Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.01.03 00:00 - 2006.09.14 00:00 (2005.01.01 - 2006.09.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.5; Slippage=3; EntryHour=10; EntryMin=30; DSTAutoAdjust=false;
Expire=8; LongStopLossPips=200; ShortStopLossPips=200; LongProfitPips=90; ShortProfitPips=90; ChannelWidthPips=80; AddSpreadLong=0; AddSpreadShort=0; |
|
Bars in test | 27821 | Ticks modelled | 2420010 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 21006.26 | Gross profit | 67755.14 | Gross loss | -46748.89 |
Profit factor | 1.45 | Expected payoff | 105.56 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2778.50 (16.19%) | Relative drawdown | 16.19% (2778.50) |
|
Total trades | 199 | Short positions (won %) | 98 (76.53%) | Long positions (won %) | 101 (76.24%) |
| Profit trades (% of total) | 152 (76.38%) | Loss trades (% of total) | 47 (23.62%) |
Largest | profit trade | 463.50 | loss trade | -1031.50 |
Average | profit trade | 445.76 | loss trade | -994.66 |
Maximum | consecutive wins (profit in money) | 10 (4508.26) | consecutive losses (loss in money) | 1 (-1031.50) |
Maximal | consecutive profit (count of wins) | 4508.26 (10) | consecutive loss (count of losses) | -1031.50 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |