Saturday, 24 May 2014

RENKO ONE MONTH CHART TEST REPORT


               SymbolGBPUSD-Pro (Great Britain Pound vs US Dollar)
               Period5 Minutes (M5) 2014.04.23 11:59 - 2014.05.22 23:31 (2014.01.01 - 2014.05.23)
               ModelEvery tick (the most precise method based on all available least timeframes)
               ParametersAS PER SUPERIORS

          Bars in test2018Ticks modelled475316Modelling qualityn/a
Mismatched charts errors257433




Initial deposit1000.00

SpreadCurrent (7)
Total net profit2881.75Gross profit3964.21Gross loss-1082.46
Profit factor3.66Expected payoff8.60

Absolute drawdown20.60Maximal drawdown74.67 (2.05%)Relative drawdown4.74% (55.70)

Total trades335Short 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%)
Largestprofit trade98.65loss trade-15.55
Averageprofit trade22.40loss trade-6.85
Maximumconsecutive wins (profit in money)8 (258.52)consecutive losses (loss in money)5 (-39.35)
Maximalconsecutive profit (count of wins)258.52 (8)consecutive loss (count of losses)-39.35 (5)
Averageconsecutive wins2consecutive losses2

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