| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 30 Minutes (M30) 2005.07.01 00:00 - 2006.06.30 00:00 (2005.07.01 - 2006.06.30) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | MagicNumber=0; SignalMail=false;
EachTickMode=false;
Lots=1; Slippage=3; StopLossMode=true;
StopLoss=30; TakeProfitMode=true;
TakeProfit=100; TrailingStopMode=true;
TrailingStop=10; StepStoData=" StepSto Data "; Length=10; Kfast=1; Kslow=1; MA_Mode=0; StepSizeMIN=0; StepSizeMAX=0; BuyLevel=0; SellLevel=100; |
|
| Bars in test | 25301 | Ticks modelled | 1231881 | Modelling quality | 90.00% |
|
| Initial deposit | 50000.00 | | | | |
| Total net profit | -17357.12 | Gross profit | 37876.89 | Gross loss | -55234.01 |
| Profit factor | 0.69 | Expected payoff | -25.23 | | |
| Absolute drawdown | 17537.12 | Maximal drawdown | 18127.12 (35.83%) | Relative drawdown | 35.83% (18127.12) |
|
| Total trades | 688 | Short positions (won %) | 347 (53.60%) | Long positions (won %) | 341 (51.91%) |
| Profit trades (% of total) | 363 (52.76%) | Loss trades (% of total) | 325 (47.24%) |
| Largest | profit trade | 771.00 | loss trade | -309.00 |
| Average | profit trade | 104.34 | loss trade | -169.95 |
| Maximum | consecutive wins (profit in money) | 8 (610.00) | consecutive losses (loss in money) | 7 (-559.00) |
| Maximal | consecutive profit (count of wins) | 1580.00 (6) | consecutive loss (count of losses) | -1159.00 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |