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2016.07.01 11:45
Expert Advisor based on the Sidus indicator.

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

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Exp_Sidus.mq4 (2.62 KB)view

Expert Advisor based on the Sidus indicator.

Forward:


SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 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 test7896Ticks modelled14788Modelling qualityn/a
Mismatched chart errors0




Initial deposit10000.00



Net profit414.37Gross profit2445.16Gross loss-2030.79
Profit factor1.20Expected payoff9.64

Absolute drawdown540.03Maximum drawdown696.05 (6.26%)Relative drawdown6.74% (683.82)

Total trades43Short 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%)
Largestprofit trade80.36loss trade-203.30
Averageprofit trade76.41loss trade-184.62
Maximumconsecutive wins (profit in money)12 (960.06)consecutive losses (loss in money)3 (-608.91)
Maximalconsecutive profit (count of wins)960.06 (12)consecutive loss (count)-608.91 (3)
Averageconsecutive wins5consecutive losses2


Optimization:


SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 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 test7124Ticks modelled13245Modelling qualityn/a
Mismatched chart errors0




Initial deposit10000.00



Net profit1257.69Gross profit1960.83Gross loss-703.14
Profit factor2.79Expected payoff39.30

Absolute drawdown195.21Maximum drawdown294.44 (2.73%)Relative drawdown2.73% (294.44)

Total trades32Short 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%)
Largestprofit trade80.81loss trade-205.10
Averageprofit trade72.62loss trade-140.63
Maximumconsecutive wins (profit in money)12 (958.83)consecutive losses (loss in money)1 (-205.10)
Maximalconsecutive profit (count of wins)958.83 (12)consecutive loss (count)-205.10 (1)
Averageconsecutive wins7consecutive losses1

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8715

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