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=0.1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.15; DecreaseFactor=1; 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 | 70196 | Ticks modelled | 202093 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -385.87 | Gross profit | 2383.30 | Gross loss | -2769.17 |
Profit factor | 0.86 | Expected payoff | -2.38 | | |
Absolute drawdown | 535.75 | Maximal drawdown | 714.34 (7.02%) | Relative drawdown | 7.02% (714.34) |
|
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 | 189.84 | loss trade | -109.20 |
Average | profit trade | 45.83 | loss trade | -25.17 |
Maximum | consecutive wins (profit in money) | 4 (317.07) | consecutive losses (loss in money) | 12 (-340.65) |
Maximal | consecutive profit (count of wins) | 317.07 (4) | consecutive loss (count of losses) | -340.65 (12) |
Average | consecutive wins | 1 | consecutive losses | 3 |