Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | Daily (D1) 2004.10.04 00:00 - 2006.04.28 00:00 (2004.10.04 - 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=1; TakeProfit=200; InitialStop=20; TrailingStop=true;
SwingTrade=false;
PendingOrder=true;
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=true;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 7379 | Ticks modelled | 1636999 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8492.19 | Gross profit | 12864.18 | Gross loss | -4371.99 |
Profit factor | 2.94 | Expected payoff | 404.39 | | |
Absolute drawdown | 812.00 | Maximal drawdown (%) | 1204.00 (8.2%) | | |
|
Total trades | 21 | Short positions (won %) | 11 (27.27%) | Long positions (won %) | 10 (20.00%) |
| Profit trades (% of total) | 5 (23.81%) | Loss trades (% of total) | 16 (76.19%) |
Largest | profit trade | 3353.28 | loss trade | -406.00 |
Average | profit trade | 2572.84 | loss trade | -273.25 |
Maximum | consecutive wins (profit in money) | 1 (3353.28) | consecutive losses (loss in money) | 4 (-1204.00) |
Maximal | consecutive profit (count of wins) | 3353.28 (1) | consecutive loss (count of losses) | -1204.00 (4) |
Average | consecutive wins | 1 | consecutive losses | 3 |