Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.09.09 00:00 - 2006.08.31 00:00 (2005.09.09 - 2006.08.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotIncreaseFactor=0.11; 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=false;
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 | 16438 | Ticks modelled | 865447 | Modelling quality | 89.89% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 571044.40 | Gross profit | 1969142.00 | Gross loss | -1398097.60 |
Profit factor | 1.41 | Expected payoff | 721.02 | | |
Absolute drawdown | 6170.70 | Maximal drawdown | 342556.60 (35.55%) | Relative drawdown | 35.55% (342556.60) |
|
Total trades | 792 | Short positions (won %) | 792 (18.06%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 143 (18.06%) | Loss trades (% of total) | 649 (81.94%) |
Largest | profit trade | 89100.00 | loss trade | -15840.00 |
Average | profit trade | 13770.22 | loss trade | -2154.23 |
Maximum | consecutive wins (profit in money) | 4 (267309.00) | consecutive losses (loss in money) | 23 (-15870.70) |
Maximal | consecutive profit (count of wins) | 267309.00 (4) | consecutive loss (count of losses) | -15872.00 (21) |
Average | consecutive wins | 1 | consecutive losses | 6 |