| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 15 Minutes (M15) 2001.01.01 08:00 - 2007.11.01 11:30 (2001.01.01 - 2007.11.02) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Capital=5; TP=10; stoploss=20; |
|
| Bars in test | 170993 | Ticks modelled | 14497918 | Modelling quality | 90.00% |
| Mismatched charts errors | 85 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 2000842434.78 | Gross profit | 4903705131.72 | Gross loss | -2902862696.93 |
| Profit factor | 1.69 | Expected payoff | 73544.16 | | |
| Absolute drawdown | 30.90 | Maximal drawdown | 148960977.55 (8.16%) | Relative drawdown | 27.84% (20028975.87) |
|
| Total trades | 27206 | Short positions (won %) | 13565 (77.93%) | Long positions (won %) | 13641 (78.47%) |
| Profit trades (% of total) | 21275 (78.20%) | Loss trades (% of total) | 5931 (21.80%) |
| Largest | profit trade | 6978526.80 | loss trade | -19448528.00 |
| Average | profit trade | 230491.43 | loss trade | -489439.00 |
| Maximum | consecutive wins (profit in money) | 43 (1720760.30) | consecutive losses (loss in money) | 6 (-3690188.00) |
| Maximal | consecutive profit (count of wins) | 134789804.80 (24) | consecutive loss (count of losses) | -47408648.00 (4) |
| Average | consecutive wins | 5 | consecutive losses | 1 |