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;
|
|
Bars in test | 18753 | Ticks modelled | 161919 | Modelling quality | 89.52% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 468.50 | Gross profit | 8575.00 | Gross loss | -8106.50 |
Profit factor | 1.06 | Expected payoff | 0.42 | | |
Absolute drawdown | 8.50 | Maximal drawdown | 1671.50 (67.32%) | Relative drawdown | 67.32% (1671.50) |
|
Total trades | 1104 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1104 (48.19%) |
| Profit trades (% of total) | 532 (48.19%) | Loss trades (% of total) | 572 (51.81%) |
Largest | profit trade | 52.50 | loss trade | -23.50 |
Average | profit trade | 16.12 | loss trade | -14.17 |
Maximum | consecutive wins (profit in money) | 14 (108.00) | consecutive losses (loss in money) | 23 (-307.50) |
Maximal | consecutive profit (count of wins) | 441.50 (10) | consecutive loss (count of losses) | -322.00 (17) |
Average | consecutive wins | 4 | consecutive losses | 4 |