| Symbol |
GBPJPY (British Pound vs Japanese
Yen) |
| Period |
15 Minutes (M15) 2005.02.24 00:00 -
2007.02.23 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 |
50337 |
Ticks modelled |
5678355 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
17314.82 |
Gross profit |
28999.32 |
Gross loss |
-11684.49 |
| Profit factor |
2.48 |
Expected payoff |
692.59 |
|
|
| Absolute drawdown |
4475.07 |
Maximal drawdown |
4475.07 (44.75%) |
Relative drawdown |
44.75% (4475.07) |
| |
| Total trades |
25 |
Short positions (won %) |
6 (50.00%) |
Long positions (won %) |
19 (73.68%) |
| |
Profit trades (% of total) |
17 (68.00%) |
Loss trades (% of total) |
8 (32.00%) |
| Largest |
profit trade |
3648.22 |
loss trade |
-2449.11 |
| Average |
profit trade |
1705.84 |
loss trade |
-1460.56 |
| Maximum |
consecutive wins (profit in money) |
11 (19551.88) |
consecutive losses (loss in money) |
3 (-3489.51) |
| Maximal |
consecutive profit (count of wins) |
19551.88 (11) |
consecutive loss (count of losses) |
-3489.51 (3) |
| Average |
consecutive wins |
4 |
consecutive losses |
2 |