| Symbol |
GBPJPY (British Pound vs Japanese
Yen) |
| Period |
15 Minutes (M15) 2004.12.30 00:00 -
2006.12.29 22:45 (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; 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=false;
enter_high_risk=true; _max_open_trades=10;
_close_at_the_end_of_day=false;
|
| |
| Bars in test |
53430 |
Ticks modelled |
5849178 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
85124.76 |
Gross profit |
128694.54 |
Gross loss |
-43569.79 |
| Profit factor |
2.95 |
Expected payoff |
877.57 |
|
|
| Absolute drawdown |
1980.67 |
Maximal drawdown |
4481.21 (5.50%) |
Relative drawdown |
35.85% (4481.09) |
| |
| Total trades |
97 |
Short positions (won %) |
35 (54.29%) |
Long positions (won %) |
62 (82.26%) |
| |
Profit trades (% of total) |
70 (72.16%) |
Loss trades (% of total) |
27 (27.84%) |
| Largest |
profit trade |
5772.05 |
loss trade |
-2451.78 |
| Average |
profit trade |
1838.49 |
loss trade |
-1613.70 |
| Maximum |
consecutive wins (profit in money) |
12 (28226.31) |
consecutive losses (loss in money) |
2 (-3413.18) |
| Maximal |
consecutive profit (count of wins) |
28226.31 (12) |
consecutive loss (count of losses) |
-3413.18 (2) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |
