Dec 082009
Trading mode: Medium risk
Trading Pair: GBP/JPY
Monthly Performance: 15-30%
Minimum deposit: $10 000
Recommended Lot size: 1.0
A breakout strategy depend on first 4H of the week. Trades outside first 4H with market direction and close only on reverse or end of week.
This system is very profitable for slow trading seekers. Expected annual profit: 600% Expected maximum draw down: 15% Profit ratio: 2.5
Strategy Tester Report
LetsFX – Weekly Trader
AlpariUK-Demo (Build 225)
Symbol
GBPJPY (Great Britain Pound vs Japanese Yen)
Period
4 Hours (H4) 2008.08.12 00:00 – 2009.08.14 20:00 (2008.08.12 – 2009.08.17)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
LotSize=1; Days.Comment=”Day# 1=monday, 2=tue, 3=wed, 4=thu, 5=fri”; Day.in.start=1; Day.in.till=3; Day.out=4; TargetPower=4; Retries=4; Max.Gap.Allowed=2000; Magic=153; Pip.Away=200; Comment.Add=”&4″;
Bars in test
2567
Ticks modelled
14895616
Modelling quality
90.00%
Mismatched charts errors
0
Initial deposit
10000.00
Total net profit
66283.01
Gross profit
111678.30
Gross loss
-45395.30
Profit factor
2.46
Expected payoff
1086.61
Absolute drawdown
443.45
Maximal drawdown
11368.04 (22.66%)
Relative drawdown
24.37% (10562.25)
Total trades
61
Short positions (won %)
32 (46.88%)
Long positions (won %)
29 (44.83%)
Profit trades (% of total)
28 (45.90%)
Loss trades (% of total)
33 (54.10%)
Largest
profit trade
8750.37
loss trade
-2209.03
Average
profit trade
3988.51
loss trade
-1375.62
Maximum
consecutive wins (profit in money)
4 (15085.52)
consecutive losses (loss in money)
5 (-6933.97)
Maximal
consecutive profit (count of wins)
16205.09 (2)
consecutive loss (count of losses)
-6933.97 (5)
Average
consecutive wins
2
consecutive losses
2