Symbol | GBPUSD (Great Britan vs US Dollar) |
Period | 5 Minutes (M5) 2006.05.31 23:50 - 2006.07.20 03:10 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=15; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.5; TakeProfit=20; Stoploss=60; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=10; TradeUntil3=23; TradeFrom4=0; TradeUntil4=0; SafeArea=40; Fast_Period=28; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=21; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=14; ClosingHour=24; writelog=0; |
|
Bars in test | 9964 | Ticks modelled | 204176 | Modelling quality | 63.73% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 4276.00 | Gross profit | 6977.50 | Gross loss | -2701.50 |
Profit factor | 2.58 | Expected payoff | 54.13 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 600.00 (12.80%) | Relative drawdown | 31.32% (501.50) |
|
Total trades | 79 | Short positions (won %) | 31 (87.10%) | Long positions (won %) | 48 (89.58%) |
| Profit trades (% of total) | 70 (88.61%) | Loss trades (% of total) | 9 (11.39%) |
Largest | profit trade | 101.50 | loss trade | -301.50 |
Average | profit trade | 99.68 | loss trade | -300.17 |
Maximum | consecutive wins (profit in money) | 20 (1998.00) | consecutive losses (loss in money) | 2 (-600.00) |
Maximal | consecutive profit (count of wins) | 1998.00 (20) | consecutive loss (count of losses) | -600.00 (2) |
Average | consecutive wins | 8 | consecutive losses | 1 |