Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2001.12.17 00:00 (2001.01.17 - 2001.12.17) |
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 | 11633 | Ticks modelled | 195516 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -124.26 | Gross profit | 2186.72 | Gross loss | -2310.98 |
Profit factor | 0.95 | Expected payoff | -0.79 | | |
Absolute drawdown | 318.70 | Maximal drawdown | 604.27 (5.87%) | Relative drawdown | 5.87% (604.27) |
|
Total trades | 157 | Short positions (won %) | 86 (29.07%) | Long positions (won %) | 71 (35.21%) |
| Profit trades (% of total) | 50 (31.85%) | Loss trades (% of total) | 107 (68.15%) |
Largest | profit trade | 189.84 | loss trade | -65.10 |
Average | profit trade | 43.73 | loss trade | -21.60 |
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 |