| Symbol | GBPCHFm (Great Britain Pound vs Swiss Frank) |
| Period | 1 Hour (H1) 2005.11.25 09:00 - 2006.02.22 01:00 (2005.09.20 - 2006.06.23) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; StopLoss=80; TakeProfit=70; Slippage=2; |
|
| Bars in test | 1530 | Ticks modelled | 704955 | Modelling quality | 55.31% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 9737.81 | Gross profit | 10860.30 | Gross loss | -1122.49 |
| Profit factor | 9.68 | Expected payoff | 16.15 | | |
| Absolute drawdown | 25.98 | Maximal drawdown (%) | 105.48 (0.1%) | | |
|
| Total trades | 603 | Short positions (won %) | 242 (89.26%) | Long positions (won %) | 361 (95.57%) |
| Profit trades (% of total) | 561 (93.03%) | Loss trades (% of total) | 42 (6.97%) |
| Largest | profit trade | 51.18 | loss trade | -61.14 |
| Average | profit trade | 19.36 | loss trade | -26.73 |
| Maximum | consecutive wins (profit in money) | 204 (6155.74) | consecutive losses (loss in money) | 7 (-5.32) |
| Maximal | consecutive profit (count of wins) | 6155.74 (204) | consecutive loss (count of losses) | -86.33 (2) |
| Average | consecutive wins | 20 | consecutive losses | 2 |