Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2005.06.01 00:00 - 2006.06.26 00:00 (2005.06.01 - 2006.06.26) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; |
|
Bars in test | 149066 | Ticks modelled | 1334564 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 10739.92 | Gross profit | 49189.92 | Gross loss | -38450.00 |
Profit factor | 1.28 | Expected payoff | 45.70 | | |
Absolute drawdown | 1440.03 | Maximal drawdown | 5290.00 (31.01%) | Relative drawdown | 31.01% (5290.00) |
|
Total trades | 235 | Short positions (won %) | 117 (86.32%) | Long positions (won %) | 118 (82.20%) |
| Profit trades (% of total) | 198 (84.26%) | Loss trades (% of total) | 37 (15.74%) |
Largest | profit trade | 1300.00 | loss trade | -2570.00 |
Average | profit trade | 248.43 | loss trade | -1039.19 |
Maximum | consecutive wins (profit in money) | 26 (8160.00) | consecutive losses (loss in money) | 4 (-4260.01) |
Maximal | consecutive profit (count of wins) | 8160.00 (26) | consecutive loss (count of losses) | -4260.01 (4) |
Average | consecutive wins | 6 | consecutive losses | 1 |