Symbol | GBPUSD (Great Britain Dollar vs. United States 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;
MAp=2; MAdif=10; MAdif_k=0; |
|
Bars in test | 574503 | Ticks modelled | 2572255 | Modelling quality | 25.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 883.00 | Gross profit | 3774.00 | Gross loss | -2891.00 |
Profit factor | 1.31 | Expected payoff | 3.59 | | |
Absolute drawdown | 37.00 | Maximal drawdown (%) | 439.00 (21.2%) | | |
|
Total trades | 246 | Short positions (won %) | 129 (68.99%) | Long positions (won %) | 117 (64.10%) |
| Profit trades (% of total) | 164 (66.67%) | Loss trades (% of total) | 82 (33.33%) |
Largest | profit trade | 180.00 | loss trade | -37.00 |
Average | profit trade | 23.01 | loss trade | -35.26 |
Maximum | consecutive wins (profit in money) | 9 (202.00) | consecutive losses (loss in money) | 5 (-148.00) |
Maximal | consecutive profit (count of wins) | 304.00 (8) | consecutive loss (count of losses) | -148.00 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |