| Symbol |
GBPUSD (Great British Pound vs US Dollar) |
| Period |
15 Minutes (M15) 2005.10.02 23:00 -
2007.09.30 23:50 (2005.10.01 - 2007.10.01) |
| Model |
Every tick (the most precise method
based on all available least timeframes) |
| Parameters |
Group1="===Trading Variables==="; _server_time=1;
_short_trades=true; _long_trades=true;
_max_takeprofit=800; _max_stoploss=200; _quick_be=250; _max_open_trades=10;
_close_at_the_end_of_day=false; _draw_pb_box=true; _draw_stripes=true;
_draw_arrows=true; trades_slippage=2; Group2="===Risk
Management Variables==="; Value_At_Risk=5; user_lot_size=1;
no_risk_balance=0; account_risk_control=true;
enter_high_risk=true; above_max_lots_ok=true;
bypass_margin_call=true; Group3="===Money Management
Variables==="; _move_to_break_even=true; _trailing_stop_available=true;
_move_to_mid_TP=true; _compromise_TP=true; _neg_TS_available=true;
_move_to_mid_SL=true; |
| |
| Bars in test |
54343 |
Ticks modelled |
3672868 |
Modelling quality |
90.00% |
| Mismatched charts errors |
124 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
44913.11 |
Gross profit |
152680.27 |
Gross loss |
-107767.16 |
| Profit factor |
1.42 |
Expected payoff |
240.18 |
|
|
| Absolute drawdown |
540.00 |
Maximal drawdown |
22825.95 (30.62%) |
Relative drawdown |
30.62% (22825.95) |
| |
| Total trades |
187 |
Short positions (won %) |
98 (57.14%) |
Long positions (won %) |
89 (68.54%) |
| |
Profit trades (% of total) |
117 (62.57%) |
Loss trades (% of total) |
70 (37.43%) |
| Largest |
profit trade |
5797.17 |
loss trade |
-3610.00 |
| Average |
profit trade |
1304.96 |
loss trade |
-1539.53 |
| Maximum |
consecutive wins (profit in money) |
10 (3123.26) |
consecutive losses (loss in money) |
4 (-6581.62) |
| Maximal |
consecutive profit (count of wins) |
16614.43 (4) |
consecutive loss (count of losses) |
-10501.08 (3) |
| Average |
consecutive wins |
2 |
consecutive losses |
1 |
