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 | 1547.00 | Gross profit | 3025.00 | Gross loss | -1478.00 |
Profit factor | 2.05 | Expected payoff | 9.15 | | |
Absolute drawdown | 37.00 | Maximal drawdown (%) | 252.00 (9.6%) | | |
|
Total trades | 169 | Short positions (won %) | 89 (84.27%) | Long positions (won %) | 80 (65.00%) |
| Profit trades (% of total) | 127 (75.15%) | Loss trades (% of total) | 42 (24.85%) |
Largest | profit trade | 180.00 | loss trade | -41.00 |
Average | profit trade | 23.82 | loss trade | -35.19 |
Maximum | consecutive wins (profit in money) | 18 (176.00) | consecutive losses (loss in money) | 3 (-115.00) |
Maximal | consecutive profit (count of wins) | 399.00 (7) | consecutive loss (count of losses) | -115.00 (3) |
Average | consecutive wins | 4 | consecutive losses | 1 |