Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2003.01.17 00:00 - 2003.12.30 00:00 (2003.01.17 - 2003.12.30) |
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 | 36342 | Ticks modelled | 238856 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -241.28 | Gross profit | 3233.66 | Gross loss | -3474.94 |
Profit factor | 0.93 | Expected payoff | -1.53 | | |
Absolute drawdown | 317.04 | Maximal drawdown | 989.74 (9.26%) | Relative drawdown | 9.26% (989.74) |
|
Total trades | 158 | Short positions (won %) | 86 (34.88%) | Long positions (won %) | 72 (31.94%) |
| Profit trades (% of total) | 53 (33.54%) | Loss trades (% of total) | 105 (66.46%) |
Largest | profit trade | 546.50 | loss trade | -105.00 |
Average | profit trade | 61.01 | loss trade | -33.09 |
Maximum | consecutive wins (profit in money) | 4 (87.67) | consecutive losses (loss in money) | 10 (-240.94) |
Maximal | consecutive profit (count of wins) | 546.50 (1) | consecutive loss (count of losses) | -294.73 (5) |
Average | consecutive wins | 1 | consecutive losses | 3 |