Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.01.17 00:00 - 2005.12.30 00:00 (2005.01.17 - 2005.12.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.1; DecreaseFactor=4; 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 | 61088 | Ticks modelled | 1227207 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1231.58 | Gross profit | 21669.37 | Gross loss | -20437.79 |
Profit factor | 1.06 | Expected payoff | 7.75 | | |
Absolute drawdown | 2177.98 | Maximal drawdown | 3338.16 (23.23%) | Relative drawdown | 23.23% (3338.16) |
|
Total trades | 159 | Short positions (won %) | 78 (41.03%) | Long positions (won %) | 81 (30.86%) |
| Profit trades (% of total) | 57 (35.85%) | Loss trades (% of total) | 102 (64.15%) |
Largest | profit trade | 2623.82 | loss trade | -823.20 |
Average | profit trade | 380.16 | loss trade | -200.37 |
Maximum | consecutive wins (profit in money) | 5 (958.52) | consecutive losses (loss in money) | 16 (-919.86) |
Maximal | consecutive profit (count of wins) | 3092.60 (3) | consecutive loss (count of losses) | -1335.60 (2) |
Average | consecutive wins | 2 | consecutive losses | 3 |