| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 1 Hour (H1) 2006.08.02 00:00 - 2006.09.18 15:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | timeframe=0; stopLoss=1000; TakeProfit=500; TrailingStop=100; Name_Expert="fiboEMA"; Slippage=3; UseMoneyManagement=false;
PercentPerTrade=10; Lots=0.1; |
|
| Bars in test | 894 | Ticks modelled | 133318 | Modelling quality | 37.41% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -777.40 | Gross profit | 974.82 | Gross loss | -1752.21 |
| Profit factor | 0.56 | Expected payoff | -11.11 | | |
| Absolute drawdown | 1208.37 | Maximal drawdown | 1316.32 (13.02%) | Relative drawdown | 13.02% (1316.32) |
|
| Total trades | 70 | Short positions (won %) | 35 (14.29%) | Long positions (won %) | 35 (14.29%) |
| Profit trades (% of total) | 10 (14.29%) | Loss trades (% of total) | 60 (85.71%) |
| Largest | profit trade | 364.51 | loss trade | -92.78 |
| Average | profit trade | 97.48 | loss trade | -29.20 |
| Maximum | consecutive wins (profit in money) | 2 (502.76) | consecutive losses (loss in money) | 32 (-752.14) |
| Maximal | consecutive profit (count of wins) | 502.76 (2) | consecutive loss (count of losses) | -752.14 (32) |
| Average | consecutive wins | 1 | consecutive losses | 9 |