Symbol | GBPUSD (Great Britan vs US Dollar) |
Period | Daily (D1) 2004.04.05 00:00 - 2005.11.03 00:00 (2004.04.02 - 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=475; TakeProfit=1000; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true;
ADXPeriod=14; ADXLevel=30; SlowPeriod=50; SlowMode=1; SlowPrice=0; FastPeriod=6; FastMode=1; FastPrice=0; TimeFrame=1440; |
|
Bars in test | 514 | Ticks modelled | 3416938 | Modelling quality | 50.10% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5610.57 | Gross profit | 8933.65 | Gross loss | -3323.07 |
Profit factor | 2.69 | Expected payoff | 311.70 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 3313.63 (24.0%) | | |
|
Total trades | 18 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 16 (88.89%) | Loss trades (% of total) | 2 (11.11%) |
Largest | profit trade | 2342.10 | loss trade | -3313.63 |
Average | profit trade | 558.35 | loss trade | -1661.54 |
Maximum | consecutive wins (profit in money) | 12 (5097.50) | consecutive losses (loss in money) | 1 (-3313.63) |
Maximal | consecutive profit (count of wins) | 5097.50 (12) | consecutive loss (count of losses) | -3313.63 (1) |
Average | consecutive wins | 5 | consecutive losses | 1 |