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| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6; | ||||
| Bars in test | 1260 | Ticks modelled | 31227657 | Modelling quality | 50.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | 5555.94 | Gross profit | 7376.30 | Gross loss | -1820.36 |
| Profit factor | 4.05 | Expected payoff | 308.66 | ||
| Absolute drawdown | 2033.88 | Maximal drawdown | 3215.72 (26.34%) | Relative drawdown | 26.34% (3215.72) |
| Total trades | 18 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 14 (0.00%) |
| Profit trades (% of total) | 4 (22.22%) | Loss trades (% of total) | 14 (77.78%) | ||
| Largest | profit trade | 1921.17 | loss trade | -209.44 | |
| Average | profit trade | 1844.08 | loss trade | -130.03 | |
| Maximum | consecutive wins (profit in money) | 4 (7376.30) | consecutive losses (loss in money) | 14 (-1820.36) | |
| Maximal | consecutive profit (count of wins) | 7376.30 (4) | consecutive loss (count of losses) | -1820.36 (14) | |
| Average | consecutive wins | 4 | consecutive losses | 14 | |

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