Expert Advisor is based on Williams' Percent Range indicator.
The Expert Advisor is profitable on higher timeframes even without optimization.
Settings |
| Expert: |
VIP_WPR |
| Symbol: |
EURUSD |
| Period: |
Daily (2011.01.01 - 2011.11.29) |
| Inputs: |
Expert_Title=VIP_WPR |
|
Signal_ThresholdOpen=10 |
|
Signal_ThresholdClose=10 |
|
Signal_PriceLevel=0.00000000 |
|
Signal_StopLevel=100.00000000 |
|
Signal_TakeLevel=100.00000000 |
|
Signal_Expiration=4 |
|
Signal_WPR_PeriodWPR=3 |
|
Signal_WPR_Weight=1.00000000 |
|
Money_FixLot_Percent=10.00000000 |
|
Money_FixLot_Lots=0.10000000 |
| Server: |
MetaQuotes Software Corp. |
|
USD |
| Initial Deposit: |
5 000.00 |
| Leverage: |
1:100 |
Results
| History Quality: |
100% |
| Bars: |
236 |
Ticks: |
19740752 |
| Total Net Profit: |
1 344.35 |
Gross Profit: |
8 825.24 |
Gross Loss: |
-7 480.89 |
| Profit Factor: |
1.18 |
Expected Payoff: |
6.79 |
Margin Level: |
3679.63% |
| Recovery Factor: |
1.27 |
Sharpe Ratio: |
0.09 |
OnTester result: |
0 |
|
| Balance Drawdown: |
| Balance Drawdown Absolute: |
0.00 |
Balance Drawdown Maximal: |
987.32 (14.99%) |
Balance Drawdown Relative: |
14.99% (987.32) |
| Equity Drawdown: |
| Equity Drawdown Absolute: |
89.90 |
Equity Drawdown Maximal: |
1 061.92 (16.01%) |
Equity Drawdown Relative: |
16.01% (1 061.92) |
|
| Total Trades: |
198 |
Short Trades (won %): |
97 (46.39%) |
Long Trades (won %): |
101 (51.49%) |
| Total Deals: |
346 |
Profit Trades (% of total): |
97 (48.99%) |
Loss Trades (% of total): |
101 (51.01%) |
|
Largest profit trade: |
100.00 |
Largest loss trade: |
-100.20 |
|
Average profit trade: |
90.98 |
Average loss trade: |
-74.07 |
|
Maximum consecutive wins ($): |
4 (400.00) |
Maximum consecutive losses ($): |
7 (-700.00) |
|
Maximal consecutive profit (count): |
400.00 (4) |
Maximal consecutive loss (count): |
-700.00 (7) |
|
Average consecutive wins: |
2 |
Average consecutive losses: |
2 |
