| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 4 Hours (H4) 2001.04.25 04:00 - 2006.09.06 16:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | AlertsOn=false;
MultiPositions=false;
LotsPerTrade=1; |
|
| Bars in test | 8563 | Ticks modelled | 3782184 | Modelling quality | 88.95% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 15484.97 | Gross profit | 270320.47 | Gross loss | -254835.50 |
| Profit factor | 1.06 | Expected payoff | 16.49 | | |
| Absolute drawdown | 13541.34 | Maximal drawdown | 16575.88 (16.09%) | Relative drawdown | 16.09% (16575.88) |
|
| Total trades | 939 | Short positions (won %) | 466 (38.84%) | Long positions (won %) | 473 (40.59%) |
| Profit trades (% of total) | 373 (39.72%) | Loss trades (% of total) | 566 (60.28%) |
| Largest | profit trade | 5708.50 | loss trade | -2188.00 |
| Average | profit trade | 724.72 | loss trade | -450.24 |
| Maximum | consecutive wins (profit in money) | 6 (3203.50) | consecutive losses (loss in money) | 11 (-5546.50) |
| Maximal | consecutive profit (count of wins) | 7803.00 (4) | consecutive loss (count of losses) | -5546.50 (11) |
| Average | consecutive wins | 2 | consecutive losses | 2 |