Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.09.09 00:00 - 2006.08.10 00:00 (2005.09.09 - 2006.08.10) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotIncreaseFactor=0.2; Main_Signal="Main Trade Signal Settings"; UseMain_Signal=true;
MaxOpenTrade_1=1; Lots1=0.1; TakeProfit1=90; StopLoss1=16; MinsMultiplier1=75; MatchingSignal_1="Matching Signal 1 Settings"; UseMS1=true;
MaxOpenTrade_5=1; Lots5=0.09; TakeProfit5=85; StopLoss5=7; MinsMultiplier5=18; MatchingSignal_2="Matching Signal 2 Settings"; UseMS2=true;
MaxOpenTrade_6=1; Lots6=0.6; TakeProfit6=55; StopLoss6=12; MinsMultiplier6=18; MatchingSignal_3="Matching Signal 3 Settings"; UseMS3=true;
MaxOpenTrade_7=1; Lots7=1; TakeProfit7=53; StopLoss7=7; MinsMultiplier7=18; Use_Function_Settings="Use Mode Settings"; TakeProfitMode=true;
TrailingStopMode=true;
StopLossMode=true;
SignalMail=false;
EachTickMode=true;
Support_Resistance_Settings="Support Resistance Settings"; ResistanceBarsBack=145; SupportBarsBack=145; HStartBack=1; LStartBack=1; Main_Moving_Aves_etc="Moving Average and Initial Order Settings"; ShortemaS=4; ShortemaL=18; Mtrendema=150; TrailingStop=12; Slippage=3; Shift=2; |
|
Bars in test | 17642 | Ticks modelled | 688500 | Modelling quality | 89.82% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 1374811.36 | Gross profit | 3673618.31 | Gross loss | -2298806.95 |
Profit factor | 1.60 | Expected payoff | 475.38 | | |
Absolute drawdown | 240.00 | Maximal drawdown | 231662.10 (15.07%) | Relative drawdown | 55.32% (18074.74) |
|
Total trades | 2892 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2892 (42.19%) |
| Profit trades (% of total) | 1220 (42.19%) | Loss trades (% of total) | 1672 (57.81%) |
Largest | profit trade | 89100.00 | loss trade | -15840.00 |
Average | profit trade | 3011.16 | loss trade | -1374.88 |
Maximum | consecutive wins (profit in money) | 9 (106921.10) | consecutive losses (loss in money) | 18 (-163.10) |
Maximal | consecutive profit (count of wins) | 225720.50 (7) | consecutive loss (count of losses) | -15845.70 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |