Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.17 00:00 - 2006.09.25 12:00 (2006.01.17 - 2006.12.30) |
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 | 70200 | Ticks modelled | 1027891 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2422.28 | Gross profit | 22755.40 | Gross loss | -20333.12 |
Profit factor | 1.12 | Expected payoff | 22.85 | | |
Absolute drawdown | 679.00 | Maximal drawdown | 8018.14 (39.24%) | Relative drawdown | 39.24% (8018.14) |
|
Total trades | 106 | Short positions (won %) | 47 (36.17%) | Long positions (won %) | 59 (47.46%) |
| Profit trades (% of total) | 45 (42.45%) | Loss trades (% of total) | 61 (57.55%) |
Largest | profit trade | 3382.93 | loss trade | -1675.80 |
Average | profit trade | 505.68 | loss trade | -333.33 |
Maximum | consecutive wins (profit in money) | 10 (5617.98) | consecutive losses (loss in money) | 6 (-3013.75) |
Maximal | consecutive profit (count of wins) | 5617.98 (10) | consecutive loss (count of losses) | -3013.75 (6) |
Average | consecutive wins | 2 | consecutive losses | 3 |