Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2012.01.02 00:00 - 2012.04.19 19:15 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 23689 | Ticks modelled | 7166120 | Modelling quality | 35.17% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 166.76 | Gross profit | 575.11 | Gross loss | -408.35 |
Profit factor | 1.41 | Expected payoff | 3.97 | | |
Absolute drawdown | 140.80 | Maximal drawdown | 199.80 (1.99%) | Relative drawdown | 1.99% (199.80) |
|
Total trades | 42 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 25 (68.00%) |
| Profit trades (% of total) | 22 (52.38%) | Loss trades (% of total) | 20 (47.62%) |
Largest | profit trade | 86.30 | loss trade | -34.70 |
Average | profit trade | 26.14 | loss trade | -20.42 |
Maximum | consecutive wins (profit in money) | 6 (157.80) | consecutive losses (loss in money) | 3 (-66.10) |
Maximal | consecutive profit (count of wins) | 157.80 (6) | consecutive loss (count of losses) | -66.10 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |