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=0.15; 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 | 68368 | Ticks modelled | 3764371 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2422.62 | Gross profit | 21522.09 | Gross loss | -19099.47 |
Profit factor | 1.13 | Expected payoff | 2.63 | | |
Absolute drawdown | 1337.50 | Maximal drawdown | 1528.52 (13.16%) | Relative drawdown | 14.89% (1516.09) |
|
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 | 565.88 | loss trade | -221.20 |
Average | profit trade | 68.76 | loss trade | -31.47 |
Maximum | consecutive wins (profit in money) | 10 (854.50) | consecutive losses (loss in money) | 16 (-396.82) |
Maximal | consecutive profit (count of wins) | 854.50 (10) | consecutive loss (count of losses) | -421.82 (12) |
Average | consecutive wins | 2 | consecutive losses | 3 |