Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.06.28 01:30 - 2005.07.08 16:30 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | MagicNumber=0; SignalMail=false;
EachTickMode=true;
Lots=0.1; Slippage=3; StopLossMode=false;
StopLoss=30; TakeProfitMode=false;
TakeProfit=60; TrailingStopMode=true;
TrailingStop=10; |
|
Bars in test | 512 | Ticks modelled | 4576 | Modelling quality | 20.27% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1197.58 | Gross profit | 1749.72 | Gross loss | -552.14 |
Profit factor | 3.17 | Expected payoff | 8.62 | | |
Absolute drawdown | 18.00 | Maximal drawdown | 186.78 (1.71%) | Relative drawdown | 1.71% (186.78) |
|
Total trades | 139 | Short positions (won %) | 127 (95.28%) | Long positions (won %) | 12 (33.33%) |
| Profit trades (% of total) | 125 (89.93%) | Loss trades (% of total) | 14 (10.07%) |
Largest | profit trade | 90.00 | loss trade | -100.00 |
Average | profit trade | 14.00 | loss trade | -39.44 |
Maximum | consecutive wins (profit in money) | 48 (743.65) | consecutive losses (loss in money) | 6 (-186.79) |
Maximal | consecutive profit (count of wins) | 743.65 (48) | consecutive loss (count of losses) | -186.79 (6) |
Average | consecutive wins | 18 | consecutive losses | 2 |