Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2006.01.02 00:45 - 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 | 58178 | Ticks modelled | 1241056 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 12136.11 | Gross profit | 41982.33 | Gross loss | -29846.22 |
Profit factor | 1.41 | Expected payoff | 131.91 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 6617.10 (41.91%) | Relative drawdown | 41.91% (6617.10) |
|
Total trades | 92 | Short positions (won %) | 52 (75.00%) | Long positions (won %) | 40 (87.50%) |
| Profit trades (% of total) | 74 (80.43%) | Loss trades (% of total) | 18 (19.57%) |
Largest | profit trade | 1264.80 | loss trade | -2791.89 |
Average | profit trade | 567.33 | loss trade | -1658.12 |
Maximum | consecutive wins (profit in money) | 11 (1522.69) | consecutive losses (loss in money) | 2 (-4525.64) |
Maximal | consecutive profit (count of wins) | 7698.66 (8) | consecutive loss (count of losses) | -4525.64 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |