Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Okres | 30 Minut (M30) 2005.02.02 00:00 - 2006.03.22 00:00 (2005.02.02 - 2006.03.22) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parametry | UseEmailAlerts=false;
UseTotalEquitySL=false;
EquityRisk=10; lots=0.1; UseCloseCriteria=true;
TakeProfit=40; StopLoss=70; UseScalpIt=false;
ScalpPips=3; UseStepTrail=false;
Trail1Step=6; Flex=2; UseTrail=true;
ProfitTrailing=true;
TrailingAct=6; TrailingStep=3; N1=3; N2=2; MaxPeriodsBack=20; UseStochasticFilter=true;
StoPeriod=1440; UseCCI=true;
UseTimeFilter=false;
BeginHour=8; EndHour=18; ReverseTradeSignal=false;
FileSavePrefix="STI"; |
|
Słupki w tescie | 21831 | Ticks modelled | 1125964 | Modelling quality | 90.00% |
|
Depozyt początkowy | 5000.00 | | | | |
Total net profit | -592.96 | Gross profit | 4081.85 | Gross loss | -4674.81 |
Profit factor | 0.87 | Przewidywany zysk | -0.80 | | |
Absolute drawdown | 773.25 | Maximal drawdown (%) | 970.16 (18.7%) | | |
|
Transakcji w sumie | 739 | Short positions (won %) | 458 (85.59%) | Long positions (won %) | 281 (79.36%) |
| Profit trades (% of total) | 615 (83.22%) | Loss trades (% of total) | 124 (16.78%) |
Największy | profit trade | 29.00 | loss trade | -71.48 |
Average | profit trade | 6.64 | loss trade | -37.70 |
Maximum | consecutive wins (profit in money) | 27 (172.53) | consecutive losses (loss in money) | 3 (-141.23) |
Maximal | consecutive profit (count of wins) | 172.53 (27) | consecutive loss (count of losses) | -141.23 (3) |
Średni | consecutive wins | 6 | consecutive losses | 1 |