| 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=16.5; user_lot_size=1; no_risk_balance=0; account_risk_control=false;
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 | 6333964.47 | Gross profit | 13974274.64 | Gross loss | -7640310.17 |
| Profit factor | 1.83 | Expected payoff | 30451.75 | | |
| Absolute drawdown | 2754.71 | Maximal drawdown | 2415635.97 (59.17%) | Relative drawdown | 80.83% (39309.24) |
|
| Total trades | 208 | Short positions (won %) | 92 (67.39%) | Long positions (won %) | 116 (68.10%) |
| Profit trades (% of total) | 141 (67.79%) | Loss trades (% of total) | 67 (32.21%) |
| Largest | profit trade | 1238839.15 | loss trade | -636613.78 |
| Average | profit trade | 99108.33 | loss trade | -114034.48 |
| Maximum | consecutive wins (profit in money) | 15 (704453.77) | consecutive losses (loss in money) | 6 (-1453298.70) |
| Maximal | consecutive profit (count of wins) | 3584366.26 (6) | consecutive loss (count of losses) | -1453298.70 (6) |
| Average | consecutive wins | 4 | consecutive losses | 2 |