Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2004.06.16 09:10 - 2006.09.15 22:35 |
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;
Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 164786 | Ticks modelled | 329472 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 22677.23 | Gross profit | 62486.48 | Gross loss | -39809.25 |
Profit factor | 1.57 | Expected payoff | 314.96 | | |
Absolute drawdown | 2542.50 | Maximal drawdown | 9826.99 (29.51%) | Relative drawdown | 32.48% (3587.25) |
|
Total trades | 72 | Short positions (won %) | 36 (63.89%) | Long positions (won %) | 36 (44.44%) |
| Profit trades (% of total) | 39 (54.17%) | Loss trades (% of total) | 33 (45.83%) |
Largest | profit trade | 3041.26 | loss trade | -1268.25 |
Average | profit trade | 1602.22 | loss trade | -1206.34 |
Maximum | consecutive wins (profit in money) | 4 (8859.74) | consecutive losses (loss in money) | 5 (-5994.75) |
Maximal | consecutive profit (count of wins) | 8859.74 (4) | consecutive loss (count of losses) | -5994.75 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |