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| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 2012.01.01 00:00 - 2013.12.30 00:00 (2012.01.01 - 2013.12.31) | ||||
| 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 | 1627 | Ticks modelled | 33379132 | Modelling quality | 34.62% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 2 | ||
| Total net profit | -2066.93 | Gross profit | 4500.01 | Gross loss | -6566.94 |
| Profit factor | 0.69 | Expected payoff | -32.30 | ||
| Absolute drawdown | 3725.80 | Maximal drawdown | 4250.68 (40.39%) | Relative drawdown | 40.39% (4250.68) |
| Total trades | 64 | Short positions (won %) | 21 (23.81%) | Long positions (won %) | 43 (20.93%) |
| Profit trades (% of total) | 14 (21.88%) | Loss trades (% of total) | 50 (78.13%) | ||
| Largest | profit trade | 769.06 | loss trade | -202.57 | |
| Average | profit trade | 321.43 | loss trade | -131.34 | |
| Maximum | consecutive wins (profit in money) | 4 (2777.83) | consecutive losses (loss in money) | 20 (-2746.07) | |
| Maximal | consecutive profit (count of wins) | 2777.83 (4) | consecutive loss (count of losses) | -2746.07 (20) | |
| Average | consecutive wins | 3 | consecutive losses | 10 | |

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