Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.05.03 00:00 - 2006.08.09 21:00 (2004.05.01 - 2006.09.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=10; StopLoss=100; TrailingStop=0; TakeProfit=0; Slippage=3; AlwaysAllowMACD=true;
UseMACD=true;
MACDFast=6; MACDSlow=13; MACDSignal=4; MACDPrice=0; MACDSignalLong=0; MACDSignalShort=0; UseRVI=true;
RVIPeriod=7; UseMomentum=true;
MomentumPeriod=14; MomentumPrice=0; MomentumSignalLong=100; MomentumSignalShort=100; WhalePeriod=14; WhalePrice=7; WhaleModeFast=true;
WhaleSignals=true;
WhaleSignalLong=-1; WhaleSignalShort=1; IndicatorTimeFrame=60; CloseAllTrades=false;
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Bars in test | 14411 | Ticks modelled | 4202708 | Modelling quality | 46.85% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 49020.00 | Gross profit | 104230.00 | Gross loss | -55210.00 |
Profit factor | 1.89 | Expected payoff | 262.14 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 7630.00 (13.55%) | Relative drawdown | 13.55% (7630.00) |
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Total trades | 187 | Short positions (won %) | 94 (64.89%) | Long positions (won %) | 93 (63.44%) |
| Profit trades (% of total) | 120 (64.17%) | Loss trades (% of total) | 67 (35.83%) |
Largest | profit trade | 3510.00 | loss trade | -1000.00 |
Average | profit trade | 868.58 | loss trade | -824.03 |
Maximum | consecutive wins (profit in money) | 7 (3870.00) | consecutive losses (loss in money) | 7 (-7000.00) |
Maximal | consecutive profit (count of wins) | 7080.00 (6) | consecutive loss (count of losses) | -7000.00 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |