Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
Period | 1 Hour (H1) 2003.10.27 01:00 - 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 | 17898 | Ticks modelled | 35696 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 19851.69 | Gross profit | 68718.06 | Gross loss | -48866.36 |
Profit factor | 1.41 | Expected payoff | 208.97 | | |
Absolute drawdown | 1096.14 | Maximal drawdown | 10561.54 (54.26%) | Relative drawdown | 54.26% (10561.54) |
|
Total trades | 95 | Short positions (won %) | 48 (45.83%) | Long positions (won %) | 47 (53.19%) |
| Profit trades (% of total) | 47 (49.47%) | Loss trades (% of total) | 48 (50.53%) |
Largest | profit trade | 3449.85 | loss trade | -1145.39 |
Average | profit trade | 1462.09 | loss trade | -1018.05 |
Maximum | consecutive wins (profit in money) | 5 (5216.99) | consecutive losses (loss in money) | 8 (-8180.48) |
Maximal | consecutive profit (count of wins) | 8084.01 (4) | consecutive loss (count of losses) | -8180.48 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |