Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | Daily (D1) 2004.07.01 00:00 - 2006.03.13 00:00 (2004.07.01 - 2006.03.13) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Confirm=0; lots=0.1; TakeProfit=75; StopLoss=25; UseTimeFilter=false;
BeginHour=8; EndHour=18; |
|
Bars in test | 7399 | Ticks modelled | 1841511 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -4729.00 | Gross profit | 18771.00 | Gross loss | -23500.00 |
Profit factor | 0.80 | Expected payoff | -3.97 | | |
Absolute drawdown | 4800.00 | Maximal drawdown (%) | 4800.00 (48.0%) | | |
|
Total trades | 1191 | Short positions (won %) | 452 (21.24%) | Long positions (won %) | 739 (20.97%) |
| Profit trades (% of total) | 251 (21.07%) | Loss trades (% of total) | 940 (78.93%) |
Largest | profit trade | 75.00 | loss trade | -25.00 |
Average | profit trade | 74.78 | loss trade | -25.00 |
Maximum | consecutive wins (profit in money) | 3 (225.00) | consecutive losses (loss in money) | 27 (-675.00) |
Maximal | consecutive profit (count of wins) | 225.00 (3) | consecutive loss (count of losses) | -675.00 (27) |
Average | consecutive wins | 1 | consecutive losses | 5 |