Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2004.01.19 00:00 - 2004.12.17 00:00 (2004.01.17 - 2004.12.17) |
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 | 48244 | Ticks modelled | 1000674 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1689.81 | Gross profit | 4141.44 | Gross loss | -2451.62 |
Profit factor | 1.69 | Expected payoff | 11.98 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 470.43 (3.90%) | Relative drawdown | 3.90% (470.43) |
|
Total trades | 141 | Short positions (won %) | 74 (37.84%) | Long positions (won %) | 67 (40.30%) |
| Profit trades (% of total) | 55 (39.01%) | Loss trades (% of total) | 86 (60.99%) |
Largest | profit trade | 280.14 | loss trade | -160.30 |
Average | profit trade | 75.30 | loss trade | -28.51 |
Maximum | consecutive wins (profit in money) | 5 (425.91) | consecutive losses (loss in money) | 8 (-339.11) |
Maximal | consecutive profit (count of wins) | 425.91 (5) | consecutive loss (count of losses) | -339.11 (8) |
Average | consecutive wins | 2 | consecutive losses | 3 |