| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 15 Minutes (M15) 2006.11.17 00:00 - 2008.10.17 22:45 (2006.11.17 - 2008.10.22) |
| 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=450; _max_stoploss=400; _quick_be=100; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=21.4; 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=60; _loss_cap=35; cap_dollar_flex=0; EndLine="===End of User Variables==="; |
|
| Bars in test | 48126 | Ticks modelled | 4206582 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 29234527.80 | Gross profit | 73799638.10 | Gross loss | -44565110.30 |
| Profit factor | 1.66 | Expected payoff | 102577.29 | | |
| Absolute drawdown | 1769.55 | Maximal drawdown | 8433716.90 (51.84%) | Relative drawdown | 60.74% (1897824.05) |
|
| Total trades | 285 | Short positions (won %) | 138 (60.87%) | Long positions (won %) | 147 (87.07%) |
| Profit trades (% of total) | 212 (74.39%) | Loss trades (% of total) | 73 (25.61%) |
| Largest | profit trade | 4507000.00 | loss trade | -4000000.00 |
| Average | profit trade | 348111.50 | loss trade | -610480.96 |
| Maximum | consecutive wins (profit in money) | 16 (922000.95) | consecutive losses (loss in money) | 3 (-5688069.60) |
| Maximal | consecutive profit (count of wins) | 14145767.70 (7) | consecutive loss (count of losses) | -5688069.60 (3) |
| Average | consecutive wins | 4 | consecutive losses | 1 |