Symbol
|
GBPUSD (Great Britain Pound vs US Dollar)
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Period
|
5 Minutes (M5) 2015.01.05 19:00 - 2015.04.27 23:59 (2001.01.01 - 2015.04.28)
|
Model
|
Open prices only (only for Expert Advisors that explicitly control bar opening)
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Parameters
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trendMA=200; perMA=50; maxPos=1; maxLeg=5; per_interval=4; gTP=2; gSL=10;
|
|
Bars in test
|
23191
|
Ticks modelled
|
46277
|
Modelling quality
|
n/a
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Mismatched charts errors
|
|
|
|
|
|
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Initial deposit
|
10000.00
|
|
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Spread
|
21
|
Total net profit
|
168.25
|
Gross profit
|
170.94
|
Gross loss
|
-2.69
|
Profit factor
|
63.54
|
Expected payoff
|
0.59
|
|
|
Absolute drawdown
|
54.84
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Maximal drawdown
|
63.38 (0.63%)
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Relative drawdown
|
0.63% (63.38)
|
|
Total trades
|
285
|
Short positions (won %)
|
150 (98.67%)
|
Long positions (won %)
|
135 (100.00%)
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|
Profit trades (% of total)
|
283 (99.30%)
|
Loss trades (% of total)
|
2 (0.70%)
|
Largest
|
profit trade
|
8.92
|
loss trade
|
-1.53
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Average
|
profit trade
|
0.60
|
loss trade
|
-1.35
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Maximum
|
consecutive wins (profit in money)
|
283 (170.94)
|
consecutive losses (loss in money)
|
2 (-2.69)
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Maximal
|
consecutive profit (count of wins)
|
170.94 (283)
|
consecutive loss (count of losses)
|
-2.69 (2)
|
Average
|
consecutive wins
|
283
|
consecutive losses
|
2
|