通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
期間 | 1時間足(H1) 2005.01.03 00:00 - 2006.01.01 00:00 (2005.01.01 - 2006.01.01) |
モデル | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
パラメーター | EAname="Pro-Gen_3"; ID_BASE=100000; LongBar=15; BarOpenPercent=0.5; MaxTrades=1; lots=1; stoploss=30; takeprofit=80; MM=false;
Risk=10; PairsTraded=0; UseClose=false;
TSactivation=40; TrailPips=5; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseSimpleTF=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; EMAconfirm=false;
LowEMA=10; HighEMA=16; EMAtf=0; UseStoOpen=false;
StoTF=1; Reverse=false;
UseObsoleteMethod=true;
OMwhenProfitOnly=false;
ObsoleteMinutes=10; Use50maFilter=false;
MApips=10; |
|
Bars in test | 11446 | Ticks modelled | 1009016 | Modelling quality | 90.00% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | -40909.52 | Gross profit | 158920.37 | Gross loss | -199829.89 |
Profit factor | 0.80 | Expected payoff | -27.31 | | |
Absolute drawdown | 44929.49 | Maximal drawdown (%) | 48729.45 (46.9%) | | |
|
Total trades | 1498 | Short positions (won %) | 798 (45.11%) | Long positions (won %) | 700 (49.29%) |
| Profit trades (% of total) | 705 (47.06%) | Loss trades (% of total) | 793 (52.94%) |
Largest | profit trade | 800.00 | loss trade | -300.00 |
Average | profit trade | 225.42 | loss trade | -251.99 |
Maximum | consecutive wins (profit in money) | 8 (1769.98) | consecutive losses (loss in money) | 9 (-2190.01) |
Maximal | consecutive profit (count of wins) | 2760.01 (7) | consecutive loss (count of losses) | -2400.00 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |