Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | Daily (D1) 2003.03.31 00:00 - 2006.06.29 00:00 (2005.06.28 - 2006.06.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=2; MoneyMngt=true;
MaximumRisk=0.2; DecreaseFactor=2; MinLots=0.5; MaxLots=2.5; TakeProfit=500; StopLoss=100; TrailingStop=50; MinutesToClose=1050; MinutesToNextTrade=3000; FirstJump=40; ATRPeriod=5; ATRdivsor=2; Reverse=false;
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Bars in test | 1763 | Ticks modelled | 2800701 | Modelling quality | 90.00% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 63365.31 | Gross profit | 95367.71 | Gross loss | -32002.40 |
Profit factor | 2.98 | Expected payoff | 745.47 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 7587.60 (15.0%) | | |
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Total trades | 85 | Short positions (won %) | 42 (69.05%) | Long positions (won %) | 43 (67.44%) |
| Profit trades (% of total) | 58 (68.24%) | Loss trades (% of total) | 27 (31.76%) |
Largest | profit trade | 12465.70 | loss trade | -2601.88 |
Average | profit trade | 1644.27 | loss trade | -1185.27 |
Maximum | consecutive wins (profit in money) | 7 (13358.26) | consecutive losses (loss in money) | 3 (-3220.32) |
Maximal | consecutive profit (count of wins) | 17485.07 (3) | consecutive loss (count of losses) | -4542.15 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |