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| Symbol | GBPCAD (Great Britan Pound vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2015.03.31 23:45 (2014.01.01 - 2015.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="GBPCAD b10"; xx0="--- Money Management:"; LotSize=0; Risk=5; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=16; CountMax=50; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3.1; UserTPpips=0; SLpips=50; HourForcedExitGMT=0; EndOfMonthDays=0; GMTOffset=2; xx2a="--- ATR filter: "; ATRfilter=false; ATRXHour=1; ATRXPips=70; xx5="--- Logic: "; Logic1=299434720; Logic2=190; Logic3=0; Logic4=956278199; Logic5=59326844; xxx5="--- Trading time "; HourStartGMT=21; MinuteStart=1; HourEndGMT=22; MinuteEnd=0; HourEndGMTMo=22; MinuteEndMo=10; xxx6="--- Trading by days"; TradeMon=true; TradeTue=true; TradeWed=true; TradeThu=true; TradeFri=true; xx6="--- Misc: "; Magic=9701; Comments="EW b10"; comment_color=Orange; box_color=Black; Shots=false; Verbose=true; | ||||
| Bars in test | 31642 | Ticks modelled | 15694808 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 449.35 | Gross profit | 972.81 | Gross loss | -523.46 |
| Profit factor | 1.86 | Expected payoff | 1.41 | ||
| Absolute drawdown | 52.23 | Maximal drawdown | 61.86 (6.13%) | Relative drawdown | 6.13% (61.86) |
| Total trades | 318 | Short positions (won %) | 165 (63.64%) | Long positions (won %) | 153 (73.20%) |
| Profit trades (% of total) | 217 (68.24%) | Loss trades (% of total) | 101 (31.76%) | ||
| Largest | profit trade | 12.61 | loss trade | -24.97 | |
| Average | profit trade | 4.48 | loss trade | -5.18 | |
| Maximum | consecutive wins (profit in money) | 10 (27.21) | consecutive losses (loss in money) | 5 (-41.46) | |
| Maximal | consecutive profit (count of wins) | 47.49 (8) | consecutive loss (count of losses) | -41.46 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

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