| Symbol |
EURGBP (Euro vs Great Britain Pound) |
| Period |
15 Minutes (M15) 2004.12.31 00:00 -
2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
_server_time=1; _trades_allowed=true;
counter_trade=false; _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=true; _max_open_trades=10; _close_at_the_end_of_day=false;
|
| |
| Bars in test |
200371 |
Ticks modelled |
2937967 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
31977.04 |
Gross profit |
51627.68 |
Gross loss |
-19650.64 |
| Profit factor |
2.63 |
Expected payoff |
210.38 |
|
|
| Absolute drawdown |
309.28 |
Maximal drawdown |
2440.80 (7.74%) |
Relative drawdown |
10.07% (1085.10) |
| |
| Total trades |
152 |
Short positions (won %) |
80 (92.50%) |
Long positions (won %) |
72 (63.89%) |
| |
Profit trades (% of total) |
120 (78.95%) |
Loss trades (% of total) |
32 (21.05%) |
| Largest |
profit trade |
1692.56 |
loss trade |
-1735.68 |
| Average |
profit trade |
430.23 |
loss trade |
-614.08 |
| Maximum |
consecutive wins (profit in money) |
15 (7968.43) |
consecutive losses (loss in money) |
4 (-2268.14) |
| Maximal |
consecutive profit (count of wins) |
7968.43 (15) |
consecutive loss (count of losses) |
-2358.67 (3) |
| Average |
consecutive wins |
5 |
consecutive losses |
1 |