Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Minute (M1) 2006.01.02 00:51 - 2006.09.25 00:00 (2006.01.01 - 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 | 1274287 | Modelling quality | 24.62% |
|
Initial deposit | 838300.00 | | | | |
Total net profit | 867372.41 | Gross profit | 3074092.98 | Gross loss | -2206720.57 |
Profit factor | 1.39 | Expected payoff | 956.31 | | |
Absolute drawdown | 13000.00 | Maximal drawdown | 113352.54 (8.51%) | Relative drawdown | 8.51% (113352.54) |
|
Total trades | 907 | Short positions (won %) | 462 (82.03%) | Long positions (won %) | 445 (79.10%) |
| Profit trades (% of total) | 731 (80.60%) | Loss trades (% of total) | 176 (19.40%) |
Largest | profit trade | 25000.23 | loss trade | -13350.00 |
Average | profit trade | 4205.33 | loss trade | -12538.19 |
Maximum | consecutive wins (profit in money) | 25 (124001.79) | consecutive losses (loss in money) | 4 (-52000.00) |
Maximal | consecutive profit (count of wins) | 124001.79 (25) | consecutive loss (count of losses) | -52000.00 (4) |
Average | consecutive wins | 5 | consecutive losses | 1 |