Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2006.04.11 00:00 - 2006.10.11 00:00 (2006.04.11 - 2006.10.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=false;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=3; SMA2Bars=14; Percent=0.0023; EnvelopePeriod=6; OSMAFast=23; OSMASlow=17; OSMASignal=15; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=37; Slow_Price=1; DVBuySell=0.00042; DVStayOut=0.05; |
|
Bars in test | 57419 | Ticks modelled | 836061 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 14005.32 | Gross profit | 24621.66 | Gross loss | -10616.34 |
Profit factor | 2.32 | Expected payoff | 137.31 | | |
Absolute drawdown | 590.10 | Maximal drawdown | 1473.15 (6.13%) | Relative drawdown | 7.69% (1176.00) |
|
Total trades | 102 | Short positions (won %) | 52 (76.92%) | Long positions (won %) | 50 (88.00%) |
| Profit trades (% of total) | 84 (82.35%) | Loss trades (% of total) | 18 (17.65%) |
Largest | profit trade | 294.84 | loss trade | -596.40 |
Average | profit trade | 293.12 | loss trade | -589.80 |
Maximum | consecutive wins (profit in money) | 17 (4991.70) | consecutive losses (loss in money) | 2 (-1184.40) |
Maximal | consecutive profit (count of wins) | 4991.70 (17) | consecutive loss (count of losses) | -1184.40 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |