| 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=0; 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 |
78776.59 |
Gross profit |
142180.09 |
Gross loss |
-63403.50 |
| Profit factor |
2.24 |
Expected payoff |
772.32 |
|
|
| Absolute drawdown |
2003.44 |
Maximal drawdown |
8040.27 (10.11%) |
Relative drawdown |
33.96% (5689.08) |
| |
| 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 |
5046.03 |
loss trade |
-2766.51 |
| Average |
profit trade |
2060.58 |
loss trade |
-1921.32 |
| Maximum |
consecutive wins (profit in money) |
9 (22760.61) |
consecutive losses (loss in money) |
4 (-5790.64) |
| Maximal |
consecutive profit (count of wins) |
22760.61 (9) |
consecutive loss (count of losses) |
-7142.57 (3) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |
