Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.08 00:00 - 2006.05.05 00:00 (2001.01.08 - 2006.05.05) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | _Parameters_Trade="----- Параметры торговли"; lStopLoss=40; lTakeProfit=190; lDayForClose=4; lHourClosePos=10; sStopLoss=55; sTakeProfit=260; sDayForClose=2; sHourClosePos=13; HourOpenPos=11; RangeFriday=0; Lots=0.1; Slippage=3; PercentRisk=0; _Parameters_Trailing="----- Параметры трала"; UseTrailing=true;
ProfitTrailing=true;
TrailingStop=60; TrailingStep=6; |
|
Bars in test | 130664 | Ticks modelled | 3686572 | Modelling quality | 90.00% |
|
Initial deposit | 2000.00 | | | | |
Total net profit | 4604.30 | Gross profit | 10842.80 | Gross loss | -6238.50 |
Profit factor | 1.74 | Expected payoff | 16.93 | | |
Absolute drawdown | 19.30 | Maximal drawdown (%) | 555.05 (14.9%) | | |
|
Total trades | 272 | Short positions (won %) | 148 (54.73%) | Long positions (won %) | 124 (38.71%) |
| Profit trades (% of total) | 129 (47.43%) | Loss trades (% of total) | 143 (52.57%) |
Largest | profit trade | 259.90 | loss trade | -55.10 |
Average | profit trade | 84.05 | loss trade | -43.63 |
Maximum | consecutive wins (profit in money) | 9 (777.50) | consecutive losses (loss in money) | 9 (-405.10) |
Maximal | consecutive profit (count of wins) | 777.50 (9) | consecutive loss (count of losses) | -405.10 (9) |
Average | consecutive wins | 2 | consecutive losses | 2 |