Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 4 Hours (H4) 2006.01.24 00:00 - 2006.03.03 20:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | timeframe=0; stopLoss=1000; TakeProfit=1000; TrailingStop=1000; Name_Expert="PivotEMAStep"; Slippage=3; Lots=1; CCIPeriod=14; EMAPeriod=50; |
|
Bars in test | 2212 | Ticks modelled | 221019 | Modelling quality | 72.89% |
|
Initial deposit | 2000.00 | | | | |
Total net profit | 48014.78 | Gross profit | 58314.91 | Gross loss | -10300.13 |
Profit factor | 5.66 | Expected payoff | 3693.44 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 5723.77 (11.5%) | | |
|
Total trades | 13 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) |
Largest | profit trade | 24980.12 | loss trade | -5723.77 |
Average | profit trade | 6479.43 | loss trade | -2575.03 |
Maximum | consecutive wins (profit in money) | 3 (33640.23) | consecutive losses (loss in money) | 2 (-3894.49) |
Maximal | consecutive profit (count of wins) | 33640.23 (3) | consecutive loss (count of losses) | -5723.77 (1) |
Average | consecutive wins | 2 | consecutive losses | 1 |