Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 4 Hours (H4) 2006.06.18 20:00 - 2006.09.13 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
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 | 356996 | Modelling quality | 58.19% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 17693951.47 | Gross profit | 42197124.84 | Gross loss | -24503173.37 |
Profit factor | 1.72 | Expected payoff | 4452.43 | | |
Absolute drawdown | 15.52 | Maximal drawdown | 613795.50 (3.36%) | Relative drawdown | 15.07% (1325.60) |
|
Total trades | 3974 | Short positions (won %) | 1715 (58.37%) | Long positions (won %) | 2259 (69.28%) |
| Profit trades (% of total) | 2566 (64.57%) | Loss trades (% of total) | 1408 (35.43%) |
Largest | profit trade | 285687.00 | loss trade | -29676.00 |
Average | profit trade | 16444.71 | loss trade | -17402.82 |
Maximum | consecutive wins (profit in money) | 51 (191700.00) | consecutive losses (loss in money) | 8 (-215226.00) |
Maximal | consecutive profit (count of wins) | 679500.00 (12) | consecutive loss (count of losses) | -215226.00 (8) |
Average | consecutive wins | 3 | consecutive losses | 2 |