Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.12.30 17:30 - 2005.11.02 13:30 |
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 | 20915 | Ticks modelled | 1524608 | Modelling quality | 47.88% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -4061.20 | Gross profit | 7255.28 | Gross loss | -11316.48 |
Profit factor | 0.64 | Expected payoff | -140.04 | | |
Absolute drawdown | 4061.20 | Maximal drawdown (%) | 4787.05 (44.6%) | | |
|
Total trades | 29 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 14 (48.28%) | Loss trades (% of total) | 15 (51.72%) |
Largest | profit trade | 1012.42 | loss trade | -1698.99 |
Average | profit trade | 518.23 | loss trade | -754.43 |
Maximum | consecutive wins (profit in money) | 3 (1416.98) | consecutive losses (loss in money) | 3 (-3613.38) |
Maximal | consecutive profit (count of wins) | 1416.98 (3) | consecutive loss (count of losses) | -3613.38 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |