Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2005.08.08 00:15 - 2006.02.28 00:45 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 13777 | Ticks modelled | 837329 | Modelling quality | 52.23% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 1952950.00 | Gross profit | 2797950.00 | Gross loss | -845000.00 |
Profit factor | 3.31 | Expected payoff | 4043.37 | | |
Absolute drawdown | 440.00 | Maximal drawdown (%) | 102960.00 (5.1%) | | |
|
Total trades | 483 | Short positions (won %) | 257 (65.76%) | Long positions (won %) | 226 (76.55%) |
| Profit trades (% of total) | 342 (70.81%) | Loss trades (% of total) | 141 (29.19%) |
Largest | profit trade | 14850.00 | loss trade | -12870.00 |
Average | profit trade | 8181.14 | loss trade | -5992.91 |
Maximum | consecutive wins (profit in money) | 20 (82500.00) | consecutive losses (loss in money) | 8 (-102960.00) |
Maximal | consecutive profit (count of wins) | 222000.00 (15) | consecutive loss (count of losses) | -102960.00 (8) |
Average | consecutive wins | 3 | consecutive losses | 1 |