Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2006.09.11 00:00 - 2006.09.17 00:00 (2006.09.10 - 2006.09.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | GeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=0.1; MaximumRisk=0.05; DecreaseFactor=1; MM=true;
AccountIsMicro=false;
PrefSettings=true;
PeriodGraceHours=0; PeriodForceHours=0; BreakEvenAfterPips=28; signal_count=5; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=85; StopLoss=79; TrailingStop=0; MaxTrades=9; Mode2="====== Phoenix Mode 2 (Second trade)=============="; Mode2_OpenTrade_2=37; Mode2_TakeProfit=111; Mode2_StopLoss=38; Mode2_CloseFirstTrade=false;
Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; Mode3_CloseTrade2_3=38; Mode3_TakeProfit=42; Mode3_StopLoss=59; T1adj=1.5; T2adj=1.3; T3adj=0.3; Signal1="====== Signal 1 ==================================="; UseSignal1=true;
Percent=0.00204; EnvelopePeriod=5; Signal2="====== Signal 2 =================================="; UseSignal2=true;
SMAPeriod=6; SMA2Bars=13; Signal3="====== Signal 3 =================================="; UseSignal3=true;
OSMAFast=22; OSMASlow=15; |
|
Bars in test | 62188 | Ticks modelled | 86777 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2220.87 | Gross profit | 43.52 | Gross loss | -2264.39 |
Profit factor | 0.02 | Expected payoff | -277.61 | | |
Absolute drawdown | 2220.87 | Maximal drawdown | 2220.87 (22.21%) | Relative drawdown | 22.21% (2220.87) |
|
Total trades | 8 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) |
Largest | profit trade | 43.52 | loss trade | -420.95 |
Average | profit trade | 43.52 | loss trade | -323.48 |
Maximum | consecutive wins (profit in money) | 1 (43.52) | consecutive losses (loss in money) | 5 (-1422.49) |
Maximal | consecutive profit (count of wins) | 43.52 (1) | consecutive loss (count of losses) | -1422.49 (5) |
Average | consecutive wins | 1 | consecutive losses | 4 |