| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 5 Minutes (M5) 2006.06.05 00:00 - 2006.06.24 00:00 (2006.06.04 - 2006.06.24) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.05; PercentLimit=0.1; RVI_BuyFactor=0; BullsBearsFactor=0.003; TradeOnFriday=1; slip=100; MinAccountBalance=4900; Lots=0.1; TakeProfit=20; Stoploss=120; OpenOrdersPerPair=3; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=false;
PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=5; DST=1; NoTradeHourStart=0; NoTradeHourEnd=0; writelog=0; |
|
| Bars in test | 32910 | Ticks modelled | 92767 | Modelling quality | 90.00% |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 960.00 | Gross profit | 1920.00 | Gross loss | -960.00 |
| Profit factor | 2.00 | Expected payoff | 9.23 | | |
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 360.00 (6.3%) | | |
|
| Total trades | 104 | Short positions (won %) | 74 (95.95%) | Long positions (won %) | 30 (83.33%) |
| Profit trades (% of total) | 96 (92.31%) | Loss trades (% of total) | 8 (7.69%) |
| Largest | profit trade | 20.00 | loss trade | -120.00 |
| Average | profit trade | 20.00 | loss trade | -120.00 |
| Maximum | consecutive wins (profit in money) | 38 (760.00) | consecutive losses (loss in money) | 3 (-360.00) |
| Maximal | consecutive profit (count of wins) | 760.00 (38) | consecutive loss (count of losses) | -360.00 (3) |
| Average | consecutive wins | 19 | consecutive losses | 2 |