Symbol |
GBPUSD (Great Britain Pound vs US Dollar) |
Period |
5 Minutes (M5) 2005.01.17 02:45 - 2018.08.30 23:55 (2005.01.17 - 2018.08.31) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MaxSpread=3; Sl=90; Tp=12; Lots=0.1; MaxLots=0.2; Lots_exp=1.2; MaxOrders=6; MAGIC=32355; |
|
Bars in test |
998163 |
Ticks modelled |
204635051 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
18 |
Total net profit |
26632.06 |
Gross profit |
46301.05 |
Gross loss |
-19668.98 |
Profit factor |
2.35 |
Expected payoff |
6.98 |
|
|
Absolute drawdown |
224.64 |
Maximal drawdown |
1543.32 (4.94%) |
Relative drawdown |
10.47% (1227.34) |
|
Total trades |
3818 |
Short positions (won %) |
2479 (93.87%) |
Long positions (won %) |
1339 (85.66%) |
|
Profit trades (% of total) |
3474 (90.99%) |
Loss trades (% of total) |
344 (9.01%) |
Largest |
profit trade |
24.05 |
loss trade |
-180.00 |
Average |
profit trade |
13.33 |
loss trade |
-57.18 |
Maximum |
consecutive wins (profit in money) |
202 (2352.70) |
consecutive losses (loss in money) |
12 (-200.88) |
Maximal |
consecutive profit (count of wins) |
2352.70 (202) |
consecutive loss (count of losses) |
-720.00 (4) |
Average |
consecutive wins |
24 |
consecutive losses |
2 |