| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 1 Hour (H1) 2007.01.02 09:00 - 2007.09.07 09:00 (2007.01.01 - 2008.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; StopLoss=40; TakeProfit=0; SplitProfits=true;
TrailingStop=true;
LotPlus=true;
ReOpenPos=true;
FastProfits=false;
BreakEven=true;
Gap=0; ClearSymbols=false;
Serial=""; |
|
| Bars in test | 9259 | Ticks modelled | 328029 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 10402.33 | Gross profit | 38536.57 | Gross loss | -28134.24 |
| Profit factor | 1.37 | Expected payoff | 27.37 | | |
| Absolute drawdown | 130.00 | Maximal drawdown | 4202.36 (17.15%) | Relative drawdown | 17.67% (2425.10) |
|
| Total trades | 380 | Short positions (won %) | 192 (60.94%) | Long positions (won %) | 188 (74.47%) |
| Profit trades (% of total) | 257 (67.63%) | Loss trades (% of total) | 123 (32.37%) |
| Largest | profit trade | 1296.75 | loss trade | -440.00 |
| Average | profit trade | 149.95 | loss trade | -228.73 |
| Maximum | consecutive wins (profit in money) | 16 (2002.75) | consecutive losses (loss in money) | 4 (-1026.55) |
| Maximal | consecutive profit (count of wins) | 2002.75 (16) | consecutive loss (count of losses) | -1320.00 (3) |
| Average | consecutive wins | 3 | consecutive losses | 1 |