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 | ShortemaS=5; ShortemaL=18; Mtrendema=150; TrailingStop=17; Trade_Signal_1="Trade Signal 1 Settings"; UseSignal_1=true;
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; 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 | 16646 | Ticks modelled | 1635136 | Modelling quality | 64.35% |
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Initial deposit | 1000.00 | | | | |
Total net profit | 3423.00 | Gross profit | 9642.50 | Gross loss | -6219.50 |
Profit factor | 1.55 | Expected payoff | 7.87 | | |
Absolute drawdown | 258.50 | Maximal drawdown | 358.00 (11.19%) | Relative drawdown | 25.85% (258.50) |
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Total trades | 435 | Short positions (won %) | 435 (35.86%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 156 (35.86%) | Loss trades (% of total) | 279 (64.14%) |
Largest | profit trade | 260.00 | loss trade | -23.50 |
Average | profit trade | 61.81 | loss trade | -22.29 |
Maximum | consecutive wins (profit in money) | 7 (367.50) | consecutive losses (loss in money) | 14 (-329.00) |
Maximal | consecutive profit (count of wins) | 780.00 (3) | consecutive loss (count of losses) | -329.00 (14) |
Average | consecutive wins | 2 | consecutive losses | 4 |