Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Okres | 15 Minut (M15) 2005.03.10 00:00 - 2006.06.27 00:00 (2005.06.27 - 2006.06.27) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parametry | Lots=2; TakeProfit=150; StopLoss=100; TrailingStop=50; MinutesToClose=1000; ATRPeriod=5; ATRdivsor=2; Reverse=false;
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Słupki w tescie | 50196 | Ticks modelled | 1360220 | Modelling quality | 90.00% |
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Depozyt początkowy | 10000.00 | | | | |
Total net profit | 40318.23 | Gross profit | 82631.94 | Gross loss | -42313.71 |
Profit factor | 1.95 | Przewidywany zysk | 366.53 | | |
Absolute drawdown | 193.73 | Maximal drawdown (%) | 7676.42 (25.3%) | | |
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Transakcji w sumie | 110 | Short positions (won %) | 55 (65.45%) | Long positions (won %) | 55 (56.36%) |
| Profit trades (% of total) | 67 (60.91%) | Loss trades (% of total) | 43 (39.09%) |
Największy | profit trade | 3000.00 | loss trade | -2080.00 |
Average | profit trade | 1233.31 | loss trade | -984.04 |
Maximum | consecutive wins (profit in money) | 9 (7040.90) | consecutive losses (loss in money) | 5 (-5988.95) |
Maximal | consecutive profit (count of wins) | 8574.01 (5) | consecutive loss (count of losses) | -5988.95 (5) |
Średni | consecutive wins | 3 | consecutive losses | 2 |