Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.09.19 02:56 - 2006.10.13 19:59 (2006.07.25 - 2006.10.17) |
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=-0.0002; TrailingStopLevel=50; BrokerMinLotSize=0.1; FixedLots=0; MyLotSize=1; LotValue=0; MarginVal=100; |
|
Bars in test | 22621 | Ticks modelled | 120985 | Modelling quality | 24.89% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -244.18 | Gross profit | 154.35 | Gross loss | -398.53 |
Profit factor | 0.39 | Expected payoff | -5.96 | | |
Absolute drawdown | 281.39 | Maximal drawdown | 295.51 (2.95%) | Relative drawdown | 2.95% (295.51) |
|
Total trades | 41 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 30 (73.17%) | Loss trades (% of total) | 11 (26.83%) |
Largest | profit trade | 35.70 | loss trade | -48.00 |
Average | profit trade | 5.15 | loss trade | -36.23 |
Maximum | consecutive wins (profit in money) | 8 (51.22) | consecutive losses (loss in money) | 3 (-126.49) |
Maximal | consecutive profit (count of wins) | 51.22 (8) | consecutive loss (count of losses) | -126.49 (3) |
Average | consecutive wins | 4 | consecutive losses | 1 |