Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2003.12.11 21:00 - 2006.09.15 22:00 |
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 | 17106 | Ticks modelled | 34112 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 31947.25 | Gross profit | 83890.00 | Gross loss | -51942.75 |
Profit factor | 1.62 | Expected payoff | 363.04 | | |
Absolute drawdown | 5023.25 | Maximal drawdown | 9837.00 (22.24%) | Relative drawdown | 50.23% (5023.25) |
|
Total trades | 88 | Short positions (won %) | 44 (56.82%) | Long positions (won %) | 44 (45.45%) |
| Profit trades (% of total) | 45 (51.14%) | Loss trades (% of total) | 43 (48.86%) |
Largest | profit trade | 4013.50 | loss trade | -1268.25 |
Average | profit trade | 1864.22 | loss trade | -1207.97 |
Maximum | consecutive wins (profit in money) | 4 (8789.75) | consecutive losses (loss in money) | 5 (-5994.75) |
Maximal | consecutive profit (count of wins) | 8789.75 (4) | consecutive loss (count of losses) | -5994.75 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |