| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
| Period | 1 Minute (M1) 2004.06.16 10:51 - 2006.07.19 01:33 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | MNday=20060718; Start1=9; Length=4; EOD=19; Pips=5; StopLoss=35; BreakEven=19; TrailingStopStep=0; TakeProfit=180; Lots=0.1; BEpips=5; AccountIsMicro=false;
MM=false;
Risk=0.02; MA1=2; MA2=11; Trend=true;
|
|
| Bars in test | 627481 | Ticks modelled | 3146771 | Modelling quality | 25.00% |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 5167.00 | Gross profit | 10421.00 | Gross loss | -5254.00 |
| Profit factor | 1.98 | Expected payoff | 9.33 | | |
| Absolute drawdown | 30.00 | Maximal drawdown | 215.00 (3.37%) | Relative drawdown | 6.27% (65.00) |
|
| Total trades | 554 | Short positions (won %) | 358 (69.27%) | Long positions (won %) | 196 (73.47%) |
| Profit trades (% of total) | 392 (70.76%) | Loss trades (% of total) | 162 (29.24%) |
| Largest | profit trade | 180.00 | loss trade | -38.00 |
| Average | profit trade | 26.58 | loss trade | -32.43 |
| Maximum | consecutive wins (profit in money) | 15 (226.00) | consecutive losses (loss in money) | 4 (-108.00) |
| Maximal | consecutive profit (count of wins) | 379.00 (13) | consecutive loss (count of losses) | -108.00 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |