Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.01.03 02:00 - 2006.03.01 00:00 (2005.01.01 - 2006.02.28) |
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=23; takeprofit=12; UseClose=false;
TSactivation=40; TrailPips=5; LongBar=18; MaxTrades=1; UseHourTrade=true;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 15933 | Ticks modelled | 678601 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 54500.00 | Gross profit | 110160.00 | Gross loss | -55660.00 |
Profit factor | 1.98 | Expected payoff | 46.98 | | |
Absolute drawdown | 330.00 | Maximal drawdown (%) | 1250.00 (3.0%) | | |
|
Total trades | 1160 | Short positions (won %) | 692 (80.06%) | Long positions (won %) | 468 (77.78%) |
| Profit trades (% of total) | 918 (79.14%) | Loss trades (% of total) | 242 (20.86%) |
Largest | profit trade | 120.00 | loss trade | -230.00 |
Average | profit trade | 120.00 | loss trade | -230.00 |
Maximum | consecutive wins (profit in money) | 23 (2760.00) | consecutive losses (loss in money) | 3 (-690.00) |
Maximal | consecutive profit (count of wins) | 2760.00 (23) | consecutive loss (count of losses) | -690.00 (3) |
Average | consecutive wins | 5 | consecutive losses | 1 |