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=9; LookBackHrs=1; PipsAddedToRange=5; StopLossMax=50; BreakEvenPlus5At=30; TakeProfit=999; blTakeProfitOverrideMatchSL=0; blCloseAtEOD=1; EOD=17; blOneTradeOnly=0; ClosedBarLowTrailAfterBE=0; Multiplier15mATR3TrailAfterBE=0; MultiplierH1ATR4TrailAfterBE=0; RangeMax=0; blIfRangeMaxStillOpenFarTrade=1; OrderHoursExpiry=0; blCancelPendingAtStartTime=1; AdjustDSTwhenBacktesting?=false;
Skip1stFriOfMonthIfBacktesting?=false;
MagicNum=253661; TradeComment="BO_DayTrade"; |
|
Bars in test | 1591515 | Ticks modelled | 3182930 | Modelling quality | n/a |
|
Initial deposit | 20000.00 | | | | |
Total net profit | 22176.00 | Gross profit | 233016.00 | Gross loss | -210840.00 |
Profit factor | 1.11 | Expected payoff | 11.52 | | |
Absolute drawdown | 17045.00 | Maximal drawdown | 19740.00 (86.98%) | Relative drawdown | 86.98% (19740.00) |
|
Total trades | 1925 | Short positions (won %) | 997 (51.15%) | Long positions (won %) | 928 (51.94%) |
| Profit trades (% of total) | 992 (51.53%) | Loss trades (% of total) | 933 (48.47%) |
Largest | profit trade | 1722.00 | loss trade | -350.00 |
Average | profit trade | 234.90 | loss trade | -225.98 |
Maximum | consecutive wins (profit in money) | 16 (3556.00) | consecutive losses (loss in money) | 10 (-1442.00) |
Maximal | consecutive profit (count of wins) | 4746.00 (9) | consecutive loss (count of losses) | -1890.00 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |