Symbol | EURUSD (Euro vs. United States Dollar) |
Period | Daily (D1) 2004.12.08 00:00 - 2006.09.11 00:00 (2006.01.10 - 2006.09.10) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | ExitMarket=false;
ShowSuitablePeriod=false;
ShowMarketInfo=false;
ShowAccountStatus=false;
ShowStat=false;
ShowDecision=false;
ShowDirection=false;
BlockSell=false;
BlockBuy=false;
ShowLots=false;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableMA=false;
EnableFractals=false;
EnableCCI=false;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverceDetector=false;
ReverceIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=1; Risk=0.5; StopLossIndex=1.1; AutoStopLossIndex=true;
StaticStopLoss=7; StopLevel=0; |
|
Bars in test | 557 | Ticks modelled | 7481 | Modelling quality | 24.46% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 822964.72 | Gross profit | 954588.25 | Gross loss | -131623.53 |
Profit factor | 7.25 | Expected payoff | 20574.12 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 44826.30 (7.02%) | Relative drawdown | 39.55% (14251.78) |
|
Total trades | 40 | Short positions (won %) | 24 (37.50%) | Long positions (won %) | 16 (37.50%) |
| Profit trades (% of total) | 15 (37.50%) | Loss trades (% of total) | 25 (62.50%) |
Largest | profit trade | 331089.40 | loss trade | -44826.30 |
Average | profit trade | 63639.22 | loss trade | -5264.94 |
Maximum | consecutive wins (profit in money) | 3 (162668.80) | consecutive losses (loss in money) | 6 (-14251.78) |
Maximal | consecutive profit (count of wins) | 331089.40 (1) | consecutive loss (count of losses) | -44826.30 (1) |
Average | consecutive wins | 1 | consecutive losses | 3 |