Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 09:11 - 2006.06.29 08:09 (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 | 1623530 | Ticks modelled | 4325737 | Modelling quality | 10.55% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 54251.57 | Gross profit | 91888.98 | Gross loss | -37637.41 |
Profit factor | 2.44 | Expected payoff | 645.85 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 7587.61 (16.3%) | | |
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Total trades | 84 | Short positions (won %) | 42 (66.67%) | Long positions (won %) | 42 (66.67%) |
| Profit trades (% of total) | 56 (66.67%) | Loss trades (% of total) | 28 (33.33%) |
Largest | profit trade | 12465.70 | loss trade | -2601.88 |
Average | profit trade | 1640.87 | loss trade | -1344.19 |
Maximum | consecutive wins (profit in money) | 7 (13318.26) | consecutive losses (loss in money) | 3 (-3230.32) |
Maximal | consecutive profit (count of wins) | 17535.07 (3) | consecutive loss (count of losses) | -4667.15 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |