Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2004.08.02 13:00 - 2005.11.02 13:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; WPRperiod=24; Slippage=5; MM_Mode=0; MM_Risk=20; |
|
Bars in test | 31186 | Ticks modelled | 1112505 | Modelling quality | 40.83% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13644.06 | Gross profit | 22024.60 | Gross loss | -8380.54 |
Profit factor | 2.63 | Expected payoff | 303.20 | | |
Absolute drawdown | 1051.54 | Maximal drawdown (%) | 1869.00 (13.7%) | | |
|
Total trades | 45 | Short positions (won %) | 25 (84.00%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 35 (77.78%) | Loss trades (% of total) | 10 (22.22%) |
Largest | profit trade | 2828.54 | loss trade | -1288.00 |
Average | profit trade | 629.27 | loss trade | -838.05 |
Maximum | consecutive wins (profit in money) | 10 (8339.54) | consecutive losses (loss in money) | 2 (-1869.00) |
Maximal | consecutive profit (count of wins) | 8339.54 (10) | consecutive loss (count of losses) | -1869.00 (2) |
Average | consecutive wins | 4 | consecutive losses | 1 |