| Symbol |
GBPUSD (Great British Pound vs US
Dollar) |
| Period |
15 Minutes (M15) 2006.08.24 00:00 -
2007.02.16 22:45 (2006.08.24 - 2007.02.24) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
_server_time=1; Value_At_Risk=0;
_trades_allowed=true; no_risk_balance=0;
user_lot_size=1; _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; account_risk_control=true;
enter_high_risk=false; _max_open_trades=10;
_close_at_the_end_of_day=false;
|
| |
| Bars in test |
12893 |
Ticks modelled |
828349 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
2156.00 |
Gross profit |
15885.00 |
Gross loss |
-13729.00 |
| Profit factor |
1.16 |
Expected payoff |
53.90 |
|
|
| Absolute drawdown |
1727.00 |
Maximal drawdown |
4164.00 (33.48%) |
Relative drawdown |
33.48% (4164.00) |
| |
| Total trades |
40 |
Short positions (won %) |
20 (45.00%) |
Long positions (won %) |
20 (45.00%) |
| |
Profit trades (% of total) |
18 (45.00%) |
Loss trades (% of total) |
22 (55.00%) |
| Largest |
profit trade |
3633.00 |
loss trade |
-1830.00 |
| Average |
profit trade |
882.50 |
loss trade |
-624.05 |
| Maximum |
consecutive wins (profit in money) |
3 (2184.00) |
consecutive losses (loss in money) |
7 (-3934.00) |
| Maximal |
consecutive profit (count of wins) |
4663.00 (2) |
consecutive loss (count of losses) |
-3934.00 (7) |
| Average |
consecutive wins |
2 |
consecutive losses |
2 |
