Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.06.02 00:00 - 2006.07.02 00:00 (2006.06.02 - 2006.07.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=1111; pr=12; sl=30; tp=70; tz=60; mm=1; qq=40; chas1=10; chas2=21; Lots=1; TrailingStop=0; |
|
Bars in test | 414986 | Ticks modelled | 501086 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 45047.59 | Gross profit | 55370.59 | Gross loss | -10323.00 |
Profit factor | 5.36 | Expected payoff | 11261.90 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 10323.00 (12.41%) | Relative drawdown | 12.41% (10323.00) |
|
Total trades | 4 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) |
Largest | profit trade | 22186.16 | loss trade | -10323.00 |
Average | profit trade | 18456.86 | loss trade | -10323.00 |
Maximum | consecutive wins (profit in money) | 2 (33184.43) | consecutive losses (loss in money) | 1 (-10323.00) |
Maximal | consecutive profit (count of wins) | 33184.43 (2) | consecutive loss (count of losses) | -10323.00 (1) |
Average | consecutive wins | 2 | consecutive losses | 1 |