Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.08.04 10:06 - 2006.10.11 00:00 (2006.06.27 - 2006.10.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotPercentage=8; MinVal=5000; StopLossVal=60; TimePeriod=15; PointAdjust=-0.0001; TrailingStopLevel=55; BrokerMinLotSize=0.1; FixedLots=0; MyLotSize=1; LotValue=0; MarginVal=100; |
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Bars in test | 46585 | Ticks modelled | 254642 | Modelling quality | 22.20% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -4639.48 | Gross profit | 2585.13 | Gross loss | -7224.60 |
Profit factor | 0.36 | Expected payoff | -68.23 | | |
Absolute drawdown | 4655.47 | Maximal drawdown | 4877.80 (47.72%) | Relative drawdown | 47.72% (4877.80) |
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Total trades | 68 | Short positions (won %) | 36 (75.00%) | Long positions (won %) | 32 (62.50%) |
| Profit trades (% of total) | 47 (69.12%) | Loss trades (% of total) | 21 (30.88%) |
Largest | profit trade | 486.32 | loss trade | -480.00 |
Average | profit trade | 55.00 | loss trade | -344.03 |
Maximum | consecutive wins (profit in money) | 8 (246.13) | consecutive losses (loss in money) | 2 (-900.00) |
Maximal | consecutive profit (count of wins) | 630.33 (4) | consecutive loss (count of losses) | -900.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |