Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | 30 Minutes (M30) 2004.06.18 11:00 - 2006.07.24 11:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | FromHourTrade=8; ToHourTrade=23; FastPeriod=18; UseHourTrade=true;
SlowPeriod=60; SL=60; TakeProfit=200; Lots=1; TrailingStop=18; incTp=0; USE_La_Nina=false;
Mild_Nina=true;
mild=1; Risk=10; MM=true;
Use_El_Nino=true;
Mild_nino=false;
MaxTrades=4; Selectivity=14; |
|
Bars in test | 25091 | Ticks modelled | 2984047 | Modelling quality | 89.64% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 23389.94 | Gross profit | 63279.71 | Gross loss | -39889.77 |
Profit factor | 1.59 | Expected payoff | 210.72 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 7289.98 (24.48%) | Relative drawdown | 24.48% (7289.98) |
|
Total trades | 111 | Short positions (won %) | 55 (87.27%) | Long positions (won %) | 56 (80.36%) |
| Profit trades (% of total) | 93 (83.78%) | Loss trades (% of total) | 18 (16.22%) |
Largest | profit trade | 3449.99 | loss trade | -3138.87 |
Average | profit trade | 680.43 | loss trade | -2216.10 |
Maximum | consecutive wins (profit in money) | 28 (18223.08) | consecutive losses (loss in money) | 2 (-4948.12) |
Maximal | consecutive profit (count of wins) | 18223.08 (28) | consecutive loss (count of losses) | -4948.12 (2) |
Average | consecutive wins | 7 | consecutive losses | 1 |