Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2012.04.19 19:30 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 8567 | Ticks modelled | 7161746 | Modelling quality | n/a |
Mismatched charts errors | 447 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -366.10 | Gross profit | 414.75 | Gross loss | -780.85 |
Profit factor | 0.53 | Expected payoff | -9.89 | | |
Absolute drawdown | 367.20 | Maximal drawdown | 452.10 (4.48%) | Relative drawdown | 4.48% (452.10) |
|
Total trades | 37 | Short positions (won %) | 20 (20.00%) | Long positions (won %) | 17 (35.29%) |
| Profit trades (% of total) | 10 (27.03%) | Loss trades (% of total) | 27 (72.97%) |
Largest | profit trade | 147.40 | loss trade | -51.90 |
Average | profit trade | 41.48 | loss trade | -28.92 |
Maximum | consecutive wins (profit in money) | 4 (284.45) | consecutive losses (loss in money) | 12 (-338.20) |
Maximal | consecutive profit (count of wins) | 284.45 (4) | consecutive loss (count of losses) | -338.20 (12) |
Average | consecutive wins | 2 | consecutive losses | 5 |