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; TrailingStop=17; 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=5; Lots2=0.05; TakeProfit2=105; StopLoss2=47; 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 | 72.50 | Gross profit | 6065.00 | Gross loss | -5992.50 |
Profit factor | 1.01 | Expected payoff | 0.19 | | |
Absolute drawdown | 100.00 | Maximal drawdown | 2220.00 (84.73%) | Relative drawdown | 84.73% (2220.00) |
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Total trades | 375 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 375 (32.00%) |
| Profit trades (% of total) | 120 (32.00%) | Loss trades (% of total) | 255 (68.00%) |
Largest | profit trade | 52.50 | loss trade | -23.50 |
Average | profit trade | 50.54 | loss trade | -23.50 |
Maximum | consecutive wins (profit in money) | 20 (1050.00) | consecutive losses (loss in money) | 50 (-1175.00) |
Maximal | consecutive profit (count of wins) | 1050.00 (20) | consecutive loss (count of losses) | -1175.00 (50) |
Average | consecutive wins | 7 | consecutive losses | 15 |