| Symbol |
GBPUSD (Great Britain Pound vs US Dollar) |
| Period |
5 Minutes (M5) 2013.06.12 00:00 - 2013.09.11 23:55 (2013.06.12 - 2013.09.12) |
| Model |
Every tick (the most precise method based on all available least timeframes) |
| Parameters |
BarSearchShort=1600; BarSearchLong=2200; DepthShort=60; DepthLong=40; Prognoz=80; Step=10; Lag=5; MaxStepL=3; MaxLots=100; PP=3.4; MaxOrders=15; MaxProfit=90; Lose=50; Agres=10; |
|
|
| Bars in test |
19950 |
Ticks modelled |
637407 |
Modelling quality |
n/a |
|
|
|
|
|
| Initial deposit |
1000.00 |
|
|
|
|
| Total net profit |
6853.49 |
Gross profit |
12536.63 |
Gross loss |
-5683.14 |
| Profit factor |
2.21 |
Expected payoff |
51.92 |
|
|
| Absolute drawdown |
704.99 |
Maximal drawdown |
3493.53 (52.91%) |
Relative drawdown |
74.87% (878.99) |
|
| Total trades |
132 |
Short positions (won %) |
93 (66.67%) |
Long positions (won %) |
39 (92.31%) |
|
Profit trades (% of total) |
98 (74.24%) |
Loss trades (% of total) |
34 (25.76%) |
| Largest |
profit trade |
342.00 |
loss trade |
-267.69 |
| Average |
profit trade |
127.92 |
loss trade |
-167.15 |
| Maximum |
consecutive wins (profit in money) |
31 (3432.87) |
consecutive losses (loss in money) |
17 (-2703.69) |
| Maximal |
consecutive profit (count of wins) |
3432.87 (31) |
consecutive loss (count of losses) |
-2703.69 (17) |
| Average |
consecutive wins |
14 |
consecutive losses |
6 |
