Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 10:51 - 2005.12.31 00:00 (2004.01.01 - 2005.12.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=9; Start2=14; FirstSessionOnly=1; Length=4; EOD=22; Pips=5; StopLoss=37; BreakEven=18; TrailingStopStep=0; TakeProfit=180; Lots=0.1; BE_PIPS=0; MAXDD=0; MINIACCOUNT=false;
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Bars in test | 573095 | Ticks modelled | 2572255 | Modelling quality | 25.00% |
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Initial deposit | 1000.00 | | | | |
Total net profit | 2812.00 | Gross profit | 5273.00 | Gross loss | -2461.00 |
Profit factor | 2.14 | Expected payoff | 10.19 | | |
Absolute drawdown | 13.00 | Maximal drawdown (%) | 310.00 (10.3%) | | |
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Total trades | 276 | Short positions (won %) | 151 (74.17%) | Long positions (won %) | 125 (73.60%) |
| Profit trades (% of total) | 204 (73.91%) | Loss trades (% of total) | 72 (26.09%) |
Largest | profit trade | 180.00 | loss trade | -37.00 |
Average | profit trade | 25.85 | loss trade | -34.18 |
Maximum | consecutive wins (profit in money) | 10 (246.00) | consecutive losses (loss in money) | 6 (-205.00) |
Maximal | consecutive profit (count of wins) | 343.00 (6) | consecutive loss (count of losses) | -205.00 (6) |
Average | consecutive wins | 4 | consecutive losses | 1 |