Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2006.10.02 00:00 - 2006.10.11 00:00 (2006.09.30 - 2006.10.11) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | StartOfDay=0; EndOfDay=18; Lots=0.1; ChannelWidth=0.5; |
|
Bars in test | 57419 | Ticks modelled | 66522 | Modelling quality | 50.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 59.50 | Gross profit | 184.80 | Gross loss | -125.30 |
Profit factor | 1.47 | Expected payoff | 6.61 | | |
Absolute drawdown | 40.60 | Maximal drawdown | 44.80 (0.45%) | Relative drawdown | 0.45% (44.80) |
|
Total trades | 9 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) |
Largest | profit trade | 80.50 | loss trade | -41.30 |
Average | profit trade | 46.20 | loss trade | -25.06 |
Maximum | consecutive wins (profit in money) | 1 (80.50) | consecutive losses (loss in money) | 2 (-22.40) |
Maximal | consecutive profit (count of wins) | 80.50 (1) | consecutive loss (count of losses) | -41.30 (1) |
Average | consecutive wins | 1 | consecutive losses | 1 |