Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 1 Minute (M1) 2005.09.01 00:04 - 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=80; TimePeriod=30; PointAdjust=0.02; |
|
Bars in test | 822606 | Ticks modelled | 3249185 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1269975.98 | Gross profit | 1724314.33 | Gross loss | -454338.35 |
Profit factor | 3.80 | Expected payoff | 4503.46 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 67710.54 (5.09%) | Relative drawdown | 27.59% (30538.69) |
|
Total trades | 282 | Short positions (won %) | 155 (80.00%) | Long positions (won %) | 127 (87.40%) |
| Profit trades (% of total) | 235 (83.33%) | Loss trades (% of total) | 47 (16.67%) |
Largest | profit trade | 204647.06 | loss trade | -67710.54 |
Average | profit trade | 7337.51 | loss trade | -9666.77 |
Maximum | consecutive wins (profit in money) | 22 (158094.95) | consecutive losses (loss in money) | 4 (-20204.02) |
Maximal | consecutive profit (count of wins) | 471338.64 (19) | consecutive loss (count of losses) | -67710.54 (1) |
Average | consecutive wins | 7 | consecutive losses | 1 |