|
Symbol |
GBPUSD (Great British Pound vs US Dollar) |
|
Period |
Daily (D1) 1999.07.01 00:00 - 2007.07.01 00:00
(2002.07.01 - 2007.07.01) |
|
Model |
Every tick (based on all available least timeframes
with fractal interpolation of every tick) |
|
Parameters |
risk_factor=5; DrawArrows=true; BE_Present=true;
TS_Present=true; CTP_Present=true; |
| |
|
Bars in test |
2320 |
Ticks modelled |
12050861 |
Modelling quality |
90.00% |
| |
|
Initial deposit |
10000.00 |
|
|
|
|
|
Total net profit |
26705.30 |
Gross profit |
43869.60 |
Gross loss |
-17164.30 |
|
Profit factor |
2.56 |
Expected payoff |
404.63 |
|
|
|
Absolute drawdown |
1158.50 |
Maximal drawdown |
6894.35 (20.99%) |
Relative drawdown |
20.99% (6894.35) |
| |
|
Total trades |
66 |
Short positions (won %) |
33 (51.52%) |
Long positions (won %) |
33 (48.48%) |
| |
Profit trades (% of total) |
33 (50.00%) |
Loss trades (% of total) |
33 (50.00%) |
|
Largest |
profit trade |
4745.25 |
loss trade |
-792.00 |
|
Average |
profit trade |
1329.38 |
loss trade |
-520.13 |
|
Maximum |
consecutive wins (profit in money) |
8 (7630.40) |
consecutive losses (loss in money) |
5 (-3009.10) |
|
Maximal |
consecutive profit (count of wins) |
7630.40 (8) |
consecutive loss (count of losses) |
-3009.10 (5) |
|
Average |
consecutive wins |
2 |
consecutive losses |
2 |