Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2001.04.10 00:00 - 2006.07.02 00:00 (2001.04.10 - 2006.07.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 410416 | Ticks modelled | 3669920 | Modelling quality | 90.00% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 1746244.64 | Gross profit | 3341636.96 | Gross loss | -1595392.32 |
Profit factor | 2.09 | Expected payoff | 8160.02 | | |
Absolute drawdown | 1220.96 | Maximal drawdown | 182880.00 (32.60%) | Relative drawdown | 52.29% (1950.08) |
|
Total trades | 214 | Short positions (won %) | 104 (41.35%) | Long positions (won %) | 110 (50.91%) |
| Profit trades (% of total) | 99 (46.26%) | Loss trades (% of total) | 115 (53.74%) |
Largest | profit trade | 72880.00 | loss trade | -32880.00 |
Average | profit trade | 33753.91 | loss trade | -13872.98 |
Maximum | consecutive wins (profit in money) | 5 (82805.36) | consecutive losses (loss in money) | 6 (-182880.00) |
Maximal | consecutive profit (count of wins) | 210480.00 (3) | consecutive loss (count of losses) | -182880.00 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |