Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.10.02 23:00 - 2005.10.31 00:00 (2005.10.01 - 2005.10.31) |
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 | 53207 | Modelling quality | 89.86% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6812.50 | Gross profit | 11966.50 | Gross loss | -5154.00 |
Profit factor | 2.32 | Expected payoff | 141.93 | | |
Absolute drawdown | 1350.00 | Maximal drawdown (%) | 1350.00 (13.5%) | | |
|
Total trades | 48 | Short positions (won %) | 24 (58.33%) | Long positions (won %) | 24 (45.83%) |
| Profit trades (% of total) | 25 (52.08%) | Loss trades (% of total) | 23 (47.92%) |
Largest | profit trade | 1200.00 | loss trade | -370.00 |
Average | profit trade | 478.66 | loss trade | -224.09 |
Maximum | consecutive wins (profit in money) | 5 (2142.50) | consecutive losses (loss in money) | 7 (-1350.00) |
Maximal | consecutive profit (count of wins) | 2578.00 (3) | consecutive loss (count of losses) | -1350.00 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |