Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.01.02 00:51 - 2006.07.25 00:00 (2006.01.01 - 2006.07.25) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=9; Start2=14; EOO=15; EOD=22; FridayClosing=23; FirstSessionOnly=true;
Length=4; Pips=5; StopLoss=37; BreakEven=18; TakeProfit=180; Lots=0.1; |
|
Bars in test | 667777 | Ticks modelled | 1344135 | Modelling quality | 24.69% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 808.50 | Gross profit | 1845.90 | Gross loss | -1037.40 |
Profit factor | 1.78 | Expected payoff | 6.42 | | |
Absolute drawdown | 25.90 | Maximal drawdown | 184.10 (1.77%) | Relative drawdown | 1.77% (184.10) |
|
Total trades | 126 | Short positions (won %) | 61 (68.85%) | Long positions (won %) | 65 (64.62%) |
| Profit trades (% of total) | 84 (66.67%) | Loss trades (% of total) | 42 (33.33%) |
Largest | profit trade | 126.00 | loss trade | -29.40 |
Average | profit trade | 21.98 | loss trade | -24.70 |
Maximum | consecutive wins (profit in money) | 10 (175.70) | consecutive losses (loss in money) | 3 (-81.20) |
Maximal | consecutive profit (count of wins) | 175.70 (10) | consecutive loss (count of losses) | -81.20 (3) |
Average | consecutive wins | 3 | consecutive losses | 1 |