Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2001.01.03 00:01 - 2006.02.10 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | LotsIfNoMM=1; UseMM=false;
MMRiskFactor=0.2; MMBalanceExcludeAmt=0; MMBalanceShareDivisor=1; TradeOpenTime=10; LookBackHrs=2; PipsAddedToRange=10; StopLossMax=80; BreakEvenPlus5At=20; TakeProfit=999; blTakeProfitOverrideMatchSL=0; blCloseAtEOD=0; EOD=21; blOneTradeOnly=1; ClosedBarLowTrailAfterBE=0; Multiplier15mATR3TrailAfterBE=0; MultiplierH1ATR4TrailAfterBE=4; RangeMax=90; blIfRangeMaxStillOpenFarTrade=1; OrderHoursExpiry=0; blCancelPendingAtStartTime=1; AdjustDSTwhenBacktesting?=false;
Skip1stFriOfMonthIfBacktesting?=false;
MagicNum=253660; TradeComment="BO_Trend"; |
|
Bars in test | 1591515 | Ticks modelled | 3182930 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 51178.47 | Gross profit | 155453.34 | Gross loss | -104274.87 |
Profit factor | 1.49 | Expected payoff | 50.22 | | |
Absolute drawdown | 1338.61 | Maximal drawdown | 6304.97 (17.75%) | Relative drawdown | 17.75% (6304.97) |
|
Total trades | 1019 | Short positions (won %) | 523 (74.76%) | Long positions (won %) | 496 (78.02%) |
| Profit trades (% of total) | 778 (76.35%) | Loss trades (% of total) | 241 (23.65%) |
Largest | profit trade | 2946.37 | loss trade | -565.60 |
Average | profit trade | 199.81 | loss trade | -432.68 |
Maximum | consecutive wins (profit in money) | 22 (4181.73) | consecutive losses (loss in money) | 4 (-1736.00) |
Maximal | consecutive profit (count of wins) | 4745.79 (19) | consecutive loss (count of losses) | -1736.00 (4) |
Average | consecutive wins | 4 | consecutive losses | 1 |