Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.07.01 00:00 - 2006.04.30 00:00 (2004.07.01 - 2006.04.30) |
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 | 16402 | Ticks modelled | 1918013 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 29455.83 | Gross profit | 205629.91 | Gross loss | -176174.08 |
Profit factor | 1.17 | Expected payoff | 24.55 | | |
Absolute drawdown | 1699.01 | Maximal drawdown (%) | 12758.54 (38.2%) | | |
|
Total trades | 1200 | Short positions (won %) | 607 (40.53%) | Long positions (won %) | 593 (39.46%) |
| Profit trades (% of total) | 480 (40.00%) | Loss trades (% of total) | 720 (60.00%) |
Largest | profit trade | 1200.00 | loss trade | -430.00 |
Average | profit trade | 428.40 | loss trade | -244.69 |
Maximum | consecutive wins (profit in money) | 9 (4539.00) | consecutive losses (loss in money) | 17 (-5119.50) |
Maximal | consecutive profit (count of wins) | 4539.00 (9) | consecutive loss (count of losses) | -5119.50 (17) |
Average | consecutive wins | 2 | consecutive losses | 3 |