Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2003.11.10 08:00 - 2006.09.26 00:00 (2001.01.03 - 2006.09.26) |
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=10; 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 | 17668 | Ticks modelled | 2004890 | Modelling quality | 89.49% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 85948.01 | Gross profit | 171841.47 | Gross loss | -85893.46 |
Profit factor | 2.00 | Expected payoff | 53.19 | | |
Absolute drawdown | 3084.20 | Maximal drawdown | 4270.98 (69.03%) | Relative drawdown | 69.03% (4270.98) |
|
Total trades | 1616 | Short positions (won %) | 565 (70.27%) | Long positions (won %) | 1051 (61.18%) |
| Profit trades (% of total) | 1040 (64.36%) | Loss trades (% of total) | 576 (35.64%) |
Largest | profit trade | 880.00 | loss trade | -160.50 |
Average | profit trade | 165.23 | loss trade | -149.12 |
Maximum | consecutive wins (profit in money) | 18 (3519.99) | consecutive losses (loss in money) | 14 (-2100.00) |
Maximal | consecutive profit (count of wins) | 3519.99 (18) | consecutive loss (count of losses) | -2100.00 (14) |
Average | consecutive wins | 3 | consecutive losses | 2 |