Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | 1 Hour (H1) 2006.01.03 08:00 - 2006.08.11 22:00 (2006.01.02 - 2006.08.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; UseCloseSignal=true;
TakeProfit=50; StopLoss=100; TrailingStop=0; |
|
Bars in test | 17147 | Ticks modelled | 585573 | Modelling quality | 82.32% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 6929.34 | Gross profit | 10486.92 | Gross loss | -3557.58 |
Profit factor | 2.95 | Expected payoff | 329.97 | | |
Absolute drawdown | 1425.86 | Maximal drawdown | 1425.86 (28.52%) | Relative drawdown | 28.52% (1425.86) |
|
Total trades | 21 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) |
Largest | profit trade | 2771.24 | loss trade | -605.50 |
Average | profit trade | 953.36 | loss trade | -355.76 |
Maximum | consecutive wins (profit in money) | 4 (2005.70) | consecutive losses (loss in money) | 3 (-1425.86) |
Maximal | consecutive profit (count of wins) | 2869.81 (3) | consecutive loss (count of losses) | -1425.86 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |