Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 4 Hours (H4) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.01.01 - 2006.03.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ID_BASE=100000; lots=1; MM=false;
Risk=10; stoploss=60; takeprofit=110; UseClose=false;
TSactivation=10; TrailPips=5; LongBar=28; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 6806 | Ticks modelled | 2432321 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 25457.81 | Gross profit | 108557.40 | Gross loss | -83099.59 |
Profit factor | 1.31 | Expected payoff | 90.92 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 11895.04 (37.5%) | | |
|
Total trades | 280 | Short positions (won %) | 183 (40.44%) | Long positions (won %) | 97 (44.33%) |
| Profit trades (% of total) | 117 (41.79%) | Loss trades (% of total) | 163 (58.21%) |
Largest | profit trade | 934.82 | loss trade | -509.91 |
Average | profit trade | 927.84 | loss trade | -509.81 |
Maximum | consecutive wins (profit in money) | 12 (11215.42) | consecutive losses (loss in money) | 8 (-4078.43) |
Maximal | consecutive profit (count of wins) | 11215.42 (12) | consecutive loss (count of losses) | -4078.43 (8) |
Average | consecutive wins | 2 | consecutive losses | 3 |