Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2004.06.16 09:00 - 2006.09.15 22:30 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | StartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true;
DeleteVPFileWhenRead=false;
UseNI=true;
UseHMA=false;
Adjust=0; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 27839 | Ticks modelled | 55578 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13597.99 | Gross profit | 53852.99 | Gross loss | -40255.00 |
Profit factor | 1.34 | Expected payoff | 188.86 | | |
Absolute drawdown | 1949.25 | Maximal drawdown | 7423.99 (26.56%) | Relative drawdown | 27.11% (2994.00) |
|
Total trades | 72 | Short positions (won %) | 36 (50.00%) | Long positions (won %) | 36 (38.89%) |
| Profit trades (% of total) | 32 (44.44%) | Loss trades (% of total) | 40 (55.56%) |
Largest | profit trade | 3041.26 | loss trade | -1068.25 |
Average | profit trade | 1682.91 | loss trade | -1006.38 |
Maximum | consecutive wins (profit in money) | 3 (6487.53) | consecutive losses (loss in money) | 5 (-4994.75) |
Maximal | consecutive profit (count of wins) | 6487.53 (3) | consecutive loss (count of losses) | -4994.75 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |