Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2005.09.12 01:00 - 2006.02.15 12:00 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | Expert_Name="---- SimpleDailyRangeBreakExpert_v1.0 ----"; Magic=1007; Slippage=6; Trace=false;
Main_Parameters=" Trade Volume & Trade Method"; Lots=1; TrailingStop=true;
InitialStop=true;
Data=" Input Data "; BuyPercent=80; SellPercent=80; StopPercent=60; TradePeriod=5; Trade=" Trade Days of Week"; Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 2780 | Ticks modelled | 31199 | Modelling quality | 43.58% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6347.50 | Gross profit | 17601.50 | Gross loss | -11254.00 |
Profit factor | 1.56 | Expected payoff | 135.05 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 1537.25 (10.7%) | | |
|
Total trades | 47 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 25 (56.00%) |
| Profit trades (% of total) | 28 (59.57%) | Loss trades (% of total) | 19 (40.43%) |
Largest | profit trade | 2196.75 | loss trade | -913.75 |
Average | profit trade | 628.63 | loss trade | -592.32 |
Maximum | consecutive wins (profit in money) | 4 (1046.25) | consecutive losses (loss in money) | 2 (-1537.25) |
Maximal | consecutive profit (count of wins) | 2919.00 (2) | consecutive loss (count of losses) | -1537.25 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |