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 | Magic=10000; EnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=1; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 46202 | Ticks modelled | 1354647 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2478.20 | Gross profit | 5336.09 | Gross loss | -2857.89 |
Profit factor | 1.87 | Expected payoff | 15.99 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 622.37 (4.9%) | | |
|
Total trades | 155 | Short positions (won %) | 82 (53.66%) | Long positions (won %) | 73 (45.21%) |
| Profit trades (% of total) | 77 (49.68%) | Loss trades (% of total) | 78 (50.32%) |
Largest | profit trade | 163.10 | loss trade | -110.88 |
Average | profit trade | 69.30 | loss trade | -36.64 |
Maximum | consecutive wins (profit in money) | 13 (974.83) | consecutive losses (loss in money) | 16 (-596.85) |
Maximal | consecutive profit (count of wins) | 974.83 (13) | consecutive loss (count of losses) | -596.85 (16) |
Average | consecutive wins | 5 | consecutive losses | 5 |