Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | 4 Hours (H4) 2006.09.11 00:00 - 2006.09.22 00:00 (2006.09.10 - 2006.09.22) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ExitMarket=false;
ShowSuitablePeriod=false;
ShowMarketInfo=false;
ShowAccountStatus=false;
ShowStat=false;
ShowDecision=false;
ShowDirection=false;
BlockSell=false;
BlockBuy=false;
ShowLots=false;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableMA=false;
EnableFractals=false;
EnableCCI=true;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
EnablePivot=true;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=true;
ReverseIndex=3.82; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
MAXLots=100; AutoDirection=true;
ValuesPeriodCount=5; ValuesPeriodCountMax=5; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=1; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=20; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=3; MagicNumber=123000; |
|
Bars in test | 3546 | Ticks modelled | 57471 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 565.47 | Gross profit | 895.47 | Gross loss | -330.00 |
Profit factor | 2.71 | Expected payoff | 28.27 | | |
Absolute drawdown | 66.00 | Maximal drawdown | 158.59 (13.42%) | Relative drawdown | 13.42% (158.59) |
|
Total trades | 20 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) |
Largest | profit trade | 120.00 | loss trade | -66.00 |
Average | profit trade | 59.70 | loss trade | -66.00 |
Maximum | consecutive wins (profit in money) | 9 (542.64) | consecutive losses (loss in money) | 2 (-132.00) |
Maximal | consecutive profit (count of wins) | 542.64 (9) | consecutive loss (count of losses) | -132.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 2 |