| Symbol |
GBPJPY (British Pound vs Japanese Yen) |
| Period |
15 Minutes (M15) 2005.10.03 00:00 -
2007.09.30 23:45 (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=600; _max_stoploss=300; _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=false; _move_to_mid_SL=false; |
| |
| Bars in test |
54065 |
Ticks modelled |
5557284 |
Modelling quality |
90.00% |
| Mismatched charts errors |
913 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
43239.94 |
Gross profit |
92839.46 |
Gross loss |
-49599.52 |
| Profit factor |
1.87 |
Expected payoff |
423.92 |
|
|
| Absolute drawdown |
601.15 |
Maximal drawdown |
7789.86 (17.52%) |
Relative drawdown |
17.52% (7789.86) |
| |
| Total trades |
102 |
Short positions (won %) |
27 (59.26%) |
Long positions (won %) |
75 (70.67%) |
| |
Profit trades (% of total) |
69 (67.65%) |
Loss trades (% of total) |
33 (32.35%) |
| Largest |
profit trade |
3777.40 |
loss trade |
-3043.66 |
| Average |
profit trade |
1345.50 |
loss trade |
-1503.02 |
| Maximum |
consecutive wins (profit in money) |
9 (14932.84) |
consecutive losses (loss in money) |
4 (-5706.48) |
| Maximal |
consecutive profit (count of wins) |
16402.75 (8) |
consecutive loss (count of losses) |
-5728.40 (2) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |
