Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2006.07.25 21:00 - 2006.09.19 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.15; DecreaseFactor=3; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=8; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=55; Delta=0; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=21; |
|
Bars in test | 1025 | Ticks modelled | 203205 | Modelling quality | 49.18% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -45.56 | Gross profit | 618.25 | Gross loss | -663.80 |
Profit factor | 0.93 | Expected payoff | -2.68 | | |
Absolute drawdown | 366.39 | Maximal drawdown | 459.59 (4.55%) | Relative drawdown | 4.55% (459.59) |
|
Total trades | 17 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 6 (35.29%) | Loss trades (% of total) | 11 (64.71%) |
Largest | profit trade | 353.51 | loss trade | -186.00 |
Average | profit trade | 103.04 | loss trade | -60.35 |
Maximum | consecutive wins (profit in money) | 2 (435.76) | consecutive losses (loss in money) | 4 (-153.19) |
Maximal | consecutive profit (count of wins) | 435.76 (2) | consecutive loss (count of losses) | -186.00 (1) |
Average | consecutive wins | 1 | consecutive losses | 2 |