Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.02 00:30 - 2007.01.01 00:00 (2006.01.01 - 2007.01.01) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | ******** |
|
Bars in test | 34784 | Ticks modelled | 154925 | Modelling quality | 47.60% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 80977.03 | Gross profit | 130390.02 | Gross loss | -49412.99 |
Profit factor | 2.64 | Expected payoff | 249.93 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 8465.99 (29.58%) | Relative drawdown | 29.58% (8465.99) |
|
Total trades | 324 | Short positions (won %) | 175 (89.14%) | Long positions (won %) | 149 (88.59%) |
| Profit trades (% of total) | 288 (88.89%) | Loss trades (% of total) | 36 (11.11%) |
Largest | profit trade | 2760.00 | loss trade | -3270.00 |
Average | profit trade | 452.74 | loss trade | -1372.58 |
Maximum | consecutive wins (profit in money) | 40 (19137.01) | consecutive losses (loss in money) | 2 (-5400.00) |
Maximal | consecutive profit (count of wins) | 20607.01 (39) | consecutive loss (count of losses) | -5400.00 (2) |
Average | consecutive wins | 9 | consecutive losses | 1 |