| Symbol |
GBPJPY (British Pound vs Japanese
Yen) |
| Period |
15 Minutes (M15) 2005.02.24 00:00 -
2007.02.23 22:45 (2005.02.24 - 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 |
50337 |
Ticks modelled |
5678355 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
86896.76 |
Gross profit |
132230.99 |
Gross loss |
-45334.23 |
| Profit factor |
2.92 |
Expected payoff |
886.70 |
|
|
| Absolute drawdown |
3692.21 |
Maximal drawdown |
4475.07 (5.62%) |
Relative drawdown |
41.49% (4473.39) |
| |
| Total trades |
98 |
Short positions (won %) |
35 (54.29%) |
Long positions (won %) |
63 (79.37%) |
| |
Profit trades (% of total) |
69 (70.41%) |
Loss trades (% of total) |
29 (29.59%) |
| Largest |
profit trade |
5764.10 |
loss trade |
-2449.11 |
| Average |
profit trade |
1916.39 |
loss trade |
-1563.25 |
| Maximum |
consecutive wins (profit in money) |
12 (28182.84) |
consecutive losses (loss in money) |
3 (-3489.51) |
| Maximal |
consecutive profit (count of wins) |
28182.84 (12) |
consecutive loss (count of losses) |
-3489.51 (3) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |
