| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
| Period | 30 Minutes (M30) 2004.10.06 21:30 - 2006.06.01 00:00 (2002.04.01 - 2006.06.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | dLots=6; dStopLossUSD=290; dTakeProfitUSD=1260; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2; |
|
| Bars in test | 20225 | Ticks modelled | 1713618 | Modelling quality | 89.56% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 14316.00 | Gross profit | 117876.00 | Gross loss | -103560.00 |
| Profit factor | 1.14 | Expected payoff | 153.94 | | |
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 8124.00 (44.0%) | | |
|
| Total trades | 93 | Short positions (won %) | 46 (41.30%) | Long positions (won %) | 47 (61.70%) |
| Profit trades (% of total) | 48 (51.61%) | Loss trades (% of total) | 45 (48.39%) |
| Largest | profit trade | 5502.00 | loss trade | -4830.00 |
| Average | profit trade | 2455.75 | loss trade | -2301.33 |
| Maximum | consecutive wins (profit in money) | 3 (13836.00) | consecutive losses (loss in money) | 2 (-534.00) |
| Maximal | consecutive profit (count of wins) | 13836.00 (3) | consecutive loss (count of losses) | -4830.00 (1) |
| Average | consecutive wins | 1 | consecutive losses | 1 |