Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2001.01.16 00:00 - 2006.07.02 00:00 (2001.01.16 - 2006.07.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=17; StopLoss=38; testLot=false;
Risk=1; |
|
Bars in test | 34647 | Ticks modelled | 3432628 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | -49901.59 | Gross profit | 179514.87 | Gross loss | -229416.46 |
Profit factor | 0.78 | Expected payoff | -29.70 | | |
Absolute drawdown | 49901.59 | Maximal drawdown | 53403.59 (99.82%) | Relative drawdown | 99.82% (53403.59) |
|
Total trades | 1680 | Short positions (won %) | 869 (63.41%) | Long positions (won %) | 811 (65.60%) |
| Profit trades (% of total) | 1083 (64.46%) | Loss trades (% of total) | 597 (35.54%) |
Largest | profit trade | 941.81 | loss trade | -2068.06 |
Average | profit trade | 165.76 | loss trade | -384.28 |
Maximum | consecutive wins (profit in money) | 18 (468.61) | consecutive losses (loss in money) | 7 (-721.19) |
Maximal | consecutive profit (count of wins) | 5191.81 (6) | consecutive loss (count of losses) | -6878.00 (4) |
Average | consecutive wins | 3 | consecutive losses | 2 |