| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 15 Minutes (M15) 2005.10.02 23:00 - 2007.09.30 23:50 (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=800; _max_stoploss=200; _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=5; 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=true;
_move_to_mid_SL=true;
|
|
| Bars in test | 54343 | Ticks modelled | 3672868 | Modelling quality | 90.00% |
| Mismatched charts errors | 124 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 44913.11 | Gross profit | 152680.27 | Gross loss | -107767.16 |
| Profit factor | 1.42 | Expected payoff | 240.18 | | |
| Absolute drawdown | 540.00 | Maximal drawdown | 22825.95 (30.62%) | Relative drawdown | 30.62% (22825.95) |
|
| Total trades | 187 | Short positions (won %) | 98 (57.14%) | Long positions (won %) | 89 (68.54%) |
| Profit trades (% of total) | 117 (62.57%) | Loss trades (% of total) | 70 (37.43%) |
| Largest | profit trade | 5797.17 | loss trade | -3610.00 |
| Average | profit trade | 1304.96 | loss trade | -1539.53 |
| Maximum | consecutive wins (profit in money) | 10 (3123.26) | consecutive losses (loss in money) | 4 (-6581.62) |
| Maximal | consecutive profit (count of wins) | 16614.43 (4) | consecutive loss (count of losses) | -10501.08 (3) |
| Average | consecutive wins | 2 | consecutive losses | 1 |