Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 30 Minutes (M30) 2004.07.06 00:00 - 2006.04.26 00:00 (2004.07.06 - 2006.04.26) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- StepMAExpert_v1.4 ----"; Magic=1007; Slippage=3; Trace=false;
Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; TrailingStopMode=1; TrailingStop=0; SwingTrade=true;
PendingOrder=false;
PendOrdGap=10; SessionStart=8; SessionEnd=24; FilterPeriod=0; Long_Trade=" Input data for Long Positions"; StepSizeLong=45; HighLowLong=false;
MomPeriodLong=1; DeltaLong=4; DeltaLongExit=3; StopSizeLong=55; ProfitSizeLong=115; InitialStopLong=100; TakeProfitLong=80; BreakEvenLong=65; BreakEvenGapLong=16; Short_Trade=" Input data for Short Positions "; StepSizeShort=40; HighLowShort=false;
MomPeriodShort=1; DeltaShort=7; DeltaShortExit=1; StopSizeShort=50; ProfitSizeShort=95; InitialStopShort=50; TakeProfitShort=80; BreakEvenShort=70; BreakEvenGapShort=12; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
Risk=0.15; LossMax=101; |
|
Bars in test | 23021 | Ticks modelled | 1909098 | Modelling quality | 90.00% |
|
Initial deposit | 25000.00 | | | | |
Total net profit | 2596.03 | Gross profit | 4862.84 | Gross loss | -2266.81 |
Profit factor | 2.15 | Expected payoff | 19.52 | | |
Absolute drawdown | 54.04 | Maximal drawdown (%) | 204.99 (0.8%) | | |
|
Total trades | 133 | Short positions (won %) | 67 (38.81%) | Long positions (won %) | 66 (60.61%) |
| Profit trades (% of total) | 66 (49.62%) | Loss trades (% of total) | 67 (50.38%) |
Largest | profit trade | 320.67 | loss trade | -72.93 |
Average | profit trade | 73.68 | loss trade | -33.83 |
Maximum | consecutive wins (profit in money) | 7 (470.09) | consecutive losses (loss in money) | 5 (-130.90) |
Maximal | consecutive profit (count of wins) | 470.09 (7) | consecutive loss (count of losses) | -130.90 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |