| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | Daily (D1) 1999.07.01 00:00 - 2007.07.01 00:00 (2002.07.01 - 2007.07.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | risk_factor=5; DrawArrows=true;
BE_Present=true;
TS_Present=true;
CTP_Present=true;
|
|
| Bars in test | 2320 | Ticks modelled | 12050861 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 26705.30 | Gross profit | 43869.60 | Gross loss | -17164.30 |
| Profit factor | 2.56 | Expected payoff | 404.63 | | |
| Absolute drawdown | 1158.50 | Maximal drawdown | 6894.35 (20.99%) | Relative drawdown | 20.99% (6894.35) |
|
| Total trades | 66 | Short positions (won %) | 33 (51.52%) | Long positions (won %) | 33 (48.48%) |
| Profit trades (% of total) | 33 (50.00%) | Loss trades (% of total) | 33 (50.00%) |
| Largest | profit trade | 4745.25 | loss trade | -792.00 |
| Average | profit trade | 1329.38 | loss trade | -520.13 |
| Maximum | consecutive wins (profit in money) | 8 (7630.40) | consecutive losses (loss in money) | 5 (-3009.10) |
| Maximal | consecutive profit (count of wins) | 7630.40 (8) | consecutive loss (count of losses) | -3009.10 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |