Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2004.01.19 00:00 - 2004.12.30 00:00 (2004.01.17 - 2004.12.30) |
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 | 48672 | Ticks modelled | 1055827 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2767.04 | Gross profit | 6888.08 | Gross loss | -4121.04 |
Profit factor | 1.67 | Expected payoff | 18.45 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 607.32 (4.55%) | Relative drawdown | 4.55% (607.32) |
|
Total trades | 150 | Short positions (won %) | 78 (37.18%) | Long positions (won %) | 72 (38.89%) |
| Profit trades (% of total) | 57 (38.00%) | Loss trades (% of total) | 93 (62.00%) |
Largest | profit trade | 560.28 | loss trade | -179.20 |
Average | profit trade | 120.84 | loss trade | -44.31 |
Maximum | consecutive wins (profit in money) | 5 (628.18) | consecutive losses (loss in money) | 8 (-398.86) |
Maximal | consecutive profit (count of wins) | 628.18 (5) | consecutive loss (count of losses) | -398.86 (8) |
Average | consecutive wins | 2 | consecutive losses | 3 |