Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | Daily (D1) 2004.09.06 00:00 - 2006.04.28 00:00 (2004.09.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=200; InitialStop=20; TrailingStop=false;
SwingTrade=false;
PendingOrder=false;
PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 7379 | Ticks modelled | 1705308 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 411.08 | Gross profit | 761.98 | Gross loss | -350.90 |
Profit factor | 2.17 | Expected payoff | 11.75 | | |
Absolute drawdown | 112.13 | Maximal drawdown (%) | 112.13 (1.1%) | | |
|
Total trades | 35 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 18 (5.56%) |
| Profit trades (% of total) | 6 (17.14%) | Loss trades (% of total) | 29 (82.86%) |
Largest | profit trade | 139.93 | loss trade | -14.21 |
Average | profit trade | 127.00 | loss trade | -12.10 |
Maximum | consecutive wins (profit in money) | 2 (202.33) | consecutive losses (loss in money) | 9 (-112.13) |
Maximal | consecutive profit (count of wins) | 202.33 (2) | consecutive loss (count of losses) | -112.13 (9) |
Average | consecutive wins | 1 | consecutive losses | 5 |