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 | -205.81 | Gross profit | 10340.27 | Gross loss | -10546.08 |
Profit factor | 0.98 | Expected payoff | -0.99 | | |
Absolute drawdown | 205.81 | Maximal drawdown | 3892.96 (83.06%) | Relative drawdown | 83.06% (3892.96) |
|
Total trades | 208 | Short positions (won %) | 103 (66.02%) | Long positions (won %) | 105 (89.52%) |
| Profit trades (% of total) | 162 (77.88%) | Loss trades (% of total) | 46 (22.12%) |
Largest | profit trade | 320.42 | loss trade | -669.27 |
Average | profit trade | 63.83 | loss trade | -229.26 |
Maximum | consecutive wins (profit in money) | 17 (535.39) | consecutive losses (loss in money) | 3 (-485.36) |
Maximal | consecutive profit (count of wins) | 1611.24 (8) | consecutive loss (count of losses) | -1163.72 (2) |
Average | consecutive wins | 4 | consecutive losses | 1 |