Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 1 Hour (H1) 2006.01.01 23:00 - 2006.05.12 22:00 (2006.01.01 - 2006.05.13) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EntryDistance=0; TP=115; SL=70; TrailingSL=70; |
|
Bars in test | 16402 | Ticks modelled | 379405 | Modelling quality | 89.97% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 18881.00 | Gross profit | 54391.00 | Gross loss | -35510.00 |
Profit factor | 1.53 | Expected payoff | 89.06 | | |
Absolute drawdown | 1780.00 | Maximal drawdown (%) | 3584.50 (22.6%) | | |
|
Total trades | 212 | Short positions (won %) | 100 (32.00%) | Long positions (won %) | 112 (47.32%) |
| Profit trades (% of total) | 85 (40.09%) | Loss trades (% of total) | 127 (59.91%) |
Largest | profit trade | 1150.00 | loss trade | -700.00 |
Average | profit trade | 639.89 | loss trade | -279.61 |
Maximum | consecutive wins (profit in money) | 5 (3117.00) | consecutive losses (loss in money) | 14 (-3584.50) |
Maximal | consecutive profit (count of wins) | 3117.00 (5) | consecutive loss (count of losses) | -3584.50 (14) |
Average | consecutive wins | 2 | consecutive losses | 3 |