Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2001.01.17 00:00 - 2006.08.17 00:00 (2001.01.17 - 2006.08.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=2222; pr=12; sl=30; tp=100; tz=50; mm=1; qq=10; chas1=5; chas2=17; Lots=1; TrailingStop=0; |
|
Bars in test | 410466 | Ticks modelled | 4169975 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 22205.85 | Gross profit | 300596.88 | Gross loss | -278391.03 |
Profit factor | 1.08 | Expected payoff | 28.14 | | |
Absolute drawdown | 5684.98 | Maximal drawdown | 17539.23 (39.07%) | Relative drawdown | 61.07% (6768.08) |
|
Total trades | 789 | Short positions (won %) | 355 (26.48%) | Long positions (won %) | 434 (28.11%) |
| Profit trades (% of total) | 216 (27.38%) | Loss trades (% of total) | 573 (72.62%) |
Largest | profit trade | 3443.08 | loss trade | -4925.53 |
Average | profit trade | 1391.65 | loss trade | -485.85 |
Maximum | consecutive wins (profit in money) | 4 (9994.90) | consecutive losses (loss in money) | 15 (-2054.05) |
Maximal | consecutive profit (count of wins) | 9994.90 (4) | consecutive loss (count of losses) | -8435.54 (7) |
Average | consecutive wins | 1 | consecutive losses | 3 |