| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
| Period | Daily (D1) 2006.09.10 00:00 - 2008.03.09 00:00 (2006.09.10 - 2008.03.10) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; risk_factor=5; user_lots=1; new_trades_allowed=true;
Pending_Distance=108; TakeProfit=507; StopLoss=189; Group2="===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;
|
|
| Bars in test | 1410 | Ticks modelled | 5330191 | Modelling quality | 90.00% |
| Mismatched charts errors | 6 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 380976.17 | Gross profit | 3901556.85 | Gross loss | -3520580.68 |
| Profit factor | 1.11 | Expected payoff | 1201.82 | | |
| Absolute drawdown | 310.59 | Maximal drawdown | 683228.51 (70.91%) | Relative drawdown | 70.91% (683228.51) |
|
| Total trades | 317 | Short positions (won %) | 167 (55.69%) | Long positions (won %) | 150 (64.67%) |
| Profit trades (% of total) | 190 (59.94%) | Loss trades (% of total) | 127 (40.06%) |
| Largest | profit trade | 152528.05 | loss trade | -74433.43 |
| Average | profit trade | 20534.51 | loss trade | -27721.11 |
| Maximum | consecutive wins (profit in money) | 12 (405911.93) | consecutive losses (loss in money) | 5 (-36414.55) |
| Maximal | consecutive profit (count of wins) | 405911.93 (12) | consecutive loss (count of losses) | -225641.43 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |