Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.01.03 02:00 - 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=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 | 37080.00 | Gross profit | 164800.00 | Gross loss | -127720.00 |
Profit factor | 1.29 | Expected payoff | 16.82 | | |
Absolute drawdown | 1460.00 | Maximal drawdown (%) | 2120.00 (6.8%) | | |
|
Total trades | 2204 | Short positions (won %) | 1197 (74.69%) | Long positions (won %) | 1007 (74.88%) |
| Profit trades (% of total) | 1648 (74.77%) | Loss trades (% of total) | 556 (25.23%) |
Largest | profit trade | 100.00 | loss trade | -230.00 |
Average | profit trade | 100.00 | loss trade | -229.71 |
Maximum | consecutive wins (profit in money) | 19 (1900.00) | consecutive losses (loss in money) | 5 (-1150.00) |
Maximal | consecutive profit (count of wins) | 1900.00 (19) | consecutive loss (count of losses) | -1150.00 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |