Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2005.06.27 10:00 - 2006.03.15 06:15 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Confirm=0; K=15; D=2; SL=1; lots=0.1; TakeProfit=100; StopLoss=100; UseTimeFilter=false;
BeginHour=8; EndHour=18; |
|
Bars in test | 16796 | Ticks modelled | 258404 | Modelling quality | 89.46% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -525.00 | Gross profit | 5388.00 | Gross loss | -5913.00 |
Profit factor | 0.91 | Expected payoff | -2.23 | | |
Absolute drawdown | 569.00 | Maximal drawdown (%) | 652.00 (6.5%) | | |
|
Total trades | 235 | Short positions (won %) | 113 (71.68%) | Long positions (won %) | 122 (52.46%) |
| Profit trades (% of total) | 145 (61.70%) | Loss trades (% of total) | 90 (38.30%) |
Largest | profit trade | 100.00 | loss trade | -100.00 |
Average | profit trade | 37.16 | loss trade | -65.70 |
Maximum | consecutive wins (profit in money) | 9 (219.00) | consecutive losses (loss in money) | 4 (-191.00) |
Maximal | consecutive profit (count of wins) | 305.00 (5) | consecutive loss (count of losses) | -300.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |