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 | 54158.24 | Gross profit | 120059.25 | Gross loss | -65901.00 |
Profit factor | 1.82 | Expected payoff | 741.89 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 14444.78 (32.24%) | Relative drawdown | 42.55% (971.56) |
|
Total trades | 73 | Short positions (won %) | 38 (78.95%) | Long positions (won %) | 35 (77.14%) |
| Profit trades (% of total) | 57 (78.08%) | Loss trades (% of total) | 16 (21.92%) |
Largest | profit trade | 12351.36 | loss trade | -9170.62 |
Average | profit trade | 2106.30 | loss trade | -4118.81 |
Maximum | consecutive wins (profit in money) | 15 (7795.43) | consecutive losses (loss in money) | 2 (-14444.78) |
Maximal | consecutive profit (count of wins) | 22218.73 (4) | consecutive loss (count of losses) | -14444.78 (2) |
Average | consecutive wins | 4 | consecutive losses | 1 |