Symbol		GBPUSD (Great Britain Pound vs US Dollar)
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)
Parameters		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
Mismatched charts errors	0
Initial deposit	10000.00			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	Maximal drawdown	63.38 (0.63%)	Relative drawdown	0.63% (63.38)
Total trades	285	Short positions (won %)	150 (98.67%)	Long positions (won %)	135 (100.00%)
		Profit trades (% of total)	283 (99.30%)	Loss trades (% of total)	2 (0.70%)
Largest		profit trade	8.92	loss trade	-1.53
Average		profit trade	0.60	loss trade	-1.35
Maximum		consecutive wins (profit in money)	283 (170.94)	consecutive losses (loss in money)	2 (-2.69)
Maximal		consecutive profit (count of wins)	170.94 (283)	consecutive loss (count of losses)	-2.69 (2)
Average		consecutive wins	283	consecutive losses	2

More strategies Back to overview