Expert Advisor based on the Sidus indicator. – expert for MetaTrader 4

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Expert Advisor based on the Sidus indicator.

Forward:

Expert Advisor based on the Sidus indicator. - expert for MetaTrader 4

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2008.01.02 10:00 - 2009.02.15 23:59 (2008.01.01 - 2009.02.16)
Parameters Lots=0.1; shif=1;
Bars in test 7896 Ticks modelled 14788 Modelling quality n/a
Mismatched chart errors 0
Initial deposit 10000.00
Net profit 414.37 Gross profit 2445.16 Gross loss -2030.79
Profit factor 1.20 Expected payoff 9.64
Absolute drawdown 540.03 Maximum drawdown 696.05 (6.26%) Relative drawdown 6.74% (683.82)
Total trades 43 Short positions (won %) 25 (80.00%) Long positions (won %) 18 (66.67%)
Profit trades (% of total) 32 (74.42%) Loss Trades (% of total) 11 (25.58%)
Largest profit trade 80.36 loss trade -203.30
Average profit trade 76.41 loss trade -184.62
Maximum consecutive wins (profit in money) 12 (960.06) consecutive losses (loss in money) 3 (-608.91)
Maximal consecutive profit (count of wins) 960.06 (12) consecutive loss (count) -608.91 (3)
Average consecutive wins 5 consecutive losses 2

Optimization:

Expert Advisor based on the Sidus indicator. - expert for MetaTrader 4

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2007.01.02 01:00 - 2007.12.28 23:59 (2007.01.01 - 2007.12.31)
Parameters Lots=0.1; shif=1;
Bars in test 7124 Ticks modelled 13245 Modelling quality n/a
Mismatched chart errors 0
Initial deposit 10000.00
Net profit 1257.69 Gross profit 1960.83 Gross loss -703.14
Profit factor 2.79 Expected payoff 39.30
Absolute drawdown 195.21 Maximum drawdown 294.44 (2.73%) Relative drawdown 2.73% (294.44)
Total trades 32 Short positions (won %) 12 (66.67%) Long positions (won %) 20 (95.00%)
Profit trades (% of total) 27 (84.38%) Loss Trades (% of total) 5 (15.63%)
Largest profit trade 80.81 loss trade -205.10
Average profit trade 72.62 loss trade -140.63
Maximum consecutive wins (profit in money) 12 (958.83) consecutive losses (loss in money) 1 (-205.10)
Maximal consecutive profit (count of wins) 958.83 (12) consecutive loss (count) -205.10 (1)
Average consecutive wins 7 consecutive losses 1

Comment

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