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| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2004.01.01 04:25 - 2015.10.02 23:50 (2004.01.01 - 2015.10.05) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ts1="Trade Style 1=normal, 2=aggressive, 3=middle"; ts2="Work only for GBPUSD"; TradeStyle=3; MainOptions="--- Lots options ---"; FixedLots=0.1; RiskPercent=9.5; TradeOptions="--- Trade options ---"; TakeProfit=0; StopLoss=0; SignalOptions="--- Signal options ---"; MA1_Period_H4=14; MA2_Period_H4=75; MinProfitProfit=12; FilterOptions="--- Filters options ---"; FilterChannelClose=0; FilterChannelNoOpen=0; TimeOptions="--- Time options ---"; UseAutoTimeSettings=true; ManualTimeOffsetGMT=2; AdvancedOptions="--- Advanced options ---"; MagicNumber=200200; OrderComments="EA_Impala_v2.1"; MaxSpread=3; Slippage=2; UseNFA=false; | ||||
| Bars in test | 867689 | Ticks modelled | 108178892 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 2000.00 | Spread | 17 | ||
| Total net profit | 27904739.95 | Gross profit | 37020576.55 | Gross loss | -9115836.59 |
| Profit factor | 4.06 | Expected payoff | 13057.90 | ||
| Absolute drawdown | 46.25 | Maximal drawdown | 2895301.01 (25.12%) | Relative drawdown | 58.11% (5131.96) |
| Total trades | 2137 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2137 (89.66%) |
| Profit trades (% of total) | 1916 (89.66%) | Loss trades (% of total) | 221 (10.34%) | ||
| Largest | profit trade | 310000.00 | loss trade | -1079800.00 | |
| Average | profit trade | 19321.80 | loss trade | -41248.13 | |
| Maximum | consecutive wins (profit in money) | 122 (9839906.64) | consecutive losses (loss in money) | 6 (-2121.94) | |
| Maximal | consecutive profit (count of wins) | 9839906.64 (122) | consecutive loss (count of losses) | -2159174.90 (4) | |
| Average | consecutive wins | 15 | consecutive losses | 2 | |

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