Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.13 07:40 - 2006.07.09 00:00 (2006.04.13 - 2006.07.09) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=0; SignalMail=false;
EachTickMode=false;
Lots=0.35; Slippage=3; StopLossMode=false;
StopLoss=50; ReversalTriggerRange=173; TakeProfitMode=true;
TakeProfit=45; TrailingStopMode=false;
TrailingStop=10; MaxOpenTrade=1; Shift=3; Slope=2; EntLongEMA=43; EntShortEMA=1; ExitEMA=51; TrendEMA=1500; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=30; |
|
Bars in test | 17815 | Ticks modelled | 135133 | Modelling quality | 89.50% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 1260.00 | Gross profit | 6279.00 | Gross loss | -5019.00 |
Profit factor | 1.25 | Expected payoff | 15.18 | | |
Absolute drawdown | 77.00 | Maximal drawdown | 2422.00 (61.08%) | Relative drawdown | 61.08% (2422.00) |
|
Total trades | 83 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 83 (80.72%) |
| Profit trades (% of total) | 67 (80.72%) | Loss trades (% of total) | 16 (19.28%) |
Largest | profit trade | 157.50 | loss trade | -829.50 |
Average | profit trade | 93.72 | loss trade | -313.69 |
Maximum | consecutive wins (profit in money) | 18 (1939.00) | consecutive losses (loss in money) | 2 (-1001.00) |
Maximal | consecutive profit (count of wins) | 1939.00 (18) | consecutive loss (count of losses) | -1001.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |