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=100; TakeProfit=500; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 17106 | Ticks modelled | 34112 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -951.66 | Gross profit | 4631.50 | Gross loss | -5583.17 |
Profit factor | 0.83 | Expected payoff | -36.60 | | |
Absolute drawdown | 951.66 | Maximal drawdown | 2244.54 (19.88%) | Relative drawdown | 19.88% (2244.54) |
|
Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (34.62%) |
| Profit trades (% of total) | 9 (34.62%) | Loss trades (% of total) | 17 (65.38%) |
Largest | profit trade | 1349.00 | loss trade | -500.44 |
Average | profit trade | 514.61 | loss trade | -328.42 |
Maximum | consecutive wins (profit in money) | 3 (1014.00) | consecutive losses (loss in money) | 5 (-415.88) |
Maximal | consecutive profit (count of wins) | 1349.00 (1) | consecutive loss (count of losses) | -1505.20 (4) |
Average | consecutive wins | 2 | consecutive losses | 3 |