Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.02.04 23:00 - 2006.09.29 00:00 (2002.01.01 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | AccountIsMini=true;
MoneyManagement=true;
TradeSizePercent=5; Lots=5; MaxLots=1000; StopLoss=0; TrailingStop=15; UseTrailingStop=true;
TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=true;
MACD_Price=1; UseMA_Cross=false;
MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false;
UsePSAR=true;
MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=true;
Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false;
SignalCandle=0; SignalTimeFrame=0; |
|
Bars in test | 16287 | Ticks modelled | 5051750 | Modelling quality | 37.88% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 785507.17 | Gross profit | 785561.07 | Gross loss | -53.90 |
Profit factor | 14574.42 | Expected payoff | 1018.82 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 53.90 (0.02%) | Relative drawdown | 0.02% (53.90) |
|
Total trades | 771 | Short positions (won %) | 482 (100.00%) | Long positions (won %) | 289 (99.65%) |
| Profit trades (% of total) | 770 (99.87%) | Loss trades (% of total) | 1 (0.13%) |
Largest | profit trade | 8030.90 | loss trade | -53.90 |
Average | profit trade | 1020.21 | loss trade | -53.90 |
Maximum | consecutive wins (profit in money) | 657 (308644.55) | consecutive losses (loss in money) | 1 (-53.90) |
Maximal | consecutive profit (count of wins) | 476916.52 (113) | consecutive loss (count of losses) | -53.90 (1) |
Average | consecutive wins | 385 | consecutive losses | 1 |