Symbol | GBPUSDm (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.10.06 00:00 - 2006.10.08 00:00 (2005.10.06 - 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=10; 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 | 35298 | Ticks modelled | 854294 | Modelling quality | 90.00% |
|
Initial deposit | 363.00 | | | | |
Total net profit | 30389.24 | Gross profit | 58886.77 | Gross loss | -28497.53 |
Profit factor | 2.07 | Expected payoff | 52.22 | | |
Absolute drawdown | 8.05 | Maximal drawdown | 2055.36 (6.26%) | Relative drawdown | 15.52% (450.00) |
|
Total trades | 582 | Short positions (won %) | 277 (62.45%) | Long positions (won %) | 305 (67.21%) |
| Profit trades (% of total) | 378 (64.95%) | Loss trades (% of total) | 204 (35.05%) |
Largest | profit trade | 820.00 | loss trade | -160.50 |
Average | profit trade | 155.79 | loss trade | -139.69 |
Maximum | consecutive wins (profit in money) | 16 (5070.00) | consecutive losses (loss in money) | 7 (-991.43) |
Maximal | consecutive profit (count of wins) | 5070.00 (16) | consecutive loss (count of losses) | -991.43 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |