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| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2014.09.30 23:45 (2014.01.01 - 2014.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="GBPUSD w8"; Flag_Stop=false; xx0="--- Money Management:"; LotSize=0; Risk=10; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=20; CountMax=35; RiskDivider=1; xx2="--- Settings: "; MaxSpread=2; UserTPpips=0; SLpips=40; GMTOffset=2; HourForcedExitGMT=9; EndOfMonthDays=1; xx4="for backtests only:"; AutoDST=true; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=40; xx5="--- Logic: "; Logic1=298880870; Logic2=141855772; Logic3=154764769; Logic4=923232628; Logic5=39457581; xx6="--- Misc: "; Magic=987; Comments="EW"; comment_color=White; box_color=75,75,75; Shots=false; Verbose=true; | ||||
| Bars in test | 19578 | Ticks modelled | 6457700 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 20 | ||
| Total net profit | 307.33 | Gross profit | 464.86 | Gross loss | -157.53 |
| Profit factor | 2.95 | Expected payoff | 2.70 | ||
| Absolute drawdown | 13.90 | Maximal drawdown | 44.33 (3.38%) | Relative drawdown | 3.69% (37.95) |
| Total trades | 114 | Short positions (won %) | 53 (71.70%) | Long positions (won %) | 61 (73.77%) |
| Profit trades (% of total) | 83 (72.81%) | Loss trades (% of total) | 31 (27.19%) | ||
| Largest | profit trade | 13.26 | loss trade | -21.51 | |
| Average | profit trade | 5.60 | loss trade | -5.08 | |
| Maximum | consecutive wins (profit in money) | 11 (57.00) | consecutive losses (loss in money) | 2 (-11.48) | |
| Maximal | consecutive profit (count of wins) | 57.00 (11) | consecutive loss (count of losses) | -21.51 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

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