Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) |
Period | 15 Minutes (M15) 2006.01.17 13:15 - 2022.03.10 14:30 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | MM="==== Risk Management ===="; FixedLots=0.01; AutoMM=0; AutoMM_Max=50; RM="==== Recovery Mode ===="; RecoveryMode=false;
MMTrades=50; RecoveryFactor=10; RecoveryMultiplier=1.1; GS="==== General Settings ===="; LongTrades=true;
ShortTrades=true;
Magic=665566; EA_Coment="BFSPMT4"; MaxSpread=6; Slippage=2; TicksTrade=true;
StealthMode=true;
EmergencyStopDist=100; StopLoss=100; TakeProfit=30; TradeLifeTime=0; BandPeriod=9; MaxBreakEntry=85; BandBreakEntry=4; UseBandBreakExit=true;
BandBreakExit=-1; ATR_TF_FL=60; ATR_Per_FL=6; MaxATR_FL=90; ExitProfitOnReverse=20; Reverse_Bar_TF=1; UseTrendFilter=false;
MA_Fast_Period=15; MA_Slow_Period=30; MA_Trend_TF=15; Trend_Impulse=5; TS="==== Trailing Stop ===="; Trailing_Stop=false;
Trailing_Stop_Value=4; Trailing_Stop_After=7; ATR="==== Dynamic SL & TP ===="; Use_ATR_Profit=false;
ATR_Profit_Factor=0.115; Use_ATR_Stop=true;
ATR_SL_Factor=3.7; ATR_TF_SL=60; ATR_Per_SL=5; Min_ATR_SL=10; Max_ATR_SL=120; TM="==== Time Management System ===="; AllowedHour_ForBacktest=-1; MondayTrading=true;
MondayTradingHours="23"; TuesdayTrading=true;
TuesdayTradingHours="0,23"; WednesdayTrading=true;
WednesdayTradingHours="0,23"; ThursdayTrading=true;
ThursdayTradingHours="0,23"; FridayTrading=true;
FridayTradingHours="0"; SaturdayTrading=true;
SaturdayTradingHours=""; SundayTrading=true;
SundayTradingHours=""; SF="==== Wednesday Swap Filter ===="; WednesdaySwapFilter=true;
MaxNegSwapPips=-0.5; RF="==== Rollover Time & Spread Filter ===="; RolloverTimeFilter=true;
MinutesBefore=5; MinutesAfter=10; x_MaxSpreadFilter=true;
x_MaxSpread=2; NN="==== Notifications ===="; EMAIL_Notification=false;
PUSH_Notification=false;
G="===== GMT Settings ===="; GMT_Offset=2; Calculate_DST=true;
NF="==== News Filter Settings ===="; Avoid_News=false;
Include_Medium_News=false;
Filter_NFP_FOMC_ONLY=false;
Wait_Before_News=30; Wait_After_News=30; FE="==== Friday Exit ===="; FridayExit=false;
ExitHourFr=21; LastTradeHour=19; GRS="==== Grid System ===="; Grid_System=false;
Grid_Max_Trades=0; Grid_Distance=0; Grid_Trade_By_Signal_Only=true;
Grid_Signal_Period=15; Grid_Risk_Multiplier=1; Grid_Martingale=false;
Grid_Take_Profit=0; Grid_Take_Profit_Money=0; Grid_Stop_Loss=0; Grid_Stop_Loss_Money=0; |
|
Bars in test | 402318 | Ticks modelled | 355215714 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 414.87 | Gross profit | 948.19 | Gross loss | -533.33 |
Profit factor | 1.78 | Expected payoff | 0.28 | | |
Absolute drawdown | 6.27 | Maximal drawdown | 26.19 (0.25%) | Relative drawdown | 0.25% (26.19) |
|
Total trades | 1474 | Short positions (won %) | 709 (68.41%) | Long positions (won %) | 765 (67.71%) |
| Profit trades (% of total) | 1003 (68.05%) | Loss trades (% of total) | 471 (31.95%) |
Largest | profit trade | 18.95 | loss trade | -9.70 |
Average | profit trade | 0.95 | loss trade | -1.13 |
Maximum | consecutive wins (profit in money) | 15 (21.71) | consecutive losses (loss in money) | 6 (-5.18) |
Maximal | consecutive profit (count of wins) | 25.45 (5) | consecutive loss (count of losses) | -19.67 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |