Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.09.01 00:00 - 2006.09.14 00:00 (2005.12.01 - 2006.09.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
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=true;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverceDetector=true;
ReverceIndex=3; MoneyTrainLevel=3; 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=12; StopLevel=0; |
|
Bars in test | 3515 | Ticks modelled | 1242195 | Modelling quality | 79.66% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 685839.34 | Gross profit | 1150228.45 | Gross loss | -464389.11 |
Profit factor | 2.48 | Expected payoff | 1776.79 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 97310.55 (47.90%) | Relative drawdown | 93.92% (27792.13) |
|
Total trades | 386 | Short positions (won %) | 168 (57.14%) | Long positions (won %) | 218 (51.38%) |
| Profit trades (% of total) | 208 (53.89%) | Loss trades (% of total) | 178 (46.11%) |
Largest | profit trade | 111889.90 | loss trade | -36591.80 |
Average | profit trade | 5529.94 | loss trade | -2608.93 |
Maximum | consecutive wins (profit in money) | 12 (19974.27) | consecutive losses (loss in money) | 7 (-3998.40) |
Maximal | consecutive profit (count of wins) | 386285.85 (4) | consecutive loss (count of losses) | -75236.00 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |