| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 15 Minutes (M15) 2006.05.01 00:00 - 2008.04.29 23:45 (2006.04.30 - 2008.04.30) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; _server_time=1; _short_trades=true;
_long_trades=true;
_max_takeprofit=300; _max_stoploss=100; _quick_be=200; _max_open_trades=20; _close_at_the_end_of_day=false;
_draw_pb_box=true;
_draw_stripes=true;
_draw_arrows=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=0; user_lot_size=1; no_risk_balance=0; account_risk_control=true;
enter_high_risk=true;
above_max_lots_ok=true;
bypass_margin_call=true;
Group3="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=false;
_move_to_mid_SL=false;
|
|
| Bars in test | 50152 | Ticks modelled | 3787390 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 102450.50 | Gross profit | 209704.90 | Gross loss | -107254.40 |
| Profit factor | 1.96 | Expected payoff | 318.17 | | |
| Absolute drawdown | 340.00 | Maximal drawdown | 17356.50 (35.63%) | Relative drawdown | 42.54% (7249.10) |
|
| Total trades | 322 | Short positions (won %) | 155 (62.58%) | Long positions (won %) | 167 (70.06%) |
| Profit trades (% of total) | 214 (66.46%) | Loss trades (% of total) | 108 (33.54%) |
| Largest | profit trade | 3081.90 | loss trade | -1122.40 |
| Average | profit trade | 979.93 | loss trade | -993.10 |
| Maximum | consecutive wins (profit in money) | 13 (10743.50) | consecutive losses (loss in money) | 8 (-8026.10) |
| Maximal | consecutive profit (count of wins) | 13577.70 (12) | consecutive loss (count of losses) | -8026.10 (8) |
| Average | consecutive wins | 3 | consecutive losses | 2 |