Symbol | GBPUSD (Great Britan vs US Dollar) |
Period | 1 Hour (H1) 2005.12.19 17:00 - 2006.04.28 22:00 (2005.08.02 - 2006.04.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=247887; Lots=0.1; Slippage=1; MaxTrades=1; MM=true;
Risk=5; StopLoss=90; TakeProfit=1900; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true;
ADXPeriod=14; ADXLevel=20; SlowPeriod=50; SlowMode=1; SlowPrice=0; FastPeriod=6; FastMode=1; FastPrice=0; TimeFrame=60; |
|
Bars in test | 2330 | Ticks modelled | 346117 | Modelling quality | 76.84% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1006.90 | Gross profit | 19573.10 | Gross loss | -18566.20 |
Profit factor | 1.05 | Expected payoff | 5.79 | | |
Absolute drawdown | 3040.60 | Maximal drawdown (%) | 4226.10 (37.8%) | | |
|
Total trades | 174 | Short positions (won %) | 93 (69.89%) | Long positions (won %) | 81 (70.37%) |
| Profit trades (% of total) | 122 (70.11%) | Loss trades (% of total) | 52 (29.89%) |
Largest | profit trade | 790.00 | loss trade | -564.00 |
Average | profit trade | 160.44 | loss trade | -357.04 |
Maximum | consecutive wins (profit in money) | 13 (2388.00) | consecutive losses (loss in money) | 5 (-1805.20) |
Maximal | consecutive profit (count of wins) | 2388.00 (13) | consecutive loss (count of losses) | -1805.20 (5) |
Average | consecutive wins | 4 | consecutive losses | 2 |