Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2006.07.03 00:00 - 2006.08.01 00:00 (2006.07.01 - 2006.08.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | _______Position_______=(NULL); Lots=3; Lots_PCT=10; Use_Lots_PCT=false;
TP=20; SL=15; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=(NULL); TS_Mode=1; TS_Trigger=15; TS_Sensitivity=5; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=(NULL); Extra_Pips=10; Keltner_Period=10; _______Session_______=(NULL); Filter_Session=false;
From_Hour=13; From_Min=0; To_Hour=18; To_Min=0; |
|
Bars in test | 18669 | Ticks modelled | 84341 | Modelling quality | 51.26% |
|
Initial deposit | 30000.00 | | | | |
Total net profit | 2378.70 | Gross profit | 11318.70 | Gross loss | -8940.00 |
Profit factor | 1.27 | Expected payoff | 84.95 | | |
Absolute drawdown | 840.00 | Maximal drawdown | 4656.90 (12.75%) | Relative drawdown | 12.75% (4656.90) |
|
Total trades | 28 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) |
Largest | profit trade | 623.10 | loss trade | -2160.00 |
Average | profit trade | 514.49 | loss trade | -1490.00 |
Maximum | consecutive wins (profit in money) | 10 (5745.60) | consecutive losses (loss in money) | 2 (-3840.00) |
Maximal | consecutive profit (count of wins) | 5745.60 (10) | consecutive loss (count of losses) | -3840.00 (2) |
Average | consecutive wins | 4 | consecutive losses | 1 |