Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Hour (H1) 2005.09.01 00:00 - 2006.05.24 00:00 (2005.09.19 - 2006.05.24) |
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=7; StopLevel=0; |
|
Bars in test | 12008 | Ticks modelled | 822537 | Modelling quality | 75.25% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 611323.71 | Gross profit | 2293477.76 | Gross loss | -1682154.05 |
Profit factor | 1.36 | Expected payoff | 1020.57 | | |
Absolute drawdown | 130.30 | Maximal drawdown | 153871.73 (32.61%) | Relative drawdown | 67.93% (8998.44) |
|
Total trades | 599 | Short positions (won %) | 337 (52.23%) | Long positions (won %) | 262 (48.09%) |
| Profit trades (% of total) | 302 (50.42%) | Loss trades (% of total) | 297 (49.58%) |
Largest | profit trade | 61062.00 | loss trade | -43080.30 |
Average | profit trade | 7594.30 | loss trade | -5663.82 |
Maximum | consecutive wins (profit in money) | 12 (155067.72) | consecutive losses (loss in money) | 7 (-3138.30) |
Maximal | consecutive profit (count of wins) | 155067.72 (12) | consecutive loss (count of losses) | -91196.10 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |