Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2005.09.09 17:20 - 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=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 | 1585242 | Modelling quality | 24.73% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 88955.40 | Gross profit | 428631.66 | Gross loss | -339676.26 |
Profit factor | 1.26 | Expected payoff | 101.09 | | |
Absolute drawdown | 36.32 | Maximal drawdown | 36637.90 (29.06%) | Relative drawdown | 61.25% (816.80) |
|
Total trades | 880 | Short positions (won %) | 463 (82.51%) | Long positions (won %) | 417 (79.38%) |
| Profit trades (% of total) | 713 (81.02%) | Loss trades (% of total) | 167 (18.98%) |
Largest | profit trade | 13722.06 | loss trade | -13000.00 |
Average | profit trade | 601.17 | loss trade | -2033.99 |
Maximum | consecutive wins (profit in money) | 21 (15979.56) | consecutive losses (loss in money) | 3 (-36637.90) |
Maximal | consecutive profit (count of wins) | 44298.92 (8) | consecutive loss (count of losses) | -36637.90 (3) |
Average | consecutive wins | 5 | consecutive losses | 1 |