Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.16 00:00 - 2006.06.01 00:00 (2001.01.16 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- 20PipsExpert_v1 ----"; Magic=20000; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; Data=" Input Data "; StartTime=12; MinuteforOpen=5; FridayTrade=1; InitialStop=100; TakeProfit=40; PendOrdGap=25; DaysBack=1; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 132452 | Ticks modelled | 3770289 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1856.52 | Gross profit | 8376.40 | Gross loss | -6519.88 |
Profit factor | 1.28 | Expected payoff | 4.72 | | |
Absolute drawdown | 32.89 | Maximal drawdown (%) | 407.72 (7.4%) | | |
|
Total trades | 393 | Short positions (won %) | 173 (74.57%) | Long positions (won %) | 220 (77.73%) |
| Profit trades (% of total) | 300 (76.34%) | Loss trades (% of total) | 93 (23.66%) |
Largest | profit trade | 28.25 | loss trade | -71.43 |
Average | profit trade | 27.92 | loss trade | -70.11 |
Maximum | consecutive wins (profit in money) | 18 (504.05) | consecutive losses (loss in money) | 5 (-352.28) |
Maximal | consecutive profit (count of wins) | 504.05 (18) | consecutive loss (count of losses) | -352.28 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |