Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.09.09 00:00 - 2006.09.25 00:00 (2005.09.09 - 2006.09.25) |
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=3; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; |
|
Bars in test | 17689 | Ticks modelled | 1034941 | Modelling quality | 89.90% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 8625020.57 | Gross profit | 13496067.44 | Gross loss | -4871046.87 |
Profit factor | 2.77 | Expected payoff | 6104.05 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 146892.13 (1.77%) | Relative drawdown | 26.86% (39783.70) |
|
Total trades | 1413 | Short positions (won %) | 677 (72.97%) | Long positions (won %) | 736 (72.15%) |
| Profit trades (% of total) | 1025 (72.54%) | Loss trades (% of total) | 388 (27.46%) |
Largest | profit trade | 83000.00 | loss trade | -14050.00 |
Average | profit trade | 13166.90 | loss trade | -12554.24 |
Maximum | consecutive wins (profit in money) | 25 (6993.80) | consecutive losses (loss in money) | 5 (-65000.00) |
Maximal | consecutive profit (count of wins) | 223998.42 (18) | consecutive loss (count of losses) | -65000.00 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |