| Symbol | EURGBP (Euro vs Great Britain Pound) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.23 22:45 (2005.02.24 - 2007.02.24) |
| 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=true;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 50609 | Ticks modelled | 2631800 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 31147.65 | Gross profit | 50972.32 | Gross loss | -19824.68 |
| Profit factor | 2.57 | Expected payoff | 213.34 | | |
| Absolute drawdown | 981.75 | Maximal drawdown | 2446.77 (8.49%) | Relative drawdown | 10.80% (1174.35) |
|
| Total trades | 146 | Short positions (won %) | 73 (89.04%) | Long positions (won %) | 73 (67.12%) |
| Profit trades (% of total) | 114 (78.08%) | Loss trades (% of total) | 32 (21.92%) |
| Largest | profit trade | 1696.71 | loss trade | -1739.93 |
| Average | profit trade | 447.13 | loss trade | -619.52 |
| Maximum | consecutive wins (profit in money) | 15 (7987.96) | consecutive losses (loss in money) | 4 (-2273.70) |
| Maximal | consecutive profit (count of wins) | 7987.96 (15) | consecutive loss (count of losses) | -2364.44 (3) |
| Average | consecutive wins | 5 | consecutive losses | 1 |