| Symbol | GBPJPY (British Pound vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.01.23 00:00 - 2007.01.26 00:00 (2006.01.23 - 2007.01.26) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | _server_time=1; Value_At_Risk=5; _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=2; _close_at_the_end_of_day=false;
_draw_pb_box=true;
|
|
| Bars in test | 25795 | Ticks modelled | 2586860 | Modelling quality | 90.00% |
|
| Initial deposit | 50000.00 | | | | |
| Total net profit | 52529.20 | Gross profit | 81643.83 | Gross loss | -29114.63 |
| Profit factor | 2.80 | Expected payoff | 1459.14 | | |
| Absolute drawdown | 5357.42 | Maximal drawdown | 6845.48 (9.61%) | Relative drawdown | 10.71% (5357.42) |
|
| Total trades | 36 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 26 (84.62%) |
| Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) |
| Largest | profit trade | 6427.16 | loss trade | -3974.14 |
| Average | profit trade | 3140.15 | loss trade | -2911.46 |
| Maximum | consecutive wins (profit in money) | 10 (38871.41) | consecutive losses (loss in money) | 2 (-6845.48) |
| Maximal | consecutive profit (count of wins) | 38871.41 (10) | consecutive loss (count of losses) | -6845.48 (2) |
| Average | consecutive wins | 4 | consecutive losses | 1 |