| Symbol | GBPJPY (British Pound vs Japanese Yen) |
| Period | 15 Minutes (M15) 2004.12.30 00:00 - 2006.12.29 22:45 (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; Value_At_Risk=0; _trades_allowed=true;
no_risk_balance=0; user_lot_size=1; _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;
account_risk_control=false;
enter_high_risk=true;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 53430 | Ticks modelled | 5849178 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 85124.76 | Gross profit | 128694.54 | Gross loss | -43569.79 |
| Profit factor | 2.95 | Expected payoff | 877.57 | | |
| Absolute drawdown | 1980.67 | Maximal drawdown | 4481.21 (5.50%) | Relative drawdown | 35.85% (4481.09) |
|
| Total trades | 97 | Short positions (won %) | 35 (54.29%) | Long positions (won %) | 62 (82.26%) |
| Profit trades (% of total) | 70 (72.16%) | Loss trades (% of total) | 27 (27.84%) |
| Largest | profit trade | 5772.05 | loss trade | -2451.78 |
| Average | profit trade | 1838.49 | loss trade | -1613.70 |
| Maximum | consecutive wins (profit in money) | 12 (28226.31) | consecutive losses (loss in money) | 2 (-3413.18) |
| Maximal | consecutive profit (count of wins) | 28226.31 (12) | consecutive loss (count of losses) | -3413.18 (2) |
| Average | consecutive wins | 3 | consecutive losses | 1 |