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=false;
InitialStop=true;
Data=" Input Data "; BuyPercent=130; SellPercent=130; StopPercent=70; TradePeriod=5; Trade=" Trade Days of Week"; Monday=true;
Tuesday=false;
Wednesday=false;
Thursday=false;
Friday=true;
MM_Parameters=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.2; LossMax=1000; |
|
Bars in test | 2780 | Ticks modelled | 31199 | Modelling quality | 43.58% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 31615.30 | Gross profit | 45140.50 | Gross loss | -13525.20 |
Profit factor | 3.34 | Expected payoff | 3951.91 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 13525.20 (24.5%) | | |
|
Total trades | 8 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) |
Largest | profit trade | 17644.35 | loss trade | -13525.20 |
Average | profit trade | 6448.64 | loss trade | -13525.20 |
Maximum | consecutive wins (profit in money) | 7 (45140.50) | consecutive losses (loss in money) | 1 (-13525.20) |
Maximal | consecutive profit (count of wins) | 45140.50 (7) | consecutive loss (count of losses) | -13525.20 (1) |
Average | consecutive wins | 7 | consecutive losses | 1 |