Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.13 07:40 - 2006.07.12 00:00 (2004.01.01 - 2006.07.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 17918 | Ticks modelled | 145510 | Modelling quality | 89.50% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 6890.00 | Gross profit | 55460.00 | Gross loss | -48570.00 |
Profit factor | 1.14 | Expected payoff | 20.82 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 17375.00 (73.25%) | Relative drawdown | 73.25% (17375.00) |
|
Total trades | 331 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 331 (71.30%) |
| Profit trades (% of total) | 236 (71.30%) | Loss trades (% of total) | 95 (28.70%) |
Largest | profit trade | 235.00 | loss trade | -535.00 |
Average | profit trade | 235.00 | loss trade | -511.26 |
Maximum | consecutive wins (profit in money) | 41 (9635.00) | consecutive losses (loss in money) | 10 (-5350.00) |
Maximal | consecutive profit (count of wins) | 9635.00 (41) | consecutive loss (count of losses) | -5350.00 (10) |
Average | consecutive wins | 12 | consecutive losses | 5 |