| Symbol | GBPUSD (Great British Pound vs US Dollar) |
| Period | 1 Hour (H1) 2001.01.09 05:00 - 2006.09.14 03:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | FasterEMA=5; SlowerEMA=12; RSIPeriod=21; TotalLots=3; TPLevel1=55; TPLevel1Lots=1; TPLevel2=89; TPLevel2Lots=1; TPLevel3=144; |
|
| Bars in test | 34949 | Ticks modelled | 4043091 | Modelling quality | 89.74% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 44156.34 | Gross profit | 274099.43 | Gross loss | -229943.09 |
| Profit factor | 1.19 | Expected payoff | 61.93 | | |
| Absolute drawdown | 6626.00 | Maximal drawdown | 16267.63 (12.23%) | Relative drawdown | 12.25% (14827.50) |
|
| Total trades | 713 | Short positions (won %) | 383 (42.82%) | Long positions (won %) | 330 (50.91%) |
| Profit trades (% of total) | 332 (46.56%) | Loss trades (% of total) | 381 (53.44%) |
| Largest | profit trade | 12018.00 | loss trade | -910.50 |
| Average | profit trade | 825.60 | loss trade | -603.53 |
| Maximum | consecutive wins (profit in money) | 9 (8163.50) | consecutive losses (loss in money) | 14 (-8908.50) |
| Maximal | consecutive profit (count of wins) | 12618.00 (2) | consecutive loss (count of losses) | -9063.98 (12) |
| Average | consecutive wins | 3 | consecutive losses | 3 |