Symbol | GBPUSD (Great British Pound vs US Dollar) |
Period | 4 Hours (H4) 2001.04.25 04:00 - 2006.09.06 16:00 (2001.01.01 - 2007.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | AlertsOn=true;
MultiPositions=true;
LotsPerTrade=1; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; |
|
Bars in test | 8563 | Ticks modelled | 3782184 | Modelling quality | 88.95% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | 72322.25 | Gross profit | 989097.65 | Gross loss | -916775.40 |
Profit factor | 1.08 | Expected payoff | 22.92 | | |
Absolute drawdown | 41472.10 | Maximal drawdown | 82119.57 (54.81%) | Relative drawdown | 54.81% (82119.57) |
|
Total trades | 3155 | Short positions (won %) | 1584 (39.14%) | Long positions (won %) | 1571 (43.22%) |
| Profit trades (% of total) | 1299 (41.17%) | Loss trades (% of total) | 1856 (58.83%) |
Largest | profit trade | 6145.16 | loss trade | -2488.00 |
Average | profit trade | 761.43 | loss trade | -493.95 |
Maximum | consecutive wins (profit in money) | 26 (31835.50) | consecutive losses (loss in money) | 26 (-15998.00) |
Maximal | consecutive profit (count of wins) | 31835.50 (26) | consecutive loss (count of losses) | -15998.00 (26) |
Average | consecutive wins | 3 | consecutive losses | 5 |