Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | 1 Hour (H1) 2006.06.19 11:00 - 2006.10.18 09:00 (2006.10.02 - 2006.10.19) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | UsePct=1; Lots=1; MaxLots=100; StopLoss=75; UseTrailingStop=true;
TrailingStopType=2; TrailingStop=20; TakeProfit=100; Slippage=3; |
|
Bars in test | 2174 | Ticks modelled | 361541 | Modelling quality | 69.25% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5373.32 | Gross profit | 7884.00 | Gross loss | -2510.68 |
Profit factor | 3.14 | Expected payoff | 103.33 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 828.33 (6.87%) | Relative drawdown | 6.87% (828.33) |
|
Total trades | 52 | Short positions (won %) | 26 (73.08%) | Long positions (won %) | 26 (76.92%) |
| Profit trades (% of total) | 39 (75.00%) | Loss trades (% of total) | 13 (25.00%) |
Largest | profit trade | 1000.00 | loss trade | -750.00 |
Average | profit trade | 202.15 | loss trade | -193.13 |
Maximum | consecutive wins (profit in money) | 14 (2005.08) | consecutive losses (loss in money) | 2 (-160.24) |
Maximal | consecutive profit (count of wins) | 2005.08 (14) | consecutive loss (count of losses) | -750.00 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |