Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.07.02 21:34 - 2006.09.25 00:00 (2006.07.01 - 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 | 653375 | Modelling quality | 23.74% |
|
Initial deposit | 3790500.00 | | | | |
Total net profit | 199188.57 | Gross profit | 2613645.00 | Gross loss | -2414456.43 |
Profit factor | 1.08 | Expected payoff | 257.35 | | |
Absolute drawdown | 28000.00 | Maximal drawdown | 134000.00 (3.41%) | Relative drawdown | 3.41% (134000.00) |
|
Total trades | 774 | Short positions (won %) | 331 (73.41%) | Long positions (won %) | 443 (77.43%) |
| Profit trades (% of total) | 586 (75.71%) | Loss trades (% of total) | 188 (24.29%) |
Largest | profit trade | 15000.00 | loss trade | -14050.00 |
Average | profit trade | 4460.15 | loss trade | -12842.85 |
Maximum | consecutive wins (profit in money) | 18 (77000.00) | consecutive losses (loss in money) | 5 (-65000.00) |
Maximal | consecutive profit (count of wins) | 77000.00 (18) | consecutive loss (count of losses) | -65000.00 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |