Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 4 Hours (H4) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.12.01 - 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 | 12371.70 | Gross profit | 39391.86 | Gross loss | -27020.16 |
Profit factor | 1.46 | Expected payoff | 128.87 | | |
Absolute drawdown | 3228.67 | Maximal drawdown (%) | 3228.67 (32.3%) | | |
|
Total trades | 96 | Short positions (won %) | 63 (44.44%) | Long positions (won %) | 33 (45.45%) |
| Profit trades (% of total) | 43 (44.79%) | Loss trades (% of total) | 53 (55.21%) |
Largest | profit trade | 934.82 | loss trade | -509.91 |
Average | profit trade | 916.09 | loss trade | -509.81 |
Maximum | consecutive wins (profit in money) | 5 (4673.13) | consecutive losses (loss in money) | 6 (-3058.75) |
Maximal | consecutive profit (count of wins) | 4673.13 (5) | consecutive loss (count of losses) | -3058.75 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |