| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| 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=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=2; _close_at_the_end_of_day=false;
_draw_pb_box=true;
|
|
| Bars in test | 26043 | Ticks modelled | 1935049 | Modelling quality | 90.00% |
|
| Initial deposit | 50000.00 | | | | |
| Total net profit | 19529.00 | Gross profit | 41415.00 | Gross loss | -21886.00 |
| Profit factor | 1.89 | Expected payoff | 229.75 | | |
| Absolute drawdown | 927.00 | Maximal drawdown | 4164.00 (6.28%) | Relative drawdown | 6.28% (4164.00) |
|
| Total trades | 85 | Short positions (won %) | 44 (59.09%) | Long positions (won %) | 41 (53.66%) |
| Profit trades (% of total) | 48 (56.47%) | Loss trades (% of total) | 37 (43.53%) |
| Largest | profit trade | 3633.00 | loss trade | -1890.00 |
| Average | profit trade | 862.81 | loss trade | -591.51 |
| Maximum | consecutive wins (profit in money) | 4 (3254.00) | consecutive losses (loss in money) | 5 (-3502.00) |
| Maximal | consecutive profit (count of wins) | 4663.00 (2) | consecutive loss (count of losses) | -3502.00 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |