| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 1 Minute (M1) 2006.01.02 00:51 - 2006.07.25 00:00 (2006.01.01 - 2006.07.25) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Start1=9; Start2=14; EOD=22; FridayClosing=22; FirstSessionOnly=true;
Length=4; Pips=5; StopLoss=37; BreakEven=18; TrailingStop=0; TakeProfit=180; Lots=0.1; |
|
| Bars in test | 667777 | Ticks modelled | 1344135 | Modelling quality | 24.69% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 622.30 | Gross profit | 2330.30 | Gross loss | -1708.00 |
| Profit factor | 1.36 | Expected payoff | 2.91 | | |
| Absolute drawdown | 25.90 | Maximal drawdown | 287.00 (2.71%) | Relative drawdown | 2.71% (287.00) |
|
| Total trades | 214 | Short positions (won %) | 108 (66.67%) | Long positions (won %) | 106 (66.98%) |
| Profit trades (% of total) | 143 (66.82%) | Loss trades (% of total) | 71 (33.18%) |
| Largest | profit trade | 126.00 | loss trade | -29.40 |
| Average | profit trade | 16.30 | loss trade | -24.06 |
| Maximum | consecutive wins (profit in money) | 13 (179.20) | consecutive losses (loss in money) | 4 (-103.60) |
| Maximal | consecutive profit (count of wins) | 179.20 (13) | consecutive loss (count of losses) | -103.60 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |