| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
| Period | 1 Minute (M1) 2004.06.16 10:51 - 2005.12.31 00:00 (2003.01.01 - 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; FridayClose=19; Pips=5; StopLoss=37; BreakEven=18; TakeProfit=180; Lots=0.1; BE_PIPS=0; MAXDD=0; MINIACCOUNT=false;
MAp=2; MAdif=10; OpenBoth=false;
OpenSecond=360; UseTrSL_System=0; TrSL_clasic_Step=0; TrSL_Timeframe=15; TrSL_SR_Prorazeni=20; TrSL_SR_HILO=20; TrSL_SR_Point=10; TrSL_Pivot=20; |
|
| Bars in test | 618942 | Ticks modelled | 2572255 | Modelling quality | 25.00% |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 4353.00 | Gross profit | 9848.00 | Gross loss | -5495.00 |
| Profit factor | 1.79 | Expected payoff | 7.80 | | |
| Absolute drawdown | 64.00 | Maximal drawdown (%) | 260.00 (6.5%) | | |
|
| Total trades | 558 | Short positions (won %) | 283 (73.14%) | Long positions (won %) | 275 (69.45%) |
| Profit trades (% of total) | 398 (71.33%) | Loss trades (% of total) | 160 (28.67%) |
| Largest | profit trade | 180.00 | loss trade | -37.00 |
| Average | profit trade | 24.74 | loss trade | -34.34 |
| Maximum | consecutive wins (profit in money) | 12 (381.00) | consecutive losses (loss in money) | 5 (-149.00) |
| Maximal | consecutive profit (count of wins) | 381.00 (12) | consecutive loss (count of losses) | -149.00 (5) |
| Average | consecutive wins | 3 | consecutive losses | 1 |