Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2002.01.17 00:00 - 2002.12.17 00:00 (2002.01.17 - 2002.12.17) |
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; DecreaseFactor=3; 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 | 23754 | Ticks modelled | 205881 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -642.18 | Gross profit | 1663.84 | Gross loss | -2306.02 |
Profit factor | 0.72 | Expected payoff | -3.92 | | |
Absolute drawdown | 697.00 | Maximal drawdown | 714.42 (7.13%) | Relative drawdown | 7.13% (714.42) |
|
Total trades | 164 | Short positions (won %) | 83 (25.30%) | Long positions (won %) | 81 (25.93%) |
| Profit trades (% of total) | 42 (25.61%) | Loss trades (% of total) | 122 (74.39%) |
Largest | profit trade | 161.14 | loss trade | -67.90 |
Average | profit trade | 39.62 | loss trade | -18.90 |
Maximum | consecutive wins (profit in money) | 2 (165.34) | consecutive losses (loss in money) | 13 (-201.94) |
Maximal | consecutive profit (count of wins) | 165.34 (2) | consecutive loss (count of losses) | -201.94 (13) |
Average | consecutive wins | 1 | consecutive losses | 3 |