Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | Daily (D1) 2005.08.01 00:00 - 2006.09.05 00:00 (2005.08.01 - 2006.09.05) |
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;
ShowLots=false;
BlockSell=false;
BlockBuy=false;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableRSI=true;
EnableMA=false;
EnableFractals=false;
EnableCCI=false;
EnableCyberiaLogic=false;
EnableLogicTrading=true;
EnableADX=false;
EnablePivot=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=false;
ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; Risk=1; SlipPage=1; MAXLots=25; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; StaticStopLoss=35; StopLossIndex=2.5; AutoStopLossIndex=true;
StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=-1; MagicNumber=100056; |
|
Bars in test | 664 | Ticks modelled | 11686 | Modelling quality | 90.00% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 112053.44 | Gross profit | 148556.83 | Gross loss | -36503.40 |
Profit factor | 4.07 | Expected payoff | 982.92 | | |
Absolute drawdown | 264.25 | Maximal drawdown | 3743.75 (27.53%) | Relative drawdown | 73.27% (646.30) |
|
Total trades | 114 | Short positions (won %) | 43 (69.77%) | Long positions (won %) | 71 (47.89%) |
| Profit trades (% of total) | 64 (56.14%) | Loss trades (% of total) | 50 (43.86%) |
Largest | profit trade | 7471.50 | loss trade | -951.25 |
Average | profit trade | 2321.20 | loss trade | -730.07 |
Maximum | consecutive wins (profit in money) | 6 (19697.38) | consecutive losses (loss in money) | 5 (-603.68) |
Maximal | consecutive profit (count of wins) | 19697.38 (6) | consecutive loss (count of losses) | -3743.75 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |