Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2005.03.02 16:30 - 2006.07.12 00:00 (2004.01.01 - 2006.07.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumberS=2; SignalMail=false;
EachTickMode=false;
Lots=0.5; Slippage=3; StopLossMode=true;
StopLoss=30; ReversalTriggerRange=173; TakeProfitMode=true;
TrailingStopMode=false;
MaxOpenTrade=2; Shift=3; Slope=2; Ctrendema=150; OffAveS=160; ShortemaS=5; ShortemaL=18; TrailingStopS=10; TakeProfitS=100; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=90; |
|
Bars in test | 16646 | Ticks modelled | 1635136 | Modelling quality | 64.35% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 47165.00 | Gross profit | 457150.00 | Gross loss | -409985.00 |
Profit factor | 1.12 | Expected payoff | 97.45 | | |
Absolute drawdown | 2165.00 | Maximal drawdown | 51560.00 (68.27%) | Relative drawdown | 72.17% (2165.00) |
|
Total trades | 484 | Short positions (won %) | 484 (33.06%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 160 (33.06%) | Loss trades (% of total) | 324 (66.94%) |
Largest | profit trade | 5000.00 | loss trade | -2050.00 |
Average | profit trade | 2857.19 | loss trade | -1265.39 |
Maximum | consecutive wins (profit in money) | 8 (4000.00) | consecutive losses (loss in money) | 16 (-3280.00) |
Maximal | consecutive profit (count of wins) | 20000.00 (4) | consecutive loss (count of losses) | -30750.00 (15) |
Average | consecutive wins | 2 | consecutive losses | 4 |