Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.02 22:00 - 2006.05.19 19:30 (2006.01.01 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | CCIPer=20; Lots=1; SL=30; TP=60; |
|
Bars in test | 17227 | Ticks modelled | 376196 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -3647.00 | Gross profit | 4825.00 | Gross loss | -8472.00 |
Profit factor | 0.57 | Expected payoff | -6.66 | | |
Absolute drawdown | 3854.00 | Maximal drawdown (%) | 3934.00 (39.0%) | | |
|
Total trades | 548 | Short positions (won %) | 279 (18.28%) | Long positions (won %) | 269 (22.30%) |
| Profit trades (% of total) | 111 (20.26%) | Loss trades (% of total) | 437 (79.74%) |
Largest | profit trade | 60.00 | loss trade | -30.00 |
Average | profit trade | 43.47 | loss trade | -19.39 |
Maximum | consecutive wins (profit in money) | 3 (180.00) | consecutive losses (loss in money) | 23 (-448.00) |
Maximal | consecutive profit (count of wins) | 180.00 (3) | consecutive loss (count of losses) | -448.00 (23) |
Average | consecutive wins | 1 | consecutive losses | 5 |