Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.03.02 16:30 - 2006.08.02 00:00 (2005.02.01 - 2006.08.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Main_Moving_Aves_etc="Moving Average and Initial Order Settings"; ShortemaS=4; ShortemaL=18; Mtrendema=150; TrailingStop=20; Slippage=3; Main_Signal="Main Trade Signal Settings"; UseMain_Signal=true;
MaxOpenTrade_1=1; Lots1=0.25; TakeProfit1=90; StopLoss1=16; MinsMultiplier1=75; Countertrend_1="Countertrend Signal 1 Settings"; UseCTrend_1=false;
MaxOpenTrade_2=1; Lots2=0.04; TakeProfit2=52; StopLoss2=120; MinsMultiplier2=75; OffAve2=160; Countertrend_2="Countertrend Signal 2 Settings"; UseCTrend_2=false;
MaxOpenTrade_3=1; Lots3=0.05; TakeProfit3=30; StopLoss3=30; MinsMultiplier3=75; OffAve3=320; Countertrend_3="Countertrend Signal 3 Settings"; UseCTrend_3=false;
MaxOpenTrade_4=1; Lots4=0.06; TakeProfit4=30; StopLoss4=30; MinsMultiplier4=75; OffAve4=320; Shift=2; MatchingSignal_1="Matching Signal 1 Settings"; UseMS1=true;
MaxOpenTrade_5=1; Lots5=0.01; TakeProfit5=85; StopLoss5=7; MinsMultiplier5=18; MatchingSignal_2="Matching Signal 2 Settings"; UseMS2=true;
MaxOpenTrade_6=1; Lots6=0.03; StopLoss6=13; |
|
Bars in test | 17357 | Ticks modelled | 1728561 | Modelling quality | 65.40% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 4605.30 | Gross profit | 29962.40 | Gross loss | -25357.10 |
Profit factor | 1.18 | Expected payoff | 5.23 | | |
Absolute drawdown | 232.00 | Maximal drawdown | 1820.00 (37.63%) | Relative drawdown | 59.75% (397.80) |
|
Total trades | 881 | Short positions (won %) | 881 (17.25%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 152 (17.25%) | Loss trades (% of total) | 729 (82.75%) |
Largest | profit trade | 765.00 | loss trade | -170.00 |
Average | profit trade | 197.12 | loss trade | -34.78 |
Maximum | consecutive wins (profit in money) | 3 (998.50) | consecutive losses (loss in money) | 25 (-1019.20) |
Maximal | consecutive profit (count of wins) | 998.50 (3) | consecutive loss (count of losses) | -1019.20 (25) |
Average | consecutive wins | 1 | consecutive losses | 5 |