Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.06.21 00:00 - 2006.05.17 00:00 (2004.06.20 - 2006.05.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=90000; StepSize=180; 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 | 47443 | Ticks modelled | 4042917 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5088.68 | Gross profit | 17586.56 | Gross loss | -12497.88 |
Profit factor | 1.41 | Expected payoff | 13.61 | | |
Absolute drawdown | 371.21 | Maximal drawdown (%) | 1415.30 (9.2%) | | |
|
Total trades | 374 | Short positions (won %) | 172 (60.47%) | Long positions (won %) | 202 (60.40%) |
| Profit trades (% of total) | 226 (60.43%) | Loss trades (% of total) | 148 (39.57%) |
Largest | profit trade | 166.34 | loss trade | -240.49 |
Average | profit trade | 77.82 | loss trade | -84.45 |
Maximum | consecutive wins (profit in money) | 14 (1176.80) | consecutive losses (loss in money) | 12 (-1415.30) |
Maximal | consecutive profit (count of wins) | 1176.80 (14) | consecutive loss (count of losses) | -1415.30 (12) |
Average | consecutive wins | 6 | consecutive losses | 4 |