Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | Daily (D1) 2004.11.03 00:00 - 2006.06.01 00:00 (2004.01.09 - 2007.02.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; EOD=18; |
|
Bars in test | 512 | Ticks modelled | 2244257 | Modelling quality | 72.44% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1018.00 | Gross profit | 9780.00 | Gross loss | -8762.00 |
Profit factor | 1.12 | Expected payoff | 2.56 | | |
Absolute drawdown | 435.00 | Maximal drawdown | 819.00 (7.40%) | Relative drawdown | 7.40% (819.00) |
|
Total trades | 398 | Short positions (won %) | 200 (53.00%) | Long positions (won %) | 198 (51.01%) |
| Profit trades (% of total) | 207 (52.01%) | Loss trades (% of total) | 191 (47.99%) |
Largest | profit trade | 198.00 | loss trade | -113.00 |
Average | profit trade | 47.25 | loss trade | -45.87 |
Maximum | consecutive wins (profit in money) | 9 (391.00) | consecutive losses (loss in money) | 9 (-462.00) |
Maximal | consecutive profit (count of wins) | 406.00 (4) | consecutive loss (count of losses) | -462.00 (9) |
Average | consecutive wins | 2 | consecutive losses | 2 |