Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2006.01.02 22:00 - 2006.09.01 00:00 (2006.01.01 - 2006.09.01) |
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;
EnableWMA=true;
WMAPeriod=5; EnableFractals=false;
EnableCCI=false;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
EnablePivot=false;
PivotPeriod=1440; BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=false;
ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
MAXLots=50; AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=1; StopLoss=0; TakeProfit=0; SymbolsCount=1; Risk=0.25; EnableStaticLots=true;
StaticLots=1; StopLossIndex=5; AutoStopLossIndex=true;
StaticStopLoss=50; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=0; MagicNumber=123000; PIPTimerType=0; |
|
Bars in test | 34682 | Ticks modelled | 542689 | Modelling quality | 90.00% |
|
Initial deposit | 363.00 | | | | |
Total net profit | 293923.33 | Gross profit | 411135.81 | Gross loss | -117212.48 |
Profit factor | 3.51 | Expected payoff | 389.30 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 5856.71 (2.25%) | Relative drawdown | 23.36% (261.20) |
|
Total trades | 755 | Short positions (won %) | 361 (93.35%) | Long positions (won %) | 394 (89.85%) |
| Profit trades (% of total) | 691 (91.52%) | Loss trades (% of total) | 64 (8.48%) |
Largest | profit trade | 3800.00 | loss trade | -2652.50 |
Average | profit trade | 594.99 | loss trade | -1831.44 |
Maximum | consecutive wins (profit in money) | 64 (34482.38) | consecutive losses (loss in money) | 5 (-2485.70) |
Maximal | consecutive profit (count of wins) | 34482.38 (64) | consecutive loss (count of losses) | -5252.50 (2) |
Average | consecutive wins | 13 | consecutive losses | 1 |