Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2003.12.11 21:00 - 2006.09.15 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | StartSessionTime="23:00"; EndSessionTime="22:00"; Lots=0.5; UseServerTime=true;
DeleteVPFileWhenRead=false;
Adjust=0; StopLoss=50; TakeProfit=100; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 17106 | Ticks modelled | 34112 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -730.10 | Gross profit | 3701.45 | Gross loss | -4431.56 |
Profit factor | 0.84 | Expected payoff | -26.08 | | |
Absolute drawdown | 740.81 | Maximal drawdown | 1492.96 (13.89%) | Relative drawdown | 13.89% (1492.96) |
|
Total trades | 28 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 28 (32.14%) |
| Profit trades (% of total) | 9 (32.14%) | Loss trades (% of total) | 19 (67.86%) |
Largest | profit trade | 503.61 | loss trade | -250.44 |
Average | profit trade | 411.27 | loss trade | -233.24 |
Maximum | consecutive wins (profit in money) | 2 (1000.86) | consecutive losses (loss in money) | 4 (-999.59) |
Maximal | consecutive profit (count of wins) | 1000.86 (2) | consecutive loss (count of losses) | -999.59 (4) |
Average | consecutive wins | 1 | consecutive losses | 2 |