Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 10:51 - 2006.01.01 00:00 (2004.06.16 - 2006.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=9; Start2=14; EOO=15; EOD=22; FridayClosing=23; FirstSessionOnly=true;
Length=4; Pips=5; StopLoss=37; BreakEven=18; TakeProfit=180; Lots=1; |
|
Bars in test | 613395 | Ticks modelled | 2572255 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 22316.04 | Gross profit | 44569.04 | Gross loss | -22253.00 |
Profit factor | 2.00 | Expected payoff | 72.22 | | |
Absolute drawdown | 259.00 | Maximal drawdown (%) | 1547.00 (5.4%) | | |
|
Total trades | 309 | Short positions (won %) | 150 (75.33%) | Long positions (won %) | 159 (68.55%) |
| Profit trades (% of total) | 222 (71.84%) | Loss trades (% of total) | 87 (28.16%) |
Largest | profit trade | 1260.00 | loss trade | -287.00 |
Average | profit trade | 200.76 | loss trade | -255.78 |
Maximum | consecutive wins (profit in money) | 12 (2982.03) | consecutive losses (loss in money) | 4 (-1036.00) |
Maximal | consecutive profit (count of wins) | 3080.00 (7) | consecutive loss (count of losses) | -1036.00 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |