Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.09.01 00:00 - 2006.09.14 00:00 (2006.05.12 - 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 | 681450.84 | Gross profit | 1038246.82 | Gross loss | -356795.98 |
Profit factor | 2.91 | Expected payoff | 2071.28 | | |
Absolute drawdown | 102.20 | Maximal drawdown | 64768.20 (20.71%) | Relative drawdown | 95.00% (11588.68) |
|
Total trades | 329 | Short positions (won %) | 180 (47.78%) | Long positions (won %) | 149 (44.97%) |
| Profit trades (% of total) | 153 (46.50%) | Loss trades (% of total) | 176 (53.50%) |
Largest | profit trade | 233845.92 | loss trade | -34277.60 |
Average | profit trade | 6785.93 | loss trade | -2027.25 |
Maximum | consecutive wins (profit in money) | 11 (31475.61) | consecutive losses (loss in money) | 8 (-19787.60) |
Maximal | consecutive profit (count of wins) | 434013.48 (5) | consecutive loss (count of losses) | -64768.20 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |