| Symbol |
GBPUSD (Great British Pound vs US
Dollar) |
| 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=false; _max_open_trades=10; _close_at_the_end_of_day=false;
|
| |
| Bars in test |
128958 |
Ticks modelled |
4210592 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
62527.00 |
Gross profit |
101909.00 |
Gross loss |
-39382.00 |
| Profit factor |
2.59 |
Expected payoff |
343.55 |
|
|
| Absolute drawdown |
10.00 |
Maximal drawdown |
4022.00 (20.79%) |
Relative drawdown |
20.79% (4022.00) |
| |
| Total trades |
182 |
Short positions (won %) |
100 (61.00%) |
Long positions (won %) |
82 (58.54%) |
| |
Profit trades (% of total) |
109 (59.89%) |
Loss trades (% of total) |
73 (40.11%) |
| Largest |
profit trade |
3663.00 |
loss trade |
-1890.00 |
| Average |
profit trade |
934.94 |
loss trade |
-539.48 |
| Maximum |
consecutive wins (profit in money) |
6 (6755.00) |
consecutive losses (loss in money) |
5 (-3149.00) |
| Maximal |
consecutive profit (count of wins) |
6755.00 (6) |
consecutive loss (count of losses) |
-3149.00 (5) |
| Average |
consecutive wins |
2 |
consecutive losses |
1 |
