Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2005.01.03 00:02 - 2005.12.31 00:00 (2005.01.01 - 2005.12.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=9; Start2=13; FirstSessionOnly=1; Length=4; EOD=19; Pips=5; StopLoss=40; BreakEven=20; TrailingStopStep=0; TakeProfit=130; Lots=0.1; |
|
Bars in test | 575795 | Ticks modelled | 1719419 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1152.20 | Gross profit | 4124.40 | Gross loss | -2972.20 |
Profit factor | 1.39 | Expected payoff | 3.20 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 205.80 (1.9%) | | |
|
Total trades | 360 | Short positions (won %) | 181 (69.06%) | Long positions (won %) | 179 (65.36%) |
| Profit trades (% of total) | 242 (67.22%) | Loss trades (% of total) | 118 (32.78%) |
Largest | profit trade | 93.10 | loss trade | -28.70 |
Average | profit trade | 17.04 | loss trade | -25.19 |
Maximum | consecutive wins (profit in money) | 10 (176.40) | consecutive losses (loss in money) | 5 (-118.30) |
Maximal | consecutive profit (count of wins) | 209.30 (7) | consecutive loss (count of losses) | -118.30 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |