Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 4 Hours (H4) 2007.06.07 00:00 - 2007.07.12 12:00 (2007.06.07 - 2007.07.13) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="TrendEnvelopeExpert_v2.1"; Magic=21221; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=0; StopLoss=0; TrailingMode=0; TrailingStop=0; StopDeviation=0; BreakEven=0; ProfitLock=0; ExitMode=1; SignalMail=false;
Time_Inputs=" Timing parameters "; StartHour=0; StartMinute=0; EndHour=23; EndMinute=0; CloseTimeMode=0; CloseHour=24; CloseMinute=0; ProcessTime=5; TE_Inputs=" TrendEnvelope parameters"; TE_TimeFrame=1440; TE_MAPeriod=10; TE_MAMode=0; TE_CurBar=1; TE_Mode=1; TS_Inputs=" TrendStrength parameters"; TS_TimeFrame=0; TS_Length=14; TS_Smooth=5; TS_K=4.236; TS_CurBar=1; TS_Mode=1; Add_Inputs=" Additional parameters"; Add_TimeFrame=0; haMA1_Period=5; haMA1_Mode=3; haMA2_Period=10; haMA2_Mode=2; MACD_Fast=8; MACD_Slow=21; MACD_Signal=5; MACD_MAMode=1; RSI_Period=4; Add_CurBar=1; Add_Mode=2; MM_inputs=" MoneyManagement by L.Williams "; MM=false;
MaxRisk=0.05; MaxLoss=1000; |
|
Bars in test | 5154 | Ticks modelled | 116779 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 100.77 | Gross profit | 100.77 | Gross loss | 0.00 |
Profit factor | | Expected payoff | 100.77 | | |
Absolute drawdown | 26.61 | Maximal drawdown | 42.70 (0.42%) | Relative drawdown | 0.42% (42.70) |
|
Total trades | 1 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) |
Largest | profit trade | 100.77 | loss trade | 0.00 |
Average | profit trade | 100.77 | loss trade | 0.00 |
Maximum | consecutive wins (profit in money) | 1 (100.77) | consecutive losses (loss in money) | 0 (0.00) |
Maximal | consecutive profit (count of wins) | 100.77 (1) | consecutive loss (count of losses) | 0.00 (0) |
Average | consecutive wins | 1 | consecutive losses | 0 |