Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.17 00:00 - 2006.09.25 10:00 (2006.01.17 - 2006.12.30) |
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 | 70196 | Ticks modelled | 1027436 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 724.02 | Gross profit | 3476.06 | Gross loss | -2752.04 |
Profit factor | 1.26 | Expected payoff | 6.83 | | |
Absolute drawdown | 99.40 | Maximal drawdown | 803.40 (6.97%) | Relative drawdown | 6.97% (803.40) |
|
Total trades | 106 | Short positions (won %) | 47 (36.17%) | Long positions (won %) | 59 (47.46%) |
| Profit trades (% of total) | 45 (42.45%) | Loss trades (% of total) | 61 (57.55%) |
Largest | profit trade | 397.99 | loss trade | -186.20 |
Average | profit trade | 77.25 | loss trade | -45.12 |
Maximum | consecutive wins (profit in money) | 10 (854.50) | consecutive losses (loss in money) | 6 (-436.35) |
Maximal | consecutive profit (count of wins) | 854.50 (10) | consecutive loss (count of losses) | -436.35 (6) |
Average | consecutive wins | 2 | consecutive losses | 3 |