| Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
| Period | 1 Hour (H1) 2006.01.02 00:00 - 2007.07.05 00:00 (2006.01.01 - 2007.07.05) |
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
| Parameters | expertId=1; TakeProfit=100; StopLoss=50; FixedLot=true;
Lots=1; MinLot=0.1; MaximumRisk=3; LotRound=1; EntryOption=1; TickEntry=1; TickExit=1; SMAPeriod=3; EntryTF=0; ExitTF=0; UseATRfilter=false;
ATRfilterPeriod=7; UseRSI=false;
RSIPeriod=2; RSIbelow=35; RSIabove=65; Use_Fractal=false;
Use_3Bar=true;
_3BarHigherTF=false;
UseJMA=false;
JMAPeriod=200; JMAphase=0; Use_JMA_Current_Price=false;
JMA_Filter_Current=21; JMA_Filter_Current_phase=0; Use_Filter_Lower=false;
JMA_Filter_Lower=13; JMA_Filter_Lower_phase=0; Use_Filter_Higher=false;
JMA_Filter_Higher=21; JMA_Filter_Higher_phase=0; UseASCT=false;
TSCP=3; MONYRISK=0.5; ExitHours=23; MinutesBeforeExit=5; slippage=3; OrderTriesNumber=2; EAName="MA-fractal"; |
|
| Bars in test | 14286 | Ticks modelled | 108744 | Modelling quality | 47.52% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 49188.20 | Gross profit | 90452.00 | Gross loss | -41263.80 |
| Profit factor | 2.19 | Expected payoff | 109.80 | | |
| Absolute drawdown | 310.00 | Maximal drawdown | 2434.40 (7.42%) | Relative drawdown | 11.83% (1714.80) |
|
| Total trades | 448 | Short positions (won %) | 327 (73.09%) | Long positions (won %) | 121 (80.17%) |
| Profit trades (% of total) | 336 (75.00%) | Loss trades (% of total) | 112 (25.00%) |
| Largest | profit trade | 1000.00 | loss trade | -514.40 |
| Average | profit trade | 269.20 | loss trade | -368.43 |
| Maximum | consecutive wins (profit in money) | 18 (4385.60) | consecutive losses (loss in money) | 4 (-1514.80) |
| Maximal | consecutive profit (count of wins) | 4385.60 (18) | consecutive loss (count of losses) | -1514.80 (4) |
| Average | consecutive wins | 4 | consecutive losses | 1 |