Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2005.09.01 00:18 - 2006.09.29 00:00 (2005.09.01 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotPercentage=8; MinVal=5000; OpenOrder=0; OrderFlag=0; StopLossVal=50; TimePeriod=30; PointAdjust=0.0001; |
|
Bars in test | 729803 | Ticks modelled | 1992765 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7391478.93 | Gross profit | 8780293.23 | Gross loss | -1388814.30 |
Profit factor | 6.32 | Expected payoff | 20475.01 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 200568.56 (5.53%) | Relative drawdown | 21.79% (33389.30) |
|
Total trades | 361 | Short positions (won %) | 190 (83.68%) | Long positions (won %) | 171 (83.63%) |
| Profit trades (% of total) | 302 (83.66%) | Loss trades (% of total) | 59 (16.34%) |
Largest | profit trade | 371309.46 | loss trade | -51050.00 |
Average | profit trade | 29073.82 | loss trade | -23539.23 |
Maximum | consecutive wins (profit in money) | 23 (1223650.19) | consecutive losses (loss in money) | 6 (-33389.31) |
Maximal | consecutive profit (count of wins) | 1223650.19 (23) | consecutive loss (count of losses) | -151050.00 (3) |
Average | consecutive wins | 7 | consecutive losses | 1 |