Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.03.01 00:02 - 2006.04.01 00:00 (2006.03.01 - 2006.04.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start=8; Length=4; End=14; EOD=19; FridayClosing=21; Pips=5; StopLoss=41; BreakEven=23; TakeProfit=180; MoneyManagement=1; DD=3550; |
|
Bars in test | 577351 | Ticks modelled | 642200 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 137.00 | Gross profit | 407.00 | Gross loss | -270.00 |
Profit factor | 1.51 | Expected payoff | 5.48 | | |
Absolute drawdown | 35.00 | Maximal drawdown (%) | 106.00 (1.0%) | | |
|
Total trades | 25 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) |
Largest | profit trade | 96.00 | loss trade | -41.00 |
Average | profit trade | 23.94 | loss trade | -33.75 |
Maximum | consecutive wins (profit in money) | 5 (140.00) | consecutive losses (loss in money) | 3 (-106.00) |
Maximal | consecutive profit (count of wins) | 140.00 (5) | consecutive loss (count of losses) | -106.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 1 |