Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2001.12.30 00:00 (2001.01.17 - 2001.12.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.1; DecreaseFactor=4; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=10; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=90; Delta=1; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=20; |
|
Bars in test | 70195 | Ticks modelled | 202093 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -655.09 | Gross profit | 16309.64 | Gross loss | -16964.72 |
Profit factor | 0.96 | Expected payoff | -4.04 | | |
Absolute drawdown | 956.17 | Maximal drawdown | 5125.71 (36.17%) | Relative drawdown | 36.17% (5125.71) |
|
Total trades | 162 | Short positions (won %) | 88 (29.55%) | Long positions (won %) | 74 (35.14%) |
| Profit trades (% of total) | 52 (32.10%) | Loss trades (% of total) | 110 (67.90%) |
Largest | profit trade | 2088.24 | loss trade | -846.30 |
Average | profit trade | 313.65 | loss trade | -154.22 |
Maximum | consecutive wins (profit in money) | 4 (3603.40) | consecutive losses (loss in money) | 12 (-986.22) |
Maximal | consecutive profit (count of wins) | 3603.40 (4) | consecutive loss (count of losses) | -1805.55 (6) |
Average | consecutive wins | 1 | consecutive losses | 3 |