| Symbol | GBPJPY (British Pound vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.23 22:45 (2006.08.24 - 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=false;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 50337 | Ticks modelled | 5678355 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 17314.82 | Gross profit | 28999.32 | Gross loss | -11684.49 |
| Profit factor | 2.48 | Expected payoff | 692.59 | | |
| Absolute drawdown | 4475.07 | Maximal drawdown | 4475.07 (44.75%) | Relative drawdown | 44.75% (4475.07) |
|
| Total trades | 25 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) |
| Largest | profit trade | 3648.22 | loss trade | -2449.11 |
| Average | profit trade | 1705.84 | loss trade | -1460.56 |
| Maximum | consecutive wins (profit in money) | 11 (19551.88) | consecutive losses (loss in money) | 3 (-3489.51) |
| Maximal | consecutive profit (count of wins) | 19551.88 (11) | consecutive loss (count of losses) | -3489.51 (3) |
| Average | consecutive wins | 4 | consecutive losses | 2 |