Symbol | GBPUSD (Great Britan vs US Dollar) |
Period | Daily (D1) 2004.04.05 00:00 - 2005.11.03 00:00 (2004.04.02 - 2006.05.02) |
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=500; TakeProfit=1000; TrailingStop=15; TrailingStopStart=15; UseTrailingStop=true;
ADXPeriod=14; ADXLevel=25; 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 | 9320.88 | Gross profit | 26176.05 | Gross loss | -16855.17 |
Profit factor | 1.55 | Expected payoff | 186.42 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 8952.17 (31.7%) | | |
|
Total trades | 50 | Short positions (won %) | 28 (85.71%) | Long positions (won %) | 22 (90.91%) |
| Profit trades (% of total) | 44 (88.00%) | Loss trades (% of total) | 6 (12.00%) |
Largest | profit trade | 2233.00 | loss trade | -7499.25 |
Average | profit trade | 594.91 | loss trade | -2809.20 |
Maximum | consecutive wins (profit in money) | 23 (15146.92) | consecutive losses (loss in money) | 2 (-18.73) |
Maximal | consecutive profit (count of wins) | 15146.92 (23) | consecutive loss (count of losses) | -7499.25 (1) |
Average | consecutive wins | 9 | consecutive losses | 1 |