Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.07.16 00:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | maxLots=1; spread=4; lotSize=1; |
|
Bars in test | 16141 | Ticks modelled | 1956866 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -8906.37 | Gross profit | 16141.17 | Gross loss | -25047.54 |
Profit factor | 0.64 | Expected payoff | -56.73 | | |
Absolute drawdown | 8906.37 | Maximal drawdown (%) | 8906.37 (89.1%) | | |
|
Total trades | 157 | Short positions (won %) | 69 (24.64%) | Long positions (won %) | 88 (30.68%) |
| Profit trades (% of total) | 44 (28.03%) | Loss trades (% of total) | 113 (71.97%) |
Largest | profit trade | 833.00 | loss trade | -576.33 |
Average | profit trade | 366.84 | loss trade | -221.66 |
Maximum | consecutive wins (profit in money) | 3 (1197.00) | consecutive losses (loss in money) | 9 (-2111.67) |
Maximal | consecutive profit (count of wins) | 1302.00 (2) | consecutive loss (count of losses) | -2111.67 (9) |
Average | consecutive wins | 1 | consecutive losses | 3 |