| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
| Period | 1 Minute (M1) 2006.04.02 21:00 - 2006.04.30 00:00 (2006.04.01 - 2006.04.30) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Start1=8; Start2=12; EOD=22; FridayClosing=20; FirstSessionOnly=false;
Length=4; Pips=5; StopLoss=70; BreakEven=40; TrailingStop=0; TakeProfit=120; Lots=1; |
|
| Bars in test | 601950 | Ticks modelled | 703092 | Modelling quality | 25.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 481.00 | Gross profit | 1442.00 | Gross loss | -961.00 |
| Profit factor | 1.50 | Expected payoff | 9.25 | | |
| Absolute drawdown | 105.00 | Maximal drawdown (%) | 477.00 (4.6%) | | |
|
| Total trades | 52 | Short positions (won %) | 22 (45.45%) | Long positions (won %) | 30 (66.67%) |
| Profit trades (% of total) | 30 (57.69%) | Loss trades (% of total) | 22 (42.31%) |
| Largest | profit trade | 121.00 | loss trade | -70.00 |
| Average | profit trade | 48.07 | loss trade | -43.68 |
| Maximum | consecutive wins (profit in money) | 5 (372.00) | consecutive losses (loss in money) | 5 (-147.00) |
| Maximal | consecutive profit (count of wins) | 480.00 (4) | consecutive loss (count of losses) | -158.00 (4) |
| Average | consecutive wins | 2 | consecutive losses | 2 |