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;
EnablePivot=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=false;
ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
MAXLots=1; AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.1; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=50; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; |
|
Bars in test | 557 | Ticks modelled | 7481 | Modelling quality | 24.46% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 35143.11 | Gross profit | 55334.92 | Gross loss | -20191.81 |
Profit factor | 2.74 | Expected payoff | 247.49 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2556.78 (15.75%) | Relative drawdown | 15.75% (2556.78) |
|
Total trades | 142 | Short positions (won %) | 66 (65.15%) | Long positions (won %) | 76 (71.05%) |
| Profit trades (% of total) | 97 (68.31%) | Loss trades (% of total) | 45 (31.69%) |
Largest | profit trade | 1650.00 | loss trade | -566.25 |
Average | profit trade | 570.46 | loss trade | -448.71 |
Maximum | consecutive wins (profit in money) | 7 (5962.81) | consecutive losses (loss in money) | 5 (-2556.78) |
Maximal | consecutive profit (count of wins) | 5962.81 (7) | consecutive loss (count of losses) | -2556.78 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |