Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2005.09.09 17:20 - 2006.09.11 00:00 (2005.09.09 - 2006.09.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; StopLoss=51; TakeProfit=13; LotIncreaseFactor=0.11; MaxTrades=5; Pips=3; AccountProtection=1; mm=0; risk=0.15; AccountisNormal=0; mP=28; mI=2; mL=2; |
|
Bars in test | 306840 | Ticks modelled | 1429450 | Modelling quality | 24.70% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 3702360.11 | Gross profit | 12749962.11 | Gross loss | -9047601.99 |
Profit factor | 1.41 | Expected payoff | 930.48 | | |
Absolute drawdown | 348.18 | Maximal drawdown | 656265.22 (15.14%) | Relative drawdown | 83.24% (754.18) |
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Total trades | 3979 | Short positions (won %) | 2023 (78.94%) | Long positions (won %) | 1956 (77.15%) |
| Profit trades (% of total) | 3106 (78.06%) | Loss trades (% of total) | 873 (21.94%) |
Largest | profit trade | 13000.00 | loss trade | -52050.00 |
Average | profit trade | 4104.95 | loss trade | -10363.81 |
Maximum | consecutive wins (profit in money) | 64 (1534.49) | consecutive losses (loss in money) | 11 (-420752.00) |
Maximal | consecutive profit (count of wins) | 351415.00 (43) | consecutive loss (count of losses) | -420752.00 (11) |
Average | consecutive wins | 8 | consecutive losses | 2 |