Symbol | GBPUSD (Great Britan vs US Dollar) |
Period | Daily (D1) 2005.01.03 00:00 - 2006.09.04 00:00 (2005.01.01 - 2006.09.04) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=0; SignalMail=false;
EachTickMode=true;
Lots=0.1; Slippage=3; StopLossMode=true;
StopLoss=20; TakeProfitMode=false;
TakeProfit=60; TrailingStopMode=true;
TrailingStop=25; |
|
Bars in test | 7461 | Ticks modelled | 2431916 | Modelling quality | 51.20% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 43956.80 | Gross profit | 88448.10 | Gross loss | -44491.30 |
Profit factor | 1.99 | Expected payoff | 6.45 | | |
Absolute drawdown | 80.00 | Maximal drawdown | 368.90 (0.83%) | Relative drawdown | 1.88% (96.30) |
|
Total trades | 6811 | Short positions (won %) | 3884 (67.33%) | Long positions (won %) | 2927 (67.27%) |
| Profit trades (% of total) | 4584 (67.30%) | Loss trades (% of total) | 2227 (32.70%) |
Largest | profit trade | 242.00 | loss trade | -20.90 |
Average | profit trade | 19.29 | loss trade | -19.98 |
Maximum | consecutive wins (profit in money) | 46 (1639.00) | consecutive losses (loss in money) | 9 (-179.80) |
Maximal | consecutive profit (count of wins) | 1639.00 (46) | consecutive loss (count of losses) | -179.80 (9) |
Average | consecutive wins | 3 | consecutive losses | 1 |