| Symbol | GBPJPY (British Pound vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.10.04 00:00 - 2008.10.03 22:45 (2006.10.04 - 2008.10.04) |
| 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=700; _max_stoploss=650; _quick_be=450; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=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;
_manage_multi_trades=true;
_profit_cap=105; _loss_cap=45; cap_dollar_flex=15; EndLine="===End of User Variables==="; |
|
| Bars in test | 50234 | Ticks modelled | 9944218 | Modelling quality | 90.00% |
| Mismatched charts errors | 1 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 199053.32 | Gross profit | 403793.64 | Gross loss | -204740.33 |
| Profit factor | 1.97 | Expected payoff | 956.99 | | |
| Absolute drawdown | 3489.98 | Maximal drawdown | 22645.31 (11.21%) | Relative drawdown | 62.98% (11073.11) |
|
| Total trades | 208 | Short positions (won %) | 92 (67.39%) | Long positions (won %) | 116 (65.52%) |
| Profit trades (% of total) | 138 (66.35%) | Loss trades (% of total) | 70 (33.65%) |
| Largest | profit trade | 7068.57 | loss trade | -7528.60 |
| Average | profit trade | 2926.04 | loss trade | -2924.86 |
| Maximum | consecutive wins (profit in money) | 15 (58866.66) | consecutive losses (loss in money) | 6 (-6336.13) |
| Maximal | consecutive profit (count of wins) | 58866.66 (15) | consecutive loss (count of losses) | -13570.86 (5) |
| Average | consecutive wins | 3 | consecutive losses | 2 |