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; Lots=1; Minimum.Lot=0.1; MaximumRisk=0.1; DecreaseFactor=3; Lot.Margin=50; UseMoneyMgt=true;
DevL=3; DevS=3; |
|
Bars in test | 12054 | Ticks modelled | 845274 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 4304.24 | Gross profit | 5269.88 | Gross loss | -965.64 |
Profit factor | 5.46 | Expected payoff | 138.85 | | |
Absolute drawdown | 90.52 | Maximal drawdown (%) | 447.02 (9.1%) | | |
|
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 | 773.05 | loss trade | -447.02 |
Average | profit trade | 239.54 | loss trade | -107.29 |
Maximum | consecutive wins (profit in money) | 12 (3548.75) | consecutive losses (loss in money) | 4 (-326.39) |
Maximal | consecutive profit (count of wins) | 3548.75 (12) | consecutive loss (count of losses) | -447.02 (1) |
Average | consecutive wins | 4 | consecutive losses | 2 |