Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2006.03.13 00:00 - 2006.09.12 00:00 (2006.03.12 - 2006.09.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true;
MM=false;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 55423 | Ticks modelled | 831960 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13267.24 | Gross profit | 19264.91 | Gross loss | -5997.67 |
Profit factor | 3.21 | Expected payoff | 139.66 | | |
Absolute drawdown | 245.00 | Maximal drawdown | 998.20 (4.11%) | Relative drawdown | 5.69% (588.00) |
|
Total trades | 95 | Short positions (won %) | 47 (87.23%) | Long positions (won %) | 48 (89.58%) |
| Profit trades (% of total) | 84 (88.42%) | Loss trades (% of total) | 11 (11.58%) |
Largest | profit trade | 294.63 | loss trade | -590.10 |
Average | profit trade | 229.34 | loss trade | -545.24 |
Maximum | consecutive wins (profit in money) | 23 (5963.86) | consecutive losses (loss in money) | 2 (-700.00) |
Maximal | consecutive profit (count of wins) | 5963.86 (23) | consecutive loss (count of losses) | -700.00 (2) |
Average | consecutive wins | 8 | consecutive losses | 1 |