Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2006.03.27 04:30 - 2006.09.19 19:55 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; Slippage=3; EAName="Daily Hi-Lo Breakout"; MagicNumber=1568; MaxTrades=1; GMTShift=0; TimeAHour=8; TimeAMin=30; TimeBMin=35; LiveHour=6; LiveMin=0; LookBackHour=7; LookBackMin=30; MaxOpenTradeHours=8; MaxOpenTradeMins=0; StopLossPips=35; TrailPips=70; TrailStartPips=70; ProfitPips=120; StretchPips=7; MinRangePips=15; MM=true;
RiskPercent=2.5; |
|
Bars in test | 20978 | Ticks modelled | 480698 | Modelling quality | 89.57% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4690.00 | Gross profit | 15683.00 | Gross loss | -10993.00 |
Profit factor | 1.43 | Expected payoff | 70.00 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2106.00 (15.44%) | Relative drawdown | 15.44% (2106.00) |
|
Total trades | 67 | Short positions (won %) | 33 (45.45%) | Long positions (won %) | 34 (41.18%) |
| Profit trades (% of total) | 29 (43.28%) | Loss trades (% of total) | 38 (56.72%) |
Largest | profit trade | 1080.00 | loss trade | -385.00 |
Average | profit trade | 540.79 | loss trade | -289.29 |
Maximum | consecutive wins (profit in money) | 5 (1708.00) | consecutive losses (loss in money) | 6 (-1645.00) |
Maximal | consecutive profit (count of wins) | 2146.00 (3) | consecutive loss (count of losses) | -1645.00 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |