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=2; TrailingStop=true;
InitialStop=true;
Data=" Input Data "; BuyPercent=130; SellPercent=130; StopPercent=70; 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=0.2; LossMax=1000; |
|
Bars in test | 2780 | Ticks modelled | 31199 | Modelling quality | 43.58% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 11476.50 | Gross profit | 18838.00 | Gross loss | -7361.50 |
Profit factor | 2.56 | Expected payoff | 573.83 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 2741.00 (11.3%) | | |
|
Total trades | 20 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) |
Largest | profit trade | 3793.50 | loss trade | -1403.50 |
Average | profit trade | 1345.57 | loss trade | -1226.92 |
Maximum | consecutive wins (profit in money) | 9 (11933.00) | consecutive losses (loss in money) | 2 (-2336.00) |
Maximal | consecutive profit (count of wins) | 11933.00 (9) | consecutive loss (count of losses) | -2336.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |