.01.03 15:19 | t/p | 7 | 0.01 | 1.24057 | 1.24157 | 1.24057 | 0.50 | 10001.50 |
15 | 2025.01.03 15:33 | sell | 8 | 0.01 | 1.24097 | 1.24147 | 1.24047 | ||
16 | 2025.01.03 15:50 | t/p | 8 | 0.01 | 1.24047 | 1.24147 | 1.24047 | 0.50 | 10002.00 |
17 | 2025.01.03 16:42 | sell | 9 | 0.01 | 1.24080 | 1.24130 | 1.24030 | ||
18 | 2025.01.03 16:44 | s/l | 9 | 0.01 | 1.24130 | 1.24130 | 1.24030 | -0.50 | 10001.50 |
19 | 2025.01.03 16:47 | sell | 10 | 0.01 | 1.24086 | 1.24136 | 1.24036 | ||
20 | 2025.01.03 16:57 | s/l | 10 | 0.01 | 1.24136 | 1.24136 | 1.24036 | -0.50 | 10001.00 |
21 | 2025.01.03 17:00 | sell | 11 | 0.01 | 1.24090 | 1.24140 | 1.24040 | ||
22 | 2025.01.03 17:00 | t/p | 11 | 0.01 | 1.24040 | 1.24140 | 1.24040 | 0.50 | 10001.50 |
23 | 2025.01.03 17:07 | sell | 12 | 0.01 | 1.24122 | 1.24172 | 1.24072 | ||
24 | 2025.01.03 17:11 | t/p | 12 | 0.01 | 1.24072 | 1.24172 | 1.24072 | 0.50 | 10002.00 |
25 | 2025.01.03 18:27 | sell | 13 | 0.01 | 1.24093 | 1.24143 | 1.24043 | ||
26 | 2025.01.03 18:28 | s/l | 13 | 0.01 | 1.24143 | 1.24143 | 1.24043 | -0.50 | 10001.50 |
27 | 2025.01.03 18:38 | sell | 14 | 0.01 | 1.24133 | 1.24183 | 1.24083 | ||
28 | 2025.01.03 18:59 | s/l | 14 | 0.01 | 1.24183 | 1.24183 | 1.24083 | -0.50 | 10001.00 |
29 | 2025.01.03 19:03 | sell | 15 | 0.01 | 1.24162 | 1.24212 | 1.24112 | ||
30 | 2025.01.03 19:04 | s/l | 15 | 0.01 | 1.24212 | 1.24212 | 1.24112 | -0.50 | 10000.50 |
31 | 2025.01.03 19:13 | sell | 16 | 0.01 | 1.24243 | 1.24293 | 1.24193 | ||
32 | 2025.01.03 19:15 | s/l | 16 | 0.01 | 1.24293 | 1.24293 | 1.24193 | -0.50 | 10000.00 |
33 | 2025.01.03 19:19 | sell | 17 | 0.01 | 1.24248 | 1.24298 | 1.24198 | ||
34 | 2025.01.03 19:32 | s/l | 17 | 0.01 | 1.24298 | 1.24298 | 1.24198 | -0.50 | 9999.50 |
35 | 2025.01.03 19:34 | sell | 18 | 0.01 | 1.24247 | 1.24297 | 1.24197 | ||
36 | 2025.01.03 19:52 | t/p | 18 | 0.01 | 1.24197 | 1.24297 | 1.24197 | 0.50 | 10000.00 |
37 | 2025.01.03 20:29 | sell | 19 | 0.01 | 1.24232 | 1.24282 | 1.24182 | ||
38 | 2025.01.03 20:53 | t/p | 19 | 0.01 | 1.24182 | 1.24282 | 1.24182 | 0.50 | 10000.50 |
39 | 2025.01.03 21:41 | sell | 20 | 0.01 | 1.24296 | 1.24346 | 1.24246 | ||
40 | 2025.01.03 22:14 | s/l | 20 | 0.01 | 1.24346 | 1.24346 | 1.24246 | -0.50 | 10000.00 |
41 | 2025.01.03 22:19 | sell | 21 | 0.01 | 1.24316 | 1.24366 | 1.24266 | ||
42 | 2025.01.03 23:14 | t/p | 21 | 0.01 | 1.24266 | 1.24366 | 1.24266 | 0.50 | 10000.50 |
43 | 2025.01.06 01:52 | sell | 22 | 0.01 | 1.24302 | 1.24352 | 1.24252 | ||
44 | 2025.01.06 02:00 | t/p | 22 | 0.01 | 1.24252 | 1.24352 | 1.24252 | 0.50 | 10001.00 |
45 | 2025.01.06 03:25 | sell | 23 | 0.01 | 1.24340 | 1.24390 | 1.24290 | ||
46 | 2025.01.06 04:08 | s/l | 23 | 0.01 | 1.24390 | 1.24390 | 1.24290 | -0.50 | 10000.50 |
47 | 2025.01.06 04:14 | sell | 24 | 0.01 | 1.24390 | 1.24440 | 1.24340 | ||
48 | 2025.01.06 05:34 | t/p | 24 | 0.01 | 1.24340 | 1.24440 | 1.24340 | 0.50 | 10001.00 |
49 | 2025.01.06 06:41 | sell | 25 | 0.01 | 1.24369 | 1.24419 | 1.24319 | ||
50 | 2025.01.06 07:24 | s/l | 25 | 0.01 | 1.24419 | 1.24419 | 1.24319 | -0.50 | 10000.50 |
51 | 2025.01.06 07:26 | sell | 26 | 0.01 | 1.24399 | 1.24449 | 1.24349 | ||
52 | 2025.01.06 07:34 | s/l | 26 | 0.01 | 1.24449 | 1.24449 | 1.24349 | -0.50 | 10000.00 |
53 | 2025.01.06 07:35 | sell | 27 | 0.01 | 1.24417 | 1.24467 | 1.24367 | ||
54 | 2025.01.06 08:37 | s/l | 27 | 0.01 | 1.24467 | 1.24467 | 1.24367 | -0.50 | 9999.50 |
55 | 2025.01.06 08:47 | sell | 28 | 0.01 | 1.24445 | 1.24495 | 1.24395 | ||
56 | 2025.01.06 09:06 | t/p | 28 | 0.01 | 1.24395 | 1.24495 | 1.24395 | 0.50 | 10000.00 |
57 | 2025.01.06 09:21 | sell | 29 | 0.01 | 1.24450 | 1.24500 | 1.24400 | ||
58 | 2025.01.06 09:23 | s/l | 29 | 0.01 | 1.24500 | 1.24500 | 1.24400 | -0.50 | 9999.50 |
59 | 2025.01.06 09:38 | sell | 30 | 0.01 | 1.24510 | 1.24560 | 1.24460 | ||
60 | 2025.01.06 09:47 | s/l | 30 | 0.01 | 1.24560 | 1.24560 | 1.24460 | -0.50 | 9999.00 |
61 | 2025.01.06 09:56 | sell | 31 | 0.01 | 1.24526 | 1.24576 | 1.24476 | ||
62 | 2025.01.06 10:02 | s/l | 31 | 0.01 | 1.24576 | 1.24576 | 1.24476 | -0.50 | 9998.50 |
63 | 2025.01.06 10:05 | sell | 32 | 0.01 | 1.24544 | 1.24594 | 1.24494 | ||
64 | 2025.01.06 10:08 | s/l | 32 | 0.01 | 1.24594 | 1.24594 | 1.24494 | -0.50 | 9998.00 |
65 | 2025.01.06 10:21 | sell | 33 | 0.01 | 1.24669 | 1.24719 | 1.24619 | ||
66 | 2025.01.06 10:28 | s/l | 33 | 0.01 | 1.24719 | 1.24719 | 1.24619 | -0.50 | 9997.50 |
67 | 2025.01.06 10:32 | sell | 34 | 0.01 | 1.24732 | 1.24782 | 1.24682 | ||
68 | 2025.01.06 10:45 | t/p | 34 | 0.01 | 1.24682 | 1.24782 | 1.24682 | 0.50 | 9998.00 |
69 | 2025.01.06 10:51 | sell | 35 | 0.01 | 1.24739 | 1.24789 | 1.24689 | ||
70 | 2025.01.06 10:56 | s/l | 35 | 0.01 | 1.24789 | 1.24789 | 1.24689 | -0.50 | 9997.50 |
71 | 2025.01.06 11:01 | sell | 36 | 0.01 | 1.24765 | 1.24815 | 1.24715 | ||
72 | 2025.01.06 11:03 | s/l | 36 | 0.01 | 1.24815 | 1.24815 | 1.24715 | -0.50 | 9997.00 |
73 | 2025.01.06 11:04 | sell | 37 | 0.01 | 1.24809 | 1.24859 | 1.24759 | ||
74 | 2025.01.06 11:05 | s/l | 37 | 0.01 | 1.24859 | 1.24859 | 1.24759 | -0.50 | 9996.50 |
75 | 2025.01.06 11:07 | sell | 38 | 0.01 | 1.24809 | 1.24859 | 1.24759 | ||
76 | 2025.01.06 11:08 | s/l | 38 | 0.01 | 1.24859 | 1.24859 | 1.24759 | -0.50 | 9996.00 |
77 | 2025.01.06 11:13 | sell | 39 | 0.01 | 1.24852 | 1.24902 | 1.24802 | ||
78 | 2025.01.06 11:19 | s/l | 39 | 0.01 | 1.24902 | 1.24902 | 1.24802 | -0.50 | 9995.50 |
79 | 2025.01.06 11:20 | sell | 40 | 0.01 | 1.24857 | 1.24907 | 1.24807 | ||
80 | 2025.01.06 11:30 | t/p | 40 | 0.01 | 1.24807 | 1.24907 | 1.24807 | 0.50 | 9996.00 |
81 | 2025.01.06 12:43 | sell | 41 | 0.01 | 1.24745 | 1.24795 | 1.24695 | ||
82 | 2025.01.06 12:45 | s/l | 41 | 0.01 | 1.24795 | 1.24795 | 1.24695 | -0.50 | 9995.50 |
83 | 2025.01.06 12:46 | sell | 42 | 0.01 | 1.24749 | 1.24799 | 1.24699 | ||
84 | 2025.01.06 12:53 | t/p | 42 | 0.01 | 1.24699 | 1.24799 | 1.24699 | 0.50 | 9996.00 |
85 | 2025.01.06 14:10 | sell | 43 | 0.01 | 1.25441 | 1.25491 | 1.25391 | ||
86 | 2025.01.06 14:23 | t/p | 43 | 0.01 | 1.25391 | 1.25491 | 1.25391 | 0.50 | 9996.50 |
87 | 2025.01.06 15:10 | sell | 44 | 0.01 | 1.25432 | 1.25482 | 1.25382 | ||
88 | 2025.01.06 15:17 | t/p | 44 | 0.01 | 1.25382 | 1.25482 | 1.25382 | 0.50 | 9997.00 |
89 | 2025.01.06 15:30 | sell | 45 | 0.01 | 1.25432 | 1.25482 | 1.25382 | ||
90 | 2025.01.06 15:32 | t/p | 45 | 0.01 | 1.25382 | 1.25482 | 1.25382 | 0.50 | 9997.50 |
91 | 2025.01.07 00:05 | buy | 46 | 0.01 | 1.25146 | 1.25096 | 1.25196 | ||
92 | 2025.01.07 01:30 | s/l | 46 | 0.01 | 1.25096 | 1.25096 | 1.25196 | -0.50 | 9997.00 |
93 | 2025.01.07 01:35 | buy | 47 | 0.01 | 1.25130 | 1.25080 | 1.25180 | ||
94 | 2025.01.07 02:01 | s/l | 47 | 0.01 | 1.25080 | 1.25080 | 1.25180 | -0.50 | 9996.50 |
95 | 2025.01.07 02:06 | buy | 48 | 0.01 | 1.25091 | 1.25041 | 1.25141 | ||
96 | 2025.01.07 02:28 | s/l | 48 | 0.01 | 1.25041 | 1.25041 | 1.25141 | -0.50 | 9996.00 |
97 | 2025.01.07 02:32 | buy | 49 | 0.01 | 1.25072 | 1.25022 | 1.25122 | ||
98 | 2025.01.07 02:50 | t/p | 49 | 0.01 | 1.25122 | 1.25022 | 1.25122 | 0.50 | 9996.50 |
99 | 2025.01.07 03:36 | buy | 50 | 0.01 | 1.25094 | 1.25044 | 1.25144 | ||
100 | 2025.01.07 03:51 | t/p | 50 | 0.01 | 1.25144 | 1.25044 | 1.25144 | 0.50 | 9997.00 |
101 | 2025.01.07 04:43 | buy | 51 | 0.01 | 1.25210 | 1.25160 | 1.25260 | ||
102 | 2025.01.07 04:52 | s/l | 51 | 0.01 | 1.25160 | 1.25160 | 1.25260 | -0.50 | 9996.50 |
103 | 2025.01.07 04:56 | buy | 52 | 0.01 | 1.25197 | 1.25147 | 1.25247 | ||
104 | 2025.01.07 05:31 | t/p | 52 | 0.01 | 1.25247 | 1.25147 | 1.25247 | 0.50 | 9997.00 |
105 | 2025.01.07 10:35 | buy | 53 | 0.01 | 1.25385 | 1.25335 | 1.25435 | ||
106 | 2025.01.07 10:44 | t/p | 53 | 0.01 | 1.25435 | 1.25335 | 1.25435 | 0.50 | 9997.50 |
107 | 2025.01.07 13:05 | buy | 54 | 0.01 | 1.25565 | 1.25515 | 1.25615 | ||
108 | 2025.01.07 13:09 | s/l | 54 | 0.01 | 1.25515 | 1.25515 | 1.25615 | -0.50 | 9997.00 |
109 | 2025.01.07 13:40 | buy | 55 | 0.01 | 1.25418 | 1.25368 | 1.25468 | ||
110 | 2025.01.07 14:01 | s/l | 55 | 0.01 | 1.25368 | 1.25368 | 1.25468 | -0.50 | 9996.50 |
111 | 2025.01.07 14:18 | buy | 56 | 0.01 | 1.25380 | 1.25330 | 1.25430 | ||
112 | 2025.01.07 14:42 | s/l | 56 | 0.01 | 1.25330 | 1.25330 | 1.25430 | -0.50 | 9996.00 |
113 | 2025.01.07 14:47 | buy | 57 | 0.01 | 1.25348 | 1.25298 | 1.25398 | ||
114 | 2025.01.07 14:55 | s/l | 57 | 0.01 | 1.25298 | 1.25298 | 1.25398 | -0.50 | 9995.50 |
115 | 2025.01.07 14:55 | buy | 58 | 0.01 | 1.25343 | 1.25293 | 1.25393 | ||
116 | 2025.01.07 14:56 | s/l | 58 | 0.01 | 1.25293 | 1.25293 | 1.25393 | -0.50 | 9995.00 |
117 | 2025.01.07 15:00 | buy | 59 | 0.01 | 1.25294 | 1.25244 | 1.25344 | ||
118 | 2025.01.07 15:01 | s/l | 59 | 0.01 | 1.25244 | 1.25244 | 1.25344 | -0.50 | 9994.50 |
119 | 2025.01.07 15:02 | buy | 60 | 0.01 | 1.25294 | 1.25244 | 1.25344 | ||
120 | 2025.01.07 15:09 | t/p | 60 | 0.01 | 1.25344 | 1.25244 | 1.25344 | 0.50 | 9995.00 |
121 | 2025.01.07 16:45 | buy | 61 | 0.01 | 1.25361 | 1.25311 | 1.25411 | ||
122 | 2025.01.07 16:50 | s/l | 61 | 0.01 | 1.25311 | 1.25311 | 1.25411 | -0.50 | 9994.50 |
123 | 2025.01.07 16:55 | buy | 62 | 0.01 | 1.25328 | 1.25278 | 1.25378 | ||
124 | 2025.01.07 16:57 | s/l | 62 | 0.01 | 1.25278 | 1.25278 | 1.25378 | -0.50 | 9994.00 |
125 | 2025.01.07 17:00 | buy | 63 | 0.01 | 1.25319 | 1.25269 | 1.25369 | ||
126 | 2025.01.07 17:00 | s/l | 63 | 0.01 | 1.25269 | 1.25269 | 1.25369 | -0.50 | 9993.50 |
127 | 2025.01.07 17:00 | buy | 64 | 0.01 | 1.25150 | 1.25100 | 1.25200 | ||
128 | 2025.01.07 17:00 | s/l | 64 | 0.01 | 1.25100 | 1.25100 | 1.25200 | -0.50 | 9993.00 |
129 | 2025.01.07 17:03 | buy | 65 | 0.01 | 1.25090 | 1.25040 | 1.25140 | ||
130 | 2025.01.07 17:04 | s/l | 65 | 0.01 | 1.25040 | 1.25040 | 1.25140 | -0.50 | 9992.50 |
131 | 2025.01.07 17:19 | buy | 66 | 0.01 | 1.25031 | 1.24981 | 1.25081 | ||
132 | 2025.01.07 17:38 | s/l | 66 | 0.01 | 1.24981 | 1.24981 | 1.25081 | -0.50 | 9992.00 |
133 | 2025.01.07 17:49 | buy | 67 | 0.01 | 1.24926 | 1.24876 | 1.24976 | ||
134 | 2025.01.07 17:50 | t/p | 67 | 0.01 | 1.24976 | 1.24876 | 1.24976 | 0.50 | 9992.50 |
135 | 2025.01.07 18:38 | buy | 68 | 0.01 | 1.24900 | 1.24850 | 1.24950 | ||
136 | 2025.01.07 18:39 | t/p | 68 | 0.01 | 1.24950 | 1.24850 | 1.24950 | 0.50 | 9993.00 |
137 | 2025.01.07 20:14 | buy | 69 | 0.01 | 1.24949 | 1.24899 | 1.24999 | ||
138 | 2025.01.07 20:17 | t/p | 69 | 0.01 | 1.24999 | 1.24899 | 1.24999 | 0.50 | 9993.50 |
139 | 2025.01.07 20:31 | buy | 70 | 0.01 | 1.24941 | 1.24891 | 1.24991 | ||
140 | 2025.01.07 20:37 | s/l | 70 | 0.01 | 1.24891 | 1.24891 | 1.24991 | -0.50 | 9993.00 |
141 | 2025.01.07 20:39 | buy | 71 | 0.01 | 1.24930 | 1.24880 | 1.24980 | ||
142 | 2025.01.07 20:41 | s/l | 71 | 0.01 | 1.24880 | 1.24880 | 1.24980 | -0.50 | 9992.50 |
143 | 2025.01.07 20:43 | buy | 72 | 0.01 | 1.24897 | 1.24847 | 1.24947 | ||
144 | 2025.01.07 20:44 | s/l | 72 | 0.01 | 1.24847 | 1.24847 | 1.24947 | -0.50 | 9992.00 |
145 | 2025.01.07 20:45 | buy | 73 | 0.01 | 1.24897 | 1.24847 | 1.24947 | ||
146 | 2025.01.07 20:48 | s/l | 73 | 0.01 | 1.24847 | 1.24847 | 1.24947 | -0.50 | 9991.50 |
147 | 2025.01.07 20:51 | buy | 74 | 0.01 | 1.24896 | 1.24846 | 1.24946 | ||
148 | 2025.01.07 20:56 | s/l | 74 | 0.01 | 1.24846 | 1.24846 | 1.24946 | -0.50 | 9991.00 |
149 | 2025.01.07 20:58 | buy | 75 | 0.01 | 1.24896 | 1.24846 | 1.24946 | ||
150 | 2025.01.07 22:08 | s/l | 75 | 0.01 | 1.24846 | 1.24846 | 1.24946 | -0.50 | 9990.50 |
151 | 2025.01.07 22:14 | buy | 76 | 0.01 | 1.24858 | 1.24808 | 1.24908 | ||
152 | 2025.01.07 22:21 | s/l | 76 | 0.01 | 1.24808 | 1.24808 | 1.24908 | -0.50 | 9990.00 |
153 | 2025.01.07 22:39 | buy | 77 | 0.01 | 1.24836 | 1.24786 | 1.24886 | ||
154 | 2025.01.07 23:00 | s/l | 77 | 0.01 | 1.24786 | 1.24786 | 1.24886 | -0.50 | 9989.50 |
155 | 2025.01.07 23:10 | buy | 78 | 0.01 | 1.24802 | 1.24752 | 1.24852 | ||
156 | 2025.01.07 23:59 | close at stop | 78 | 0.01 | 1.24761 | 1.24752 | 1.24852 | -0.41 | 9989.09 |