Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.05.01 00:00 - 2006.10.20 22:45 (2006.05.01 - 2006.10.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=3; PrefSettings=true;
MM=true;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 58192 | Ticks modelled | 950881 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 63677.21 | Gross profit | 158675.63 | Gross loss | -94998.42 |
Profit factor | 1.67 | Expected payoff | 424.51 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 13760.00 (47.66%) | Relative drawdown | 47.66% (13760.00) |
|
Total trades | 150 | Short positions (won %) | 80 (76.25%) | Long positions (won %) | 70 (88.57%) |
| Profit trades (% of total) | 123 (82.00%) | Loss trades (% of total) | 27 (18.00%) |
Largest | profit trade | 5348.59 | loss trade | -11686.62 |
Average | profit trade | 1290.05 | loss trade | -3518.46 |
Maximum | consecutive wins (profit in money) | 23 (6052.34) | consecutive losses (loss in money) | 2 (-7176.55) |
Maximal | consecutive profit (count of wins) | 41003.40 (14) | consecutive loss (count of losses) | -11686.62 (1) |
Average | consecutive wins | 5 | consecutive losses | 1 |