| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 1 Hour (H1) 2004.07.16 00:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | maxLots=1; spread=4; lotSize=1; |
|
| Bars in test | 16141 | Ticks modelled | 1956866 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -8843.71 | Gross profit | 41108.94 | Gross loss | -49952.65 |
| Profit factor | 0.82 | Expected payoff | -24.70 | | |
| Absolute drawdown | 8843.71 | Maximal drawdown (%) | 11948.98 (91.2%) | | |
|
| Total trades | 358 | Short positions (won %) | 187 (67.91%) | Long positions (won %) | 171 (66.67%) |
| Profit trades (% of total) | 241 (67.32%) | Loss trades (% of total) | 117 (32.68%) |
| Largest | profit trade | 520.33 | loss trade | -830.67 |
| Average | profit trade | 170.58 | loss trade | -426.95 |
| Maximum | consecutive wins (profit in money) | 15 (2643.65) | consecutive losses (loss in money) | 6 (-2263.34) |
| Maximal | consecutive profit (count of wins) | 2643.65 (15) | consecutive loss (count of losses) | -2263.34 (6) |
| Average | consecutive wins | 3 | consecutive losses | 2 |