Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.15 00:00 - 2006.05.17 00:00 (2001.01.14 - 2006.05.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=20000; StepSize=50; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=2; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 131404 | Ticks modelled | 3719794 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6585.03 | Gross profit | 35555.87 | Gross loss | -28970.84 |
Profit factor | 1.23 | Expected payoff | 3.47 | | |
Absolute drawdown | 1434.07 | Maximal drawdown (%) | 1688.62 (16.5%) | | |
|
Total trades | 1896 | Short positions (won %) | 912 (46.27%) | Long positions (won %) | 984 (45.43%) |
| Profit trades (% of total) | 869 (45.83%) | Loss trades (% of total) | 1027 (54.17%) |
Largest | profit trade | 163.46 | loss trade | -142.06 |
Average | profit trade | 40.92 | loss trade | -28.21 |
Maximum | consecutive wins (profit in money) | 22 (941.41) | consecutive losses (loss in money) | 28 (-470.67) |
Maximal | consecutive profit (count of wins) | 941.41 (22) | consecutive loss (count of losses) | -1006.64 (15) |
Average | consecutive wins | 5 | consecutive losses | 6 |