| Symbol | EURGBP (Euro vs Great Britain Pound) |
| Period | 15 Minutes (M15) 2004.12.31 00:00 - 2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | _server_time=1; _trades_allowed=true;
counter_trade=false;
_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=true;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 200371 | Ticks modelled | 2937967 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 31977.04 | Gross profit | 51627.68 | Gross loss | -19650.64 |
| Profit factor | 2.63 | Expected payoff | 210.38 | | |
| Absolute drawdown | 309.28 | Maximal drawdown | 2440.80 (7.74%) | Relative drawdown | 10.07% (1085.10) |
|
| Total trades | 152 | Short positions (won %) | 80 (92.50%) | Long positions (won %) | 72 (63.89%) |
| Profit trades (% of total) | 120 (78.95%) | Loss trades (% of total) | 32 (21.05%) |
| Largest | profit trade | 1692.56 | loss trade | -1735.68 |
| Average | profit trade | 430.23 | loss trade | -614.08 |
| Maximum | consecutive wins (profit in money) | 15 (7968.43) | consecutive losses (loss in money) | 4 (-2268.14) |
| Maximal | consecutive profit (count of wins) | 7968.43 (15) | consecutive loss (count of losses) | -2358.67 (3) |
| Average | consecutive wins | 5 | consecutive losses | 1 |