Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.13 07:40 - 2006.07.17 00:00 (2004.01.01 - 2006.07.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ShortemaS=5; ShortemaL=18; Mtrendema=150; Trade_Signal_1_Countertrend="Trade Signal 1 Countertrend Settings"; UseSignal_1=false;
MaxOpenTrade_1=3; Lots1=0.5; TakeProfit1=52; StopLoss1=120; MinsMultiplier1=75; OffAve=160; Trade_Signal_2="Trade Signal 2 Settings"; UseSignal_2=true;
MaxOpenTrade_2=2; Lots2=0.05; TakeProfit2=105; TrailingStop_2=45; StopLoss2=41; MinsMultiplier2=75; Use_Function_Settings="Advanced Settings"; TakeProfitMode=true;
TrailingStopMode=true;
StopLossMode=true;
Shift=3; Slippage=3; Time_Settings="Time In Trade Settings"; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=75; SignalMail=false;
EachTickMode=false;
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Bars in test | 18753 | Ticks modelled | 162001 | Modelling quality | 89.52% |
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Initial deposit | 500.00 | | | | |
Total net profit | 602.00 | Gross profit | 2816.00 | Gross loss | -2214.00 |
Profit factor | 1.27 | Expected payoff | 2.79 | | |
Absolute drawdown | 41.00 | Maximal drawdown | 544.00 (33.52%) | Relative drawdown | 33.52% (544.00) |
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Total trades | 216 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 216 (50.00%) |
| Profit trades (% of total) | 108 (50.00%) | Loss trades (% of total) | 108 (50.00%) |
Largest | profit trade | 52.50 | loss trade | -20.50 |
Average | profit trade | 26.07 | loss trade | -20.50 |
Maximum | consecutive wins (profit in money) | 14 (365.00) | consecutive losses (loss in money) | 14 (-287.00) |
Maximal | consecutive profit (count of wins) | 365.00 (14) | consecutive loss (count of losses) | -287.00 (14) |
Average | consecutive wins | 4 | consecutive losses | 4 |