| 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 | |