Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2002.01.17 00:00 - 2002.12.30 00:00 (2002.01.17 - 2002.12.30) |
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 | 24130 | Ticks modelled | 211810 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -648.90 | Gross profit | 1696.83 | Gross loss | -2345.73 |
Profit factor | 0.72 | Expected payoff | -3.91 | | |
Absolute drawdown | 723.41 | Maximal drawdown | 730.77 (7.30%) | Relative drawdown | 7.30% (730.77) |
|
Total trades | 166 | Short positions (won %) | 84 (26.19%) | Long positions (won %) | 82 (25.61%) |
| Profit trades (% of total) | 43 (25.90%) | Loss trades (% of total) | 123 (74.10%) |
Largest | profit trade | 161.14 | loss trade | -67.90 |
Average | profit trade | 39.46 | loss trade | -19.07 |
Maximum | consecutive wins (profit in money) | 2 (165.34) | consecutive losses (loss in money) | 13 (-201.94) |
Maximal | consecutive profit (count of wins) | 165.34 (2) | consecutive loss (count of losses) | -201.94 (13) |
Average | consecutive wins | 1 | consecutive losses | 3 |