| Symbol | GBPUSD-Pro (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2014.04.23 11:59 - 2014.05.22 23:31 (2014.01.01 - 2014.05.23) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AS PER SUPERIORS | ||||
| Bars in test | 2018 | Ticks modelled | 475316 | Modelling quality | n/a |
| Mismatched charts errors | 257433 | ||||
| Initial deposit | 1000.00 | Spread | Current (7) | ||
| Total net profit | 2881.75 | Gross profit | 3964.21 | Gross loss | -1082.46 |
| Profit factor | 3.66 | Expected payoff | 8.60 | ||
| Absolute drawdown | 20.60 | Maximal drawdown | 74.67 (2.05%) | Relative drawdown | 4.74% (55.70) |
| Total trades | 335 | Short positions (won %) | 166 (53.01%) | Long positions (won %) | 169 (52.66%) |
| Profit trades (% of total) | 177 (52.84%) | Loss trades (% of total) | 158 (47.16%) | ||
| Largest | profit trade | 98.65 | loss trade | -15.55 | |
| Average | profit trade | 22.40 | loss trade | -6.85 | |
| Maximum | consecutive wins (profit in money) | 8 (258.52) | consecutive losses (loss in money) | 5 (-39.35) | |
| Maximal | consecutive profit (count of wins) | 258.52 (8) | consecutive loss (count of losses) | -39.35 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
Saturday, 24 May 2014
RENKO ONE MONTH CHART TEST REPORT
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