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=50; |
|
Bars in test | 17147 | Ticks modelled | 585573 | Modelling quality | 82.32% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 9644.87 | Gross profit | 12652.42 | Gross loss | -3007.54 |
Profit factor | 4.21 | Expected payoff | 370.96 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1410.36 (13.24%) | Relative drawdown | 13.24% (1410.36) |
|
Total trades | 26 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) |
Largest | profit trade | 1390.00 | loss trade | -590.36 |
Average | profit trade | 665.92 | loss trade | -429.65 |
Maximum | consecutive wins (profit in money) | 9 (5695.71) | consecutive losses (loss in money) | 3 (-1410.36) |
Maximal | consecutive profit (count of wins) | 5695.71 (9) | consecutive loss (count of losses) | -1410.36 (3) |
Average | consecutive wins | 4 | consecutive losses | 2 |