Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 09:11 - 2006.06.29 08:09 (2003.03.28 - 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 | 1623530 | Ticks modelled | 4325737 | Modelling quality | 10.55% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 110647.19 | Gross profit | 229941.06 | Gross loss | -119293.87 |
Profit factor | 1.93 | Expected payoff | 389.60 | | |
Absolute drawdown | 1480.21 | Maximal drawdown (%) | 7615.50 (12.5%) | | |
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Total trades | 284 | Short positions (won %) | 140 (57.14%) | Long positions (won %) | 144 (65.97%) |
| Profit trades (% of total) | 175 (61.62%) | Loss trades (% of total) | 109 (38.38%) |
Largest | profit trade | 12465.70 | loss trade | -2617.15 |
Average | profit trade | 1313.95 | loss trade | -1094.44 |
Maximum | consecutive wins (profit in money) | 7 (16760.78) | consecutive losses (loss in money) | 4 (-1213.58) |
Maximal | consecutive profit (count of wins) | 17535.07 (3) | consecutive loss (count of losses) | -5200.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 2 |