Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) |
Period | 5 Minutes (M5) 2004.08.02 00:00 - 2006.09.11 00:00 (2004.08.01 - 2006.09.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=10; MA_timeframe=60; MAtype=0; Percent=0.15; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=50; Stoploss=5000; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=50; IncreasementType=0; DVLimit=10; PipsGoal=500000; PipsLoss=50000; GMT=0; DST=0; OpeningHour=1; ClosingHour=24; writelog=0; |
|
Bars in test | 163880 | Ticks modelled | 3111863 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 23313.44 | Gross profit | 24503.16 | Gross loss | -1189.72 |
Profit factor | 20.60 | Expected payoff | 45.36 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1019.87 (2.97%) | Relative drawdown | 2.97% (1019.87) |
|
Total trades | 514 | Short positions (won %) | 232 (97.84%) | Long positions (won %) | 282 (97.87%) |
| Profit trades (% of total) | 503 (97.86%) | Loss trades (% of total) | 11 (2.14%) |
Largest | profit trade | 74.00 | loss trade | -395.92 |
Average | profit trade | 48.71 | loss trade | -108.16 |
Maximum | consecutive wins (profit in money) | 409 (19759.86) | consecutive losses (loss in money) | 6 (-169.85) |
Maximal | consecutive profit (count of wins) | 19759.86 (409) | consecutive loss (count of losses) | -1019.87 (5) |
Average | consecutive wins | 252 | consecutive losses | 6 |