Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.04.01 00:00 - 2006.09.26 00:00 (2004.04.01 - 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=3; 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 | 1907920 | Modelling quality | 90.00% |
|
Initial deposit | 391.00 | | | | |
Total net profit | 46790.06 | Gross profit | 74108.42 | Gross loss | -27318.36 |
Profit factor | 2.71 | Expected payoff | 19.30 | | |
Absolute drawdown | 225.15 | Maximal drawdown | 943.05 (76.72%) | Relative drawdown | 76.72% (943.05) |
|
Total trades | 2424 | Short positions (won %) | 916 (75.44%) | Long positions (won %) | 1508 (68.50%) |
| Profit trades (% of total) | 1724 (71.12%) | Loss trades (% of total) | 700 (28.88%) |
Largest | profit trade | 399.00 | loss trade | -42.15 |
Average | profit trade | 42.99 | loss trade | -39.03 |
Maximum | consecutive wins (profit in money) | 20 (639.00) | consecutive losses (loss in money) | 9 (-352.05) |
Maximal | consecutive profit (count of wins) | 954.64 (18) | consecutive loss (count of losses) | -352.05 (9) |
Average | consecutive wins | 4 | consecutive losses | 1 |