Symbol | EURUSD (Euro vs. United States Dollar) |
Period | Daily (D1) 2005.01.10 00:00 - 2006.09.08 00:00 (2006.05.12 - 2006.09.08) |
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 | 561 | Ticks modelled | 7784 | Modelling quality | 31.83% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 1022374.52 | Gross profit | 1175518.82 | Gross loss | -153144.31 |
Profit factor | 7.68 | Expected payoff | 20447.49 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 76057.20 (30.50%) | Relative drawdown | 31.27% (2336.47) |
|
Total trades | 50 | Short positions (won %) | 26 (46.15%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 24 (48.00%) | Loss trades (% of total) | 26 (52.00%) |
Largest | profit trade | 382597.60 | loss trade | -26996.40 |
Average | profit trade | 48979.95 | loss trade | -5890.17 |
Maximum | consecutive wins (profit in money) | 6 (139554.50) | consecutive losses (loss in money) | 5 (-76057.20) |
Maximal | consecutive profit (count of wins) | 667514.20 (2) | consecutive loss (count of losses) | -76057.20 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |