| Symbol | GBPJPY (British Pound vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.10.03 00:00 - 2007.09.30 23:45 (2005.10.01 - 2007.10.01) |
| 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=600; _max_stoploss=300; _quick_be=250; _max_open_trades=10; _close_at_the_end_of_day=false;
_draw_pb_box=true;
_draw_stripes=true;
_draw_arrows=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=0; 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;
|
|
| Bars in test | 54065 | Ticks modelled | 5557284 | Modelling quality | 90.00% |
| Mismatched charts errors | 913 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 78776.59 | Gross profit | 142180.09 | Gross loss | -63403.50 |
| Profit factor | 2.24 | Expected payoff | 772.32 | | |
| Absolute drawdown | 2003.44 | Maximal drawdown | 8040.27 (10.11%) | Relative drawdown | 33.96% (5689.08) |
|
| Total trades | 102 | Short positions (won %) | 27 (59.26%) | Long positions (won %) | 75 (70.67%) |
| Profit trades (% of total) | 69 (67.65%) | Loss trades (% of total) | 33 (32.35%) |
| Largest | profit trade | 5046.03 | loss trade | -2766.51 |
| Average | profit trade | 2060.58 | loss trade | -1921.32 |
| Maximum | consecutive wins (profit in money) | 9 (22760.61) | consecutive losses (loss in money) | 4 (-5790.64) |
| Maximal | consecutive profit (count of wins) | 22760.61 (9) | consecutive loss (count of losses) | -7142.57 (3) |
| Average | consecutive wins | 3 | consecutive losses | 1 |