Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.10.06 01:00 - 2006.04.26 00:00 (2004.10.06 - 2006.04.26) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- SimpleDailyRangeBreakExpert_v1.2 ----"; Magic=1007; Slippage=6; Trace=false;
Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; TrailingStop=false;
InitialStop=true;
TimeZone=1; Data=" Input Data "; BuyPercent=70; SellPercent=90; StopPercent=90; TradePeriod=5; Trade=" Trade Days of Week"; Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
MM_Parameters=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 16324 | Ticks modelled | 1620978 | Modelling quality | 89.99% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1087.83 | Gross profit | 3816.74 | Gross loss | -2728.91 |
Profit factor | 1.40 | Expected payoff | 7.61 | | |
Absolute drawdown | 51.10 | Maximal drawdown (%) | 401.73 (6.3%) | | |
|
Total trades | 143 | Short positions (won %) | 55 (70.91%) | Long positions (won %) | 88 (71.59%) |
| Profit trades (% of total) | 102 (71.33%) | Loss trades (% of total) | 41 (28.67%) |
Largest | profit trade | 175.32 | loss trade | -124.66 |
Average | profit trade | 37.42 | loss trade | -66.56 |
Maximum | consecutive wins (profit in money) | 9 (369.78) | consecutive losses (loss in money) | 4 (-275.66) |
Maximal | consecutive profit (count of wins) | 425.26 (8) | consecutive loss (count of losses) | -275.66 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |