Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 4 Hours (H4) 2006.06.04 20:00 - 2006.09.13 00:00 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | UseEmail=true;
UseMM=true;
Risk=5; Lots=0.1; UseDots=true;
UseCross=false;
UseStartNewBar=false;
UseCloseSignal=true;
CrossAdj=5; TakeProfit=200; TrailingStop=30; StopLoss=30; UseHedgeOrders=false;
HedgeRisk=5; HedgeLots=0.1; HedgeTakeProfit=200; HedgeStopLoss=50; HedgeTrailingStop=10; ExtDepth=12; ExtDeviation=5; ExtBackstep=3; lastlow=0; lasthigh=0; AllBars=0; Otstup=30; Per=9; |
|
Bars in test | 8714 | Ticks modelled | 17826 | Modelling quality | 50.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 22076779.65 | Gross profit | 41877192.18 | Gross loss | -19800412.53 |
Profit factor | 2.11 | Expected payoff | 7563.13 | | |
Absolute drawdown | 15.52 | Maximal drawdown | 418671.00 (4.43%) | Relative drawdown | 15.46% (1317.57) |
|
Total trades | 2919 | Short positions (won %) | 1386 (53.54%) | Long positions (won %) | 1533 (61.45%) |
| Profit trades (% of total) | 1684 (57.69%) | Loss trades (% of total) | 1235 (42.31%) |
Largest | profit trade | 284913.00 | loss trade | -28575.00 |
Average | profit trade | 24867.69 | loss trade | -16032.72 |
Maximum | consecutive wins (profit in money) | 23 (276691.50) | consecutive losses (loss in money) | 8 (-216967.50) |
Maximal | consecutive profit (count of wins) | 641853.00 (6) | consecutive loss (count of losses) | -216967.50 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |