Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.01.03 02:00 - 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=12; stoploss=23; takeprofit=10; UseClose=false;
TSactivation=10; TrailPips=5; LongBar=18; MaxTrades=1; UseHourTrade=true;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=true;
period=60; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 16453 | Ticks modelled | 736155 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 12360.00 | Gross profit | 39800.00 | Gross loss | -27440.00 |
Profit factor | 1.45 | Expected payoff | 23.86 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 1480.00 (6.2%) | | |
|
Total trades | 518 | Short positions (won %) | 293 (76.79%) | Long positions (won %) | 225 (76.89%) |
| Profit trades (% of total) | 398 (76.83%) | Loss trades (% of total) | 120 (23.17%) |
Largest | profit trade | 100.00 | loss trade | -230.00 |
Average | profit trade | 100.00 | loss trade | -228.67 |
Maximum | consecutive wins (profit in money) | 18 (1800.00) | consecutive losses (loss in money) | 4 (-920.00) |
Maximal | consecutive profit (count of wins) | 1800.00 (18) | consecutive loss (count of losses) | -920.00 (4) |
Average | consecutive wins | 5 | consecutive losses | 1 |