Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.03.01 00:01 - 2006.09.25 00:00 (2006.03.01 - 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 | 1090718 | Modelling quality | 24.52% |
|
Initial deposit | 1693700.00 | | | | |
Total net profit | 1229331.93 | Gross profit | 3191260.55 | Gross loss | -1961928.62 |
Profit factor | 1.63 | Expected payoff | 1306.41 | | |
Absolute drawdown | 7000.86 | Maximal drawdown | 57999.47 (2.66%) | Relative drawdown | 3.15% (57000.44) |
|
Total trades | 941 | Short positions (won %) | 389 (84.32%) | Long positions (won %) | 552 (83.15%) |
| Profit trades (% of total) | 787 (83.63%) | Loss trades (% of total) | 154 (16.37%) |
Largest | profit trade | 19000.00 | loss trade | -14050.00 |
Average | profit trade | 4054.97 | loss trade | -12739.80 |
Maximum | consecutive wins (profit in money) | 39 (207005.11) | consecutive losses (loss in money) | 3 (-39350.00) |
Maximal | consecutive profit (count of wins) | 207005.11 (39) | consecutive loss (count of losses) | -39350.00 (3) |
Average | consecutive wins | 6 | consecutive losses | 1 |