Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results.
| Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
| Period | 15 Minutes (M15) 2008.06.27 12:00 - 2008.08.28 01:30 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | OrderOptions="-------- Orders options --------"; Lots=1; LotsPercent=20; UseAutosettings=true; TakeProfit=5; TryTakeProfit=false; StopLoss=30; CheckFreezLevel=true; MinProfitValue=2; TradeOptions="-------- Trade options --------"; ChannelBars=18; SellCorrection=0; BuyCorrection=0; CheckTimeBar=false; EqualBars=true; TimeOptions="-------- Time options --------"; EachDayHourSettings=true; TradeTimeChoise=2; TradeDayOfWeek=0; OpenHour1=0; CloseHour1=1; OpenHour2=22; CloseHour2=24; | ||||
| Bars in test | 4234 | Ticks modelled | 207770 | Modelling quality | 30.94% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1732.58 | Gross profit | 1922.61 | Gross loss | -190.04 |
| Profit factor | 10.12 | Expected payoff | 40.29 | ||
| Absolute drawdown | 134.96 | Maximal drawdown | 355.29 (3.41%) | Relative drawdown | 3.41% (355.29) |
| Total trades | 43 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 17 (88.24%) |
| Profit trades (% of total) | 41 (95.35%) | Loss trades (% of total) | 2 (4.65%) | ||
| Largest | profit trade | 73.45 | loss trade | -128.52 | |
| Average | profit trade | 46.89 | loss trade | -95.02 | |
| Maximum | consecutive wins (profit in money) | 20 (939.44) | consecutive losses (loss in money) | 1 (-128.52) | |
| Maximal | consecutive profit (count of wins) | 939.44 (20) | consecutive loss (count of losses) | -128.52 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.07.02 22:00 | sell | 1 | 1.00 | 0.7969 | 0.8001 | 0.7964 | ||
| 2 | 2008.07.02 22:22 | close | 1 | 1.00 | 0.7967 | 0.8001 | 0.7964 | 36.73 | 10036.73 |
| 3 | 2008.07.02 23:04 | sell | 2 | 1.00 | 0.7971 | 0.8003 | 0.7966 | ||
| 4 | 2008.07.02 23:22 | close | 2 | 1.00 | 0.7969 | 0.8003 | 0.7966 | 36.72 | 10073.45 |
| 5 | 2008.07.03 23:16 | buy | 3 | 1.00 | 0.7915 | 0.7883 | 0.7920 | ||
| 6 | 2008.07.04 03:40 | close | 3 | 1.00 | 0.7918 | 0.7883 | 0.7920 | 48.65 | 10122.10 |
| 7 | 2008.07.07 23:47 | sell | 4 | 1.00 | 0.7960 | 0.7992 | 0.7955 | ||
| 8 | 2008.07.08 00:00 | close | 4 | 1.00 | 0.7958 | 0.7992 | 0.7955 | 36.36 | 10158.47 |
| 9 | 2008.07.09 00:55 | sell | 5 | 1.00 | 0.7957 | 0.7989 | 0.7952 | ||
| 10 | 2008.07.09 01:10 | close | 5 | 1.00 | 0.7954 | 0.7989 | 0.7952 | 55.09 | 10213.56 |
| 11 | 2008.07.09 23:37 | buy | 6 | 1.00 | 0.7937 | 0.7905 | 0.7942 | ||
| 12 | 2008.07.10 00:16 | close | 6 | 1.00 | 0.7940 | 0.7905 | 0.7942 | 35.80 | 10249.36 |
| 13 | 2008.07.10 23:01 | sell | 7 | 1.00 | 0.7985 | 0.8017 | 0.7980 | ||
| 14 | 2008.07.10 23:07 | close | 7 | 1.00 | 0.7982 | 0.8017 | 0.7980 | 55.09 | 10304.45 |
| 15 | 2008.07.11 00:01 | sell | 8 | 1.00 | 0.7986 | 0.8018 | 0.7981 | ||
| 16 | 2008.07.11 00:55 | close | 8 | 1.00 | 0.7983 | 0.8018 | 0.7981 | 55.09 | 10359.54 |
| 17 | 2008.07.14 22:01 | buy | 9 | 1.00 | 0.7977 | 0.7945 | 0.7982 | ||
| 18 | 2008.07.14 22:10 | close | 9 | 1.00 | 0.7979 | 0.7945 | 0.7982 | 36.72 | 10396.26 |
| 19 | 2008.07.14 22:15 | buy | 10 | 1.00 | 0.7977 | 0.7945 | 0.7982 | ||
| 20 | 2008.07.14 22:20 | close | 10 | 1.00 | 0.7979 | 0.7945 | 0.7982 | 36.72 | 10432.98 |
| 21 | 2008.07.14 22:33 | buy | 11 | 1.00 | 0.7977 | 0.7945 | 0.7982 | ||
| 22 | 2008.07.15 04:45 | close | 11 | 1.00 | 0.7974 | 0.7945 | 0.7982 | -61.52 | 10371.46 |
| 23 | 2008.07.16 00:15 | buy | 12 | 1.00 | 0.7929 | 0.7897 | 0.7934 | ||
| 24 | 2008.07.16 00:37 | close | 12 | 1.00 | 0.7931 | 0.7897 | 0.7934 | 36.72 | 10408.18 |
| 25 | 2008.07.17 22:00 | sell | 13 | 1.00 | 0.7926 | 0.7958 | 0.7921 | ||
| 26 | 2008.07.17 22:09 | close | 13 | 1.00 | 0.7923 | 0.7958 | 0.7921 | 55.09 | 10463.27 |
| 27 | 2008.07.17 23:40 | sell | 14 | 1.00 | 0.7930 | 0.7962 | 0.7925 | ||
| 28 | 2008.07.17 23:43 | close | 14 | 1.00 | 0.7928 | 0.7962 | 0.7925 | 36.73 | 10500.00 |
| 29 | 2008.07.17 23:50 | sell | 15 | 1.00 | 0.7930 | 0.7962 | 0.7925 | ||
| 30 | 2008.07.18 02:55 | close | 15 | 1.00 | 0.7928 | 0.7962 | 0.7925 | 36.36 | 10536.37 |
| 31 | 2008.07.22 23:21 | sell | 16 | 1.00 | 0.7928 | 0.7960 | 0.7923 | ||
| 32 | 2008.07.23 00:11 | close | 16 | 1.00 | 0.7925 | 0.7960 | 0.7923 | 54.72 | 10591.09 |
| 33 | 2008.07.23 00:25 | buy | 17 | 1.00 | 0.7923 | 0.7891 | 0.7928 | ||
| 34 | 2008.07.23 01:01 | close | 17 | 1.00 | 0.7926 | 0.7891 | 0.7928 | 55.09 | 10646.18 |
| 35 | 2008.07.23 22:15 | sell | 18 | 1.00 | 0.7854 | 0.7886 | 0.7849 | ||
| 36 | 2008.07.23 22:52 | close | 18 | 1.00 | 0.7851 | 0.7886 | 0.7849 | 55.10 | 10701.28 |
| 37 | 2008.07.23 23:40 | sell | 19 | 1.00 | 0.7854 | 0.7886 | 0.7849 | ||
| 38 | 2008.07.23 23:55 | close | 19 | 1.00 | 0.7851 | 0.7886 | 0.7849 | 55.10 | 10756.38 |
| 39 | 2008.07.24 00:05 | sell | 20 | 1.00 | 0.7854 | 0.7886 | 0.7849 | ||
| 40 | 2008.07.24 01:30 | close | 20 | 1.00 | 0.7851 | 0.7886 | 0.7849 | 55.10 | 10811.48 |
| 41 | 2008.07.29 22:15 | sell | 21 | 1.00 | 0.7878 | 0.7910 | 0.7873 | ||
| 42 | 2008.07.29 23:30 | close | 21 | 1.00 | 0.7875 | 0.7910 | 0.7873 | 55.09 | 10866.57 |
| 43 | 2008.07.31 22:30 | buy | 22 | 1.00 | 0.7863 | 0.7831 | 0.7868 | ||
| 44 | 2008.07.31 22:53 | close | 22 | 1.00 | 0.7866 | 0.7831 | 0.7868 | 55.09 | 10921.66 |
| 45 | 2008.08.01 00:31 | buy | 23 | 1.00 | 0.7863 | 0.7831 | 0.7868 | ||
| 46 | 2008.08.01 08:50 | close | 23 | 1.00 | 0.7856 | 0.7831 | 0.7868 | -128.52 | 10793.14 |
| 47 | 2008.08.04 22:00 | buy | 24 | 1.00 | 0.7939 | 0.7907 | 0.7944 | ||
| 48 | 2008.08.04 23:08 | close | 24 | 1.00 | 0.7941 | 0.7907 | 0.7944 | 36.72 | 10829.86 |
| 49 | 2008.08.06 22:01 | sell | 25 | 1.00 | 0.7916 | 0.7948 | 0.7911 | ||
| 50 | 2008.08.06 22:30 | close | 25 | 1.00 | 0.7913 | 0.7948 | 0.7911 | 55.09 | 10884.95 |
| 51 | 2008.08.06 23:01 | buy | 26 | 1.00 | 0.7910 | 0.7878 | 0.7915 | ||
| 52 | 2008.08.06 23:07 | close | 26 | 1.00 | 0.7912 | 0.7878 | 0.7915 | 36.72 | 10921.67 |
| 53 | 2008.08.06 23:46 | sell | 27 | 1.00 | 0.7916 | 0.7948 | 0.7911 | ||
| 54 | 2008.08.07 00:22 | close | 27 | 1.00 | 0.7913 | 0.7948 | 0.7911 | 53.99 | 10975.66 |
| 55 | 2008.08.11 22:00 | buy | 28 | 1.00 | 0.7803 | 0.7771 | 0.7808 | ||
| 56 | 2008.08.12 02:12 | close | 28 | 1.00 | 0.7805 | 0.7771 | 0.7808 | 30.29 | 11005.95 |
| 57 | 2008.08.12 22:01 | sell | 29 | 1.00 | 0.7869 | 0.7901 | 0.7864 | ||
| 58 | 2008.08.12 22:09 | close | 29 | 1.00 | 0.7867 | 0.7901 | 0.7864 | 36.73 | 11042.68 |
| 59 | 2008.08.12 22:20 | sell | 30 | 1.00 | 0.7869 | 0.7901 | 0.7864 | ||
| 60 | 2008.08.12 23:09 | close | 30 | 1.00 | 0.7867 | 0.7901 | 0.7864 | 36.73 | 11079.41 |
| 61 | 2008.08.13 23:31 | sell | 31 | 1.00 | 0.7985 | 0.8017 | 0.7980 | ||
| 62 | 2008.08.14 00:22 | close | 31 | 1.00 | 0.7982 | 0.8017 | 0.7980 | 53.99 | 11133.40 |
| 63 | 2008.08.14 00:55 | sell | 32 | 1.00 | 0.7986 | 0.8018 | 0.7981 | ||
| 64 | 2008.08.14 01:31 | close | 32 | 1.00 | 0.7983 | 0.8018 | 0.7981 | 55.09 | 11188.49 |
| 65 | 2008.08.14 23:36 | buy | 33 | 1.00 | 0.7923 | 0.7891 | 0.7928 | ||
| 66 | 2008.08.15 00:25 | close | 33 | 1.00 | 0.7926 | 0.7891 | 0.7928 | 48.66 | 11237.15 |
| 67 | 2008.08.15 00:54 | buy | 34 | 1.00 | 0.7918 | 0.7886 | 0.7923 | ||
| 68 | 2008.08.15 01:05 | close | 34 | 1.00 | 0.7920 | 0.7886 | 0.7923 | 36.72 | 11273.87 |
| 69 | 2008.08.18 22:52 | buy | 35 | 1.00 | 0.7881 | 0.7849 | 0.7886 | ||
| 70 | 2008.08.18 23:16 | close | 35 | 1.00 | 0.7884 | 0.7849 | 0.7886 | 55.08 | 11328.95 |
| 71 | 2008.08.18 23:37 | buy | 36 | 1.00 | 0.7880 | 0.7848 | 0.7885 | ||
| 72 | 2008.08.18 23:49 | close | 36 | 1.00 | 0.7882 | 0.7848 | 0.7885 | 36.72 | 11365.67 |
| 73 | 2008.08.19 23:37 | sell | 37 | 1.00 | 0.7921 | 0.7953 | 0.7916 | ||
| 74 | 2008.08.19 23:46 | close | 37 | 1.00 | 0.7917 | 0.7953 | 0.7916 | 73.45 | 11439.12 |
| 75 | 2008.08.20 22:00 | sell | 38 | 1.00 | 0.7921 | 0.7953 | 0.7916 | ||
| 76 | 2008.08.20 22:31 | close | 38 | 1.00 | 0.7918 | 0.7953 | 0.7916 | 55.09 | 11494.21 |
| 77 | 2008.08.21 22:06 | sell | 39 | 1.00 | 0.7934 | 0.7966 | 0.7929 | ||
| 78 | 2008.08.21 23:43 | close | 39 | 1.00 | 0.7931 | 0.7966 | 0.7929 | 55.10 | 11549.31 |
| 79 | 2008.08.22 00:50 | sell | 40 | 1.00 | 0.7938 | 0.7970 | 0.7933 | ||
| 80 | 2008.08.22 01:22 | close | 40 | 1.00 | 0.7935 | 0.7970 | 0.7933 | 55.09 | 11604.40 |
| 81 | 2008.08.26 23:50 | sell | 41 | 1.00 | 0.7968 | 0.8000 | 0.7963 | ||
| 82 | 2008.08.27 00:03 | close | 41 | 1.00 | 0.7965 | 0.8000 | 0.7963 | 54.72 | 11659.13 |
| 83 | 2008.08.27 00:39 | sell | 42 | 1.00 | 0.7970 | 0.8002 | 0.7965 | ||
| 84 | 2008.08.27 00:44 | close | 42 | 1.00 | 0.7968 | 0.8002 | 0.7965 | 36.73 | 11695.86 |
| 85 | 2008.08.28 00:30 | buy | 43 | 1.00 | 0.8021 | 0.7989 | 0.8026 | ||
| 86 | 2008.08.28 00:37 | close | 43 | 1.00 | 0.8023 | 0.7989 | 0.8026 | 36.72 | 11732.58 |