Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2003.03.31 00:00 - 2006.06.29 00:00 (2003.03.29 - 2006.06.29) |
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 | 134356 | Ticks modelled | 2935067 | Modelling quality | 90.00% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 118991.14 | Gross profit | 234678.31 | Gross loss | -115687.17 |
Profit factor | 2.03 | Expected payoff | 417.51 | | |
Absolute drawdown | 1866.47 | Maximal drawdown (%) | 7592.59 (7.1%) | | |
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Total trades | 285 | Short positions (won %) | 141 (56.74%) | Long positions (won %) | 144 (65.28%) |
| Profit trades (% of total) | 174 (61.05%) | Loss trades (% of total) | 111 (38.95%) |
Largest | profit trade | 12465.70 | loss trade | -2617.15 |
Average | profit trade | 1348.73 | loss trade | -1042.23 |
Maximum | consecutive wins (profit in money) | 7 (16732.89) | consecutive losses (loss in money) | 4 (-1213.58) |
Maximal | consecutive profit (count of wins) | 17485.08 (3) | consecutive loss (count of losses) | -5200.00 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |