Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) |
Period | 4 Hours (H4) 2006.08.07 00:00 - 2006.09.22 00:00 (2006.08.06 - 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 | 201211 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 1971.57 | Gross profit | 7868.13 | Gross loss | -5896.56 |
Profit factor | 1.33 | Expected payoff | 14.82 | | |
Absolute drawdown | 21.00 | Maximal drawdown | 1495.20 (47.80%) | Relative drawdown | 47.80% (1495.20) |
|
Total trades | 133 | Short positions (won %) | 74 (58.11%) | Long positions (won %) | 59 (61.02%) |
| Profit trades (% of total) | 79 (59.40%) | Loss trades (% of total) | 54 (40.60%) |
Largest | profit trade | 485.00 | loss trade | -176.00 |
Average | profit trade | 99.60 | loss trade | -109.20 |
Maximum | consecutive wins (profit in money) | 9 (1096.00) | consecutive losses (loss in money) | 4 (-660.00) |
Maximal | consecutive profit (count of wins) | 1332.00 (6) | consecutive loss (count of losses) | -660.00 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |