Expert Advisor based on the Sidus indicator.
Forward:
| 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:
| 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 | |
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