Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2003.01.17 00:00 - 2003.12.17 00:00 (2003.01.17 - 2003.12.17) |
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 | 35978 | Ticks modelled | 232500 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -98.17 | Gross profit | 2527.84 | Gross loss | -2626.01 |
Profit factor | 0.96 | Expected payoff | -0.64 | | |
Absolute drawdown | 184.16 | Maximal drawdown | 793.97 (7.48%) | Relative drawdown | 7.48% (793.97) |
|
Total trades | 153 | Short positions (won %) | 83 (36.14%) | Long positions (won %) | 70 (31.43%) |
| Profit trades (% of total) | 52 (33.99%) | Loss trades (% of total) | 101 (66.01%) |
Largest | profit trade | 273.25 | loss trade | -79.10 |
Average | profit trade | 48.61 | loss trade | -26.00 |
Maximum | consecutive wins (profit in money) | 4 (87.67) | consecutive losses (loss in money) | 10 (-215.57) |
Maximal | consecutive profit (count of wins) | 273.25 (1) | consecutive loss (count of losses) | -243.52 (7) |
Average | consecutive wins | 1 | consecutive losses | 3 |