Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.07.01 00:00 - 2005.07.31 00:00 (2005.07.01 - 2005.07.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EntryDistance=5; TP=120; SL=70; TrailingSL=40; |
|
Bars in test | 13044 | Ticks modelled | 100405 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -101.51 | Gross profit | 6361.49 | Gross loss | -6463.00 |
Profit factor | 0.98 | Expected payoff | -2.07 | | |
Absolute drawdown | 1763.00 | Maximal drawdown (%) | 2923.00 (26.2%) | | |
|
Total trades | 49 | Short positions (won %) | 25 (44.00%) | Long positions (won %) | 24 (29.17%) |
| Profit trades (% of total) | 18 (36.73%) | Loss trades (% of total) | 31 (63.27%) |
Largest | profit trade | 860.50 | loss trade | -430.00 |
Average | profit trade | 353.42 | loss trade | -208.48 |
Maximum | consecutive wins (profit in money) | 5 (2161.00) | consecutive losses (loss in money) | 7 (-1463.00) |
Maximal | consecutive profit (count of wins) | 2161.00 (5) | consecutive loss (count of losses) | -1463.00 (7) |
Average | consecutive wins | 2 | consecutive losses | 3 |