Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.10.02 23:00 - 2006.10.08 00:00 (2005.10.01 - 2006.10.08) |
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=0.5; 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; MagicNumber=123000; |
|
Bars in test | 35299 | Ticks modelled | 860276 | Modelling quality | 89.99% |
|
Initial deposit | 363.00 | | | | |
Total net profit | 3586.56 | Gross profit | 5243.90 | Gross loss | -1657.34 |
Profit factor | 3.16 | Expected payoff | 3.71 | | |
Absolute drawdown | 6.50 | Maximal drawdown | 65.52 (1.64%) | Relative drawdown | 3.73% (15.00) |
|
Total trades | 967 | Short positions (won %) | 446 (72.42%) | Long positions (won %) | 521 (73.32%) |
| Profit trades (% of total) | 705 (72.91%) | Loss trades (% of total) | 262 (27.09%) |
Largest | profit trade | 42.00 | loss trade | -7.03 |
Average | profit trade | 7.44 | loss trade | -6.33 |
Maximum | consecutive wins (profit in money) | 22 (133.72) | consecutive losses (loss in money) | 6 (-39.00) |
Maximal | consecutive profit (count of wins) | 157.50 (9) | consecutive loss (count of losses) | -39.00 (6) |
Average | consecutive wins | 4 | consecutive losses | 1 |