| 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=5; 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=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 | 135543.70 | Gross profit | 287205.25 | Gross loss | -151661.55 |
| Profit factor | 1.89 | Expected payoff | 473.93 | | |
| Absolute drawdown | 409.70 | Maximal drawdown | 21109.35 (19.53%) | Relative drawdown | 20.33% (11855.20) |
|
| Total trades | 286 | Short positions (won %) | 138 (63.04%) | Long positions (won %) | 148 (86.49%) |
| Profit trades (% of total) | 215 (75.17%) | Loss trades (% of total) | 71 (24.83%) |
| Largest | profit trade | 7661.90 | loss trade | -7200.00 |
| Average | profit trade | 1335.84 | loss trade | -2136.08 |
| Maximum | consecutive wins (profit in money) | 16 (11359.30) | consecutive losses (loss in money) | 3 (-17560.50) |
| Maximal | consecutive profit (count of wins) | 27784.80 (7) | consecutive loss (count of losses) | -17560.50 (3) |
| Average | consecutive wins | 4 | consecutive losses | 1 |