Symbol | GBPCHF (Great Britain Pound vs Swiss Frank) |
Period | Daily (D1) 2006.04.26 00:00 - 2006.05.04 00:00 (2006.04.26 - 2006.05.27) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | lots=0.5; MaxTrades=10; ManageMoney=false;
Risk=4; ProfitTrailing=true;
UseSound=true;
StopLoss=22; TakeProfit=10; TrailingStop=12; |
|
Bars in test | 513 | Ticks modelled | 759 | Modelling quality | 50.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1045.32 | Gross profit | 2155.99 | Gross loss | -1110.67 |
Profit factor | 1.94 | Expected payoff | 15.84 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 268.54 (4.6%) | | |
|
Total trades | 66 | Short positions (won %) | 32 (90.63%) | Long positions (won %) | 34 (70.59%) |
| Profit trades (% of total) | 53 (80.30%) | Loss trades (% of total) | 13 (19.70%) |
Largest | profit trade | 40.69 | loss trade | -89.52 |
Average | profit trade | 40.68 | loss trade | -85.44 |
Maximum | consecutive wins (profit in money) | 13 (528.80) | consecutive losses (loss in money) | 3 (-268.54) |
Maximal | consecutive profit (count of wins) | 528.80 (13) | consecutive loss (count of losses) | -268.54 (3) |
Average | consecutive wins | 6 | consecutive losses | 1 |