Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2001.01.09 05:00 - 2006.09.14 03:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | NUM_LOTS=1; EMA_SPEED=11; BIG_JUMP=30; DOUBLE_JUMP=55; STOP_LOSS=20; EMERGENCY_LOSS=50; TAKE_PROFIT=25; SLOPE_SMALL=5; SLOPE_LARGE=8; MINUTES_BEGIN=25; MINUTES_END=25; SLIP_BEGIN=0; SLIP_END=0; MIN_VOLUME=0; SLIPPAGE=3; ADJUST=1; |
|
Bars in test | 35287 | Ticks modelled | 3480083 | Modelling quality | 89.75% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | -10320.88 | Gross profit | 130998.00 | Gross loss | -141318.88 |
Profit factor | 0.93 | Expected payoff | -10.88 | | |
Absolute drawdown | 21599.90 | Maximal drawdown | 26863.90 (25.52%) | Relative drawdown | 25.52% (26863.90) |
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Total trades | 949 | Short positions (won %) | 445 (57.08%) | Long positions (won %) | 504 (54.56%) |
| Profit trades (% of total) | 529 (55.74%) | Loss trades (% of total) | 420 (44.26%) |
Largest | profit trade | 278.00 | loss trade | -536.00 |
Average | profit trade | 247.63 | loss trade | -336.47 |
Maximum | consecutive wins (profit in money) | 11 (2778.00) | consecutive losses (loss in money) | 10 (-2634.00) |
Maximal | consecutive profit (count of wins) | 2778.00 (11) | consecutive loss (count of losses) | -3498.98 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |