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=14; 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 | 24.67% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 4167093.48 | Gross profit | 12747230.84 | Gross loss | -8580137.35 |
Profit factor | 1.49 | Expected payoff | 1130.83 | | |
Absolute drawdown | 393.54 | Maximal drawdown | 830333.00 (29.35%) | Relative drawdown | 87.46% (742.79) |
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Total trades | 3685 | Short positions (won %) | 1872 (78.63%) | Long positions (won %) | 1813 (78.71%) |
| Profit trades (% of total) | 2899 (78.67%) | Loss trades (% of total) | 786 (21.33%) |
Largest | profit trade | 14000.00 | loss trade | -52050.00 |
Average | profit trade | 4397.11 | loss trade | -10916.21 |
Maximum | consecutive wins (profit in money) | 52 (108818.95) | consecutive losses (loss in money) | 11 (-420754.00) |
Maximal | consecutive profit (count of wins) | 273000.00 (30) | consecutive loss (count of losses) | -420754.00 (11) |
Average | consecutive wins | 9 | consecutive losses | 2 |