Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2006.08.01 00:00 - 2006.10.10 00:00 (2006.08.01 - 2006.10.10) |
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=0.1; AutoDirection=true;
ValuesPeriodCount=7; ValuesPeriodCountMax=7; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.7; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true;
TrailingStopFactor=1; TimeTradeHoursDisabled=""; GMT=1; AutoMagicNumber=true;
MagicNumber=123000; |
|
Bars in test | 35318 | Ticks modelled | 246694 | Modelling quality | 90.00% |
|
Initial deposit | 363.00 | | | | |
Total net profit | 2.93 | Gross profit | 86.50 | Gross loss | -83.57 |
Profit factor | 1.04 | Expected payoff | 0.02 | | |
Absolute drawdown | 1.29 | Maximal drawdown | 20.54 (5.32%) | Relative drawdown | 5.32% (20.54) |
|
Total trades | 121 | Short positions (won %) | 64 (43.75%) | Long positions (won %) | 57 (54.39%) |
| Profit trades (% of total) | 59 (48.76%) | Loss trades (% of total) | 62 (51.24%) |
Largest | profit trade | 4.30 | loss trade | -1.61 |
Average | profit trade | 1.47 | loss trade | -1.35 |
Maximum | consecutive wins (profit in money) | 9 (14.50) | consecutive losses (loss in money) | 6 (-8.52) |
Maximal | consecutive profit (count of wins) | 14.50 (9) | consecutive loss (count of losses) | -8.52 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |