Principle of job:
2 SMA – first with parameters 14, second with 180.
Also there are parallel lines:
SMA 180 + 250 items on Y
SMA 180 + 500 items on Y
SMA 180 – 250 items on Y
SMA 180 – 500 items on Y
At crossing MA14 any line, occurs either Buy, or Sell.
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.02.19 00:00 – 2009.03.18 23:00 (2009.02.19 – 2009.03.19) | ||||
Model | Every tick (the most accurate mode based on the shortest available time frames) | ||||
Parameters | _____1_____=”Trading settings “; take_profit=1000; stop_loss=1000; lots=3; _____2_____=”Indicator settings “; calculated_bar=4; fast_МА_period=20; fast_МА_method=2; price_const_of fast_МА=4; slow_МА_period=180; slow_МА_method=2; price_const_of slow_МА=4; _____3_____=”Level settings “; upper_1=950; upper_2=300; lower_1=750; lower_2=450; | ||||
Bars in test | 1476 | Ticks modeled | 867857 | Modeling quality | 90.00% |
Mismatched chart errors | 5 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 17882.10 | Gross profit | 23990.10 | Gross loss | -6108.00 |
Profit factor | 3.93 | Expected payoff | 1788.21 | ||
Absolute drawdown | 4755.30 | Maximum drawdown | 5607.30 (51.67%) | Relative drawdown | 51.67% (5607.30) |
Total trades | 10 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
Largest | profit trade | 3000.00 | loss trade | -3054.00 | |
Average | profit trade | 2998.76 | loss trade | -3054.00 | |
Maximum | consecutive wins (profit in money) | 7 (20990.40) | consecutive losses (loss in money) | 1 (-3054.00) | |
Maximal | consecutive profit (count of wins) | 20990.40 (7) | consecutive loss (count of losses) | -3054.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |