Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2005.01.04 00:00 - 2006.04.28 00:00 (2005.01.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=1; trailingStop=15; takeProfit=20; stopLoss=100; slippage=3; nameEA="dt"; magic=19000; UseHourTrade=true;
FromHourTrade=8; ToHourTrade=18; |
|
Bars in test | 46202 | Ticks modelled | 1354648 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4119.91 | Gross profit | 6938.40 | Gross loss | -2818.49 |
Profit factor | 2.46 | Expected payoff | 63.38 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 980.00 (8.3%) | | |
|
Total trades | 65 | Short positions (won %) | 33 (90.91%) | Long positions (won %) | 32 (93.75%) |
| Profit trades (% of total) | 60 (92.31%) | Loss trades (% of total) | 5 (7.69%) |
Largest | profit trade | 140.00 | loss trade | -703.78 |
Average | profit trade | 115.64 | loss trade | -563.70 |
Maximum | consecutive wins (profit in money) | 26 (3254.44) | consecutive losses (loss in money) | 1 (-703.78) |
Maximal | consecutive profit (count of wins) | 3254.44 (26) | consecutive loss (count of losses) | -703.78 (1) |
Average | consecutive wins | 10 | consecutive losses | 1 |