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GBPUSD 15M - Strategy #1
Test Period on INTERBANKfx: from 01/10/2009 until 22/10/2009
EA parameters:
TP11 = "<< Trading Parameters for Time #1>>>>>>>>>>>>>>>>>>>>>>>>"
Trade_Session1 = True
Trade_Target11 = True
Lots_Target11 = 0.02
Use_M5_Trend_Analysis11 = True
Use_H1_Trend11 = True
Use_M1M5_EntrySignal11 = False
SL_Target11 = 2
Trade_Target21 = True
Lots_Target21 = 0.01
Use_M5_Trend_Analysis21 = True
Use_H1_Trend21 = True
Use_M1M5_EntrySignal21 = True
SL_Target21 = 2
Trade_Target31 = True
Lots_Target31 = 0.01
Use_M5_Trend_Analysis31 = False
Use_H1_Trend31 = True
Use_M1M5_EntrySignal31 = False
SL_Target31 = 2
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TP12 = "<< Trading Parameters for Time #2 >>>>>>>>>>>>>>>>>>>>>>>>"
Trade_Session2 = True
Trade_Target12 = True
Lots_Target12 = 0.02
SL_Target12 = 2
Use_M5_Trend_Analysis12 = True
Use_H1_Trend12 = True
Use_M1M5_EntrySignal12 = False
Trade_Target22 = True
Lots_Target22 = 0.01
SL_Target22 = 2
Use_M5_Trend_Analysis22 = True
Use_H1_Trend22 = True
Use_M1M5_EntrySignal22 = True
Trade_Target32 = True
Lots_Target32 = 0.01
SL_Target32 = 2
Use_M5_Trend_Analysis32 = False
Use_H1_Trend32 = True
Use_M1M5_EntrySignal32 = False
================================================
TP13 = "<< Trading Parameters for Time #3 >>>>>>>>>>>>>>>>>>>>>>>>"
Trade_Session3 = True
Trade_Target13 = True
Lots_Target13 = 0.02
SL_Target13 = 2
Use_M5_Trend_Analysis13 = True
Use_H1_Trend13 = True
Use_M1M5_EntrySignal13 = False
Trade_Target23 = True
Lots_Target23 = 0.01
SL_Target23 = 2
Use_M5_Trend_Analysis23 = True
Use_H1_Trend23 = True
Use_M1M5_EntrySignal23 = True
Trade_Target33 = True
Lots_Target33 = 0.01
SL_Target33 = 2
Use_M5_Trend_Analysis33 = False
Use_H1_Trend33 = True
Use_M1M5_EntrySignal33 = False
(...)
IIIIIIIIIIIIII_EA_Global = "<<<< Global Conditions to open >>>>>>>>>>>>>>>>>"
MagicNumber = 99987654
TrailingStop = 35
StopTradeHour= "24:00"
UseMM = False
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END of PARAMETERS
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RESULTS:
Bars in test 2513 Ticks modelled 286759 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 1000.00
Total net profit 19.86
Gross profit 136.88 Gross loss -117.02
Profit factor 1.17 Expected payoff 0.26
Absolute drawdown 38.69 Maximal drawdown 44.30 (4.41%) Relative drawdown 4.41% (44.30)
Total trades 76 Short positions (won %) 25 (68.00%) Long positions (won %) 51 (56.86%)
Profit trades (% of total) 46 (60.53%) Loss trades (% of total) 30 (39.47%)
Largest profit trade 12.70 loss trade -8.42
Average profit trade 2.98 loss trade -3.90
Maximum consecutive wins (profit in money) 8 (30.78) consecutive losses (loss in money) 4 (-4.75)
Maximal consecutive profit (count of wins) 30.78 (8) consecutive loss (count of losses) -16.84 (3)
Average consecutive wins 3 consecutive losses 2
Last edited by jcosta; 10-28-2009 at 05:45 PM.
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