| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.16 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=false;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 50269 | Ticks modelled | 4243553 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 48926.00 | Gross profit | 95251.00 | Gross loss | -46325.00 |
| Profit factor | 2.06 | Expected payoff | 261.64 | | |
| Absolute drawdown | 4029.00 | Maximal drawdown | 4164.00 (7.03%) | Relative drawdown | 40.29% (4029.00) |
|
| Total trades | 187 | Short positions (won %) | 104 (56.73%) | Long positions (won %) | 83 (55.42%) |
| Profit trades (% of total) | 105 (56.15%) | Loss trades (% of total) | 82 (43.85%) |
| Largest | profit trade | 3633.00 | loss trade | -1890.00 |
| Average | profit trade | 907.15 | loss trade | -564.94 |
| Maximum | consecutive wins (profit in money) | 6 (5436.00) | consecutive losses (loss in money) | 7 (-3934.00) |
| Maximal | consecutive profit (count of wins) | 5750.00 (4) | consecutive loss (count of losses) | -4029.00 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |