Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2006.08.02 00:00 (2001.01.17 - 2006.08.02) |
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 | 68368 | Ticks modelled | 3764371 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1440.50 | Gross profit | 16520.69 | Gross loss | -15080.18 |
Profit factor | 1.10 | Expected payoff | 1.57 | | |
Absolute drawdown | 1107.65 | Maximal drawdown | 1406.02 (13.65%) | Relative drawdown | 13.65% (1406.02) |
|
Total trades | 920 | Short positions (won %) | 474 (34.18%) | Long positions (won %) | 446 (33.86%) |
| Profit trades (% of total) | 313 (34.02%) | Loss trades (% of total) | 607 (65.98%) |
Largest | profit trade | 282.94 | loss trade | -160.30 |
Average | profit trade | 52.78 | loss trade | -24.84 |
Maximum | consecutive wins (profit in money) | 10 (427.25) | consecutive losses (loss in money) | 16 (-365.76) |
Maximal | consecutive profit (count of wins) | 427.25 (10) | consecutive loss (count of losses) | -382.37 (12) |
Average | consecutive wins | 2 | consecutive losses | 3 |