Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.17 00:00 - 2006.08.17 00:00 (2006.01.17 - 2006.08.17) |
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 | 68892 | Ticks modelled | 886522 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 907.54 | Gross profit | 2276.06 | Gross loss | -1368.53 |
Profit factor | 1.66 | Expected payoff | 10.20 | | |
Absolute drawdown | 67.90 | Maximal drawdown | 285.15 (2.55%) | Relative drawdown | 2.55% (285.15) |
|
Total trades | 89 | Short positions (won %) | 39 (38.46%) | Long positions (won %) | 50 (48.00%) |
| Profit trades (% of total) | 39 (43.82%) | Loss trades (% of total) | 50 (56.18%) |
Largest | profit trade | 272.50 | loss trade | -93.10 |
Average | profit trade | 58.36 | loss trade | -27.37 |
Maximum | consecutive wins (profit in money) | 10 (427.25) | consecutive losses (loss in money) | 6 (-285.15) |
Maximal | consecutive profit (count of wins) | 427.25 (10) | consecutive loss (count of losses) | -285.15 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |