Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 4 Hours (H4) 2006.01.02 20:00 - 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 | EAname="Pro-Gen_3"; ID_BASE=100000; LongBar=15; BarOpenPercent=0.4; MaxTrades=1; lots=1; stoploss=25; takeprofit=40; MM=false;
Risk=10; PairsTraded=0; UseClose=true;
TSactivation=29; TrailPips=10; UseHourTrade=true;
FromHourTrade=5; ToHourTrade=24; UseSimpleTF=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=true;
hour_to_close=21; EMAconfirm=false;
LowEMA=10; HighEMA=16; EMAtf=0; UseStoOpen=false;
StoTF=1; Reverse=false;
UseObsoleteMethod=true;
OMwhenLossOnly=false;
ObsoleteMinutes=10; Use50maFilter=true;
MApips=4; UseTE=false;
badtrades=2; ReEnter=2; |
|
Bars in test | 1182 | Ticks modelled | 937810 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 19464.76 | Gross profit | 56149.61 | Gross loss | -36684.85 |
Profit factor | 1.53 | Expected payoff | 58.10 | | |
Absolute drawdown | 467.00 | Maximal drawdown | 2063.99 (9.18%) | Relative drawdown | 9.52% (1003.50) |
|
Total trades | 335 | Short positions (won %) | 110 (51.82%) | Long positions (won %) | 225 (57.78%) |
| Profit trades (% of total) | 187 (55.82%) | Loss trades (% of total) | 148 (44.18%) |
Largest | profit trade | 800.00 | loss trade | -260.50 |
Average | profit trade | 300.27 | loss trade | -247.87 |
Maximum | consecutive wins (profit in money) | 9 (3085.99) | consecutive losses (loss in money) | 8 (-1991.40) |
Maximal | consecutive profit (count of wins) | 3085.99 (9) | consecutive loss (count of losses) | -1991.40 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |