| Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
| Period | 1 Hour (H1) 2006.08.10 14:00 - 2007.07.06 19:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; CloseLot=1; StopLoss=25; TakeProfit=100; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=123; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="Shadow"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; ShadowPeriod=62; ShadowZone=20; FastPeriod=5; SlowPeriod=34; MiddlePeriod=13; ShadowEmaBreak=3; ExitBeyond1=34; ExitBeyond2=55; ExitBeyond3=89; ExitBeyond4=144; ExitBeyond5=233; | ||||
| Bars in test | 4242 | Ticks modelled | 390444 | Modelling quality | 67.72% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2145.20 | Gross profit | 7811.84 | Gross loss | -5666.64 |
| Profit factor | 1.38 | Expected payoff | 71.51 | ||
| Absolute drawdown | 2030.63 | Maximal drawdown | 3191.89 (28.60%) | Relative drawdown | 28.60% (3191.89) |
| Total trades | 30 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 16 (53.33%) | Loss trades (% of total) | 14 (46.67%) | ||
| Largest | profit trade | 2044.82 | loss trade | -509.84 | |
| Average | profit trade | 488.24 | loss trade | -404.76 | |
| Maximum | consecutive wins (profit in money) | 4 (1196.39) | consecutive losses (loss in money) | 3 (-1255.49) | |
| Maximal | consecutive profit (count of wins) | 2044.82 (1) | consecutive loss (count of losses) | -1255.49 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.11 03:00 | sell | 1 | 1.00 | 0.6744 | 0.6769 | 0.6644 | ||
| 2 | 2006.08.16 08:40 | s/l | 1 | 1.00 | 0.6769 | 0.6769 | 0.6644 | -486.07 | 9513.93 |
| 3 | 2006.08.21 21:00 | sell | 2 | 1.00 | 0.6806 | 0.6831 | 0.6706 | ||
| 4 | 2006.08.23 12:39 | modify | 2 | 1.00 | 0.6806 | 0.6806 | 0.6706 | ||
| 5 | 2006.08.24 04:10 | modify | 2 | 1.00 | 0.6806 | 0.6781 | 0.6706 | ||
| 6 | 2006.08.25 07:52 | s/l | 2 | 1.00 | 0.6781 | 0.6781 | 0.6706 | 536.35 | 10050.28 |
| 7 | 2006.08.25 11:00 | sell | 3 | 1.00 | 0.6757 | 0.6782 | 0.6657 | ||
| 8 | 2006.09.06 08:31 | s/l | 3 | 1.00 | 0.6782 | 0.6782 | 0.6657 | -446.97 | 9603.31 |
| 9 | 2006.09.08 06:00 | sell | 4 | 1.00 | 0.6786 | 0.6811 | 0.6686 | ||
| 10 | 2006.09.11 08:39 | s/l | 4 | 1.00 | 0.6811 | 0.6811 | 0.6686 | -497.23 | 9106.07 |
| 11 | 2006.09.12 10:00 | sell | 5 | 1.00 | 0.6786 | 0.6811 | 0.6686 | ||
| 12 | 2006.09.12 15:00 | modify | 5 | 1.00 | 0.6786 | 0.6786 | 0.6686 | ||
| 13 | 2006.09.14 08:39 | modify | 5 | 1.00 | 0.6786 | 0.6761 | 0.6686 | ||
| 14 | 2006.09.18 14:54 | s/l | 5 | 1.00 | 0.6761 | 0.6761 | 0.6686 | 536.35 | 9642.42 |
| 15 | 2006.09.19 11:00 | sell | 6 | 1.00 | 0.6731 | 0.6756 | 0.6631 | ||
| 16 | 2006.09.21 06:24 | modify | 6 | 1.00 | 0.6731 | 0.6731 | 0.6631 | ||
| 17 | 2006.09.22 08:20 | s/l | 6 | 1.00 | 0.6731 | 0.6731 | 0.6631 | 27.93 | 9670.35 |
| 18 | 2006.09.25 08:00 | sell | 7 | 1.00 | 0.6718 | 0.6743 | 0.6618 | ||
| 19 | 2006.09.26 10:54 | modify | 7 | 1.00 | 0.6718 | 0.6718 | 0.6618 | ||
| 20 | 2006.09.27 08:09 | s/l | 7 | 1.00 | 0.6718 | 0.6718 | 0.6618 | 11.17 | 9681.52 |
| 21 | 2006.09.27 10:00 | buy | 8 | 1.00 | 0.6717 | 0.6692 | 0.6817 | ||
| 22 | 2006.09.28 05:04 | modify | 8 | 1.00 | 0.6717 | 0.6717 | 0.6817 | ||
| 23 | 2006.09.28 08:00 | modify | 8 | 1.00 | 0.6717 | 0.6742 | 0.6817 | ||
| 24 | 2006.10.03 09:00 | close | 8 | 1.00 | 0.6750 | 0.6742 | 0.6817 | 620.94 | 10302.46 |
| 25 | 2006.10.05 13:00 | buy | 9 | 1.00 | 0.6754 | 0.6729 | 0.6854 | ||
| 26 | 2006.10.06 12:20 | s/l | 9 | 1.00 | 0.6729 | 0.6729 | 0.6854 | -509.84 | 9792.62 |
| 27 | 2006.10.06 13:00 | sell | 10 | 1.00 | 0.6719 | 0.6744 | 0.6619 | ||
| 28 | 2006.10.09 07:16 | s/l | 10 | 1.00 | 0.6744 | 0.6744 | 0.6619 | -497.23 | 9295.39 |
| 29 | 2006.10.09 11:00 | buy | 11 | 1.00 | 0.6753 | 0.6728 | 0.6853 | ||
| 30 | 2006.10.10 07:00 | close | 11 | 1.00 | 0.6741 | 0.6728 | 0.6853 | -248.42 | 9046.97 |
| 31 | 2006.10.11 21:00 | sell | 12 | 1.00 | 0.6748 | 0.6773 | 0.6648 | ||
| 32 | 2006.10.16 12:54 | modify | 12 | 1.00 | 0.6748 | 0.6748 | 0.6648 | ||
| 33 | 2006.10.17 21:55 | modify | 12 | 1.00 | 0.6748 | 0.6723 | 0.6648 | ||
| 34 | 2006.10.19 08:40 | s/l | 12 | 1.00 | 0.6723 | 0.6723 | 0.6648 | 558.68 | 9605.65 |
| 35 | 2006.10.20 11:00 | sell | 13 | 1.00 | 0.6697 | 0.6722 | 0.6597 | ||
| 36 | 2006.10.26 02:40 | s/l | 13 | 1.00 | 0.6722 | 0.6722 | 0.6597 | -469.31 | 9136.34 |
| 37 | 2006.10.27 11:00 | sell | 14 | 1.00 | 0.6702 | 0.6727 | 0.6602 | ||
| 38 | 2006.10.31 08:36 | modify | 14 | 1.00 | 0.6702 | 0.6702 | 0.6602 | ||
| 39 | 2006.11.03 07:38 | s/l | 14 | 1.00 | 0.6702 | 0.6702 | 0.6602 | 39.10 | 9175.44 |
| 40 | 2006.11.03 14:00 | sell | 15 | 1.00 | 0.6682 | 0.6707 | 0.6582 | ||
| 41 | 2006.11.06 17:22 | s/l | 15 | 1.00 | 0.6707 | 0.6707 | 0.6582 | -497.23 | 8678.21 |
| 42 | 2006.11.08 21:00 | sell | 16 | 1.00 | 0.6697 | 0.6722 | 0.6597 | ||
| 43 | 2006.11.09 12:25 | s/l | 16 | 1.00 | 0.6722 | 0.6722 | 0.6597 | -486.07 | 8192.14 |
| 44 | 2006.11.09 13:00 | buy | 17 | 1.00 | 0.6719 | 0.6694 | 0.6819 | ||
| 45 | 2006.11.09 15:10 | modify | 17 | 1.00 | 0.6719 | 0.6719 | 0.6819 | ||
| 46 | 2006.11.10 10:39 | s/l | 17 | 1.00 | 0.6719 | 0.6719 | 0.6819 | -7.11 | 8185.03 |
| 47 | 2006.11.16 22:00 | sell | 18 | 1.00 | 0.6775 | 0.6800 | 0.6675 | ||
| 48 | 2006.11.29 13:33 | modify | 18 | 1.00 | 0.6775 | 0.6775 | 0.6675 | ||
| 49 | 2006.12.07 16:11 | s/l | 18 | 1.00 | 0.6775 | 0.6775 | 0.6675 | 117.31 | 8302.33 |
| 50 | 2006.12.08 20:00 | sell | 19 | 1.00 | 0.6757 | 0.6782 | 0.6657 | ||
| 51 | 2006.12.13 09:33 | modify | 19 | 1.00 | 0.6757 | 0.6757 | 0.6657 | ||
| 52 | 2006.12.14 17:00 | modify | 19 | 1.00 | 0.6757 | 0.6732 | 0.6657 | ||
| 53 | 2006.12.29 17:00 | s/l | 19 | 1.00 | 0.6732 | 0.6732 | 0.6657 | 620.13 | 8922.46 |
| 54 | 2007.01.04 16:00 | sell | 20 | 1.00 | 0.6731 | 0.6756 | 0.6631 | ||
| 55 | 2007.01.05 11:12 | s/l | 20 | 1.00 | 0.6756 | 0.6756 | 0.6631 | -497.24 | 8425.22 |
| 56 | 2007.01.05 19:00 | sell | 21 | 1.00 | 0.6739 | 0.6764 | 0.6639 | ||
| 57 | 2007.01.09 12:00 | modify | 21 | 1.00 | 0.6739 | 0.6739 | 0.6639 | ||
| 58 | 2007.01.11 10:00 | modify | 21 | 1.00 | 0.6739 | 0.6714 | 0.6639 | ||
| 59 | 2007.01.11 12:00 | modify | 21 | 1.00 | 0.6739 | 0.6689 | 0.6639 | ||
| 60 | 2007.01.11 14:03 | t/p | 21 | 1.00 | 0.6639 | 0.6689 | 0.6639 | 2044.82 | 10470.04 |
| 61 | 2007.01.19 05:00 | buy | 22 | 1.00 | 0.6578 | 0.6553 | 0.6678 | ||
| 62 | 2007.01.22 12:05 | s/l | 22 | 1.00 | 0.6553 | 0.6553 | 0.6678 | -509.83 | 9960.21 |
| 63 | 2007.01.23 18:00 | buy | 23 | 1.00 | 0.6563 | 0.6538 | 0.6663 | ||
| 64 | 2007.01.24 09:30 | modify | 23 | 1.00 | 0.6563 | 0.6563 | 0.6663 | ||
| 65 | 2007.01.31 12:42 | modify | 23 | 1.00 | 0.6563 | 0.6588 | 0.6663 | ||
| 66 | 2007.02.02 15:02 | s/l | 23 | 1.00 | 0.6588 | 0.6588 | 0.6663 | 417.40 | 10377.61 |
| 67 | 2007.02.07 15:00 | buy | 24 | 1.00 | 0.6604 | 0.6579 | 0.6704 | ||
| 68 | 2007.02.08 13:06 | modify | 24 | 1.00 | 0.6604 | 0.6604 | 0.6704 | ||
| 69 | 2007.02.08 14:18 | modify | 24 | 1.00 | 0.6604 | 0.6629 | 0.6704 | ||
| 70 | 2007.02.09 09:49 | modify | 24 | 1.00 | 0.6604 | 0.6654 | 0.6704 | ||
| 71 | 2007.02.12 11:40 | s/l | 24 | 1.00 | 0.6654 | 0.6654 | 0.6704 | 969.90 | 11347.51 |
| 72 | 2007.02.12 19:00 | sell | 25 | 1.00 | 0.6656 | 0.6681 | 0.6556 | ||
| 73 | 2007.05.08 02:00 | s/l | 25 | 1.00 | 0.6681 | 0.6681 | 0.6556 | -28.00 | 11319.51 |
| 74 | 2007.05.08 03:00 | buy | 26 | 1.00 | 0.6823 | 0.6798 | 0.6923 | ||
| 75 | 2007.05.08 06:03 | close | 26 | 1.00 | 0.6826 | 0.6798 | 0.6923 | 60.32 | 11379.83 |
| 76 | 2007.05.16 18:00 | sell | 27 | 1.00 | 0.6836 | 0.6861 | 0.6736 | ||
| 77 | 2007.05.23 07:37 | modify | 27 | 1.00 | 0.6836 | 0.6836 | 0.6736 | ||
| 78 | 2007.05.23 14:27 | modify | 27 | 1.00 | 0.6836 | 0.6811 | 0.6736 | ||
| 79 | 2007.05.31 06:39 | s/l | 27 | 1.00 | 0.6811 | 0.6811 | 0.6736 | 597.79 | 11977.62 |
| 80 | 2007.06.01 00:00 | sell | 28 | 1.00 | 0.6797 | 0.6822 | 0.6697 | ||
| 81 | 2007.06.12 13:30 | modify | 28 | 1.00 | 0.6797 | 0.6797 | 0.6697 | ||
| 82 | 2007.06.13 01:01 | modify | 28 | 1.00 | 0.6797 | 0.6772 | 0.6697 | ||
| 83 | 2007.06.15 18:20 | s/l | 28 | 1.00 | 0.6772 | 0.6772 | 0.6697 | 581.03 | 12558.65 |
| 84 | 2007.06.19 08:00 | sell | 29 | 1.00 | 0.6756 | 0.6781 | 0.6656 | ||
| 85 | 2007.06.20 17:38 | modify | 29 | 1.00 | 0.6756 | 0.6756 | 0.6656 | ||
| 86 | 2007.07.02 08:39 | s/l | 29 | 1.00 | 0.6756 | 0.6756 | 0.6656 | 72.62 | 12631.27 |
| 87 | 2007.07.04 03:00 | sell | 30 | 1.00 | 0.6747 | 0.6772 | 0.6647 | ||
| 88 | 2007.07.05 09:44 | s/l | 30 | 1.00 | 0.6772 | 0.6772 | 0.6647 | -486.07 | 12145.20 |