Symbol | GBPJPYm (Great Britain Pound vs Japanese Yen) |
Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.05.26 20:00 (2006.04.03 - 2006.05.27) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=3; Start2=15; EOD=17; FridayClosing=18; FirstSessionOnly=false;
Length=14; Pips=10; StopLoss=51; BreakEven=50; TrailingStop=0; TakeProfit=130; Minimum.Lot=1; MaximumRisk=0.1; DecreaseFactor=3; Lot.Margin=50; Use.Money.Mgt=true;
DevL=3; DevS=3; |
|
Bars in test | 12054 | Ticks modelled | 845274 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 942.29 | Gross profit | 1188.96 | Gross loss | -246.67 |
Profit factor | 4.82 | Expected payoff | 30.40 | | |
Absolute drawdown | 45.26 | Maximal drawdown (%) | 106.48 (8.2%) | | |
|
Total trades | 31 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 22 (70.97%) | Loss trades (% of total) | 9 (29.03%) |
Largest | profit trade | 115.36 | loss trade | -45.26 |
Average | profit trade | 54.04 | loss trade | -27.41 |
Maximum | consecutive wins (profit in money) | 12 (708.04) | consecutive losses (loss in money) | 4 (-106.48) |
Maximal | consecutive profit (count of wins) | 708.04 (12) | consecutive loss (count of losses) | -106.48 (4) |
Average | consecutive wins | 4 | consecutive losses | 2 |