Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.05.01 00:00 - 2006.09.25 00:00 (2006.05.01 - 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=23; ValuesPeriodCountMax=23; 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 | 322679 | Ticks modelled | 914466 | Modelling quality | 24.32% |
|
Initial deposit | 2922500.00 | | | | |
Total net profit | 866018.50 | Gross profit | 3529955.62 | Gross loss | -2663937.12 |
Profit factor | 1.33 | Expected payoff | 858.29 | | |
Absolute drawdown | 27036.54 | Maximal drawdown | 126000.24 (3.32%) | Relative drawdown | 3.32% (126000.24) |
|
Total trades | 1009 | Short positions (won %) | 449 (78.17%) | Long positions (won %) | 560 (79.46%) |
| Profit trades (% of total) | 796 (78.89%) | Loss trades (% of total) | 213 (21.11%) |
Largest | profit trade | 15999.61 | loss trade | -14050.00 |
Average | profit trade | 4434.62 | loss trade | -12506.75 |
Maximum | consecutive wins (profit in money) | 18 (82000.28) | consecutive losses (loss in money) | 4 (-52000.00) |
Maximal | consecutive profit (count of wins) | 82000.28 (18) | consecutive loss (count of losses) | -52000.00 (4) |
Average | consecutive wins | 5 | consecutive losses | 1 |